Nuveen Credit Income Fund

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 88.9%
		CORPORATE BONDS – 53.0%
		Aerospace & Defense – 1.2%
$	750	Embraer Netherlands Finance BV, 144A		6.950%		1/17/28		BB+	$	824,610
	950	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		1,010,847
	500	TransDigm Inc, 144A		4.625%		1/15/29		B–		493,025
	2,200	Total Aerospace & Defense								2,328,482
		Airlines – 2.8%
	1,000	Air Canada 2020-2 Class A Pass Through Trust, 144A		5.250%		4/01/29		A		1,074,640
	1,000	Air Canada 2020-2 Class B Pass Through Trust, 144A		9.000%		10/01/25		BBB–		1,097,891
	470	American Airlines Inc/AAdvantage Loyalty IP Ltd, 144A		5.500%		4/20/26		Ba2		489,124
	496	British Airways 2020-1 Class A Pass Through Trust, 144A		4.250%		11/15/32		A		519,310
	983	British Airways 2020-1 Class B Pass Through Trust, 144A		8.375%		11/15/28		BBB		1,118,998
	878	United Airlines 2020-1 Class A Pass Through Trust		5.875%		10/15/27		A		973,702
	4,827	Total Airlines								5,273,665
		Auto Components – 2.0%
	200	Alta Equipment Group Inc, 144A, (WI/DD)		5.625%		4/15/26		B–		202,750
	500	American Axle & Manufacturing Inc		6.250%		3/15/26		B		512,125
	750	Clarios Global LP / Clarios US Finance Co, 144A		8.500%		5/15/27		CCC+		807,188
	1,000	Goodyear Tire & Rubber Co		5.250%		4/30/31		BB–		1,000,000
	250	Meritor Inc, 144A		4.500%		12/15/28		BB–		250,750
	100	NESCO Holdings II Inc, 144A, (WI/DD)		5.500%		4/15/29		B		102,580
	850	Tupy Overseas SA, 144A		4.500%		2/16/31		BB		824,508
	3,650	Total Auto Components								3,699,901
		Automobiles – 0.3%
	525	PM General Purchaser LLC, 144A		9.500%		10/01/28		B+		560,438
		Banks – 1.3%
	750	Akbank TAS, 144A		5.125%		3/31/25		B+		718,252
	600	Citigroup Inc		5.000%		N/A (11)		BBB–		618,180
	375	Freedom Mortgage Corp, 144A		7.625%		5/01/26		B+		392,813
	750	Turkiye Vakiflar Bankasi TAO, 144A, (3)		6.500%		1/08/26		B+		717,867
	2,475	Total Banks								2,447,112
		Beverages – 0.1%
	175	Triton Water Holdings Inc, 144A		6.250%		4/01/29		CCC+		178,500
		Capital Markets – 0.8%
	1,000	Banco BTG Pactual SA/Cayman Islands, 144A		2.750%		1/11/26		Ba2		946,000

1

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Capital Markets (continued)
$	600	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+	$	629,058
	1,600	Total Capital Markets								1,575,058
		Chemicals – 1.0%
	675	Rayonier AM Products Inc, 144A		7.625%		1/15/26		B1		717,188
	1,150	Tronox Inc, 144A		4.625%		3/15/29		B		1,151,437
	1,825	Total Chemicals								1,868,625
		Commercial Services & Supplies – 1.9%
	1,000	ADT Security Corp, 144A		4.875%		7/15/32		BB–		1,016,250
	475	Atento Luxco 1 SA, 144A		8.000%		2/10/26		Ba3		497,780
	525	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		3.375%		8/31/27		BB–		509,250
	1,450	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		6.250%		1/15/28		B–		1,509,436
	3,450	Total Commercial Services & Supplies								3,532,716
		Communications Equipment – 2.1%
	650	CommScope Technologies LLC, 144A		6.000%		6/15/25		B3		663,033
	750	CommScope Technologies LLC, 144A		5.000%		3/15/27		B3		742,972
	650	Gray Television Inc, 144A		4.750%		10/15/30		BB–		644,313
	425	Liquid Telecommunications Financing Plc, 144A		5.500%		9/04/26		B1		446,335
	1,325	Viasat Inc, 144A		6.500%		7/15/28		BB–		1,395,304
	3,800	Total Communications Equipment								3,891,957
		Construction Materials – 0.5%
	425	US Concrete Inc, 144A		5.125%		3/01/29		BB–		437,750
	450	Volcan Cia Minera SAA, 144A		4.375%		2/11/26		BB		461,219
	875	Total Construction Materials								898,969
		Consumer Finance – 0.4%
	750	Navient Corp		6.125%		3/25/24		Ba3		794,063
		Containers & Packaging – 0.3%
	500	Big River Steel LLC / BRS Finance Corp, 144A		6.625%		1/31/29		B–		544,599
		Diversified Financial Services – 1.3%
	500	Air Lease Corp, (3)		4.650%		N/A (11)		BB+		493,750
	500	Genesis Energy LP / Genesis Energy Finance Corp		7.750%		2/01/28		B+		500,150
	750	Muthoot Finance Ltd, 144A		4.400%		9/02/23		BB		758,962
	750	Ursa Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.250% spread), (4)		6.265%		12/07/23		N/R		766,125
	2,500	Total Diversified Financial Services								2,518,987
		Diversified Telecommunication Services – 1.1%
	1,500	Avaya Inc, 144A		6.125%		9/15/28		BB–		1,592,347
	400	Kenbourne Invest SA, 144A		4.700%		1/22/28		BB–		411,200
	1,900	Total Diversified Telecommunication Services								2,003,547

2

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Electric Utilities – 1.5%
$	750	Edison International		5.375%		N/A (11)		BB+	$	760,350
	750	Eskom Holdings SOC Ltd, 144A		7.125%		2/11/25		CCC+		772,824
	750	Inkia Energy Ltd, 144A		5.875%		11/09/27		BB		787,500
	750	Pampa Energia SA, Reg S		7.500%		1/24/27		CCC+		610,541
	3,000	Total Electric Utilities								2,931,215
		Energy Equipment & Services – 0.7%
	575	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.250%		4/01/28		B+		584,085
	775	Genesis Energy LP / Genesis Energy Finance Corp		8.000%		1/15/27		B+		784,703
	2,704	Metro Exploration Holding Corp		0.000%		N/A (11)		N/R		270
	447	Metro Exploration Holding Corp, (5)		0.000%		N/A (11)		N/R		5
	4,501	Total Energy Equipment & Services								1,369,063
		Entertainment – 0.1%
	125	Cinemark USA Inc, 144A		8.750%		5/01/25		BB+		136,875
		Equity Real Estate Investment Trust – 0.7%
	500	Clear Channel Worldwide Holdings Inc		9.250%		2/15/24		CCC		520,150
	750	MPH Acquisition Holdings LLC, 144A, (3)		5.750%		11/01/28		B–		731,250
	1,250	Total Equity Real Estate Investment Trust								1,251,400
		Food & Staples Retailing – 0.9%
	1,150	Del Monte Foods Inc, 144A		11.875%		5/15/25		CCC+		1,320,344
	350	United Natural Foods Inc, 144A, (3)		6.750%		10/15/28		B3		374,062
	1,500	Total Food & Staples Retailing								1,694,406
		Food Products – 1.0%
	1,025	Amaggi Luxembourg International Sarl, 144A		5.250%		1/28/28		BB		1,050,625
	775	Ulker Biskuvi Sanayi AS, 144A		6.950%		10/30/25		BB–		812,262
	1,800	Total Food Products								1,862,887
		Health Care Providers & Services – 4.0%
	450	CHS/Community Health Systems Inc, 144A		5.625%		3/15/27		B		471,375
	765	CHS/Community Health Systems Inc, 144A		8.000%		12/15/27		B		838,562
	1,000	CHS/Community Health Systems Inc, 144A		6.875%		4/15/29		CCC–		1,046,870
	375	CHS/Community Health Systems Inc, 144A		4.750%		2/15/31		B		366,338
	1,000	Global Medical Response Inc, 144A		6.500%		10/01/25		B		1,035,000
	775	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+		763,375
	650	RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A		9.750%		12/01/26		CCC+		703,625
	2,125	Tenet Healthcare Corp, 144A		6.125%		10/01/28		B		2,217,969
	7,140	Total Health Care Providers & Services								7,443,114
		Hotels, Restaurants & Leisure – 3.4%
	275	Arcos Dorados Holdings Inc, 144A		5.875%		4/04/27		Ba2		289,784
	1,900	Carnival Corp, 144A		5.750%		3/01/27		B+		1,949,875
	775	International Game Technology PLC, 144A		5.250%		1/15/29		BB		808,325

3

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Hotels, Restaurants & Leisure (continued)
$	550	NCL Corp Ltd, 144A		5.875%		3/15/26		B–	$	555,500
	500	NCL Finance Ltd, 144A		6.125%		3/15/28		B–		509,375
	500	Scientific Games International Inc, 144A		8.625%		7/01/25		B–		543,600
	500	Scientific Games International Inc, 144A		5.000%		10/15/25		B+		517,850
	425	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp, 144A		5.250%		5/15/27		BB–		445,030
	750	Wynn Macau Ltd, 144A		5.625%		8/26/28		BB–		783,975
	6,175	Total Hotels, Restaurants & Leisure								6,403,314
		Independent Power & Renewable Electricity Producers – 0.8%
	750	Greenko Dutch BV, 144A		3.850%		3/29/26		Ba1		753,000
	680	UEP Penonome II SA, 144A		6.500%		10/01/38		BB		685,107
	1,430	Total Independent Power & Renewable Electricity Producers								1,438,107
		Insurance – 1.4%
	825	Acrisure LLC / Acrisure Finance Inc, 144A		10.125%		8/01/26		CCC+		950,581
	700	Acrisure LLC / Acrisure Finance Inc, 144A		4.250%		2/15/29		B		688,415
	500	First Coast Re III Pte Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.000% spread), (4)		6.015%		4/07/25		N/R		499,800
	550	Residential Reinsurance 2020 Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.250% spread), (4)		6.265%		12/06/24		N/R		557,425
	2,575	Total Insurance								2,696,221
		Interactive Media & Services – 0.0%
	100	Arches Buyer Inc, 144A		6.125%		12/01/28		CCC+		103,000
		Internet Software & Services – 0.5%
	950	Rackspace Technology Global Inc, 144A, (3)		5.375%		12/01/28		B–		965,984
		Leisure Products – 0.4%
	775	Academy Ltd, 144A		6.000%		11/15/27		B		815,688
		Media – 3.5%
	950	Altice Financing SA, 144A		5.000%		1/15/28		B		938,063
	725	Clear Channel Outdoor Holdings Inc, 144A		7.750%		4/15/28		CCC		717,025
	1,650	DISH DBS Corp		7.375%		7/01/28		B2		1,730,932
	750	Getty Images Inc, 144A		9.750%		3/01/27		CCC+		798,750
	945	iHeartCommunications Inc		8.375%		5/01/27		CCC+		1,013,513
	425	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB		432,489
	425	Outfront Media Capital LLC / Outfront Media Capital Corp, 144A		4.250%		1/15/29		B+		409,156
	500	Radiate Holdco LLC / Radiate Finance Inc, 144A		6.500%		9/15/28		CCC+		527,975
	6,370	Total Media								6,567,903
		Metals & Mining – 2.4%
	700	First Quantum Minerals Ltd, 144A		7.500%		4/01/25		B3		722,750
	500	Hudbay Minerals Inc, 144A		6.125%		4/01/29		B+		533,750

4

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Metals & Mining (continued)
$	750	Indika Energy Capital IV Pte Ltd, 144A		8.250%		10/22/25		Ba3	$	789,750
	720	Joseph T Ryerson & Son Inc, 144A		8.500%		8/01/28		B		806,400
	325	Metinvest BV, 144A, (3)		7.650%		10/01/27		BB–		349,295
	750	SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp, 144A		7.500%		6/15/25		BB–		779,062
	500	Warrior Met Coal Inc, 144A		8.000%		11/01/24		BB		512,500
	4,245	Total Metals & Mining								4,493,507
		Multiline Retail – 0.4%
	750	JSM Global Sarl, 144A		4.750%		10/20/30		Ba1		751,883
		Oil, Gas & Consumable Fuels – 8.5%
	325	Antero Resources Corp, (3)		5.000%		3/01/25		B+		325,250
	675	Antero Resources Corp, 144A		8.375%		7/15/26		B+		744,187
	275	Comstock Resources Inc		9.750%		8/15/26		B+		298,375
	250	Comstock Resources Inc, 144A		6.750%		3/01/29		B+		256,250
	1,140	Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp, 144A		5.625%		5/01/27		BB–		1,120,050
	1,325	Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp, 144A		6.000%		2/01/29		BB–		1,305,125
	150	EnLink Midstream LLC, 144A		5.625%		1/15/28		BB+		145,047
	800	EQM Midstream Partners LP, 144A		6.500%		7/01/27		BB		869,800
	750	Geopark Ltd, 144A		6.500%		9/21/24		B+		775,320
	200	Global Partners LP / GLP Finance Corp		7.000%		8/01/27		B+		211,000
	200	Hilcorp Energy I LP / Hilcorp Finance Co, 144A		5.750%		2/01/29		BB–		201,750
	175	Hilcorp Energy I LP / Hilcorp Finance Co, 144A		6.000%		2/01/31		BB–		177,625
	800	Kosmos Energy Ltd, 144A		7.125%		4/04/26		B+		775,760
	500	Kosmos Energy Ltd, 144A, (3)		7.500%		3/01/28		B+		473,500
	675	MEG Energy Corp, 144A		5.875%		2/01/29		BB–		676,688
	815	Murphy Oil Corp		5.875%		12/01/27		BB+		798,700
	700	New Fortress Energy Inc, 144A, (WI/DD)		6.500%		9/30/26		BB–		705,250
	350	NGL Energy Operating LLC / NGL Energy Finance Corp, 144A		7.500%		2/01/26		BB–		359,625
	1,000	Occidental Petroleum Corp		8.500%		7/15/27		Ba2		1,185,000
	900	Occidental Petroleum Corp		8.875%		7/15/30		Ba2		1,134,900
	750	Peru LNG Srl, 144A		5.375%		3/22/30		BB–		672,195
	525	SM Energy Co, (3)		5.000%		1/15/24		B		493,763
	500	SM Energy Co		5.625%		6/01/25		B		462,605
	800	Southwestern Energy Co, (3)		7.500%		4/01/26		BB		846,416
	225	Sunoco LP / Sunoco Finance Corp, 144A		4.500%		5/15/29		BB		224,156
	750	USA Compression Partners LP / USA Compression Finance Corp		6.875%		9/01/27		BB–		772,500
	15,555	Total Oil, Gas & Consumable Fuels								16,010,837

5

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Pharmaceuticals – 0.2%
$	350	Endo Luxembourg Finance Co I Sarl / Endo US Inc, 144A		6.125%		4/01/29		B+	$	353,063
		Real Estate Management & Development – 2.5%
	750	Arabian Centres Sukuk II Ltd, 144A, (WI/DD)		5.625%		10/07/26		N/R		752,813
	750	China Evergrande Group, Reg S		8.250%		3/23/22		B2		716,614
	475	Howard Hughes Corp, 144A		4.125%		2/01/29		BB		464,417
	550	Kennedy-Wilson Inc		4.750%		3/01/29		BB		556,875
	575	Kennedy-Wilson Inc		5.000%		3/01/31		BB		582,331
	750	Logan Group Co Ltd		4.500%		1/13/28		BB		728,821
	825	Realogy Group LLC / Realogy Co-Issuer Corp, 144A		5.750%		1/15/29		B–		813,656
	4,675	Total Real Estate Management & Development								4,615,527
		Software – 0.3%
	600	Rocket Software Inc, 144A		6.500%		2/15/29		CCC+		605,400
		Specialty Retail – 1.8%
	600	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.375%		4/01/26		B–		595,980
	675	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.875%		4/01/29		B–		665,887
	1,000	Staples Inc, 144A		7.500%		4/15/26		B1		1,054,750
	1,000	Staples Inc, 144A		10.750%		4/15/27		B3		987,500
	3,275	Total Specialty Retail								3,304,117
		Technology Hardware, Storage & Peripherals – 0.6%
	500	Diebold Nixdorf Inc, (3)		8.500%		4/15/24		CCC		510,750
	500	Diebold Nixdorf Inc, 144A		9.375%		7/15/25		B–		556,875
	1,000	Total Technology Hardware, Storage & Peripherals								1,067,625
		Trading Companies & Distributors – 0.3%
	500	Beacon Roofing Supply Inc, 144A		4.875%		11/01/25		B–		511,250
$	99,693	Total Corporate Bonds (cost $98,861,324)								99,509,005
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 14.4%
$	1,250	Affirm Asset Securitization Trust 2021-A, 144A		5.650%		8/15/25		N/R	$	1,267,426
	500	Aimco CLO 11 Ltd, 144A, (3-Month LIBOR reference rate + 7.250% spread), (4)		7.475%		10/15/31		BB–		500,320
	250	Aimco CLO 12 Ltd, 144A, (3-Month LIBOR reference rate + 6.750% spread), (4)		6.976%		1/17/32		BB–		245,011
	1,000	Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (4)		4.106%		4/15/34		BB–		1,000,298
	750	Avis Budget Rental Car Funding AESOP LLC, 144A		4.950%		3/20/25		BBB		809,545
	1,000	Battalion CLO VIII Ltd, 144A, (3-Month LIBOR reference rate + 6.750% spread), (4)		6.973%		7/18/30		Ba2		984,446
	1,000	Benchmark 2020-B18 Mortgage Trust, 144A		4.139%		7/15/53		B–		1,008,197

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	903	Castlelake Aircraft Structured Trust 2021-1, 144A		6.656%		1/15/46		Baa2	$	928,416
	625	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 7.635% spread), (4)		7.859%		8/24/32		BB–		629,412
	625	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 4.250% spread), (4)		4.532%		8/24/32		BBB–		629,305
	1,000	COMM 2014-CCRE15 Mortgage Trust, 144A		4.741%		2/10/47		Baa3		1,023,033
	325	COMM 2015-CCRE22 Mortgage Trust, 144A		4.106%		3/10/48		BBB–		324,621
	485	COMM 2015-CCRE25 Mortgage Trust		3.784%		8/10/48		BB		439,021
	200	COMM 2019-GC44 Mortgage Trust, 144A		2.500%		8/15/57		BBB		170,497
	2,264	Freddie Mac Multifamily Structured Pass Through Certificates, (I/O)		2.803%		10/25/55		N/R		470,524
	750	Freddie Mac Stacr Remic Trust 2020-HQA2, 144A, (1-Month LIBOR reference rate + 3.100% spread), (4)		3.209%		3/25/50		Ba2		758,423
	230	GS Mortgage Securities Trust 2019-GC40, 144A		3.550%		7/10/52		BB–		232,005
	180	GS Mortgage Securities Trust 2019-GC40, 144A		3.550%		7/10/52		B–		167,434
	596	HIN Timeshare Trust 2020-A, 144A		5.500%		10/09/39		BB		618,593
	766	HIN Timeshare Trust 2020-A, 144A		6.500%		10/09/39		B		784,028
	365	Hudson Yards, 144A		2.943%		12/10/41		N/R		339,464
	800	JPMBB Commercial Mortgage Securities Trust 2014-C22		4.554%		9/15/47		BBB		757,905
	500	JPMBB Commercial Mortgage Securities Trust 2015-C29		4.198%		5/15/48		A–		489,220
	1,000	JPMCC Commercial Mortgage Securities Trust 2017-JP7, 144A		4.400%		9/15/50		BBB		985,908
	575	Mosaic Solar Loan Trust 2020-2, 144A		5.420%		8/20/46		N/R		593,169
	630	MVW 2020-1 LLC, 144A		7.140%		10/20/37		BB		687,666
	1,000	Neuberger Berman CLO XVI-S Ltd, 144A, (3-Month LIBOR reference rate + 8.290% spread), (4)		1.000%		4/15/34		B–		970,000
	500	Neuberger Berman Loan Advisers CLO 35 Ltd, 144A, (3-Month LIBOR reference rate + 7.000% spread), (4)		7.223%		1/19/33		BB–		502,104
	1,000	Oportun Funding XIV LLC, 144A		5.400%		3/08/28		N/R		999,522
	1,000	Palmer Square CLO 2019-1 Ltd, 144A, (3-Month LIBOR reference rate + 8.500% spread), (4)		8.694%		11/14/32		B–		991,712
	1,000	Regional Management Issuance Trust 2021-1, 144A		5.070%		3/17/31		BB–		985,758
	938	Sierra Timeshare 2020-2 Receivables Funding LLC, 144A		6.590%		7/20/37		BB		989,773
	196	S-Jets 2017-1 Ltd, 144A		5.682%		8/15/42		BB		180,135
	500	TCW CLO 2019-1 AMR Ltd, 144A, (3-Month LIBOR reference rate + 6.750% spread), (4)		6.944%		2/15/29		BB–		496,576
	1,000	Tesla Auto Lease Trust 2020-A, 144A		4.640%		8/20/24		Ba2		1,052,925
	750	Thayer Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 8.870% spread), (4)		1.000%		4/20/34		B–		720,000
	200	Verus Securitization Trust 2019-2, 144A		3.781%		5/25/59		BBB–		197,765
	975	Vivint Solar Financing V LLC, 144A		7.370%		4/30/48		N/R		1,038,452
	1,179	VR Funding LLC, 144A		6.420%		11/15/50		N/R		1,158,095
$	28,807	Total Asset-Backed and Mortgage-Backed Securities (cost $26,554,908)								27,126,704

7

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)			Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
			VARIABLE RATE SENIOR LOAN INTERESTS – 9.6% (7)
			Airlines – 0.3%
$	500		Delta Air Lines SkyMiles, Term Loan B		4.750%		3-Month LIBOR		3.750%		10/20/27		Baa1	$	525,750
			Auto Components – 0.3%
	550		Autokiniton US Holdings Inc, (WI/DD)		TBD		TBD		TBD		TBD		B		552,406
	100		Truck Hero, Inc., Term Loan B		4.500%		1-Month LIBOR		3.750%		2/24/28		B2		99,910
	650		Total Auto Components												652,316
			Beverages – 0.3%
	500		City Brewing Co LLC, Term Loan B		4.250%		1-Month LIBOR		3.500%		4/01/28		B+		497,500
			Commercial Services & Supplies – 1.0%
	375		AECOM Management Services Inc., Incremental Term Loan		5.500%		3-Month LIBOR		4.750%		1/31/27		B1		376,875
	673		PAE Holding Corp, New Term Loan B		5.250%		3-Month LIBOR		4.500%		10/19/27		B		674,996
	770		Spin Holdco Inc., Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B–		764,429
	—	(15)	TMK Hawk Parent Corp, (WI/DD)		TBD		TBD		TBD		TBD		CC		142
	1,818		Total Commercial Services & Supplies												1,816,442
			Containers & Packaging – 0.4%
	556		Flex Acquisition Co Inc, Term Loan		4.000%		1-Month LIBOR		3.500%		3/02/28		B		549,961
	137		Graham Packaging Company Inc., Term Loan		4.750%		1-Month LIBOR		3.750%		8/04/27		B1		136,475
	693		Total Containers & Packaging												686,436
			Food & Staples Retailing – 0.3%
	497		Shearer’s Foods, LLC Refinancing Term Loan, First Lien		4.250%		3-Month LIBOR		3.500%		9/30/25		B2		497,346
			Health Care Equipment & Supplies – 0.1%
	150		eResearchTechnology Inc, (WI/DD)		TBD		TBD		TBD		TBD		B2		150,375
			Health Care Providers & Services – 0.8%
	950		Onex TSG Intermediate Corp., Term Loan, First Lien		5.500%		3-Month LIBOR		4.750%		7/29/22		B		941,516
	175		Pluto Acquisition I, Inc., Incremental Term Loan B		5.500%		1-Month LIBOR		5.000%		6/20/26		B2		175,217
	374		US Radiology Specialists, Inc., Term Loan B		6.250%		3-Month LIBOR		5.500%		12/15/27		B–		375,993
	1,499		Total Health Care Providers & Services												1,492,726
			Hotels, Restaurants & Leisure – 0.7%
	1,247		Life Time Fitness, Inc., Term Loan B		5.750%		3-Month LIBOR		4.750%		12/15/24		B–		1,247,654
			Insurance – 0.3%
	455		OneDigital Borrower LLC, Term Loan		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		455,838
	45		OneDigital Borrower LLC, Delayed Draw Term Loan, (9)		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		44,997
	500		Total Insurance												500,835
			Internet & Direct Marketing Retail – 0.2%
	475		CNT Holdings I Corp, Term Loan		4.500%		6-Month LIBOR		3.750%		11/08/27		B		474,630

8

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
		IT Services – 0.4%
$	865	Syniverse Holdings, Inc., Term Loan, First Lien		6.000%		3-Month LIBOR		5.000%		3/09/23		CCC+	$	854,471
		Machinery – 0.1%
	249	Blount International, Inc., Term Loan B		4.750%		1-Month LIBOR		3.750%		4/12/23		B2		249,657
		Media – 0.1%
	125	Radiate Holdco LLC, Term Loan B		4.250%		1-Month LIBOR		3.500%		9/25/26		B1		124,787
		Pharmaceuticals – 0.5%
	718	Endo Health Solutions, Inc., Term Loan, (DD1)		5.750%		3-Month LIBOR		5.000%		3/25/28		B+		711,507
	299	Milano, Term Loan B		4.750%		3-Month LIBOR		4.000%		10/01/27		BB–		298,502
	1,017	Total Pharmaceuticals												1,010,009
		Professional Services – 1.1%
	745	Da Vinci Purchaser Corp., Term Loan		5.000%		3-Month LIBOR		4.000%		11/26/26		B		746,892
	985	Dun & Bradstreet Corporation, Term Loan B		3.359%		1-Month LIBOR		3.250%		2/08/26		BB+		981,045
	388	NielsenIQ, Term Loan B		4.103%		3-Month LIBOR		4.000%		3/05/28		B1		386,628
	2,118	Total Professional Services												2,114,565
		Real Estate Management & Development – 0.4%
	750	TNT Crane and Rigging, Inc., Exit Term Loan		7.500%		3-Month LIBOR		6.500%		10/16/24		B+		785,625
		Semiconductors & Semiconductor Equipment – 0.4%
	497	Bright Bidco B.V., Term Loan B		4.500%		3-Month LIBOR		3.500%		6/30/24		CCC		381,767
	375	Ultra Clean Holdings Inc, (WI/DD)		TBD		TBD		TBD		TBD		N/R		376,406
	872	Total Semiconductors & Semiconductor Equipment												758,173
		Software – 0.5%
	574	Ellucian, Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		10/07/27		B		574,102
	225	RealPage Inc, (WI/DD)		TBD		TBD		TBD		TBD		B+		224,249
	199	Thomson Reuters IP & S, Term Loan		4.000%		1-Month LIBOR		3.000%		10/31/26		B		199,650
	998	Total Software												998,001
		Specialty Retail – 1.1%
	997	Great Outdoors Group, LLC, Term Loan B		5.000%		6-Month LIBOR		4.250%		3/05/28		B+		1,000,368
	825	PetSmart Inc., Term Loan B		4.500%		3-Month LIBOR		3.750%		2/12/28		BB–		824,876
	175	WOOF Holdings, Inc, 1st Lien Term Loan		4.500%		3-Month LIBOR		3.750%		12/21/27		B2		174,563
	1,997	Total Specialty Retail												1,999,807
		Technology Hardware, Storage & Peripherals – 0.3%
	500	Ahead, Term Loan B		6.000%		3-Month LIBOR		5.000%		10/16/27		B1		501,720
$	18,020	Total Variable Rate Senior Loan Interests (cost $17,558,578)												17,938,825
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 5.1%
		Armenia – 0.4%
$	750	Republic of Armenia International Bond, 144A						3.600%		2/02/31		Ba3	$	685,710

9

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Barbados – 0.4%
$	750	Barbados Government International Bond, 144A		6.500%		10/01/29		B–	$	761,250
		Dominican Republic – 0.4%
	750	Dominican Republic International Bond, 144A		4.875%		9/23/32		BB–		765,000
		Egypt – 0.3%
	600	Egypt Government International Bond, 144A		5.875%		2/16/31		B		561,660
		El Salvador – 0.4%
	750	El Salvador Government International Bond, 144A		6.375%		1/18/27		B+		741,750
		Ghana – 0.4%
	750	Ghana Government International Bond, 144A, (WI/DD)		8.625%		4/07/34		N/R		736,575
		Jordan – 0.4%
	750	Jordan Government International Bond, 144A		4.950%		7/07/25		BB–		769,860
		Kenya – 0.4%
	750	Kenya Government International Bond, 144A		7.000%		5/22/27		B+		795,637
		Oman – 0.4%
	750	Oman Government International Bond, 144A		6.750%		10/28/27		Ba3		827,250
		Tunisia – 0.5%
	1,000	Banque Centrale de Tunisie International Bond, 144A		5.750%		1/30/25		B		870,272
		Turkey – 0.3%
	750	Turkey Government International Bond		5.125%		2/17/28		BB–		676,710
		Ukraine – 0.4%
	750	Ukraine Government International Bond, 144A		7.253%		3/15/33		B		746,100
		Uzbekistan – 0.4%
	750	Republic of Uzbekistan Bond, 144A		3.700%		11/25/30		BB–		728,013
$	9,850	Total Sovereign Debt (cost $9,678,845)								9,665,787
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 3.7% (10)
		Banks – 3.3%
$	800	Banco Bilbao Vizcaya Argentaria SA		6.500%		N/A (11)		Ba2	$	865,280
	600	Banco Santander SA, Reg S		7.500%		N/A (11)		Ba1		659,250
	750	Banco Votorantim SA, Reg S		8.250%		N/A (11)		CCC		768,758
	810	Barclays PLC		6.125%		N/A (11)		BBB–		884,520
	500	Danske Bank A/S, Reg S		7.000%		N/A (11)		BBB–		561,250
	700	Intesa Sanpaolo SpA, 144A		7.700%		N/A (11)		BB–		794,500
	300	Lloyds Banking Group PLC		7.500%		N/A (11)		Baa3		334,500
	400	Natwest Group PLC		8.000%		N/A (11)		BBB–		469,000

10

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Banks (continued)
$	700	UniCredit SpA, Reg S		8.000%		N/A (11)		B+	$	780,500
	5,560	Total Banks								6,117,558
		Capital Markets – 0.4%
	750	Deutsche Bank AG		6.000%		N/A (11)		BB–		759,375
$	6,310	Total Contingent Capital Securities (cost $6,524,583)								6,876,933
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 2.0%
		Automobiles – 0.5%
$	800	General Motors Financial Co Inc		5.700%		N/A (11)		BB+	$	864,000
		Banks – 0.3%
	500	Huntington Bancshares Inc/OH		5.625%		N/A (11)		Baa3		555,750
		Energy Equipment & Services – 0.0%
	38	Sanjel Corporation, 144A, (5), (6)		7.500%		N/A (11)		N/R		—
		Insurance – 0.7%
	600	Assurant Inc, (3)		7.000%		3/27/48		BB+		684,000
	700	Enstar Finance LLC		5.750%		9/01/40		BB+		735,000
	1,300	Total Insurance								1,419,000
		Trading Companies & Distributors – 0.5%
	850	AerCap Global Aviation Trust, 144A		6.500%		6/15/45		BB+		886,125
$	3,488	Total $1,000 Par (or similar) Institutional Preferred (cost $3,475,568)								3,724,875
Shares		Description (1)	Coupon				Ratings (2)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 1.1%
		Banks – 0.4%
	25,000	Wintrust Financial Corp		6.875%				BB	$	700,000
		Food Products – 0.2%
	15,000	CHS Inc, (3)		6.750%				N/R		414,300
		Insurance – 0.1%
	12,000	Assurant Inc		5.250%				BB+		308,640
		Oil, Gas & Consumable Fuels – 0.4%
	30,000	NuStar Energy LP, (3)		8.500%				B2		717,600
		Total $25 Par (or similar) Retail Preferred (cost $1,901,179)								2,140,540
Shares		Description (1)							Value
		COMMON STOCKS – 0.0%
		Energy Equipment & Services – 0.0%
	6	Golden Close Maritime Corp Ltd, (5), (12)							$	—

11

Nuveen Credit Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Shares		Description (1)					Value
		Road & Rail – 0.0%
$	8,907	Jack Cooper Enterprises Inc, (5), (12)					$	89
		Total Common Stocks (cost $51)						89
		Total Long-Term Investments (cost $164,555,036)						166,982,758
Shares		Description (1)	Coupon				Value
		INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 2.6%
		MONEY MARKET FUNDS – 2.6%
	4,827,446	State Street Navigator Securities Lending Government Money Market Portfolio, (13)		0.030% (14)				4,827,446
		Total Investments Purchased with Collateral from Securities Lending (cost $4,827,446)						4,827,446
Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 2.6%
		REPURCHASE AGREEMENTS – 2.6%
$	4,952	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/21, repurchase price $4,951,786, collateralized by $4,893,300, U.S. Treasury Notes, 1.375%, due 1/31/25, value $5,050,874		0.000%		4/01/21	$	4,951,786
		Total Short-Term Investments (cost $4,951,786)						4,951,786
		Total Investments (cost $174,334,268) – 94.1%						176,761,990
		Other Assets Less Liabilities – 5.9%						11,062,792
		Net Assets – 100%					$	187,824,782

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).

12

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:
Corporate Bonds	$	—	$	99,509,000	$	5	$	99,509,005
Asset-Backed and Mortgage-Backed Securities		—		27,126,704		—		27,126,704
Variable Rate Senior Loan Interests		—		17,938,825		—		17,938,825
Sovereign Debt		—		9,665,787		—		9,665,787
Contingent Capital Securities		—		6,876,933		—		6,876,933
$1,000 Par (or similar) Institutional Preferred		—		3,724,875		—		3,724,875
$25 Par (or similar) Retail Preferred		2,140,540		—		—		2,140,540
Common Stocks		—		—		89		89
Investments Purchased with Collateral from Securities Lending		4,827,446		—		—		4,827,446
Short-Term Investments:
Repurchase Agreements		—		4,951,786		—		4,951,786
Total	$	6,967,986	$	169,793,910	$	94	$	176,761,990

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.

(2) 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.

(3) 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 $4,661,342.

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

(5) 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.

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

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

(10) Contingent Capital Securities (“CoCos”) are hybrid securities with loss absorption characteristics built into the terms of the security for the benefit of the issuer. For example, the terms may specify an automatic write-down of principal or a mandatory conversion into the issuer’s common stock under certain adverse circumstances, such as the issuer’s capital ratio falling below a specified level.

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

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

(13) The Fund may loan securities representing up to one third of the fair value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The Fund maintains collateral equal to at least 100% of the fair value of the securities loaned. The cash collateral received by the Fund is invested in this money market fund.

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

(15) Principal Amount (000) rounds to less than $1,000.

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.

DD1 Portion of investment purchased on a delayed delivery basis.

I/O Interest only security

LIBOR London Inter-Bank Offered Rate

N/A Not Applicable.

Reg S Regulation S allows U.S. companies to sell securities to persons or entities located outside of the United States without registering those securities with the Securities and Exchange Commission. Specifically, Regulation S provides a safe harbor from the registration requirements of the Securities Act for the offers and sales of securities by both foreign and domestic issuers that are made outside the United States.

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

Nuveen Strategic Income Fund

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 97.9%
		CORPORATE BONDS – 40.1%
		Aerospace & Defense – 0.9%
$	1,380	BAE Systems Holdings Inc, 144A		3.850%		12/15/25		BBB	$	1,519,107
	2,625	Boeing Co		2.196%		2/04/26		Baa2		2,616,860
	670	Boeing Co		3.250%		2/01/35		Baa2		649,309
	350	Embraer Netherlands Finance BV, 144A		6.950%		1/17/28		BB+		384,818
	150	Howmet Aerospace Inc		6.875%		5/01/25		BBB–		173,812
	515	Raytheon Technologies Corp		2.250%		7/01/30		A–		506,837
	200	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		212,810
	5,890	Total Aerospace & Defense								6,063,553
		Airlines – 0.7%
	786	American Airlines 2016-1 Class AA Pass Through Trust		3.575%		1/15/28		A		795,414
	385	American Airlines Inc/AAdvantage Loyalty IP Ltd, 144A		5.500%		4/20/26		Ba2		400,666
	744	British Airways 2020-1 Class A Pass Through Trust, 144A		4.250%		11/15/32		A		778,965
	737	British Airways 2020-1 Class B Pass Through Trust, 144A		8.375%		11/15/28		BBB		839,249
	175	Delta Air Lines Inc, 144A		7.000%		5/01/25		Baa2		201,592
	100	Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd, 144A		5.750%		1/20/26		Ba3		106,260
	1,317	United Airlines 2020-1 Class A Pass Through Trust		5.875%		10/15/27		A		1,460,552
	4,244	Total Airlines								4,582,698
		Auto Components – 0.6%
	600	Adient Global Holdings Ltd, 144A		4.875%		8/15/26		B		620,148
	100	Adient US LLC, 144A		9.000%		4/15/25		BB–		111,000
	100	Clarios Global LP, 144A		6.750%		5/15/25		B1		106,970
	1,000	Clarios Global LP / Clarios US Finance Co, 144A		8.500%		5/15/27		CCC+		1,076,250
	175	Dana Inc		5.375%		11/15/27		BB+		183,750
	500	Goodyear Tire & Rubber Co		9.500%		5/31/25		BB–		560,900
	1,000	Goodyear Tire & Rubber Co		5.250%		4/30/31		BB–		1,000,000
	100	NESCO Holdings II Inc, 144A, (WI/DD)		5.500%		4/15/29		B		102,580
	3,575	Total Auto Components								3,761,598
		Automobiles – 0.7%
	150	Allison Transmission Inc, 144A		3.750%		1/30/31		BB		145,313
	250	Ford Motor Co		8.500%		4/21/23		BB+		278,750
	250	Ford Motor Co		9.000%		4/22/25		BB+		302,779
	500	Ford Motor Credit Co LLC		3.375%		11/13/25		BB+		508,500
	200	Ford Motor Credit Co LLC		4.000%		11/13/30		BB+		198,398

14

Principal Amount (000)		Description (1)	Coupon		Maturity			Ratings (2)		Value
		Automobiles (continued)
$	2,845	General Motors Financial Co Inc		3.600%		6/21/30			BBB	$	3,000,979
	4,195	Total Automobiles									4,434,719
		Banks – 6.8%
	750	Akbank TAS, 144A		6.800%		2/06/26			B+		747,060
	600	Banco de Credito del Peru, 144A		3.250%		9/30/31			Baa3		600,000
	2,435	Banco Santander SA		3.800%		2/23/28			A		2,627,677
	200	Banco Santander SA		2.749%		12/03/30			BBB+		190,505
	425	Bancolombia SA		3.000%		1/29/25			Baa2		434,138
	750	Banistmo SA, 144A		4.250%		7/31/27			Baa3		781,875
	1,060	Bank of America Corp		3.559%		4/23/27			A+		1,153,463
	1,105	Bank of America Corp		3.248%		10/21/27			A+		1,187,967
	3,662	Bank of America Corp		3.419%		12/20/28			A+		3,932,549
	1,660	Bank of America Corp		1.922%		10/24/31			A+		1,562,169
	850	Banque Ouest Africaine de Developpement, 144A		5.000%		7/27/27			Baa1		938,825
	2,865	Barclays PLC		3.650%		3/16/25			A		3,079,217
	350	BBVA Bancomer SA/Texas, 144A		1.875%		9/18/25			Baa1		350,438
	2,010	BNP Paribas SA, 144A		4.375%		5/12/26			A–		2,222,668
	750	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.500% spread), (3)		5.515%		6/07/23			N/R		765,075
	1,575	Citigroup Inc		4.300%		11/20/26			BBB+		1,756,870
	1,210	Citigroup Inc		4.450%		9/29/27			BBB+		1,365,590
	640	Citigroup Inc		4.125%		7/25/28			BBB+		708,241
	2,080	Citigroup Inc		2.666%		1/29/31			A		2,089,831
	970	Citigroup Inc		2.572%		6/03/31			A		969,241
	675	Grupo Aval Ltd, 144A		4.375%		2/04/30			BBB–		680,906
	1,465	HSBC Holdings PLC		2.099%		6/04/26			A+		1,489,720
	815	HSBC Holdings PLC		4.375%		11/23/26			A3		907,741
	2,100	ING Groep NV		3.950%		3/29/27			A+		2,327,034
	2,710	JPMorgan Chase & Co		3.702%		5/06/30			AA–		2,953,785
	600	JPMorgan Chase & Co		2.956%		5/13/31			A		611,095
	1,705	Natwest Group PLC		3.032%		11/28/35			BBB+		1,626,706
	2,810	Wells Fargo & Co		2.879%		10/30/30			A+		2,894,614
	1,500	Wells Fargo & Co		3.900%		N/A	(11)		Baa2		1,514,850
	1,500	Zions Bancorp NA		3.250%		10/29/29			BBB		1,517,381
	41,827	Total Banks									43,987,231
		Beverages – 0.0%
	175	Triton Water Holdings Inc, 144A		6.250%		4/01/29			CCC+		178,500
		Biotechnology – 0.0%
	175	Emergent BioSolutions Inc, 144A		3.875%		8/15/28			BB–		171,063

15

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Capital Markets – 2.0%
$	2,000	Banco BTG Pactual SA/Cayman Islands, 144A		2.750%		1/11/26		Ba2	$	1,892,000
	1,500	Charles Schwab Corp		4.000%		N/A (11)		BBB		1,522,200
	300	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+		314,529
	1,125	Donnelley Financial Solutions Inc		8.250%		10/15/24		B+		1,172,813
	2,295	Goldman Sachs Group Inc		4.250%		10/21/25		BBB+		2,561,681
	350	LPL Holdings Inc, 144A		4.000%		3/15/29		BB		352,625
	4,635	Morgan Stanley		3.950%		4/23/27		Baa1		5,128,976
	12,205	Total Capital Markets								12,944,824
		Chemicals – 1.3%
	2,185	Agrium Inc		3.375%		3/15/25		BBB		2,287,323
	325	Alpek SAB de CV, 144A		3.250%		2/25/31		Baa3		321,425
	100	Avient Corp, 144A		5.750%		5/15/25		BB–		106,250
	150	Axalta Coating Systems LLC, 144A		3.375%		2/15/29		BB–		146,280
	500	Element Solutions Inc, 144A		3.875%		9/01/28		BB–		493,375
	150	Kraton Polymers LLC / Kraton Polymers Capital Corp, 144A		4.250%		12/15/25		BB–		150,563
	1,500	NOVA Chemicals Corp, 144A		5.250%		8/01/23		BB–		1,509,375
	1,350	NOVA Chemicals Corp, 144A		5.000%		5/01/25		BB–		1,407,375
	800	OCI NV, 144A		4.625%		10/15/25		BB		827,000
	100	Rayonier AM Products Inc, 144A		7.625%		1/15/26		B1		106,250
	1,050	Sasol Financing USA LLC		4.375%		9/18/26		BB		1,071,157
	8,210	Total Chemicals								8,426,373
		Commercial Services & Supplies – 0.6%
	250	Adani Ports & Special Economic Zone Ltd, 144A		4.200%		8/04/27		BBB–		265,122
	1,575	ADT Security Corp, 144A		4.875%		7/15/32		BB–		1,600,594
	100	GFL Environmental Inc, 144A		4.250%		6/01/25		BB–		103,000
	400	GFL Environmental Inc, 144A		3.750%		8/01/25		BB–		406,000
	100	GFL Environmental Inc, 144A		5.125%		12/15/26		BB–		105,375
	165	GFL Environmental Inc, 144A		8.500%		5/01/27		B–		181,706
	625	GFL Environmental Inc, 144A		3.500%		9/01/28		BB–		606,250
	125	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		3.375%		8/31/27		BB–		121,250
	375	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		6.250%		1/15/28		B–		390,371
	125	Stericycle Inc, 144A		3.875%		1/15/29		BB		123,438
	3,840	Total Commercial Services & Supplies								3,903,106
		Communications Equipment – 0.6%
	1,950	CommScope Inc, 144A		8.250%		3/01/27		B3		2,086,500
	650	Gray Television Inc, 144A		4.750%		10/15/30		BB–		644,312
	425	Liquid Telecommunications Financing Plc, 144A		5.500%		9/04/26		B1		446,335
	1,000	Network i2i Ltd, 144A		3.975%		N/A (11)		BB		1,002,500
	4,025	Total Communications Equipment								4,179,647

16

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Construction & Engineering – 0.0%
$	250	PowerTeam Services LLC, 144A		9.033%		12/04/25		B–	$	275,625
		Construction Materials – 0.6%
	450	Cemex SAB de CV, 144A		7.375%		6/05/27		BB		509,477
	600	Cemex SAB de CV, 144A		5.450%		11/19/29		BB		657,300
	500	Cemex SAB de CV, 144A		3.875%		7/11/31		BB		488,000
	750	Gates Global LLC / Gates Corp, 144A		6.250%		1/15/26		B		785,625
	750	UltraTech Cement Ltd, 144A		2.800%		2/16/31		Baa3		704,407
	450	Volcan Cia Minera SAA, 144A		4.375%		2/11/26		BB		461,219
	3,500	Total Construction Materials								3,606,028
		Consumer Finance – 0.9%
	1,780	Capital One Financial Corp		3.750%		3/09/27		A–		1,953,986
	1,000	Curo Group Holdings Corp, 144A		8.250%		9/01/25		B–		1,002,500
	2,180	Discover Bank		4.250%		3/13/26		BBB+		2,436,666
	100	OneMain Finance Corp		8.875%		6/01/25		BB–		110,780
	425	OneMain Finance Corp		5.375%		11/15/29		BB–		452,094
	5,485	Total Consumer Finance								5,956,026
		Containers & Packaging – 0.1%
	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		3.250%		9/01/28		BB+		197,674
	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		4.000%		9/01/29		BB–		199,674
	400	Total Containers & Packaging								397,348
		Distributors – 0.1%
	625	H&E Equipment Services Inc, 144A		3.875%		12/15/28		BB–		607,813
		Diversified Consumer Services – 0.2%
	1,500	frontdoor Inc, 144A		6.750%		8/15/26		B		1,595,625
		Diversified Financial Services – 1.7%
	625	AerCap Ireland Capital DAC / AerCap Global Aviation Trust		3.500%		1/15/25		BBB		655,398
	750	Air Lease Corp		4.650%		N/A (11)		BB+		740,625
	450	DAE Funding LLC, 144A		3.375%		3/20/28		Baa3		446,445
	3,960	GE Capital International Funding Co Unlimited Co		4.418%		11/15/35		BBB+		4,533,250
	425	Genesis Energy LP / Genesis Energy Finance Corp		7.750%		2/01/28		B+		425,128
	375	Indian Railway Finance Corp Ltd, 144A		3.249%		2/13/30		BBB–		372,988
	2,000	Quicken Loans LLC, 144A		5.250%		1/15/28		BB+		2,100,000
	500	Sierra Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.250% spread), (3)		3.265%		12/28/22		N/R		509,200
	1,000	Ursa Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.750% spread), (3)		3.765%		12/07/23		N/R		1,022,100
	10,085	Total Diversified Financial Services								10,805,134

17

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Diversified Telecommunication Services – 2.0%
$	3,950	AT&T Inc		4.350%		3/01/29		BBB+	$	4,468,156
	380	AT&T Inc		3.500%		6/01/41		BBB+		374,847
	75	AT&T Inc		3.650%		6/01/51		BBB+		72,539
	722	AT&T Inc, 144A		3.800%		12/01/57		BBB+		686,901
	1,000	Avaya Inc, 144A		6.125%		9/15/28		BB–		1,061,565
	2,650	Telefonica Emisiones SA		4.103%		3/08/27		BBB		2,963,083
	2,200	Telenet Finance Luxembourg Notes Sarl, 144A		5.500%		3/01/28		BB+		2,309,896
	725	Verizon Communications Inc		2.550%		3/21/31		A–		724,342
	500	Zayo Group Holdings Inc, 144A		4.000%		3/01/27		B1		491,250
	12,202	Total Diversified Telecommunication Services								13,152,579
		Electric Utilities – 1.1%
	1,025	Berkshire Hathaway Energy Co		3.700%		7/15/30		A–		1,135,781
	2,000	Edison International		5.375%		N/A (11)		BB+		2,027,600
	800	Empresas Publicas de Medellin ESP, 144A		4.375%		2/15/31		Baa3		800,748
	42	NRG Energy Inc		6.625%		1/15/27		BB+		43,680
	430	NSTAR Electric Co		3.950%		4/01/30		A1		483,195
	2,000	Oglethorpe Power Corp		4.200%		12/01/42		BBB+		1,967,393
	800	Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 144A		6.150%		5/21/48		Baa2		973,064
	7,097	Total Electric Utilities								7,431,461
		Electronic Equipment, Instruments & Components – 0.0%
	300	TTM Technologies Inc, 144A		4.000%		3/01/29		BB		296,250
		Energy Equipment & Services – 0.3%
	1,100	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.875%		4/01/27		B+		1,146,750
	550	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.250%		4/01/28		B+		558,690
	1,650	Total Energy Equipment & Services								1,705,440
		Entertainment – 0.0%
	225	Live Nation Entertainment Inc, 144A		6.500%		5/15/27		B+		249,750
		Equity Real Estate Investment Trust – 1.5%
	540	Brixmor Operating Partnership LP		2.250%		4/01/28		BBB–		529,856
	1,075	Essex Portfolio LP		2.650%		3/15/32		BBB+		1,057,719
	595	Healthcare Realty Trust Inc		2.400%		3/15/30		BBB+		579,234
	750	MPH Acquisition Holdings LLC, 144A, (4)		5.750%		11/01/28		B–		731,250
	325	MPT Operating Partnership LP / MPT Finance Corp		3.500%		3/15/31		BBB–		318,929
	1,335	Regency Centers LP		2.950%		9/15/29		BBB+		1,357,916
	1,236	Retail Properties of America Inc		4.750%		9/15/30		BBB–		1,308,210
	1,900	SBA Tower Trust, 144A		2.836%		1/15/25		A2		1,993,047
	300	SBA Tower Trust, 144A		1.884%		1/15/26		A2		303,612
	285	SBA Tower Trust, 144A		2.328%		1/15/28		A2		289,610

18

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Equity Real Estate Investment Trust (continued)
$	1,000	VICI Properties LP / VICI Note Co Inc, 144A		4.125%		8/15/30		BB	$	1,008,700
	9,341	Total Equity Real Estate Investment Trust								9,478,083
		Food & Staples Retailing – 0.1%
	658	CVS Health Corp		4.300%		3/25/28		BBB		747,213
		Food Products – 0.5%
	900	Amaggi Luxembourg International Sarl, 144A		5.250%		1/28/28		BB		922,500
	750	BRF SA, 144A, (4)		4.875%		1/24/30		Ba2		765,000
	600	NBM US Holdings Inc, 144A		6.625%		8/06/29		BB		659,883
	575	Ulker Biskuvi Sanayi AS, 144A		6.950%		10/30/25		BB–		602,646
	2,825	Total Food Products								2,950,029
		Gas Utilities – 0.2%
	1,250	Suburban Propane Partners LP/Suburban Energy Finance Corp		5.500%		6/01/24		BB–		1,269,188
		Health Care Equipment & Supplies – 0.0%
	125	RP Escrow Issuer LLC, 144A		5.250%		12/15/25		B–		129,531
		Health Care Providers & Services – 0.9%
	1,515	Centene Corp, 144A		5.375%		6/01/26		BBB–		1,584,235
	350	Centene Corp		4.625%		12/15/29		BBB–		378,807
	200	CHS/Community Health Systems Inc, 144A		6.875%		4/15/29		CCC–		209,374
	1,730	CVS Health Corp		1.875%		2/28/31		BBB		1,624,956
	450	DaVita Inc, 144A		3.750%		2/15/31		Ba3		429,179
	275	Encompass Health Corp		4.500%		2/01/28		B+		281,633
	100	HCA Inc		5.625%		9/01/28		Ba2		115,000
	1,000	HCA Inc		3.500%		9/01/30		Ba2		1,008,470
	275	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+		270,875
	200	Tenet Healthcare Corp, 144A		7.500%		4/01/25		BB–		215,934
	6,095	Total Health Care Providers & Services								6,118,463
		Hotels, Restaurants & Leisure – 0.6%
	100	Boyd Gaming Corp, 144A		8.625%		6/01/25		B		111,200
	300	Carnival Corp, 144A		7.625%		3/01/26		B+		322,290
	375	Cedar Fair LP / Canada’s Wonderland Co / Magnum Management Corp / Millennium Op, 144A		5.500%		5/01/25		Ba2		394,702
	225	Churchill Downs Inc, 144A		4.750%		1/15/28		B+		232,703
	200	International Game Technology PLC, 144A		4.125%		4/15/26		BB		205,516
	600	Life Time Inc, 144A		5.750%		1/15/26		B–		617,280
	325	Melco Resorts Finance Ltd, 144A		5.750%		7/21/28		BB		346,125
	700	MGM China Holdings Ltd, 144A		4.750%		2/01/27		Ba3		709,625
	1,000	Wynn Macau Ltd, 144A		5.625%		8/26/28		BB–		1,045,300
	100	Yum! Brands Inc, 144A		7.750%		4/01/25		BB–		109,375
	3,925	Total Hotels, Restaurants & Leisure								4,094,116

19

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Household Durables – 0.0%
$	100	Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A		5.000%		12/31/26		B2	$	100,000
		Independent Power & Renewable Electricity Producers – 0.9%
	600	Azure Power Solar Energy Pvt Ltd, 144A		5.650%		12/24/24		Ba1		635,280
	671	Calpine Corp, 144A		5.250%		6/01/26		BB+		689,955
	174	Clearway Energy Operating LLC, 144A		4.750%		3/15/28		BB		181,028
	1,000	EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA, 144A		5.375%		12/30/30		Ba3		983,760
	750	India Green Energy Holdings, 144A		5.375%		4/29/24		BB–		779,013
	2,000	ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries, 144A, (WI/DD)		4.500%		7/14/28		N/R		1,999,730
	680	UEP Penonome II SA, 144A		6.500%		10/01/38		BB		685,107
	5,875	Total Independent Power & Renewable Electricity Producers								5,953,873
		Industrial Conglomerates – 0.1%
	500	Icahn Enterprises LP / Icahn Enterprises Finance Corp		5.250%		5/15/27		BB		516,250
		Insurance – 0.8%
	275	Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 144A		4.250%		10/15/27		B		275,344
	500	Bonanza RE Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 4.750% spread), (3)		4.765%		12/23/24		N/R		504,400
	500	First Coast Re III Pte Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.000% spread), (3)		6.015%		4/07/25		N/R		499,800
	550	Residential Reinsurance 2020 Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.250% spread), (3)		6.265%		12/06/24		N/R		557,425
	250	Sutter Re Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.000% spread), (3)		5.000%		6/06/22		N/R		256,550
	500	Vitality Re XII Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 2.250% spread), (3)		2.265%		1/07/25		BBB+		498,000
	2,225	XLIT Ltd		4.450%		3/31/25		A3		2,480,614
	4,800	Total Insurance								5,072,133
		Interactive Media & Services – 0.1%
	100	Arches Buyer Inc, 144A		4.250%		6/01/28		B1		99,820
	100	Arches Buyer Inc, 144A		6.125%		12/01/28		CCC+		103,000
	725	Prosus NV, 144A		3.680%		1/21/30		BBB–		748,298
	925	Total Interactive Media & Services								951,118
		Internet & Direct Marketing Retail – 0.0%
	200	B2W Digital Lux Sarl, 144A, (4)		4.375%		12/20/30		Ba1		195,300
		Internet Software & Services – 0.1%
	325	J2 Global Inc, 144A		4.625%		10/15/30		BB		328,250
		IT Services – 0.4%
	500	Austin BidCo Inc, 144A		7.125%		12/15/28		CCC+		508,750
	1,450	Fidelity National Information Services Inc		2.250%		3/01/31		BBB		1,424,647

20

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		IT Services (continued)
$	475	Twilio Inc		3.625%		3/15/29		BB	$	480,857
	2,425	Total IT Services								2,414,254
		Leisure Products – 0.0%
	144	Mattel Inc, 144A		6.750%		12/31/25		BB		151,409
	100	Mattel Inc, 144A		3.375%		4/01/26		BB		103,244
	244	Total Leisure Products								254,653
		Life Sciences Tools & Services – 0.0%
	300	Avantor Funding Inc, 144A		4.625%		7/15/28		BB		313,308
		Machinery – 0.2%
	1,405	Trane Technologies Luxembourg Finance SA		3.800%		3/21/29		BBB		1,541,394
		Marine – 0.1%
	325	Hidrovias International Finance SARL, 144A		4.950%		2/08/31		BB		325,000
		Media – 1.4%
	375	CCO Holdings LLC / CCO Holdings Capital Corp, 144A		4.500%		8/15/30		BB		382,200
	1,650	Comcast Corp		2.650%		2/01/30		A–		1,689,072
	1,440	Comcast Corp		3.969%		11/01/47		A–		1,608,014
	1,200	CSC Holdings LLC, 144A		6.500%		2/01/29		BB		1,326,000
	1,500	DISH DBS Corp		7.750%		7/01/26		B2		1,655,602
	500	Grupo Televisa SAB, (4)		5.250%		5/24/49		BBB+		571,362
	500	Lamar Media Corp		3.750%		2/15/28		BB–		499,375
	200	Lamar Media Corp		4.000%		2/15/30		BB–		199,444
	425	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB		432,489
	625	TEGNA Inc		4.625%		3/15/28		BB–		635,937
	8,415	Total Media								8,999,495
		Metals & Mining – 0.5%
	675	AngloGold Ashanti Holdings PLC		3.750%		10/01/30		Baa3		682,453
	75	Arconic Corp, 144A		6.000%		5/15/25		BBB–		80,834
	298	Cleveland-Cliffs Inc, 144A		9.875%		10/17/25		BB		349,122
	300	Constellium SE, 144A		3.750%		4/15/29		B		286,824
	800	First Quantum Minerals Ltd, 144A		6.500%		3/01/24		B–		812,000
	450	Fresnillo PLC, 144A		4.250%		10/02/50		BBB		442,125
	125	Hudbay Minerals Inc, 144A		4.500%		4/01/26		B+		129,914
	325	Hudbay Minerals Inc, 144A		6.125%		4/01/29		B+		346,937
	325	Metinvest BV, 144A, (4)		7.650%		10/01/27		BB–		349,295
	3,373	Total Metals & Mining								3,479,504
		Multiline Retail – 0.1%
	750	JSM Global Sarl, 144A		4.750%		10/20/30		Ba1		751,883

21

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oil, Gas & Consumable Fuels – 5.3%
$	900	Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A		7.875%		5/15/26		B	$	967,968
	125	Chesapeake Energy Corp, 144A		5.500%		2/01/26		BB–		130,112
	1,590	Chevron USA Inc		5.050%		11/15/44		Aa2		2,016,888
	1,560	ConocoPhillips, 144A		2.400%		2/15/31		A		1,539,261
	1,100	Cosan SA, 144A		5.500%		9/20/29		BB		1,164,350
	725	Diamondback Energy Inc		3.250%		12/01/26		BBB		764,098
	555	Diamondback Energy Inc		3.125%		3/24/31		BBB		554,082
	575	Ecopetrol SA		6.875%		4/29/30		BBB–		700,005
	100	Ecopetrol SA		5.875%		5/28/45		BBB–		106,700
	326	Energean Israel Finance Ltd, 144A, Reg S		4.875%		3/30/26		Ba3		327,931
	326	Energean Israel Finance Ltd, 144A, Reg S		5.375%		3/30/28		Ba3		329,617
	1,420	Energy Transfer Operating LP		5.000%		5/15/50		BBB–		1,468,627
	125	EnLink Midstream LLC, 144A		5.625%		1/15/28		BB+		120,872
	250	EnLink Midstream LLC		5.375%		6/01/29		BB+		233,750
	400	Enviva Partners LP / Enviva Partners Finance Corp, 144A		6.500%		1/15/26		BB–		419,000
	1,000	Galaxy Pipeline Assets Bidco Ltd, 144A		2.625%		3/31/36		Aa2		956,200
	1,325	Marathon Petroleum Corp		5.000%		9/15/54		BBB		1,402,375
	750	Medco Oak Tree Pte Ltd, 144A		7.375%		5/14/26		B1		798,750
	2,000	Moss Creek Resources Holdings Inc, 144A		10.500%		5/15/27		B–		1,725,000
	1,620	MPLX LP		4.875%		6/01/25		BBB		1,824,681
	800	Murphy Oil Corp		5.875%		12/01/27		BB+		784,000
	350	NGL Energy Operating LLC / NGL Energy Finance Corp, 144A		7.500%		2/01/26		BB–		359,625
	2,000	Occidental Petroleum Corp		4.300%		8/15/39		Ba2		1,696,020
	1,340	ONEOK Inc		3.400%		9/01/29		BBB		1,378,758
	325	Parkland Corp/Canada, 144A, (WI/DD)		4.500%		10/01/29		BB		325,406
	1,500	Pertamina Persero PT, 144A, (4)		2.300%		2/09/31		Baa2		1,387,949
	625	Pertamina Persero PT, 144A		4.700%		7/30/49		Baa2		645,141
	593	Petrobras Global Finance BV		5.093%		1/15/30		Ba2		616,068
	1,000	Petrobras Global Finance BV		5.600%		1/03/31		Ba2		1,053,800
	2,200	Petroleos Mexicanos		6.500%		3/13/27		BBB		2,299,000
	1,345	Sabine Pass Liquefaction LLC		5.875%		6/30/26		BBB–		1,575,624
	550	Saudi Arabian Oil Co, 144A		2.250%		11/24/30		A1		526,706
	500	Sunoco LP / Sunoco Finance Corp		6.000%		4/15/27		BB		523,125
	125	Sunoco LP / Sunoco Finance Corp, 144A		4.500%		5/15/29		BB		124,531
	670	Targa Resources Partners LP / Targa Resources Partners Finance Corp		4.250%		11/15/23		BB		672,680
	150	Targa Resources Partners LP / Targa Resources Partners Finance Corp		6.500%		7/15/27		BB		163,002
	850	Total Capital International SA		2.986%		6/29/41		A1		815,079
	1,000	Tullow Oil PLC, 144A		6.250%		4/15/22		CCC+		940,500
	975	USA Compression Partners LP / USA Compression Finance Corp		6.875%		9/01/27		BB–		1,004,250
	33,670	Total Oil, Gas & Consumable Fuels								34,441,531

22

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Pharmaceuticals – 0.7%
$	2,000	AbbVie Inc		4.250%		11/21/49		BBB+	$	2,263,072
	1,260	Eli Lilly and Co		2.250%		5/15/50		A+		1,064,944
	225	Endo Luxembourg Finance Co I Sarl / Endo US Inc, 144A		6.125%		4/01/29		B+		226,969
	200	Horizon Therapeutics USA Inc, 144A		5.500%		8/01/27		Ba3		213,500
	710	Royalty Pharma PLC, 144A		2.200%		9/02/30		BBB–		677,546
	4,395	Total Pharmaceuticals								4,446,031
		Professional Services – 0.0%
	250	ASGN Inc, 144A		4.625%		5/15/28		BB–		257,920
		Real Estate Management & Development – 0.3%
	575	Country Garden Holdings Co Ltd, Reg S		4.750%		9/28/23		Baa3		587,412
	250	Howard Hughes Corp, 144A		4.125%		2/01/29		BB		244,430
	250	Howard Hughes Corp, 144A		4.375%		2/01/31		BB		244,844
	275	Kennedy-Wilson Inc		4.750%		3/01/29		BB		278,437
	300	Kennedy-Wilson Inc		5.000%		3/01/31		BB		303,825
	1,650	Total Real Estate Management & Development								1,658,948
		Road & Rail – 0.5%
	1,350	CSX Corp		3.800%		11/01/46		BBB+		1,428,411
	750	Rumo Luxembourg Sarl, 144A		5.250%		1/10/28		BB		788,415
	1,000	United Rentals North America Inc		4.875%		1/15/28		BB		1,053,370
	3,100	Total Road & Rail								3,270,196
		Semiconductors & Semiconductor Equipment – 0.3%
	788	Broadcom Corp / Broadcom Cayman Finance Ltd		3.875%		1/15/27		BBB–		838,732
	877	Broadcom Inc		3.469%		4/15/34		BBB-		883,300
	1,665	Total Semiconductors & Semiconductor Equipment								1,722,032
		Software – 0.2%
	100	Camelot Finance SA, 144A		4.500%		11/01/26		B		103,392
	925	SS&C Technologies Inc, 144A		5.500%		9/30/27		B+		985,171
	1,025	Total Software								1,088,563
		Specialty Retail – 1.3%
	1,645	AutoNation Inc		3.800%		11/15/27		BBB–		1,794,440
	800	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.375%		4/01/26		B–		794,640
	875	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.875%		4/01/29		B–		863,187
	450	Lithia Motors Inc, 144A		4.625%		12/15/27		BB		467,438
	2,050	O’Reilly Automotive Inc		3.900%		6/01/29		Baa1		2,246,428
	100	PetSmart Inc / PetSmart Finance Corp, 144A		4.750%		2/15/28		BB–		102,271
	100	Staples Inc, 144A		7.500%		4/15/26		B1		105,475
	1,550	Staples Inc, 144A		10.750%		4/15/27		B3		1,530,625
	275	Superior Plus LP / Superior General Partner Inc, 144A		4.500%		3/15/29		BB–		277,805
	7,845	Total Specialty Retail								8,182,309

23

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Technology Hardware, Storage & Peripherals – 0.1%
$	500	Diebold Nixdorf Inc		8.500%		4/15/24		CCC	$	510,750
	250	NCR Corp, 144A		5.000%		10/01/28		BB–		252,500
	750	Total Technology Hardware, Storage & Peripherals								763,250
		Tobacco – 0.4%
	1,070	Altria Group Inc		4.500%		5/02/43		A3		1,116,196
	510	BAT Capital Corp		2.259%		3/25/28		BBB+		502,121
	1,025	BAT Capital Corp		3.984%		9/25/50		BBB+		960,598
	2,605	Total Tobacco								2,578,915
		Trading Companies & Distributors – 0.4%
	1,120	AerCap Ireland Capital DAC / AerCap Global Aviation Trust		6.500%		7/15/25		BBB		1,305,672
	325	Beacon Roofing Supply Inc, 144A		4.500%		11/15/26		BB		333,937
	460	Fortress Transportation and Infrastructure Investors LLC, 144A		6.750%		3/15/22		Ba3		460,575
	200	WESCO Distribution Inc, 144A		7.125%		6/15/25		BB–		218,700
	2,105	Total Trading Companies & Distributors								2,318,884
		Wireless Telecommunication Services – 0.9%
	900	C&W Senior Financing DAC, 144A		6.875%		9/15/27		B+		959,625
	1,000	Hughes Satellite Systems Corp		6.625%		8/01/26		BB		1,108,100
	936	Millicom International Cellular SA, 144A		5.125%		1/15/28		BB+		983,549
	200	Millicom International Cellular SA, 144A		4.500%		4/27/31		BB+		208,000
	1,350	Telecom Italia SpA/Milano, 144A		5.303%		5/30/24		BB+		1,462,151
	1,010	T-Mobile USA Inc, 144A		3.875%		4/15/30		BBB–		1,096,214
	5,396	Total Wireless Telecommunication Services								5,817,639
$	250,317	Total Corporate Bonds (cost $252,209,387)								261,241,647
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 32.9%
$	651	AASET 2020-1 Trust, 144A		4.335%		1/16/40		BBB	$	612,884
	1,500	ACRE Commercial Mortgage 2021-FL4 Ltd, 144A, (1-Month LIBOR reference rate + 2.600% spread), (3)		2.708%		12/18/37		N/R		1,481,281
	1,427	Adams Outdoor Advertising LP, 144A		4.810%		11/15/48		A		1,529,003
	1,150	AIMCO CLO 10 Ltd, 144A, (3-Month LIBOR reference rate + 3.550% spread), (3)		3.772%		7/22/32		BBB–		1,151,234
	1,150	AIMCO CLO Series 2017-A, 144A, (3-Month LIBOR reference rate + 3.680% spread), (3)		3.904%		7/20/29		Baa3		1,150,000
	1,500	Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (3)		4.106%		4/15/34		BB–		1,500,448
	2,143	American Homes 4 Rent 2014-SFR2 Trust, 144A		3.786%		10/17/36		Aaa		2,289,803
	265	AMSR 2019-SFR1 Trust, 144A		3.247%		1/19/39		Baa2		274,182
	1,482	AMSR 2020-SFR1 Trust, 144A		2.419%		4/17/37		Aa3		1,496,370

24

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,000	Angel Oak Mortgage Trust 2019-5, 144A		3.957%		10/25/49		BB	$	1,025,640
	1,000	Apidos CLO XXIX, 144A, (3-Month LIBOR reference rate + 1.550% spread), (3)		1.768%		7/25/30		AA		1,000,032
	1,343	Applebee’s Funding LLC / IHOP Funding LLC, 144A		4.194%		6/07/49		BBB		1,379,383
	2,100	Avis Budget Rental Car Funding AESOP LLC, 144A		4.150%		9/20/23		BBB		2,169,704
	700	BANK 2017-BNK8		4.071%		11/15/50		A–		733,178
	1,000	BANK 2019-BNK21, 144A		2.500%		10/17/52		BBB		885,415
	1,250	BANK 2019-BNK24		2.929%		11/15/62		AAA		1,336,268
	217	Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7		5.117%		2/11/41		Ba1		216,002
	1,000	Benchmark 2018-B5 Mortgage Trust		4.208%		7/15/51		AAA		1,134,481
	1,500	Benchmark 2020-B18 Mortgage Trust, 144A		4.139%		7/15/53		B–		1,512,295
	1,000	Benchmark 2020-IG3 Mortgage Trust, 144A		3.536%		9/15/48		N/R		1,044,286
	1,000	Bojangles Issuer LLC, 144A		3.832%		10/20/50		N/R		1,043,990
	4,138	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 0.920% spread), (3)		1.026%		10/15/36		Aaa		4,140,846
	941	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.250% spread), (3)		1.356%		10/15/36		A3		940,511
	941	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		1.906%		10/15/36		N/R		939,946
	499	Cars Net Lease Mortgage Notes Series 2020-1, 144A		3.100%		12/15/50		A		507,175
	1,250	Cars Net Lease Mortgage Notes Series 2020-1, 144A		4.690%		12/15/50		BBB		1,340,265
	1,150	CARS-DB4 LP, 144A		4.520%		2/15/50		BBB		1,175,165
	906	Castlelake Aircraft Structured Trust 2021-1, 144A		3.474%		1/15/46		A2		920,292
	1,000	Cayuga Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 2.100% spread), (3)		2.332%		7/17/31		AA		1,001,424
	500	CD 2016-CD1 Mortgage Trust		2.926%		8/10/49		AAA		522,713
	705	CD 2016-CD1 Mortgage Trust		3.631%		8/10/49		A–		690,421
	50	CF 2020-P1 Mortgage Trust, 144A		2.840%		4/15/25		N/R		52,433
	750	CF 2020-P1 Mortgage Trust, 144A		10.010%		4/15/52		N/R		803,811
	750	CF 2020-P1 Mortgage Trust, 144A		3.603%		4/15/52		N/R		749,945
	1,432	CF Hippolyta LLC, 144A		2.280%		7/15/60		A–		1,455,464
	716	CF Hippolyta LLC, 144A		2.600%		7/15/60		A–		713,216
	372	CHL Mortgage Pass-Through Trust 2005-27		5.500%		12/25/35		N/R		345,261
	700	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 2.200% spread), (3)		2.424%		8/24/32		AA		702,938
	2,750	Citigroup Commercial Mortgage Trust 2015-GC29		3.758%		4/10/48		AA–		2,890,188
	1,690	Citigroup Commercial Mortgage Trust 2015-GC29		4.151%		4/10/48		A–		1,779,239
	325	Citigroup Commercial Mortgage Trust 2016-GC36		3.349%		2/10/49		Aaa		347,692
	235	CLI Funding VI LLC, 144A		2.080%		9/18/45		A		234,293
	400	COMM 2013-CCRE10 Mortgage Trust		4.210%		8/10/46		Aaa		429,895
	750	COMM 2014-LC17 Mortgage Trust		4.188%		10/10/47		AAA		816,541

25

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)			Description (1)	Coupon		Maturity		Ratings (2)		Value
			ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,615		COMM 2015-CCRE22 Mortgage Trust		4.106%		3/10/48		A–	$	1,718,857
	1,000		COMM 2015-CCRE22 Mortgage Trust, 144A		3.000%		3/10/48		BB–		785,998
	1,240		COMM 2015-CCRE24 Mortgage Trust		3.463%		8/10/48		BBB–		1,115,967
	1,000		COMM 2015-CCRE24 Mortgage Trust		4.380%		8/10/48		AA–		1,095,126
	550		COMM 2015-CCRE25 Mortgage Trust		3.784%		8/10/48		BB		497,859
	2,260		COMM 2015-CCRE26 Mortgage Trust		4.480%		10/10/48		A–		2,443,582
	890		COMM 2015-LC23 Mortgage Trust		4.617%		10/10/48		A–		956,077
	450		COMM 2019-GC44 Mortgage Trust, 144A		2.500%		8/15/57		BBB		383,618
	714		Connecticut Avenue Securities Trust 2018-R07, 144A, (1-Month LIBOR reference rate + 2.400% spread), (3)		2.550%		4/25/31		B+		715,423
	908		Connecticut Avenue Securities Trust 2019-HRP1, 144A, (1-Month LIBOR reference rate + 2.150% spread), (3)		2.259%		11/25/39		B		894,012
	627		Connecticut Avenue Securities Trust 2019-R07, 144A, (1-Month LIBOR reference rate + 2.100% spread), (3)		2.209%		10/25/39		B		627,214
	474		Corevest American Finance 2020-1 Trust, 144A		1.832%		3/15/50		AAA		482,048
	180		CPT 2019 Mortgage Trust, 144A		2.997%		11/13/39		N/R		172,453
	42		Credit Suisse First Boston Mortgage Securities Corp		5.750%		9/25/33		AAA		43,247
	1,399		DB Master Finance LLC, 144A		3.787%		5/20/49		BBB		1,427,219
	651		DB Master Finance LLC, 144A		4.021%		5/20/49		BBB		688,516
	3,570		Domino’s Pizza Master Issuer LLC, 144A		3.082%		7/25/47		BBB+		3,575,276
	1,990		Driven Brands Funding LLC, 144A		3.786%		7/20/50		BBB–		2,077,480
	1,500		Dryden 49 Senior Loan Fund, 144A, (WI/DD)		0.000%		7/18/30		N/R		1,500,000
	1,500		DT Auto Owner Trust 2021-1, 144A		2.380%		1/18/28		BB–		1,488,670
	1,000		Ellington Financial Mortgage Trust 2019-1, 144A		3.587%		6/25/59		BBB		1,002,455
	3,708		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 3.000% spread), (3)		3.109%		7/25/24		Aaa		3,655,244
	174		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 6.950% spread), (3)		7.059%		8/25/28		A3		185,006
	286		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 5.900% spread), (3)		6.009%		10/25/28		BBB		302,405
	258		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 4.250% spread), (3)		4.359%		4/25/29		Aaa		268,433
	767		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 2.550% spread), (3)		2.659%		12/25/30		B+		768,958
	—	(5)	Fannie Mae Interest Strip FNS 366 25, (I/O)		5.000%		9/25/24		Aaa		14
	27		Fannie Mae Mortgage Pool FN 256890		6.000%		9/01/37		Aaa		31,258
	210		Fannie Mae Mortgage Pool FN 310200		3.000%		11/01/48		N/R		220,228
	28		Fannie Mae Mortgage Pool FN 745101		6.000%		4/01/32		Aaa		30,965
	122		Fannie Mae Mortgage Pool FN 745324		6.000%		3/01/34		Aaa		134,512
	1		Fannie Mae Mortgage Pool FN 905597, (12-Month LIBOR reference rate + 1.875% spread), (3)		2.250%		12/01/36		N/R		815

26

Principal Amount (000)			Description (1)	Coupon		Maturity		Ratings (2)		Value
			ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	16		Fannie Mae Mortgage Pool FN 946228, (12-Month LIBOR reference rate + 1.531% spread), (3)		2.156%		9/01/37		N/R	$	15,575
	—	(5)	Fannie Mae Mortgage Pool FN AL1187		5.500%		7/01/24		N/R		286
	2,831		Fannie Mae Mortgage Pool FN AS7499		3.500%		7/01/46		N/R		3,061,903
	1,557		Fannie Mae Mortgage Pool FN BM5126		3.500%		1/01/48		N/R		1,679,631
	957		Fannie Mae Mortgage Pool FN BM5839		3.500%		11/01/47		Aaa		1,036,739
	274		Fannie Mae Mortgage Pool FN CA3960		3.000%		8/01/49		Aaa		290,415
	37		Fannie Mae Mortgage Pool FN FM1108		5.000%		11/01/44		Aaa		43,251
	259		Fannie Mae Mortgage Pool FN FM1136		5.500%		3/01/39		Aaa		303,475
	43		Fannie Mae Mortgage Pool FN FM1137		6.000%		9/01/39		Aaa		51,286
	172		Fannie Mae Mortgage Pool FN FM1138		6.500%		8/01/37		Aaa		195,985
	459		Fannie Mae Mortgage Pool FN MA3228		3.000%		11/01/47		Aaa		471,061
	332		Fannie Mae REMICS Trust 2013-98 SA, (1-Month LIBOR *-100% reference rate + 5.950%spread), (3), (I/O)		5.841%		9/25/43		Aaa		77,944
	15,500		Fannie Mae TBA, (WI/DD)		2.500%		5/25/51		Aaa		15,872,363
	93		Flagstar Mortgage Trust 2017-2, 144A		4.106%		10/25/47		A3		96,131
	2,189		Freddie Mac Gold Pool FG G60138		3.500%		8/01/45		Aaa		2,382,871
	2,276		Freddie Mac Gold Pool FG G60238		3.500%		10/01/45		Aaa		2,469,606
	1,812		Freddie Mac Multifamily Structured Pass Through Certificates, (I/O)		2.803%		10/25/55		N/R		376,626
	112		Freddie Mac Stacr Remic Trust 2019-Hqa4, 144A, (1-Month LIBOR reference rate + 2.050% spread), (3)		2.159%		11/25/49		B+		112,476
	925		Freddie Mac Stacr Remic Trust 2020-HQA2, 144A, (1-Month LIBOR reference rate + 3.100% spread), (3)		3.209%		3/25/50		Ba2		935,388
	3,000		Freddie Mac STACR Trust 2018-DNA2, 144A, (1-Month LIBOR reference rate + 2.150% spread), (3)		2.259%		12/25/30		B+		2,998,118
	785		Freddie Mac STACR Trust 2019-HQA2, 144A, (1-Month LIBOR reference rate + 2.050% spread), (3)		2.159%		4/25/49		B+		782,646
	257		Freddie Mac Strips, Series FHS 326 350		3.500%		3/15/44		N/R		269,348
	269		Freddie Mac Strips, Series FHS 327 S8, (1-Month LIBOR *-100% reference rate + 5.920%spread), (3), (I/O)		5.814%		3/15/44		N/R		49,655
	354		Freddie Mac Structured Agency Credit Risk Debt Notes, 144A		4.023%		9/25/47		Ba3		353,742
	240		Freddie Mac Structured Agency Credit Risk Debt Notes, 144A		4.489%		11/25/48		Aaa		239,710
	15,500		Ginnie Mae II Pool, (WI/DD)		2.500%		5/20/51		Aaa		15,961,973
	100		GS Mortgage Securities Trust 2013-GC13		4.051%		7/10/46		Aaa		106,871
	1,000		GS Mortgage Securities Trust 2016-GS4		3.811%		11/10/49		A–		942,641
	1,425		GS Mortgage Securities Trust 2019-GC38		4.158%		2/10/52		AAA		1,583,079
	1,000		GS Mortgage Securities Trust 2019-GC40, 144A		3.550%		7/10/52		BBB–		1,032,782
	1,000		GS Mortgage Securities Trust 2020-GSA2		2.012%		12/12/53		AAA		960,362
	204		GS Mortgage-Backed Securities Corp Trust 2019-PJ1, 144A		4.000%		8/25/49		Aa1		208,399
	35		GS Mortgage-Backed Securities Corp Trust 2019-PJ2, 144A		4.000%		11/25/49		Aaa		35,615
	92		GS Mortgage-Backed Securities Corp Trust 2019-PJ2, 144A		4.000%		11/25/49		Aa1		92,667

27

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,496	Hardee’s Funding LLC, 144A		3.981%		12/20/50		BBB	$	1,544,265
	980	Hilton Grand Vacations Trust 2019-A, 144A		2.840%		7/25/33		A–		997,468
	2,323	Horizon Aircraft Finance II Ltd, 144A		3.721%		7/15/39		A		2,320,996
	482	Horizon Aircraft Finance II Ltd, 144A		6.900%		7/15/39		B		422,660
	953	Horizon Aircraft Finance III Ltd, 144A		3.425%		11/15/39		A		941,342
	976	Horizon Aircraft Finance III Ltd, 144A		4.458%		11/15/39		BBB		943,335
	1,700	Hudson Yards, 144A		2.943%		12/10/41		N/R		1,581,063
	500	Hudson Yards 2019-30HY Mortgage Trust, 144A		3.443%		7/10/39		BBB–		510,876
	850	Impac Secured Assets CMN Owner Trust		8.000%		10/25/30		N/R		830,575
	1,230	Invitation Homes 2017-SFR2 Trust, 144A, (1-Month LIBOR reference rate + 1.150% spread), (3)		1.258%		12/17/36		Aa1		1,232,313
	328	JP Morgan Alternative Loan Trust 2007-S1, (1-Month LIBOR reference rate + 0.280% spread), (3)		0.389%		4/25/47		AAA		322,804
	335	JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16		4.166%		12/15/46		Aaa		361,404
	330	JP Morgan Mortgage Trust 2017-2, 144A		3.500%		5/25/47		Aaa		331,113
	410	JP Morgan Mortgage Trust 2018-3, 144A		3.500%		9/25/48		AA+		408,989
	132	JP Morgan Mortgage Trust 2018-4, 144A		3.500%		10/25/48		AA+		134,041
	544	JP Morgan Mortgage Trust 2018-5, 144A		3.500%		10/25/48		AAA		552,372
	934	JP Morgan Mortgage Trust 2018-6, 144A		3.928%		12/25/48		Ba1		937,147
	370	JP Morgan Mortgage Trust 2019-1, 144A		4.000%		5/25/49		AAA		375,991
	63	JP Morgan Mortgage Trust 2019-3, 144A		4.757%		9/25/49		Aa1		66,330
	150	JP Morgan Mortgage Trust 2019-INV1, 144A, (1-Month LIBOR reference rate + 0.950% spread), (3)		1.059%		10/25/49		Aaa		150,593
	244	JP Morgan Mortgage Trust 2020-1, 144A		3.889%		6/25/50		A3		255,309
	175	JPMBB Commercial Mortgage Securities Trust 2014-C21		3.997%		8/15/47		Aaa		189,275
	1,600	JPMBB Commercial Mortgage Securities Trust 2014-C22		4.554%		9/15/47		BBB		1,515,809
	1,500	JPMCC Commercial Mortgage Securities Trust 2017-JP5		3.723%		3/15/50		Aaa		1,649,129
	1,000	JPMCC Commercial Mortgage Securities Trust 2017-JP7, 144A		4.400%		9/15/50		BBB		985,908
	190	Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust, 144A		3.985%		2/15/36		AAA		209,993
	317	LUNAR AIRCRAFT 2020-1 LTD, 144A		4.335%		2/15/45		BB		306,749
	207	LUNAR AIRCRAFT 2020-1 LTD, 144A		6.413%		2/15/45		B		168,405
	1,523	MASTR Reperforming Loan Trust 2005-1, 144A		7.500%		8/25/34		N/R		1,363,999
	34,356	MFT Trust 2020-ABC, 144A, (I/O)		0.119%		2/10/42		N/R		428,828
	200	Morgan Stanley ABS Capital I Inc Trust 2004-HE6, (1-Month LIBOR reference rate + 0.825% spread), (3)		0.934%		8/25/34		A		197,892
	1,500	Morgan Stanley Capital I Trust 2018-H3		4.177%		7/15/51		AAA		1,678,628
	1,500	MRCD Mortgage Trust, 144A		2.718%		12/15/36		N/R		1,481,012
	1,445	MVW 2019-2 LLC, 144A		2.680%		10/20/38		BBB+		1,455,406
	1,056	MVW Owner Trust 2019-1, 144A		3.330%		11/20/36		BBB+		1,076,588
	1,000	Myers Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 1.600% spread), (3)		1.824%		10/20/30		AA		1,000,096

28

Principal Amount (000)			Description (1)	Coupon		Maturity		Ratings (2)		Value
			ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,000		Natixis Commercial Mortgage Securities Trust 2019-1776, 144A		3.902%		10/15/36		Ba3	$	981,120
	1,500		Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 3.500% spread), (3)		3.606%		7/15/36		N/R		1,488,327
	1,500		Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 4.250% spread), (3)		4.356%		7/15/36		N/R		1,476,535
	300		Navient Private Education Refi Loan Trust 2020-H, 144A		2.780%		1/15/69		N/R		293,841
	1,000		Neuberger Berman Loan Advisers CLO 27 Ltd, 144A, (3-Month LIBOR reference rate + 1.400% spread), (3)		1.641%		1/15/30		AA		1,000,035
	1,500		Neuberger Berman Loan Advisers CLO 31 Ltd, 144A, (WI/DD)		0.000%		4/20/31		N/R		1,500,000
	660		Neuberger Berman Loan Advisers Clo 40 Ltd, 144A, (3-Month LIBOR reference rate + 5.850% spread), (3)		6.038%		4/16/33		BB–		652,840
	38		New Residential Mortgage Loan Trust 2017-1, 144A		4.000%		2/25/57		Aaa		40,358
	1,693		New Residential Mortgage Loan Trust 2017-6, 144A		4.000%		8/27/57		Aaa		1,812,268
	1,000		Oak Street Investment Grade Net Lease Fund Series 2021-1, 144A		4.230%		1/20/51		BBB+		1,026,707
	85		OBX 2018-1 Trust, 144A, (1-Month LIBOR reference rate + 0.650% spread), (3)		0.759%		6/25/57		AAA		85,147
	1,000		Octagon Investment Partners 46 Ltd, 144A, (3-Month LIBOR reference rate + 2.200% spread), (3)		2.449%		7/15/33		AA		1,001,490
	1,150		One Bryant Park Trust 2019-OBP, 144A		2.516%		9/15/54		Aaa		1,160,805
	500		Oportun Funding XIV LLC, 144A		3.440%		3/08/28		N/R		499,818
	500		Oportun Funding XIV LLC, 144A		5.400%		3/08/28		N/R		499,761
	1,356		Pioneer Aircraft Finance Ltd, 144A		3.967%		6/15/44		BBB		1,345,999
	—	(5)	RALI Series 2005-QS12 Trust		5.500%		8/25/35		Caa2		127
	166		Sequoia Mortgage Trust 2012-4		3.500%		9/25/42		Aaa		167,839
	74		Sequoia Mortgage Trust 2018-7, 144A		4.000%		9/25/48		Aaa		74,946
	45		Sequoia Mortgage Trust 2018-8, 144A		4.000%		11/25/48		Aaa		45,462
	25		Sequoia Mortgage Trust 2019-2, 144A		4.000%		6/25/49		AAA		24,975
	589		Sequoia Mortgage Trust 2020-3, 144A		3.000%		4/25/50		AAA		601,979
	500		ServiceMaster Funding LLC, 144A		2.841%		10/30/51		BBB–		510,635
	1,802		SERVPRO Master Issuer LLC, 144A		3.882%		10/25/49		BBB–		1,858,452
	1,000		SERVPRO Master Issuer LLC, 144A		2.394%		4/25/51		BBB–		987,895
	1,477		Sesac Finance LLC, 144A		5.216%		7/25/49		N/R		1,560,713
	2,360		Settlement Fee Finance 2019-1 LLC, 144A, (6)		3.840%		11/01/49		N/R		2,335,904
	553		Sierra Timeshare 2019-2 Receivables Funding LLC, 144A		4.540%		5/20/36		BB		552,479
	998		Sierra Timeshare 2019-3 Receivables Funding LLC, 144A		4.180%		8/20/36		BB		1,012,115
	500		Sierra Timeshare 2021-1 Receivables Funding LLC, 144A		1.790%		11/20/37		BBB		500,797
	658		Sierra Timeshare Conduit Receivables Funding LLC, 144A		3.200%		3/20/34		BBB		665,197
	326		S-Jets 2017-1 Ltd, 144A		3.967%		8/15/42		BBB		319,760
	294		S-Jets 2017-1 Ltd, 144A		5.682%		8/15/42		BB		270,203
	1,909		Sonic Capital LLC, 144A		3.845%		1/20/50		BBB		1,978,354
	1,500		Spruce Hill Mortgage Loan Trust 2020-SH1, 144A		3.827%		1/28/50		BB		1,510,703

29

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	396	STACR Trust 2018-HRP1, 144A, (1-Month LIBOR reference rate + 1.650% spread), (3)						1.759%		4/25/43		BB–	$	393,327
	1,320	START Ireland, 144A						5.095%		3/15/44		BB		1,253,618
	1,048	Start Ltd/Bermuda, 144A						4.089%		5/15/43		BBB+		1,036,973
	1,781	Taco Bell Funding LLC, 144A						4.377%		5/25/46		BBB		1,788,460
	733	Taco Bell Funding LLC, 144A						4.318%		11/25/48		BBB		736,732
	1,440	Tesla Auto Lease Trust 2019-A, 144A						5.480%		5/22/23		Ba3		1,520,368
	987	TIF Funding II LLC, 144A						2.540%		2/20/46		BBB		965,440
	200	Tricon American Homes 2017-SFR1 Trust, 144A						4.011%		9/17/34		N/R		202,453
	1,000	UBS-Barclays Commercial Mortgage Trust 2013-C5, 144A						3.649%		3/10/46		Aa3		1,015,263
	1,000	Verus Securitization Trust 2019-2, 144A						3.781%		5/25/59		BBB–		988,827
	200	Verus Securitization Trust 2019-3, 144A						4.043%		7/25/59		BB		203,410
	1,425	Verus Securitization Trust 2020-1, 144A						2.724%		1/25/60		A		1,437,451
	825	Verus Securitization Trust 2020-4, 144A						2.321%		5/25/65		A		838,436
	1,366	Vivint Solar Financing V LLC, 144A						7.370%		4/30/48		N/R		1,453,833
	1,415	VR Funding LLC, 144A						2.790%		11/15/50		N/R		1,386,071
	236	VR Funding LLC, 144A						6.420%		11/15/50		N/R		231,619
	49	Wachovia Mortgage Loan Trust LLC Series 2005-B Trust						2.560%		10/20/35		Aaa		47,571
	74	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust						5.956%		8/25/38		Aaa		77,302
	2,201	Wendy’s Funding LLC, 144A						3.573%		3/15/48		BBB		2,262,494
	2,630	WFRBS Commercial Mortgage Trust 2011-C3, 144A						5.335%		3/15/44		A1		2,620,742
	350	WFRBS Commercial Mortgage Trust 2013-C14						3.337%		6/15/46		Aaa		368,173
	1,500	Wingstop Funding LLC, 144A						2.841%		12/05/50		N/R		1,519,095
$	246,207	Asset-Backed and Mortgage-Backed Securities (cost $212,011,210)												213,965,055
Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 8.0% (7)
		Aerospace & Defense – 0.4%
$	2,444	Transdigm, Inc., Term Loan E		2.359%		1-Month LIBOR		2.250%		5/30/25		Ba3	$	2,397,577
		Airlines – 0.1%
	175	Delta Air Lines SkyMiles, Term Loan B		4.750%		3-Month LIBOR		3.750%		10/20/27		Baa1		184,012
	350	Mileage Plus Holdings LLC, Term Loan B		6.250%		3-Month LIBOR		5.250%		6/20/27		Baa3		372,451
	525	Total Airlines												556,463
		Auto Components – 0.2%
	970	Johnson Controls, Inc., New Dollar Term Loan		3.359%		1-Month LIBOR		3.250%		4/30/26		B1		961,762
	450	Les Schwab Tire Centers, Term Loan B		4.250%		6-Month LIBOR		3.500%		11/02/27		B		451,501
	1,420	Total Auto Components												1,413,263

30

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
		Beverages – 0.1%
$	224	Arterra Wines Canada Inc, Term Loan		4.250%		3-Month LIBOR		3.500%		11/25/27		B1	$	224,998
	400	City Brewing Co LLC, Term Loan B		4.250%		1-Month LIBOR		3.500%		4/01/28		B+		398,000
	624	Total Beverages												622,998
		Building Products – 0.2%
	500	Cornerstone Building Brands Inc, Term Loan B		3.750%		1-Month LIBOR		3.250%		4/12/28		B+		497,500
	983	Quikrete Holdings, Inc., Term Loan B		2.609%		1-Month LIBOR		2.500%		1/31/27		BB–		977,271
	1,483	Total Building Products												1,474,771
		Chemicals – 1.0%
	2,394	Messer Industries GmbH, Term Loan		2.703%		3-Month LIBOR		2.500%		3/01/26		BB–		2,378,572
	2,442	PolyOne Corporation, Term Loan B5		1.859%		1-Month LIBOR		1.750%		1/30/26		BB+		2,460,717
	1,945	PQ Corporation, Term Loan B		2.462%		3-Month LIBOR		2.250%		2/07/27		BB–		1,933,765
	6,781	Total Chemicals												6,773,054
		Commercial Services & Supplies – 0.9%
	992	Amentum Government Services Holdings LLC, Term Loan B		3.609%		1-Month LIBOR		3.500%		1/31/27		B1		986,714
	1,880	Filtration Group Corporation, Term Loan, First Lien		3.115%		1-Month LIBOR		3.000%		3/28/25		B		1,855,379
	250	GFL Environmental, Term Loan		3.500%		3-Month LIBOR		3.000%		5/30/25		BB–		250,469
	1,488	Gopher Resource, LLC, Term Loan, First Lien		4.250%		1-Month LIBOR		3.250%		1/28/25		B		1,358,061
	447	Prime Security Services Borrower, LLC, Term Loan		3.500%		1-Month LIBOR		2.750%		9/23/26		BB–		445,511
	245	Prometric Holdings, Inc., Term Loan, First Lien		4.000%		1-Month LIBOR		3.000%		1/29/25		B2		241,355
	770	Spin Holdco Inc., Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B–		764,429
	6,072	Total Commercial Services & Supplies												5,901,918
		Containers & Packaging – 0.2%
	247	Pregis TopCo Corporation, Term Loan, First Lien		3.859%		1-Month LIBOR		3.750%		8/01/26		B2		245,306
	95	Pregis TopCo Corporation, Incremental Term Loan		5.000%		1-Month LIBOR		4.250%		8/01/26		B2		95,237
	249	Reynolds Group Holdings Inc., Term Loan B2		3.359%		1-Month LIBOR		3.250%		2/05/26		B+		246,944
	304	Reynolds Group Holdings, Inc., Term Loan, First Lien		1.859%		1-Month LIBOR		1.750%		2/04/27		BBB–		302,993
	198	Tank Holding Corp., Term Loan		3.364%		1-Month LIBOR		3.250%		3/26/26		B–		194,970
	1,093	Total Containers & Packaging												1,085,450
		Diversified Telecommunication Services – 0.0%
	312	Zayo Group LLC, Initial Dollar Term Loan		3.109%		1-Month LIBOR		3.000%		3/09/27		B1		309,680
		Energy Equipment & Services – 0.1%
	561	Apergy Corporation, Term Loan		6.000%		3-Month LIBOR		5.000%		6/03/27		BBB–		572,188
		Food & Staples Retailing – 0.0%
	199	Chobani LLC, Term Loan		4.500%		1-Month LIBOR		3.500%		10/23/27		B–		199,149
		Food Products – 0.3%
	1,758	Hostess Brands, LLC, Term Loan		3.000%		3-Month LIBOR		2.250%		8/03/25		BB–		1,751,188

31

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
		Health Care Providers & Services – 0.6%
$	1,459	Gentiva Health Services Inc, Term Loan		2.875%		1-Month LIBOR		2.750%		7/02/25		B1	$	1,453,205
	653	Lifepoint Health, Inc., New Term Loan B		3.859%		1-Month LIBOR		3.750%		11/16/25		B1		652,511
	1,483	Select Medical Corporation, Term Loan B		2.360%		1-Month LIBOR		2.250%		3/06/25		Ba2		1,476,942
	3,595	Total Health Care Providers & Services												3,582,658
		Health Care Technology – 0.2%
	1,170	Emdeon, Inc., Term Loan		3.500%		3-Month LIBOR		2.500%		3/01/24		B+		1,169,602
		Hotels, Restaurants & Leisure – 0.2%
	299	Caesars Resort Collection, Term Loan		4.609%		1-Month LIBOR		4.500%		7/20/25		B+		299,484
	500	IRB Holding Corp., Term Loan B		4.250%		3-Month LIBOR		3.250%		12/15/27		B		498,827
	492	Scientific Games International, Inc., Term Loan B5		2.859%		1-Month LIBOR		2.750%		8/14/24		B+		483,880
	1,291	Total Hotels, Restaurants & Leisure												1,282,191
		Household Durables – 0.0%
	299	Weber-Stephen Products LLC, Term Loan B		4.000%		1-Month LIBOR		3.250%		10/30/27		B1		299,587
		Insurance – 0.4%
	990	AssuredPartners Capital, Inc., Incremental Term Loan B		5.500%		1-Month LIBOR		4.500%		2/13/27		B1		993,589
	495	Hub International Limited, Term Loan B		4.000%		3-Month LIBOR		3.250%		4/25/25		B		495,411
	455	OneDigital Borrower LLC, Term Loan		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		455,838
	45	OneDigital Borrower LLC, Delayed Draw, Term Loan, (9)		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		44,997
	494	USI, Inc., Repriced Term Loan		3.203%		3-Month LIBOR		3.000%		5/16/24		B		488,714
	2,479	Total Insurance												2,478,549
		Internet & Direct Marketing Retail – 0.1%
	475	CNT Holdings I Corp, Term Loan		4.500%		6-Month LIBOR		3.750%		11/08/27		B		474,629
		Internet Software & Services – 0.1%
	500	IGT Holding IV AB, (WI/DD)		TBD		TBD		TBD		TBD		B		499,375
		IT Services – 0.3%
	1,770	NeuStar, Inc., Term Loan B5		5.500%		3-Month LIBOR		4.500%		8/08/24		B+		1,714,338
		Life Sciences Tools & Services – 0.4%
	324	Avantor Funding, Inc., Incremental Dollar Term Loan B4		3.250%		1-Month LIBOR		2.250%		11/06/27		BB+		324,714
	2,459	PPD, Inc., Term Loan B		2.750%		1-Month LIBOR		2.250%		1/13/28		Ba2		2,450,600
	2,783	Total Life Sciences Tools & Services												2,775,314
		Machinery – 0.1%
	424	Vertical US Newco Inc, Term Loan B		4.478%		6-Month LIBOR		4.250%		7/31/27		B1		425,502
		Media – 0.1%
	298	Banijay Group, Term Loan		3.854%		1-Month LIBOR		3.750%		3/01/25		B1		296,136
	175	Cablevision Lightpath LLC, Term Loan B		3.750%		1-Month LIBOR		3.250%		12/01/27		B+		174,544
	473	Total Media												470,680

32

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (2)		Value
		Metals & Mining – 0.1%
$	485	Zekelman Industries, Inc., Term Loan		2.110%		1-Month LIBOR		2.000%		1/24/27		BB	$	479,623
		Oil, Gas & Consumable Fuels – 0.0%
	248	Delek US Holdings, Inc., Incremental Term Loan B		6.500%		1-Month LIBOR		5.500%		3/30/25		BB+		249,716
		Paper & Forest Products – 0.1%
	873	Asplundh Tree Expert, LLC, Term Loan B		2.609%		1-Month LIBOR		2.500%		9/04/27		N/R		871,381
		Pharmaceuticals – 0.3%
	1,432	Endo Health Solutions, Inc., Term Loan, (DD1)		5.750%		3-Month LIBOR		5.000%		3/25/28		B+		1,419,941
	761	Valeant Pharmaceuticals International, Inc., Term Loan, First Lien		3.109%		1-Month LIBOR		3.000%		6/02/25		BB		759,888
	2,193	Total Pharmaceuticals												2,179,829
		Professional Services – 0.4%
	1,683	Dun & Bradstreet Corporation, Term Loan B		3.359%		1-Month LIBOR		3.250%		2/08/26		BB+		1,676,199
	653	Nielsen Finance LLC, Term Loan B4		4.750%		1-Month LIBOR		3.750%		6/04/25		BBB–		657,044
	2,336	Total Professional Services												2,333,243
		Semiconductors & Semiconductor Equipment – 0.1%
	941	Ultra Clean Holdings Inc, Term Loan B		3.953%		3-Month LIBOR		3.750%		8/27/25		N/R		944,676
		Software – 0.1%
	321	Thomson Reuters IP & S, Term Loan B		3.109%		1-Month LIBOR		3.000%		10/31/26		B		318,781
	124	Ultimate Software,Term Loan B		4.000%		3-Month LIBOR		3.250%		5/03/26		B1		124,560
	445	Total Software												443,341
		Specialty Retail – 0.3%
	1,965	Staples, Inc., Term Loan		5.205%		3-Month LIBOR		5.000%		4/12/26		B		1,920,247
		Technology Hardware, Storage & Peripherals – 0.3%
	332	Dell International LLC, Term Loan B		2.000%		1-Month LIBOR		1.750%		9/19/25		BBB–		331,774
	1,645	Western Digital, Term Loan B		1.865%		1-Month LIBOR		1.750%		4/29/23		BBB–		1,647,629
	1,977	Total Technology Hardware, Storage & Peripherals												1,979,403
		Textiles, Apparel & Luxury Goods – 0.2%
	1,371	Samsonite International S.A., Term Loan B		1.859%		1-Month LIBOR		1.750%		4/25/25		Ba2		1,352,370
		Trading Companies & Distributors – 0.1%
	434	Univar, Inc., Term Loan B		2.359%		1-Month LIBOR		2.250%		7/01/24		BBB–		432,982
$	51,799	Total Variable Rate Senior Loan Interests (cost $51,242,469)												51,416,935

33

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 6.9%
		Automobiles – 0.5%
$	340	General Motors Financial Co Inc		5.700%		N/A (11)		BB+	$	367,200
	2,470	General Motors Financial Co Inc		5.750%		N/A (11)		BB+		2,590,536
	2,810	Total Automobiles								2,957,736
		Banks – 3.8%
	1,195	Bank of America Corp		6.300%		N/A (11)		BBB		1,374,250
	2,530	Bank of America Corp		6.100%		N/A (11)		BBB		2,808,300
	1,000	Citigroup Inc		6.300%		N/A (11)		BBB–		1,062,310
	3,000	Citigroup Inc		5.000%		N/A (11)		BBB–		3,090,900
	2,000	CoBank ACB		6.250%		N/A (11)		BBB+		2,160,000
	1,760	Fifth Third Bancorp		4.500%		N/A (11)		Baa3		1,869,120
	750	Huntington Bancshares Inc/OH		5.625%		N/A (11)		Baa3		833,625
	3,855	JPMorgan Chase & Co		5.000%		N/A (11)		BBB+		3,985,106
	2,797	KeyCorp		5.000%		N/A (11)		Baa3		3,063,554
	1,000	M&T Bank Corp		5.125%		N/A (11)		Baa2		1,080,000
	3,000	Truist Financial Corp		4.800%		N/A (11)		Baa2		3,145,710
	500	Wells Fargo & Co		5.875%		N/A (11)		Baa2		550,500
	23,387	Total Banks								25,023,375
		Capital Markets – 0.3%
	2,000	Goldman Sachs Group Inc, (4)		5.500%		N/A (11)		BBB–		2,160,000
		Consumer Finance – 0.3%
	1,500	Discover Financial Services		6.125%		N/A (11)		Ba2		1,665,000
		Diversified Financial Services – 0.3%
	1,710	Voya Financial Inc, (4)		6.125%		N/A (11)		BBB–		1,834,231
		Electric Utilities – 0.3%
	2,000	Southern Co		4.000%		1/15/51		BBB		2,110,500
		Food Products – 0.4%
	2,780	Land O’ Lakes Inc, 144A		8.000%		N/A (11)		BB		2,932,900
		Insurance – 0.2%
	1,185	MetLife Inc		3.850%		N/A (11)		BBB		1,223,513
		Multi-Utilities – 0.3%
	150	CMS Energy Corp		4.750%		6/01/50		Baa2		162,000
	1,500	Sempra Energy		4.875%		N/A (11)		BBB–		1,605,000
	1,650	Total Multi-Utilities								1,767,000
		Oil, Gas & Consumable Fuels – 0.1%
	465	Enbridge Inc		5.750%		7/15/80		BBB–		497,550

34

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Wireless Telecommunication Services – 0.4%
$	800	Network i2i Ltd, 144A		5.650%		N/A (11)		BB	$	846,000
	1,500	Vodafone Group PLC		7.000%		4/04/79		BB+		1,808,963
	2,300	Total Wireless Telecommunication Services								2,654,963
$	41,787	Total $1,000 Par (or similar) Institutional Preferred (cost $41,752,323)								44,826,768
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 4.2% (10)
		Banks – 3.2%
$	1,100	Banco Bilbao Vizcaya Argentaria SA		6.500%		N/A (11)		Ba2	$	1,189,760
	980	Banco Mercantil del Norte SA/Grand Cayman, 144A		6.750%		N/A (11)		Ba2		1,020,131
	675	Bancolombia SA		4.625%		12/18/29		BB		682,594
	750	Bangkok Bank PCL/Hong Kong, 144A		5.000%		N/A (11)		Ba1		788,438
	1,725	Barclays PLC		6.125%		N/A (11)		BBB–		1,883,700
	2,500	BNP Paribas SA, 144A		6.625%		N/A (11)		BBB		2,728,550
	2,000	Credit Agricole SA, 144A		8.125%		N/A (11)		BBB		2,410,000
	595	Intesa Sanpaolo SpA, 144A		7.700%		N/A (11)		BB–		675,325
	1,000	Itau Unibanco Holding SA/Cayman Island, 144A		3.875%		4/15/31		B1		970,000
	1,500	Lloyds Banking Group PLC		7.500%		N/A (11)		Baa3		1,672,500
	2,000	Macquarie Bank Ltd/London, 144A		6.125%		N/A (11)		BB+		2,151,660
	1,450	Mizrahi Tefahot Bank Ltd, 144A, Reg S, (WI/DD)		3.077%		4/07/31		BBB–		1,448,216
	2,000	Natwest Group PLC		8.000%		N/A (11)		BBB–		2,345,000
	950	UniCredit SpA, Reg S		8.000%		N/A (11)		B+		1,059,250
	19,225	Total Banks								21,025,124
		Capital Markets – 1.0%
	2,000	Credit Suisse Group AG, 144A		6.375%		N/A (11)		BB+		2,130,000
	1,330	Credit Suisse Group AG, 144A		5.250%		N/A (11)		BB+		1,343,300
	1,500	Deutsche Bank AG		6.000%		N/A (11)		BB–		1,518,750
	1,000	UBS Group AG, 144A		7.000%		N/A (11)		BBB		1,098,390
	5,830	Total Capital Markets								6,090,440
$	25,055	Total Contingent Capital Securities (cost $25,541,436)								27,115,564
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 3.8%
		Bermuda – 0.2%
$	850	Bermuda Government International Bond, 144A		3.717%		1/25/27		A+	$	922,250
	230	Bermuda Government International Bond, 144A		4.750%		2/15/29		A+		265,972
	200	Bermuda Government International Bond, 144A		2.375%		8/20/30		A+		195,500
	1,280	Total Bermuda								1,383,722

35

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Brazil – 0.1%
$	500	Brazilian Government International Bond		3.875%		6/12/30		Ba2	$	485,055
		Colombia – 0.1%
	850	Colombia Government International Bond		5.000%		6/15/45		Baa2		905,598
		Cote d’Ivoire – 0.1%
	848	Ivory Coast Government International Bond, 144A		5.750%		12/31/32		B+		847,282
		Dominican Republic – 0.3%
	1,000	Dominican Republic International Bond, 144A		6.875%		1/29/26		BB–		1,160,500
	12,000	Dominican Republic International Bond, 144A		9.750%		6/05/26		BB–		227,901
	600	Dominican Republic International Bond, 144A		4.875%		9/23/32		BB–		612,000
	13,600	Total Dominican Republic								2,000,401
		Egypt – 0.7%
	3,175	Egypt Government International Bond, 144A		5.577%		2/21/23		B+		3,302,508
	1,225	Egypt Government International Bond, 144A		7.053%		1/15/32		B+		1,207,465
	4,400	Total Egypt								4,509,973
		Ghana – 0.3%
	2,200	Ghana Government International Bond, 144A		8.125%		3/26/32		B		2,122,120
		Guatemala – 0.1%
	425	Guatemala Government Bond, 144A		4.900%		6/01/30		Ba1		465,379
		Indonesia – 0.2%
	250	Indonesia Government International Bond, 144A		4.625%		4/15/43		BBB		276,993
	850	Perusahaan Penerbit SBSN Indonesia III, 144A		4.400%		3/01/28		BBB		953,113
	1,100	Total Indonesia								1,230,106
		Israel – 0.1%
	325	State of Israel		3.800%		5/13/60		AA–		345,689
		Jordan – 0.1%
	450	Jordan Government International Bond, 144A		5.750%		1/31/27		B+		470,745
		Kazakhstan – 0.2%
	850	Kazakhstan Government International Bond, 144A		4.875%		10/14/44		BBB		1,024,539
		Kenya – 0.2%
	1,000	Kenya Government International Bond, 144A		7.000%		5/22/27		B+		1,060,850
		Mexico – 0.1%
	850	Mexico Government International Bond		3.750%		1/11/28		Baa1		908,888
		Mongolia – 0.1%
	450	Mongolia Government International Bond, 144A		5.125%		4/07/26		B		480,330
		Morocco – 0.1%
	850	Morocco Government International Bond, 144A		5.500%		12/11/42		BBB–		932,322

36

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oman – 0.1%
$	500	Oman Government International Bond, 144A		6.750%		10/28/27		Ba3	$	551,500
		Paraguay – 0.1%
	500	Paraguay Government International Bond, 144A		2.739%		1/29/33		Ba1		480,000
		Qatar – 0.2%
	850	Qatar Government International Bond, 144A		4.817%		3/14/49		AA–		1,040,264
		Romania – 0.0%
	274	Romanian Government International Bond, 144A		4.375%		8/22/23		BBB–		297,339
		Serbia – 0.1%
	600	Serbia International Bond, 144A		2.125%		12/01/30		BB+		553,020
		South Africa – 0.1%
	1,000	Republic of South Africa Government International Bond		5.375%		7/24/44		Ba2		908,160
		Ukraine – 0.1%
	450	Ukraine Government International Bond, 144A		7.750%		9/01/27		B		480,861
		Uruguay – 0.0%
	250	Uruguay Government International Bond		4.125%		11/20/45		BBB		278,145
		Uzbekistan – 0.1%
	500	Republic of Uzbekistan Bond, 144A		5.375%		2/20/29		BB–		546,240
	450	Republic of Uzbekistan Bond, 144A		3.700%		11/25/30		BB–		436,808
	950	Total Uzbekistan								983,048
$	35,352	Total Sovereign Debt (cost $24,269,842)								24,745,336
Principal Amount (000)		Description (1)			Optional Call Provisions (12)		Ratings (2)		Value
		MUNICIPAL BONDS – 0.9%
		New York – 0.5%
$	2,540	Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A, 2.512%, 7/01/33				No Opt. Call		Aa3	$	2,499,995
	870	New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion – Nanotechnology Facilities Project, Refunding Series 2020, 4.248%, 9/01/35				No Opt. Call		A+		953,068
	3,410	Total New York								3,453,063
		Ohio – 0.4%
		Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A:
	1,000	2.492%, 1/01/25				No Opt. Call		A2		1,045,770
	1,500	2.832%, 1/01/30				No Opt. Call		A2		1,534,275
	2,500	Total Ohio								2,580,045
$	5,910	Total Municipal Bonds (cost $5,910,000)								6,033,108

37

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 2021

(Unaudited)

Shares		Description (1)	Coupon				Ratings (2)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 0.9%
		Banks – 0.1%
$	35,700	Bank of America Corp		4.375%				BBB	$	892,500
		Diversified Financial Services – 0.3%
	14,600	AgriBank FCB, (13)		6.875%				BBB+		1,584,100
		Insurance – 0.5%
	49,000	Assurant Inc		5.250%				BB+		1,260,280
	70,000	Enstar Group Ltd, (4)		7.000%				BB+		2,013,200
		Total Insurance								3,273,480
		Total $25 Par (or similar) Retail Preferred (cost $5,327,500)								5,750,080
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 0.2%
		United States – 0.2%
$	1,500	United States Treasury Note/Bond, (4)		1.125%		2/15/31		Aaa	$	1,417,266
$	1,500	Total U.S. Government and Agency Obligations (cost $1,434,062)								1,417,266
		Total Long-Term Investments (cost $619,698,229)								636,511,759
Shares		Description (1)	Coupon						Value
		INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 0.8%
		MONEY MARKET FUNDS – 0.8%
	5,575,667	State Street Navigator Securities Lending Government Money Market Portfolio, (14)		0.030% (15)					$	5,575,667
		Total Investments Purchased with Collateral from Securities Lending (cost $5,575,667)								5,575,667
Principal Amount (000)		Description (1)	Coupon		Maturity				Value
		SHORT-TERM INVESTMENTS – 7.2%
		REPURCHASE AGREEMENTS – 7.2%
$	46,655	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/21, repurchase price $46,654,637, collateralized by $47,582,200, U.S. Treasury Notes, 0.125%, due 9/30/22, value $47,587,767		0.000%		4/01/21			$	46,654,637
		Total Short-Term Investments (cost $46,654,637)								46,654,637
		Total Investments (cost $671,928,533) – 105.9%								688,742,063
		Other Assets Less Liabilities – (5.9)% (16)								(38,402,697	)
		Net Assets – 100%							$	650,339,366

38

Investments in Derivatives

Futures Contracts – Long

Description	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation (Depreciation)			Variation Margin Receivable/ (Payable)
U.S. Treasury Ultra Bond		100		6/21	$	18,886,919	$	18,121,875	$	(765,044	)	$	(115,625	)

Futures Contracts – Short

Description	Number of Contracts			Expiration Date		Notional Amount			Value			Unrealized Appreciation (Depreciation)		Variation Margin Receivable/ (Payable)
U.S. Treasury 5-Year Note		(200	)		6/21	$	(25,001,178	)	$	(24,679,687	)	$	321,491	$	32,812
U.S. Treasury Ultra 10-Year Note		(175	)		6/21		(26,104,761	)		(25,145,312	)		959,449		60,156
Total						$	(51,105,939	)	$	(49,824,999	)	$	1,280,940	$	92,968

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).

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:
Corporate Bonds	$	—	$	261,241,647	$	—	$	261,241,647
Asset-Backed and Mortgage-Backed Securities		—		211,629,151		2,335,904		213,965,055
Variable Rate Senior Loan Interests		—		51,416,935		—		51,416,935
$1,000 Par (or similar) Institutional Preferred		—		44,826,768		—		44,826,768
Contingent Capital Securities		—		27,115,564		—		27,115,564
Sovereign Debt		—		24,745,336		—		24,745,336
Municipal Bonds		—		6,033,108		—		6,033,108
$25 Par (or similar) Retail Preferred		4,165,980		1,584,100		—		5,750,080
U.S. Government and Agency Obligations		—		1,417,266		—		1,417,266
Investments Purchased with Collateral from Securities Lending		5,575,667		—		—		5,575,667
Short-Term Investments:
Repurchase Agreements		—		46,654,637		—		46,654,637
Investments in Derivatives:
Futures Contracts*		515,896		—		—		515,896
Total	$	10,257,543	$	676,664,512	$	2,335,904	$	689,257,959

* Represents net unrealized appreciation (depreciation).

39

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    March 31, 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.

(2) 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.

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

(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 $5,432,184.

(5) Principal Amount (000) rounds to less than $1,000.

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

(10) Contingent Capital Securities (“CoCos”) are hybrid securities with loss absorption characteristics built into the terms of the security for the benefit of the issuer. For example, the terms may specify an automatic write-down of principal or a mandatory conversion into the issuer’s common stock under certain adverse circumstances, such as the issuer’s capital ratio falling below a specified level.

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

(12) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.

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

(14) The Fund may loan securities representing up to one third of the fair value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The Fund maintains collateral equal to at least 100% of the fair value of the securities loaned. The cash collateral received by the Fund is invested in this money market fund.

(15) The rate shown is the one-day yield as of the end of the reporting period.

(16) 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.

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.

DD1 Portion of investment purchased on a delayed delivery basis.

I/O Interest only security

LIBOR London Inter-Bank Offered Rate

N/A Not Applicable.

Reg S Regulation S allows U.S. companies to sell securities to persons or entities located outside of the United States without registering those securities with the Securities and Exchange Commission. Specifically, Regulation S provides a safe harbor from the registration requirements of the Securities Act for the offers and sales of securities by both foreign and domestic issuers that are made outside the United States.

TBA To be announced. Maturity date not known prior to settlement of this transaction.

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.

40