Shares | Description (1) | Value | ||||||
LONG-TERM INVESTMENTS – 99.9% | ||||||||
COMMON STOCKS – 99.0% | ||||||||
Aerospace & Defense – 1.6% | ||||||||
6,642 | Boeing Co, (2) | $1,460,841 | ||||||
3,921 | Lockheed Martin Corp | 1,353,137 | ||||||
23,937 | Raytheon Technologies Corp | 2,057,625 | ||||||
Total Aerospace & Defense | 4,871,603 | |||||||
Air Freight & Logistics – 0.6% | ||||||||
10,527 | United Parcel Service Inc, Class B | 1,916,967 | ||||||
Airlines – 0.1% | ||||||||
513 | American Airlines Group Inc, (2) | 10,527 | ||||||
2,159 | Spirit Airlines Inc, (2) | 56,004 | ||||||
5,565 | United Airlines Holdings Inc, (2) | 264,727 | ||||||
Total Airlines | 331,258 | |||||||
Auto Components – 0.0% | ||||||||
6,359 | Goodyear Tire & Rubber Co, (2) | 112,554 | ||||||
Automobiles – 1.7% | ||||||||
34,359 | Ford Motor Co, (2) | 486,523 | ||||||
5,999 | Tesla Inc, (2) | 4,652,105 | ||||||
Total Automobiles | 5,138,628 | |||||||
Banks – 4.5% | ||||||||
13,874 | Associated Banc-Corp | 297,181 | ||||||
9,550 | Bank of America Corp | 405,397 | ||||||
1,569 | Bank OZK | 67,436 | ||||||
1,508 | BankUnited Inc | 63,065 | ||||||
24,364 | Citigroup Inc | 1,709,866 | ||||||
11,203 | Comerica Inc | 901,841 | ||||||
7,166 | First Hawaiian Inc | 210,322 | ||||||
15,312 | First Midwest Bancorp Inc/IL | 291,081 | ||||||
21,881 | FNB Corp/PA | 254,257 | ||||||
3,550 | Fulton Financial Corp | 54,244 | ||||||
9,405 | Hope Bancorp Inc | 135,808 | ||||||
39,995 | JPMorgan Chase & Co | 6,546,782 | ||||||
583 | M&T Bank Corp | 87,065 | ||||||
2,579 | PacWest Bancorp | 116,880 | ||||||
25,033 | People's United Financial Inc | 437,326 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Shares | Description (1) | Value | ||||||
Banks (continued) | ||||||||
2,043 | Popular Inc | $158,680 | ||||||
1,205 | Renasant Corp | 43,440 | ||||||
659 | Signature Bank/New York NY | 179,433 | ||||||
658 | SouthState Corp | 49,133 | ||||||
650 | Texas Capital Bancshares Inc, (2) | 39,013 | ||||||
3,878 | Valley National Bancorp | 51,616 | ||||||
21,005 | Wells Fargo & Co | 974,842 | ||||||
11,047 | Zions Bancorp | 683,699 | ||||||
Total Banks | 13,758,407 | |||||||
Beverages – 1.9% | ||||||||
51,740 | Coca-Cola Co, (3) | 2,714,798 | ||||||
21,054 | PepsiCo Inc | 3,166,732 | ||||||
Total Beverages | 5,881,530 | |||||||
Biotechnology – 1.4% | ||||||||
16,944 | AbbVie Inc | 1,827,749 | ||||||
7,500 | Amgen Inc | 1,594,875 | ||||||
2,259 | Moderna Inc, (2) | 869,399 | ||||||
Total Biotechnology | 4,292,023 | |||||||
Capital Markets – 3.0% | ||||||||
20,949 | Charles Schwab Corp | 1,525,925 | ||||||
5,682 | CME Group Inc | 1,098,785 | ||||||
307 | Federated Hermes Inc | 9,978 | ||||||
5,903 | Goldman Sachs Group Inc | 2,231,511 | ||||||
12,113 | Intercontinental Exchange Inc | 1,390,815 | ||||||
22,943 | Morgan Stanley | 2,232,583 | ||||||
2,999 | T Rowe Price Group Inc | 589,903 | ||||||
Total Capital Markets | 9,079,500 | |||||||
Chemicals – 1.5% | ||||||||
10,836 | Corteva Inc | 455,979 | ||||||
10,837 | Dow Inc | 623,778 | ||||||
6,283 | DuPont de Nemours Inc | 427,181 | ||||||
7,833 | Eastman Chemical Co | 789,096 | ||||||
2,980 | Ecolab Inc | 621,688 | ||||||
5,942 | Olin Corp | 286,701 | ||||||
4,938 | Sherwin-Williams Co | 1,381,307 | ||||||
Total Chemicals | 4,585,730 | |||||||
Commercial Services & Supplies – 0.0% | ||||||||
8,663 | CoreCivic Inc, (2) | 77,101 |
Shares | Description (1) | Value | ||||||
Communications Equipment – 1.7% | ||||||||
65,585 | Cisco Systems Inc | $3,569,791 | ||||||
6,293 | Motorola Solutions Inc | 1,461,990 | ||||||
Total Communications Equipment | 5,031,781 | |||||||
Consumer Finance – 0.8% | ||||||||
13,662 | American Express Co | 2,288,795 | ||||||
Containers & Packaging – 0.5% | ||||||||
7,131 | Avery Dennison Corp | 1,477,614 | ||||||
Diversified Financial Services – 1.5% | ||||||||
16,034 | Berkshire Hathaway Inc, Class B, (2), (3) | 4,376,320 | ||||||
Diversified Telecommunication Services – 0.8% | ||||||||
17,618 | AT&T Inc | 475,862 | ||||||
36,137 | Verizon Communications Inc | 1,951,759 | ||||||
Total Diversified Telecommunication Services | 2,427,621 | |||||||
Electric Utilities – 1.3% | ||||||||
3,632 | ALLETE Inc | 216,177 | ||||||
13,297 | Duke Energy Corp | 1,297,654 | ||||||
6,084 | Evergy Inc | 378,425 | ||||||
7,180 | FirstEnergy Corp | 255,752 | ||||||
4,531 | Hawaiian Electric Industries Inc | 185,001 | ||||||
3,171 | IDACORP Inc | 327,818 | ||||||
2,166 | NRG Energy Inc | 88,438 | ||||||
4,414 | OGE Energy Corp | 145,485 | ||||||
4,056 | Pinnacle West Capital Corp | 293,492 | ||||||
5,647 | PNM Resources Inc | 279,413 | ||||||
7,150 | Portland General Electric Co | 335,978 | ||||||
2,741 | PPL Corp | 76,419 | ||||||
Total Electric Utilities | 3,880,052 | |||||||
Electrical Equipment – 1.1% | ||||||||
5,829 | Eaton Corp PLC | 870,328 | ||||||
8,927 | Emerson Electric Co | 840,923 | ||||||
4,452 | nVent Electric PLC | 143,933 | ||||||
5,235 | Rockwell Automation Inc | 1,539,300 | ||||||
Total Electrical Equipment | 3,394,484 | |||||||
Electronic Equipment, Instruments & Components – 0.2% | ||||||||
18,044 | Corning Inc | 658,426 | ||||||
Energy Equipment & Services – 0.2% | ||||||||
1,887 | ChampionX Corp, (2) | 42,193 | ||||||
1,072 | Dril-Quip Inc, (2) | 26,993 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Shares | Description (1) | Value | ||||||
Energy Equipment & Services (continued) | ||||||||
1,243 | Helmerich & Payne Inc | $34,071 | ||||||
12,922 | NOV Inc, (2) | 169,407 | ||||||
4,365 | Patterson-UTI Energy Inc | 39,285 | ||||||
2,888 | Technip Energies NV, (2) | 45,255 | ||||||
8,230 | TechnipFMC PLC, (2) | 61,972 | ||||||
16,647 | Transocean Ltd, (2), (4) | 63,092 | ||||||
Total Energy Equipment & Services | 482,268 | |||||||
Entertainment – 2.2% | ||||||||
1,257 | AMC Entertainment Holdings Inc, (2), (4) | 47,842 | ||||||
6,011 | Electronic Arts Inc | 855,065 | ||||||
5,104 | Netflix Inc, (2) | 3,115,175 | ||||||
16,102 | Walt Disney Co, (2) | 2,723,975 | ||||||
Total Entertainment | 6,742,057 | |||||||
Equity Real Estate Investment Trust – 1.8% | ||||||||
9,948 | Acadia Realty Trust | 203,039 | ||||||
1,995 | Agree Realty Corp | 132,129 | ||||||
5,269 | Apple Hospitality REIT Inc | 82,881 | ||||||
4,774 | Brandywine Realty Trust | 64,067 | ||||||
4,722 | Brixmor Property Group Inc | 104,403 | ||||||
3,021 | Broadstone Net Lease Inc | 74,951 | ||||||
7,483 | Columbia Property Trust Inc | 142,327 | ||||||
1,089 | Cousins Properties Inc | 40,609 | ||||||
1,098 | CubeSmart | 53,198 | ||||||
1,729 | CyrusOne Inc | 133,842 | ||||||
11,724 | DiamondRock Hospitality Co, (2) | 110,792 | ||||||
661 | Digital Realty Trust Inc | 95,481 | ||||||
14,750 | Empire State Realty Trust Inc | 147,943 | ||||||
664 | Extra Space Storage Inc | 111,545 | ||||||
1,273 | Federal Realty Investment Trust | 150,201 | ||||||
2,741 | GEO Group Inc | 20,475 | ||||||
98 | Healthcare Realty Trust Inc | 2,918 | ||||||
12,391 | Host Hotels & Resorts Inc, (2) | 202,345 | ||||||
1,750 | Hudson Pacific Properties Inc | 45,973 | ||||||
144 | Innovative Industrial Properties Inc | 33,288 | ||||||
10,443 | Kimco Realty Corp | 216,692 | ||||||
2,182 | Life Storage Inc | 250,363 | ||||||
10,368 | Macerich Co | 173,249 | ||||||
5,572 | Mack-Cali Realty Corp, (2) | 95,393 | ||||||
3,371 | National Retail Properties Inc | 145,593 | ||||||
27,284 | Paramount Group Inc | 245,283 | ||||||
6,410 | Park Hotels & Resorts Inc, (2) | 122,687 |
Shares | Description (1) | Value | ||||||
Equity Real Estate Investment Trust (continued) | ||||||||
7,431 | Pebblebrook Hotel Trust | $166,529 | ||||||
2,909 | Physicians Realty Trust | 51,257 | ||||||
3,188 | Prologis Inc | 399,871 | ||||||
3,232 | Regency Centers Corp | 217,611 | ||||||
7,659 | Retail Opportunity Investments Corp | 133,420 | ||||||
6,344 | Retail Properties of America Inc | 81,711 | ||||||
3,073 | RLJ Lodging Trust | 45,665 | ||||||
6,229 | Sabra Health Care REIT Inc | 91,691 | ||||||
1,070 | Seritage Growth Properties, (2) | 15,868 | ||||||
2,605 | Service Properties Trust | 29,202 | ||||||
1,366 | Simon Property Group Inc | 177,539 | ||||||
4,261 | SITE Centers Corp | 65,790 | ||||||
3,190 | SL Green Realty Corp | 225,980 | ||||||
4,169 | Summit Hotel Properties Inc, (2) | 40,147 | ||||||
12,062 | Sunstone Hotel Investors Inc, (2) | 144,020 | ||||||
847 | Ventas Inc | 46,763 | ||||||
5,339 | Vornado Realty Trust | 224,291 | ||||||
1,282 | Welltower Inc | 105,637 | ||||||
2,214 | Xenia Hotels & Resorts Inc, (2) | 39,276 | ||||||
Total Equity Real Estate Investment Trust | 5,503,935 | |||||||
Food & Staples Retailing – 0.6% | ||||||||
13,662 | Walmart Inc | 1,904,210 | ||||||
Food Products – 0.4% | ||||||||
12,387 | Archer-Daniels-Midland Co | 743,344 | ||||||
15,667 | Conagra Brands Inc | 530,641 | ||||||
Total Food Products | 1,273,985 | |||||||
Health Care Equipment & Supplies – 2.9% | ||||||||
24,047 | Abbott Laboratories | 2,840,672 | ||||||
36,435 | Boston Scientific Corp, (2) | 1,580,915 | ||||||
2,079 | Intuitive Surgical Inc, (2) | 2,066,838 | ||||||
17,840 | Medtronic PLC | 2,236,244 | ||||||
Total Health Care Equipment & Supplies | 8,724,669 | |||||||
Health Care Providers & Services – 3.0% | ||||||||
31 | Acadia Healthcare Co Inc, (2) | 1,977 | ||||||
4,100 | Anthem Inc | 1,528,480 | ||||||
8,000 | CVS Health Corp | 678,880 | ||||||
2,553 | Humana Inc | 993,500 | ||||||
3,144 | Laboratory Corp of America Holdings, (2) | 884,848 | ||||||
93 | McKesson Corp | 18,542 | ||||||
3,057 | Tenet Healthcare Corp, (2) | 203,107 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Shares | Description (1) | Value | ||||||
Health Care Providers & Services (continued) | ||||||||
12,300 | UnitedHealth Group Inc | $4,806,102 | ||||||
Total Health Care Providers & Services | 9,115,436 | |||||||
Hotels, Restaurants & Leisure – 2.2% | ||||||||
610 | Booking Holdings Inc, (2) | 1,448,061 | ||||||
237 | Caesars Entertainment Inc, (2) | 26,610 | ||||||
7,238 | Carnival Corp, (2) | 181,023 | ||||||
12,756 | McDonald's Corp | 3,075,599 | ||||||
4,955 | Norwegian Cruise Line Holdings Ltd, (2) | 132,348 | ||||||
1,094 | Penn National Gaming Inc, (2) | 79,271 | ||||||
714 | Royal Caribbean Cruises Ltd, (2) | 63,510 | ||||||
15,767 | Starbucks Corp | 1,739,258 | ||||||
Total Hotels, Restaurants & Leisure | 6,745,680 | |||||||
Household Durables – 0.3% | ||||||||
6,557 | KB Home | 255,198 | ||||||
559 | Taylor Morrison Home Corp, (2) | 14,411 | ||||||
4,004 | Tempur Sealy International Inc | 185,826 | ||||||
2,293 | Whirlpool Corp | 467,451 | ||||||
Total Household Durables | 922,886 | |||||||
Household Products – 1.7% | ||||||||
10,458 | Colgate-Palmolive Co | 790,416 | ||||||
8,653 | Kimberly-Clark Corp | 1,146,003 | ||||||
23,430 | Procter & Gamble Co | 3,275,514 | ||||||
Total Household Products | 5,211,933 | |||||||
Independent Power & Renewable Electricity Producers – 0.1% | ||||||||
617 | Sunnova Energy International Inc, (2) | 20,324 | ||||||
8,660 | Vistra Corp | 148,086 | ||||||
Total Independent Power & Renewable Electricity Producers | 168,410 | |||||||
Industrial Conglomerates – 1.4% | ||||||||
9,198 | 3M Co | 1,613,513 | ||||||
11,839 | Honeywell International Inc | 2,513,183 | ||||||
Total Industrial Conglomerates | 4,126,696 | |||||||
Insurance – 2.2% | ||||||||
13,662 | Arthur J Gallagher & Co | 2,030,856 | ||||||
7,559 | Fidelity National Financial Inc | 342,725 | ||||||
13,889 | Marsh & McLennan Cos Inc | 2,103,211 | ||||||
4,657 | Prudential Financial Inc | 489,917 | ||||||
1,511 | Reinsurance Group of America Inc | 168,114 | ||||||
9,108 | Travelers Cos Inc | 1,384,507 | ||||||
Total Insurance | 6,519,330 |
Shares | Description (1) | Value | ||||||
Interactive Media & Services – 7.4% | ||||||||
2,553 | Alphabet Inc, Class A, (2) | $6,825,497 | ||||||
2,895 | Alphabet Inc, Class C, (2) | 7,716,072 | ||||||
21,962 | Facebook Inc, Class A, (2), (3) | 7,453,683 | ||||||
8,835 | Twitter Inc, (2) | 533,546 | ||||||
Total Interactive Media & Services | 22,528,798 | |||||||
Internet & Direct Marketing Retail – 4.7% | ||||||||
3,931 | Amazon.com Inc, (2), (3) | 12,913,492 | ||||||
17,611 | eBay Inc | 1,226,959 | ||||||
Total Internet & Direct Marketing Retail | 14,140,451 | |||||||
IT Services – 4.7% | ||||||||
2,622 | Akamai Technologies Inc, (2) | 274,235 | ||||||
10,945 | Fidelity National Information Services Inc | 1,331,788 | ||||||
10,266 | Mastercard Inc, Class A | 3,569,283 | ||||||
13,263 | PayPal Holdings Inc, (2) | 3,451,165 | ||||||
4,000 | VeriSign Inc, (2) | 820,040 | ||||||
22,050 | Visa Inc, Class A, (3) | 4,911,637 | ||||||
Total IT Services | 14,358,148 | |||||||
Life Sciences Tools & Services – 1.4% | ||||||||
1,733 | Bio-Techne Corp | 839,760 | ||||||
6,024 | Thermo Fisher Scientific Inc | 3,441,692 | ||||||
Total Life Sciences Tools & Services | 4,281,452 | |||||||
Machinery – 2.8% | ||||||||
9,436 | Caterpillar Inc | 1,811,429 | ||||||
3,551 | Cummins Inc | 797,413 | ||||||
6,223 | Deere & Co | 2,085,141 | ||||||
8,744 | Illinois Tool Works Inc | 1,806,773 | ||||||
5,373 | Otis Worldwide Corp | 442,090 | ||||||
4,452 | Pentair PLC | 323,349 | ||||||
2,913 | Snap-on Inc | 608,671 | ||||||
2,640 | Stanley Black & Decker Inc | 462,818 | ||||||
Total Machinery | 8,337,684 | |||||||
Media – 1.3% | ||||||||
66,094 | Comcast Corp, Class A, (3) | 3,696,638 | ||||||
7,195 | TEGNA Inc | 141,885 | ||||||
Total Media | 3,838,523 | |||||||
Metals & Mining – 0.3% | ||||||||
20,911 | Freeport-McMoRan Inc | 680,235 | ||||||
2,973 | Southern Copper Corp | 166,904 | ||||||
Total Metals & Mining | 847,139 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Shares | Description (1) | Value | ||||||
Multiline Retail – 0.6% | ||||||||
8,032 | Target Corp | $1,837,481 | ||||||
Multi-Utilities – 0.3% | ||||||||
3,870 | Avista Corp | 151,394 | ||||||
2,246 | CenterPoint Energy Inc | 55,252 | ||||||
7,261 | Consolidated Edison Inc | 527,076 | ||||||
2,910 | NiSource Inc | 70,509 | ||||||
2,312 | NorthWestern Corp | 132,478 | ||||||
Total Multi-Utilities | 936,709 | |||||||
Oil, Gas & Consumable Fuels – 2.5% | ||||||||
4,761 | Antero Midstream Corp | 49,610 | ||||||
6,674 | Antero Resources Corp, (2) | 125,538 | ||||||
2,317 | Cabot Oil & Gas Corp | 50,418 | ||||||
18,166 | Chevron Corp | 1,842,941 | ||||||
4,084 | CNX Resources Corp, (2) | 51,540 | ||||||
5,980 | Comstock Resources Inc, (2) | 61,893 | ||||||
1,509 | ConocoPhillips | 102,265 | ||||||
1,025 | Continental Resources Inc | 47,304 | ||||||
6,783 | DHT Holdings Inc | 44,293 | ||||||
4,553 | Diamondback Energy Inc | 431,032 | ||||||
2,900 | EOG Resources Inc | 232,783 | ||||||
5,418 | EQT Corp, (2) | 110,852 | ||||||
4,475 | Equitrans Midstream Corp | 45,376 | ||||||
4,410 | Frontline Ltd/Bermuda, (2) | 41,322 | ||||||
2,689 | Hess Corp | 210,038 | ||||||
8,291 | HollyFrontier Corp | 274,681 | ||||||
54,268 | Marathon Oil Corp | 741,843 | ||||||
10,200 | Marathon Petroleum Corp | 630,462 | ||||||
6,966 | Murphy Oil Corp | 173,941 | ||||||
6,307 | Occidental Petroleum Corp | 186,561 | ||||||
4,403 | Ovintiv Inc | 144,771 | ||||||
5,237 | PBF Energy Inc, (2) | 67,924 | ||||||
4,956 | PDC Energy Inc | 234,865 | ||||||
8,289 | Phillips 66 | 580,479 | ||||||
415 | Pioneer Natural Resources Co | 69,102 | ||||||
4,093 | Range Resources Corp, (2) | 92,625 | ||||||
192 | Renewable Energy Group Inc, (2) | 9,638 | ||||||
2,100 | Scorpio Tankers Inc | 38,934 | ||||||
2,040 | SM Energy Co | 53,815 | ||||||
14,618 | Southwestern Energy Co, (2) | 80,984 | ||||||
2,864 | Talos Energy Inc, (2) | 39,437 |
Shares | Description (1) | Value | ||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
8,001 | Valero Energy Corp | $564,630 | ||||||
Total Oil, Gas & Consumable Fuels | 7,431,897 | |||||||
Pharmaceuticals – 3.6% | ||||||||
8,345 | Bristol-Myers Squibb Co | 493,774 | ||||||
9,879 | Eli Lilly & Co | 2,282,543 | ||||||
1,729 | Jazz Pharmaceuticals PLC, (2) | 225,133 | ||||||
18,508 | Johnson & Johnson | 2,989,042 | ||||||
26,004 | Merck & Co Inc | 1,953,160 | ||||||
2,600 | Organon & Co | 85,254 | ||||||
65,315 | Pfizer Inc, (3) | 2,809,198 | ||||||
8,714 | Viatris Inc | 118,075 | ||||||
Total Pharmaceuticals | 10,956,179 | |||||||
Real Estate Management & Development – 0.2% | ||||||||
588 | eXp World Holdings Inc | 23,385 | ||||||
538 | Howard Hughes Corp, (2) | 47,242 | ||||||
1,638 | Jones Lang LaSalle Inc, (2) | 406,371 | ||||||
1,786 | Realogy Holdings Corp, (2) | 31,326 | ||||||
Total Real Estate Management & Development | 508,324 | |||||||
Road & Rail – 0.8% | ||||||||
12,754 | Union Pacific Corp | 2,499,911 | ||||||
Semiconductors & Semiconductor Equipment – 5.6% | ||||||||
11,295 | Analog Devices Inc | 1,891,687 | ||||||
361 | Enphase Energy Inc, (2) | 54,139 | ||||||
45,420 | Intel Corp | 2,419,978 | ||||||
10,838 | Microchip Technology Inc | 1,663,525 | ||||||
26,668 | NVIDIA Corp | 5,524,543 | ||||||
15,378 | QUALCOMM Inc | 1,983,454 | ||||||
17,306 | Texas Instruments Inc | 3,326,386 | ||||||
Total Semiconductors & Semiconductor Equipment | 16,863,712 | |||||||
Software – 8.6% | ||||||||
6,194 | Autodesk Inc, (2) | 1,766,343 | ||||||
2,276 | Black Knight Inc, (2) | 163,872 | ||||||
5,008 | CDK Global Inc | 213,090 | ||||||
71,266 | Microsoft Corp | 20,091,311 | ||||||
55 | MicroStrategy Inc, (2) | 31,812 | ||||||
27,472 | Oracle Corp | 2,393,635 | ||||||
5,567 | salesforce.com Inc, (2) | 1,509,882 | ||||||
Total Software | 26,169,945 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Shares | Description (1) | Value | ||||||
Specialty Retail – 2.8% | ||||||||
6,065 | Best Buy Co Inc | $641,131 | ||||||
113 | Dick's Sporting Goods Inc | 13,534 | ||||||
12,326 | Home Depot Inc | 4,046,133 | ||||||
12,450 | Lowe's Cos Inc | 2,525,607 | ||||||
19,493 | TJX Cos Inc | 1,286,148 | ||||||
2,594 | Urban Outfitters Inc, (2) | 77,016 | ||||||
Total Specialty Retail | 8,589,569 | |||||||
Technology Hardware, Storage & Peripherals – 6.4% | ||||||||
136,525 | Apple Inc, (3) | 19,318,287 | ||||||
Textiles, Apparel & Luxury Goods – 0.7% | ||||||||
1,297 | Kontoor Brands Inc | 64,785 | ||||||
10,201 | NIKE Inc, Class B | 1,481,491 | ||||||
7,353 | VF Corp | 492,578 | ||||||
Total Textiles, Apparel & Luxury Goods | 2,038,854 | |||||||
Thrifts & Mortgage Finance – 0.1% | ||||||||
2,768 | MGIC Investment Corp | 41,410 | ||||||
10,698 | New York Community Bancorp Inc | 137,683 | ||||||
440 | PennyMac Financial Services Inc | 26,897 | ||||||
1,111 | Radian Group Inc | 25,242 | ||||||
Total Thrifts & Mortgage Finance | 231,232 | |||||||
Tobacco – 0.6% | ||||||||
17,306 | Altria Group Inc | 787,769 | ||||||
10,672 | Philip Morris International Inc | 1,011,599 | ||||||
Total Tobacco | 1,799,368 | |||||||
Trading Companies & Distributors – 0.4% | ||||||||
3,001 | WW Grainger Inc | 1,179,573 | ||||||
Wireless Telecommunication Services – 0.0% | ||||||||
1,094 | United States Cellular Corp, (2) | 34,888 | ||||||
Total Common Stocks (cost $86,090,269) | 299,750,013 |
Shares | Description (1) | Value | ||||||
EXCHANGE-TRADED FUNDS – 0.9% | ||||||||
13,000 | Vanguard Total Stock Market ETF | $2,886,780 | ||||||
Total Exchange-Traded Funds (cost $2,311,961) | 2,886,780 |
Shares | Description (1) | Value | ||||||
WARRANTS – 0.0% | ||||||||
Oil, Gas & Consumable Fuels – 0.0% | ||||||||
2 | Occidental Petroleum Corp | $25,087 |
Shares | Description (1) | Value | ||||||
Oil, Gas & Consumable Fuels(continued) | ||||||||
Total Warrants (cost $10,479) | 25,087 | |||||||
Total Long-Term Investments (cost $88,412,709) | 302,661,880 |
Shares | Description (1) | Coupon | Value | |||
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.0% | ||||||
MONEY MARKET FUNDS – 0.0% | ||||||
55,501 | State Street Navigator Securities Lending Government Money Market Portfolio, (5) | 0.030% (6) | $55,501 | |||
Total Investments Purchased with Collateral from Securities Lending (cost $55,501) | 55,501 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Value | ||||
SHORT-TERM INVESTMENTS – 0.1% | ||||||||
REPURCHASE AGREEMENTS – 0.1% | ||||||||
$217 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/21, repurchase price $216,989, collateralized by $211,300, U.S. Treasury Bond, 2.250%, due 5/15/41, value $221,370 | 0.000% | 10/01/21 | $216,989 | ||||
Total Short-Term Investments (cost $216,989) | 216,989 | |||||||
Total Investments (cost $88,685,199) – 100.0% | 302,934,370 | |||||||
Other Assets Less Liabilities – (0.0)% (7) | (117,542) | |||||||
Net Assets Applicable to Common Shares – 100% | $302,816,828 |
SPXX | Nuveen S&P 500 Dynamic Overwrite Fund (continued) |
Portfolio of Investments September 30, 2021 | |
(Unaudited) |
Options Purchased | ||||||
Description (8) | Type | Number of Contracts | Notional Amount (9) | Exercise Price | Expiration Date | Value |
Cboe Volatility Index | Put | 150 | $255,000 | $17 | 10/20/21 | $1,875 |
NIKE Inc | Call | 50 | 850,000 | 170 | 11/19/21 | 1,425 |
S&P 500® Index | Call | 20 | 9,200,000 | 4,600 | 10/15/21 | 1,000 |
Total Options Purchased (premiums paid $21,541) | 220 | $10,305,000 | $4,300 |
Options Written | ||||||
Description (8) | Type | Number of Contracts | Notional Amount (9) | Exercise Price | Expiration Date | Value |
S&P 500® Index | Put | (30) | $(9,200,000) | $4,100 | 10/15/21 | $(61,950) |
S&P 500® Index | Call | (285) | (126,682,500) | 4,445 | 10/15/21 | (265,050) |
S&P 500® Index | Call | (20) | (12,300,000) | 4,600 | 10/15/21 | (1,000) |
Total Options Written (premiums received $1,940,130) | (335) | $(148,182,500) | $(328,000) |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $299,750,013 | $ — | $ — | $299,750,013 |
Exchange-Traded Funds | 2,886,780 | — | — | 2,886,780 |
Warrants | 25,087 | — | — | 25,087 |
Investments Purchased with Collateral from Securities Lending | 55,501 | — | — | 55,501 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 216,989 | — | 216,989 |
Investments in Derivatives: | ||||
Options Purchased | 4,300 | — | — | 4,300 |
Options Written | (328,000) | — | — | (328,000) |
Total | $302,393,681 | $216,989 | $ — | $302,610,670 |
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) | Non-income producing; issuer has not declared an ex-dividend date within the past twelve months. | |
(3) | Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives. | |
(4) | Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $56,909. | |
(5) | The Fund may loan securities representing up to one third of the market value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund. | |
(6) | The rate shown is the one-day yield as of the end of the reporting period. | |
(7) | 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. | |
(8) | Exchange-traded, unless otherwise noted. | |
(9) | For disclosure purposes, Notional Amount is calculated by multiplying the Number of Contracts by the Strike Price by 100. | |
ETF | Exchange-Traded Fund | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poor's |