Nuveen Credit Income Fund

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 99.4%
		CORPORATE BONDS – 56.6%
		Aerospace & Defense – 0.6%
$	430	Bombardier Inc, 144A		7.125%		6/15/26		CCC+	$	451,500
	450	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		497,250
	880	Total Aerospace & Defense								948,750
		Airlines – 1.9%
	937	Air Canada 2020-2 Class A Pass Through Trust, 144A		5.250%		4/01/29		A		1,011,598
	911	Air Canada 2020-2 Class B Pass Through Trust, 144A		9.000%		10/01/25		BBB–		1,009,739
	292	British Airways 2020-1 Class A Pass Through Trust, 144A		4.250%		11/15/32		A+		314,551
	835	United Airlines 2020-1 Class A Pass Through Trust		5.875%		10/15/27		A		934,096
	2,975	Total Airlines								3,269,984
		Auto Components – 1.9%
	265	Dornoch Debt Merger Sub Inc, 144A, (WI/DD)		6.625%		10/15/29		Caa1		265,000
	295	Goodyear Tire & Rubber Co, 144A		5.000%		7/15/29		BB–		313,069
	1,000	Goodyear Tire & Rubber Co, 144A		5.250%		7/15/31		BB–		1,065,000
	750	Iochpe-Maxion Austria GmbH / Maxion Wheels de Mexico S de RL de CV, 144A		5.000%		5/07/28		BB–		749,250
	100	NESCO Holdings II Inc, 144A		5.500%		4/15/29		B		103,720
	850	Tupy Overseas SA, 144A, (3)		4.500%		2/16/31		BB		825,180
	3,260	Total Auto Components								3,321,219
		Banks – 2.0%
	450	Access Bank PLC, 144A, (3)		6.125%		9/21/26		B2		452,790
	750	Akbank TAS, 144A, (3)		5.125%		3/31/25		B+		749,850
	715	Banco do Brasil SA/Cayman, 144A		3.250%		9/30/26		Ba2		714,642
	750	Credit Bank of Moscow Via CBOM Finance PLC, 144A		3.875%		9/21/26		BB		739,950
	750	Turkiye Vakiflar Bankasi TAO, 144A		5.500%		10/01/26		B+		726,525
	3,415	Total Banks								3,383,757
		Beverages – 0.7%
	1,225	Primo Water Holdings Inc, 144A		4.375%		4/30/29		B1		1,221,754
		Biotechnology – 0.4%
	750	Emergent BioSolutions Inc, 144A		3.875%		8/15/28		BB–		729,375
		Building Products – 0.2%
	285	SRS Distribution Inc, 144A		4.625%		7/01/28		B–		290,757
		Capital Markets – 0.4%
	750	B3 SA - Brasil Bolsa Balcao, 144A		4.125%		9/20/31		Ba1		734,813

1

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Chemicals – 3.0%
$	1,275	Consolidated Energy Finance SA, 144A		5.625%		10/15/28		B+	$	1,275,000
	1,100	Olympus Water US Holding Corp, 144A, (WI/DD)		4.250%		10/01/28		B2		1,084,022
	550	Olympus Water US Holding Corp, 144A, (WI/DD)		6.250%		10/01/29		CCC+		545,022
	675	Rayonier AM Products Inc, 144A		7.625%		1/15/26		B1		716,344
	590	Tronox Inc, 144A		4.625%		3/15/29		B		587,050
	350	Unifrax Escrow Issuer Corp, 144A		5.250%		9/30/28		BB		354,375
	175	Unifrax Escrow Issuer Corp, 144A		7.500%		9/30/29		CCC+		179,335
	450	WR Grace Holdings LLC, 144A		5.625%		8/15/29		B+		463,505
	5,165	Total Chemicals								5,204,653
		Commercial Services & Supplies – 1.7%
	750	Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl, 144A		4.625%		6/01/28		BB–		748,837
	650	GFL Environmental Inc, 144A		4.750%		6/15/29		B–		667,875
	500	Pitney Bowes Inc, 144A		6.875%		3/15/27		N/R		526,250
	500	Pitney Bowes Inc, 144A, (3)		7.250%		3/15/29		BB		525,625
	525	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		3.375%		8/31/27		BB–		503,675
	2,925	Total Commercial Services & Supplies								2,972,262
		Communications Equipment – 0.5%
	425	Liquid Telecommunications Financing Plc, 144A		5.500%		9/04/26		B1		439,182
	450	Vodafone Group PLC		4.125%		6/04/81		BB+		455,643
	875	Total Communications Equipment								894,825
		Construction & Engineering – 0.2%
	400	ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par, 144A, (3)		4.050%		4/27/26		BB+		401,000
		Diversified Financial Services – 1.0%
	260	HCRX Investments Holdco LP, 144A		4.500%		8/01/29		B2		261,300
	250	Putnam RE PTE Ltd, 144A, (1-Month U.S. Treasury Bill reference rate + 5.500% spread), (4)		5.530%		6/07/24		N/R		255,175
	300	Sanders Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.500% spread), (4)		3.533%		4/07/25		N/R		302,670
	250	Sanders Re Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.500% spread), (4)		5.533%		4/07/22		N/R		200,000
	750	Ursa Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.250% spread), (4)		6.278%		12/07/23		N/R		772,800
	1,810	Total Diversified Financial Services								1,791,945
		Diversified Telecommunication Services – 1.0%
	750	Avaya Inc, 144A		6.125%		9/15/28		BB		788,603
	965	Vmed O2 UK Financing I PLC, 144A		4.750%		7/15/31		BB+		985,921
	1,715	Total Diversified Telecommunication Services								1,774,524
		Electric Utilities – 2.3%
	450	Edison International		5.375%		N/A (9)		BB+		465,322
	750	Eskom Holdings SOC Ltd, 144A		7.125%		2/11/25		CCC+		779,862

2

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Electric Utilities (continued)
$	750	Instituto Costarricense de Electricidad, 144A		6.750%		10/07/31		N/R	$	743,302
	750	Pampa Energia SA, Reg S		7.500%		1/24/27		B–		691,399
	750	ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries, Reg S		4.500%		7/14/28		Ba3		766,197
	560	TerraForm Power Operating LLC, 144A		4.750%		1/15/30		BB		585,900
	4,010	Total Electric Utilities								4,031,982
		Electronic Equipment, Instruments & Components – 1.0%
	1,650	Imola Merger Corp, 144A		4.750%		5/15/29		BB+		1,706,956
		Energy Equipment & Services – 0.6%
	500	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.250%		4/01/28		B+		517,113
	500	Genesis Energy LP / Genesis Energy Finance Corp		8.000%		1/15/27		B1		506,250
	2,704	Metro Exploration Holding Corp		0.000%		N/A (9)		N/R		270
	447	Metro Exploration Holding Corp, (5)		0.000%		N/A (9)		N/R		4
	4,151	Total Energy Equipment & Services								1,023,637
		Equity Real Estate Investment Trust – 1.5%
	375	MPH Acquisition Holdings LLC, 144A, (3)		5.750%		11/01/28		B–		353,243
	375	Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, 144A		4.875%		5/15/29		B+		385,959
	525	RLJ Lodging Trust LP, 144A		4.000%		9/15/29		BB–		524,181
	750	Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC, 144A		4.750%		4/15/28		BB+		765,937
	590	XHR LP, 144A		4.875%		6/01/29		B1		605,983
	2,615	Total Equity Real Estate Investment Trust								2,635,303
		Food & Staples Retailing – 0.8%
	1,000	Performance Food Group Inc, 144A		4.250%		8/01/29		B+		1,002,500
	350	United Natural Foods Inc, 144A		6.750%		10/15/28		B3		378,875
	1,350	Total Food & Staples Retailing								1,381,375
		Gas Utilities – 0.1%
	125	Suburban Propane Partners LP/Suburban Energy Finance Corp, 144A		5.000%		6/01/31		BB–		129,688
		Health Care Equipment & Supplies – 0.5%
	200	180 Medical Inc, 144A		3.875%		10/15/29		BB+		201,750
	425	Mozart Debt Merger Sub Inc, 144A, (WI/DD)		3.875%		4/01/29		B+		425,000
	220	Mozart Debt Merger Sub Inc, 144A, (WI/DD)		5.250%		10/01/29		B–		220,000
	845	Total Health Care Equipment & Supplies								846,750
		Health Care Providers & Services – 3.4%
	300	AdaptHealth LLC, 144A		5.125%		3/01/30		B1		300,150
	555	AHP Health Partners Inc, 144A		5.750%		7/15/29		CCC+		560,550
	1,000	CHS/Community Health Systems Inc, 144A		6.875%		4/15/29		CCC		1,002,350
	750	Global Medical Response Inc, 144A		6.500%		10/01/25		B		775,312
	300	HealthEquity Inc, 144A, (WI/DD)		4.500%		10/01/29		B		304,500

3

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Health Care Providers & Services (continued)
$	775	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+	$	753,688
	650	Team Health Holdings Inc, 144A		6.375%		2/01/25		CCC		628,147
	1,375	Tenet Healthcare Corp, 144A		6.125%		10/01/28		B		1,444,403
	5,705	Total Health Care Providers & Services								5,769,100
		Health Care Technology – 0.2%
	375	MPH Acquisition Holdings LLC, 144A		5.500%		9/01/28		Ba3		373,969
		Hotels, Restaurants & Leisure – 4.4%
	450	Boyd Gaming Corp, 144A		4.750%		6/15/31		B		464,063
	1,000	Carnival Corp, 144A		5.750%		3/01/27		B		1,033,750
	1,610	Cinemark USA Inc, 144A		5.250%		7/15/28		B		1,585,850
	420	Constellation Merger Sub Inc, 144A		8.500%		9/15/25		CCC–		407,400
	620	Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc, 144A		5.000%		6/01/29		BB–		632,400
	925	Marriott Ownership Resorts Inc, 144A		4.500%		6/15/29		B1		936,562
	865	Premier Entertainment Sub LLC / Premier Entertainment Finance Corp, 144A		5.625%		9/01/29		B3		873,650
	865	Premier Entertainment Sub LLC / Premier Entertainment Finance Corp, 144A		5.875%		9/01/31		B3		873,907
	750	Wynn Macau Ltd, 144A		5.625%		8/26/28		BB–		713,953
	7,505	Total Hotels, Restaurants & Leisure								7,521,535
		Household Durables – 0.2%
	325	WASH Multifamily Acquisition Inc, 144A		5.750%		4/15/26		B–		339,373
		Independent Power & Renewable Electricity Producers – 1.0%
	510	Clearway Energy Operating LLC, 144A		3.750%		1/15/32		BB		509,363
	739	Greenko Dutch BV, 144A		3.850%		3/29/26		Ba1		749,831
	400	Investment Energy Resources Ltd, 144A		6.250%		4/26/29		BB–		432,000
	1,649	Total Independent Power & Renewable Electricity Producers								1,691,194
		Industrial Conglomerates – 0.9%
	450	Bidvest Group (UK) PLC, 144A		3.625%		9/23/26		Ba2		449,685
	1,000	Icahn Enterprises LP / Icahn Enterprises Finance Corp		5.250%		5/15/27		BB		1,037,500
	1,450	Total Industrial Conglomerates								1,487,185
		Insurance – 1.2%
	700	Acrisure LLC / Acrisure Finance Inc, 144A		4.250%		2/15/29		B		692,125
	260	AmWINS Group Inc, 144A		4.875%		6/30/29		B–		263,653
	500	First Coast Re III Pte Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.000% spread), (4)		6.030%		4/07/25		N/R		512,850
	550	Residential Reinsurance 2020 Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.510% spread), (4)		6.540%		12/06/24		N/R		564,465
	2,010	Total Insurance								2,033,093
		IT Services – 0.3%
	500	Ahead DB Holdings LLC, 144A		6.625%		5/01/28		CCC+		503,750

4

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Leisure Products – 0.6%
$	1,000	Academy Ltd, 144A		6.000%		11/15/27		Ba3	$	1,080,000
		Machinery – 0.0%
	75	Roller Bearing Co of America Inc, 144A, (WI/DD)		4.375%		10/15/29		B+		76,875
		Media – 2.1%
	750	Altice Financing SA, 144A		5.000%		1/15/28		B		723,169
	585	Clear Channel Outdoor Holdings Inc, 144A		7.500%		6/01/29		CCC		608,400
	250	Diamond Sports Group LLC / Diamond Sports Finance Co, 144A, (3)		5.375%		8/15/26		Caa1		165,000
	750	Getty Images Inc, 144A		9.750%		3/01/27		CCC+		798,750
	425	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB+		437,729
	825	Univision Communications Inc, 144A		4.500%		5/01/29		B1		838,406
	3,585	Total Media								3,571,454
		Metals & Mining – 1.0%
	450	Allegheny Technologies Inc		4.875%		10/01/29		B		451,687
	300	Allegheny Technologies Inc		5.125%		10/01/31		B		302,310
	350	Cia de Minas Buenaventura SAA, 144A		5.500%		7/23/26		BB		345,993
	480	Joseph T Ryerson & Son Inc, 144A		8.500%		8/01/28		B		532,200
	1,580	Total Metals & Mining								1,632,190
		Multiline Retail – 0.4%
	750	JSM Global Sarl, 144A		4.750%		10/20/30		Ba1		763,132
		Oil, Gas & Consumable Fuels – 8.4%
	665	Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A		5.375%		6/15/29		BB–		684,950
	439	Antero Resources Corp, 144A		8.375%		7/15/26		BB–		497,268
	380	CNX Midstream Partners LP, 144A		4.750%		4/15/30		BB–		385,881
	1,140	Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp, 144A		5.625%		5/01/27		BB–		1,173,288
	180	DT Midstream Inc, 144A		4.125%		6/15/29		BB+		182,531
	150	EnLink Midstream LLC, 144A		5.625%		1/15/28		BB+		159,711
	400	EQM Midstream Partners LP, 144A		6.500%		7/01/27		BB		449,900
	200	Hilcorp Energy I LP / Hilcorp Finance Co, 144A		5.750%		2/01/29		BB–		205,500
	175	Hilcorp Energy I LP / Hilcorp Finance Co, 144A		6.000%		2/01/31		BB–		179,813
	750	Hunt Oil Co of Peru LLC Sucursal Del Peru, 144A		6.375%		6/01/28		BBB		752,820
	500	Kosmos Energy Ltd, 144A		7.500%		3/01/28		B+		485,000
	675	MEG Energy Corp, 144A		5.875%		2/01/29		BB–		690,187
	500	Murphy Oil Corp		5.875%		12/01/27		BB+		520,375
	700	New Fortress Energy Inc, 144A		6.500%		9/30/26		BB–		669,375
	350	NGL Energy Operating LLC / NGL Energy Finance Corp, 144A		7.500%		2/01/26		BB–		356,563
	1,100	Occidental Petroleum Corp		8.875%		7/15/30		BB		1,494,273
	375	OQ SAOC, 144A		5.125%		5/06/28		BB–		379,305
	175	PBF Holding Co LLC / PBF Finance Corp, 144A		9.250%		5/15/25		BB		165,813

5

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oil, Gas & Consumable Fuels (continued)
$	500	Peru LNG Srl, 144A		5.375%		3/22/30		B+	$	405,000
	750	Petroleos Mexicanos		5.950%		1/28/31		BBB		727,050
	965	Saka Energi Indonesia PT, 144A		4.450%		5/05/24		B+		927,505
	750	SierraCol Energy Andina LLC, 144A		6.000%		6/15/28		B1		733,275
	500	SM Energy Co		5.625%		6/01/25		B		502,865
	120	SM Energy Co, (3)		6.500%		7/15/28		B		124,238
	500	Southwestern Energy Co		5.375%		3/15/30		BB		539,612
	520	SunCoke Energy Inc, 144A		4.875%		6/30/29		BB		518,050
	500	USA Compression Partners LP / USA Compression Finance Corp		6.875%		9/01/27		BB–		529,300
	13,959	Total Oil, Gas & Consumable Fuels								14,439,448
		Personal Products – 1.0%
	1,205	Coty Inc, 144A		5.000%		4/15/26		B1		1,230,944
	450	Natura Cosmeticos SA, 144A		4.125%		5/03/28		BB		455,512
	1,655	Total Personal Products								1,686,456
		Pharmaceuticals – 1.0%
	100	Bausch Health Cos Inc, 144A		5.000%		1/30/28		B		94,872
	650	Bausch Health Cos Inc, 144A		4.875%		6/01/28		BB		673,562
	100	Bausch Health Cos Inc, 144A		7.250%		5/30/29		B		102,485
	350	Endo Luxembourg Finance Co I Sarl / Endo US Inc, 144A		6.125%		4/01/29		B–		350,000
	300	Organon & Co, 144A		4.125%		4/30/28		BB		306,000
	200	Organon & Co, 144A		5.125%		4/30/31		BB–		210,070
	1,700	Total Pharmaceuticals								1,736,989
		Real Estate Management & Development – 2.4%
	750	Agile Group Holdings Ltd, (3)		5.500%		5/17/26		BB–		693,732
	750	Arabian Centres Sukuk II Ltd, 144A		5.625%		10/07/26		BB+		780,450
	750	Hunt Cos Inc, 144A		5.250%		4/15/29		BB–		735,000
	550	Kennedy-Wilson Inc		4.750%		3/01/29		BB		559,625
	575	Kennedy-Wilson Inc		5.000%		3/01/31		BB		587,937
	750	Logan Group Co Ltd		4.500%		1/13/28		BB		682,751
	4,125	Total Real Estate Management & Development								4,039,495
		Road & Rail – 0.4%
	670	First Student Bidco Inc / First Transit Parent Inc, 144A		4.000%		7/31/29		BB+		660,788
		Software – 1.1%
	750	Elastic NV, 144A		4.125%		7/15/29		B+		753,750
	1,100	Rocket Software Inc, 144A		6.500%		2/15/29		CCC		1,089,000
	1,850	Total Software								1,842,750
		Specialty Retail – 2.3%
	600	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.375%		4/01/26		B–		586,437

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Specialty Retail (continued)
$	675	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.875%		4/01/29		B–	$	654,750
	800	LCM Investments Holdings II LLC, 144A		4.875%		5/01/29		BB–		820,856
	50	LCM Investments Holdings II LLC, 144A		4.875%		5/01/29		BB–		51,304
	475	Michaels Cos Inc, 144A		5.250%		5/01/28		Ba3		489,962
	500	Michaels Cos Inc, 144A		7.875%		5/01/29		B3		519,612
	750	Staples Inc, 144A		7.500%		4/15/26		B		760,669
	3,850	Total Specialty Retail								3,883,590
		Technology Hardware, Storage & Peripherals – 1.1%
	500	Diebold Nixdorf Inc, (3)		8.500%		4/15/24		Caa1		510,625
	500	Diebold Nixdorf Inc, 144A		9.375%		7/15/25		B2		547,190
	850	NCR Corp, 144A		5.125%		4/15/29		N/R		876,562
	1,850	Total Technology Hardware, Storage & Peripherals								1,934,377
		Textiles, Apparel & Luxury Goods – 0.3%
	545	Wolverine World Wide Inc, 144A		4.000%		8/15/29		BB		550,450
		Trading Companies & Distributors – 0.3%
	450	Air Lease Corp		4.650%		N/A (9)		BB+		470,813
		Wireless Telecommunication Services – 0.3%
	475	Empresa Nacional de Telecomunicaciones SA, 144A		3.050%		9/14/32		BBB–		466,688
$	98,814	Total Corporate Bonds (cost $98,036,181)								97,250,003
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 18.7%
$	1,250	Affirm Asset Securitization Trust 2021-A, 144A		5.650%		8/15/25		N/R	$	1,273,137
	500	Aimco CLO 11 Ltd, 144A, (3-Month LIBOR reference rate + 7.250% spread), (4)		7.376%		10/15/31		BB–		500,039
	250	Aimco CLO 12 Ltd, 144A, (3-Month LIBOR reference rate + 6.750% spread), (4)		6.884%		1/17/32		BB–		249,137
	1,000	Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (4)		4.084%		4/15/34		BB–		1,006,268
	1,000	Battalion CLO VIII Ltd, 144A, (3-Month LIBOR reference rate + 6.750% spread), (4)		6.884%		7/18/30		Ba2		993,351
	1,000	Benchmark 2020-B18 Mortgage Trust, 144A		4.139%		7/15/53		B–		1,011,256
	3	Carvana Auto Receivables Trust, 144A		1.000%		5/10/28		N/R		1,229,100
	869	Castlelake Aircraft Structured Trust 2021-1, 144A		6.656%		1/15/46		Baa2		939,594
	500	CIFC Funding 2020-I Ltd, 144A, (3-Month LIBOR reference rate + 6.250% spread), (4)		6.360%		7/15/36		Ba3		499,987
	1,000	COMM 2014-CCRE15 Mortgage Trust, 144A		4.863%		2/10/47		Baa3		1,036,924
	1,000	COMM 2014-CCRE19 Mortgage Trust, 144A		4.860%		8/10/47		BBB–		994,480
	1,000	COMM 2014-UBS3 Mortgage Trust, 144A		4.927%		6/10/47		N/R		1,007,712
	485	COMM 2015-CCRE25 Mortgage Trust		3.931%		8/10/48		BB		456,656
	20,300	DOLP Trust 2021-NYC, 144A		0.665%		5/10/41		A–		983,667
	500	Farmer Mac Agricultural Real Estate Trust 1992-A, 144A		3.254%		1/25/51		N/R		431,250

7

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	4	Freddie Mac Multifamily Structured Pass Through Certificates						2.801%		10/25/55		N/R	$	949
	100	Freddie Mac STACR Remic Trust 2020-DNA2, 144A, (1-Month LIBOR reference rate + 2.500% spread), (4)						2.586%		2/25/50		B		100,244
	300	Freddie Mac Structured Agency Credit Risk Debt Notes, 144A, (SOFR30A reference rate + 4.000% spread), (4)						4.050%		11/25/50		B2		315,188
	1,000	GS Mortgage Securities Corp Trust 2017-SLP, 144A						4.744%		10/10/32		B		997,587
	350	GS Mortgage Securities Trust 2019-GC40, 144A						3.668%		7/10/52		B–		351,476
	499	HIN Timeshare Trust 2020-A, 144A						5.500%		10/09/39		BB		518,032
	642	HIN Timeshare Trust 2020-A, 144A						6.500%		10/09/39		B		657,107
	800	JPMBB Commercial Mortgage Securities Trust 2014-C22						4.705%		9/15/47		BBB		787,845
	500	JPMBB Commercial Mortgage Securities Trust 2015-C29						4.337%		5/15/48		A–		493,777
	1,000	JPMCC Commercial Mortgage Securities Trust 2017-JP7, 144A						4.544%		9/15/50		BBB		1,014,147
	964	MAPS 2021-1 Trust, 144A						5.437%		6/15/46		Ba1		968,997
	1,700	Mosaic Solar Loan Trust 2020-1, 144A						0.000%		4/20/46		N/R		1,436,500
	550	Mosaic Solar Loan Trust 2020-2, 144A						5.420%		8/20/46		N/R		564,283
	1,436	Mosaic Solar Loans LLC, 144A						0.000%		9/20/40		N/R		962,358
	507	MVW 2020-1 LLC, 144A						7.140%		10/20/37		BB		551,938
	500	NBC Funding LLC, 144A						4.970%		7/30/51		N/R		503,436
	1,000	Neuberger Berman CLO XVI-S Ltd, 144A, (3-Month LIBOR reference rate + 8.290% spread), (4)						1.000%		4/15/34		B–		973,677
	500	Neuberger Berman Loan Advisers CLO 35 Ltd, 144A, (3-Month LIBOR reference rate + 7.000% spread), (4)						7.134%		1/19/33		BB–		500,869
	1,000	Oportun Funding XIV LLC, 144A						5.400%		3/08/28		N/R		1,013,028
	750	Oportun Issuance Trust 2021-B, 144A						5.410%		5/08/31		N/R		753,727
	1,000	Palmer Square CLO 2019-1 Ltd, 144A, (3-Month LIBOR reference rate + 8.500% spread), (4)						8.625%		11/14/32		B–		997,465
	250	Purchasing Power Funding 2021-A LLC, 144A						4.370%		10/15/25		N/R		252,086
	1,000	Regional Management Issuance Trust 2021-1, 144A						5.070%		3/17/31		BB–		1,020,752
	750	Thayer Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 8.870% spread), (4)						1.000%		4/20/34		B–		746,055
	961	Vivint Solar Financing V LLC, 144A						7.370%		4/30/48		N/R		1,016,881
	1,000	VNDO Mortgage Trust, Series 2016-350P, 144A						4.033%		1/10/35		BB–		972,475
	1,108	VR Funding LLC, 144A						6.420%		11/15/50		N/R		1,124,452
$	50,828	Total Asset-Backed and Mortgage-Backed Securities (cost $31,576,491)												32,207,889
Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 12.3% (6)
		Airlines – 0.6%
$	500	SkyMiles IP Ltd., Term Loan B		4.750%		3-Month LIBOR		3.750%		10/20/27		Baa1	$	532,470
	497	United Airlines, Inc., Term Loan B		4.500%		3-Month LIBOR		3.750%		4/21/28		Ba1		502,052
	997	Total Airlines												1,034,522

8

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value
		Auto Components – 0.3%
$	500	Truck Hero, Inc., Term Loan B, (DD1)		4.000%		1-Month LIBOR		3.250%		2/24/28		B2	$	499,083
		Beverages – 0.3%
	500	City Brewing Company, LLC, Term Loan		4.250%		3-Month LIBOR		3.500%		4/05/28		B+		496,458
		Chemicals – 0.1%
	175	Diamond BC BV, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		Ba3		175,352
		Commercial Services & Supplies – 1.7%
	373	Amentum Government Services Holdings LLC, Term Loan B		5.500%		3-Month LIBOR		4.750%		1/31/27		B1		376,763
	219	Gopher Resource, LLC, Term Loan, First Lien		4.250%		1-Month LIBOR		3.250%		1/28/25		B		203,086
	672	PAE Holding Corporation, Term Loan B		5.250%		3-Month LIBOR		4.500%		10/19/27		B		671,793
	1,538	Spin Holdco Inc., Term Loan, (DD1)		4.750%		3-Month LIBOR		4.000%		3/04/28		B–		1,544,104
	198	TMK Hawk Parent Corp., Term Loan, First Lien		3.584%		1-Month LIBOR		3.500%		8/30/24		CC		162,729
	3,000	Total Commercial Services & Supplies												2,958,475
		Construction & Engineering – 0.3%
	500	Aegion Corporation, Term Loan		5.500%		3-Month LIBOR		4.750%		5/17/28		B		504,375
		Food & Staples Retailing – 0.3%
	495	Shearer’s Foods, Inc., Term Loan		4.250%		3-Month LIBOR		3.500%		8/01/27		B2		495,009
		Health Care Providers & Services – 0.6%
	149	eResearchTechnology, Inc., Term Loan, First Lien		5.500%		1-Month LIBOR		4.500%		2/04/27		B2		150,154
	449	Onex TSG Intermediate Corp., Term Loan B		5.500%		3-Month LIBOR		4.750%		2/26/28		B		453,139
	372	US Radiology Specialists, Inc., Term Loan		5.632%		3-Month LIBOR		5.500%		12/15/27		B–		374,397
	970	Total Health Care Providers & Services												977,690
		Hotels, Restaurants & Leisure – 1.0%
	995	ClubCorp Holdings, Inc., Term Loan B		2.882%		3-Month LIBOR		2.750%		9/18/24		B–		937,343
	744	Life Time Fitness Inc , Term Loan B		5.750%		3-Month LIBOR		4.750%		12/15/24		B–		750,414
	1,739	Total Hotels, Restaurants & Leisure												1,687,757
		Insurance – 0.3%
	16	OneDigital Borrower LLC, Delayed Draw Term Loan		5.250%		3-Month LIBOR		5.250%		10/29/27		N/R		15,710
	483	OneDigital Borrower LLC, Term Loan		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		485,783
	499	Total Insurance												501,493
		Internet & Direct Marketing Retail – 0.3%
	473	CNT Holdings I Corp, Term Loan		4.500%		3-Month LIBOR		3.750%		11/08/27		B		473,710
		IT Services – 1.1%
	499	Ahead DB Holdings, LLC, Term Loan B		4.500%		3-Month LIBOR		3.750%		10/16/27		B+		501,346
	500	Magenta Buyer LLC, Term Loan, First Lien		5.750%		3-Month LIBOR		5.000%		7/27/28		BB–		500,625
	862	Syniverse Holdings, Inc., Term Loan, First Lien		6.000%		3-Month LIBOR		5.000%		3/09/23		CCC+		863,479
	1,861	Total IT Services												1,865,450

9

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value
		Machinery – 0.1%
$	247	Blount International Inc., Term Loan B		4.750%		1-Month LIBOR		3.750%		4/12/23		B2	$	248,136
		Media – 0.5%
	700	DirecTV Financing, LLC, Term Loan		5.750%		3-Month LIBOR		5.000%		8/02/27		BBB–		701,239
	124	Radiate Holdco, LLC, Term Loan		4.250%		1-Month LIBOR		3.500%		9/25/26		B1		124,099
	824	Total Media												825,338
		Oil, Gas & Consumable Fuels – 0.2%
	32	DT Midstream, Inc, Term Loan B		2.500%		3-Month LIBOR		2.000%		6/10/28		Baa2		31,715
	292	DT Midstream, Inc, Term Loan B		2.500%		6-Month LIBOR		2.000%		6/10/28		Baa2		292,751
	324	Total Oil, Gas & Consumable Fuels												324,466
		Paper & Forest Products – 0.5%
	835	Sylvamo Corp, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		BB+		833,956
		Pharmaceuticals – 1.1%
	390	Endo Luxembourg Finance Company I S.a r.l., Term Loan		6.000%		3-Month LIBOR		5.000%		3/25/28		B–		382,624
	299	Gainwell Acquisition Corp., Term Loan B		4.750%		3-Month LIBOR		4.000%		10/01/27		BB–		299,619
	748	Jazz Financing Lux S.a.r.l., Term Loan		4.000%		1-Month LIBOR		3.500%		5/05/28		BB+		749,999
	500	Organon & Co, Term Loan		3.500%		3-Month LIBOR		3.000%		6/02/28		BB		501,875
	1,937	Total Pharmaceuticals												1,934,117
		Professional Services – 1.3%
	344	Da Vinci Purchaser Corp., Term Loan		5.000%		1-Month LIBOR		4.000%		11/26/26		B		345,443
	980	Dun & Bradstreet Corporation (The), Term Loan		3.336%		1-Month LIBOR		3.250%		2/08/26		BB+		980,582
	500	EAB Global, Inc., Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B2		498,062
	386	Nielsen Consumer Inc., Term Loan B		4.084%		1-Month LIBOR		4.000%		3/05/28		BB		387,496
	2,210	Total Professional Services												2,211,583
		Semiconductors & Semiconductor Equipment – 0.2%
	338	Ultra Clean Holdings, Inc, Term Loan B		3.834%		1-Month LIBOR		3.750%		8/27/25		B1		339,158
		Software – 0.9%
	350	Apttus Corporation, Term Loan		5.000%		3-Month LIBOR		4.250%		5/06/28		BB		352,261
	198	Camelot U.S. Acquisition 1 Co., Term Loan B		4.000%		1-Month LIBOR		3.000%		10/31/26		B1		199,214
	500	Finastra USA, Inc., Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		BB–		496,682
	571	Sophia, L.P., Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		10/07/27		B		573,481
	1,619	Total Software												1,621,638
		Specialty Retail – 0.3%
	425	PetSmart, Inc., Term Loan B		4.500%		6-Month LIBOR		3.750%		2/12/28		BB–		426,517
	174	WOOF Holdings, Inc, Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		12/21/27		B2		174,615
	599	Total Specialty Retail												601,132

10

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value
		Wireless Telecommunication Services – 0.3%
$	500	GOGO Intermediate Holdings LLC, Term Loan B		4.500%		3-Month LIBOR		3.750%		4/30/28		B	$	501,303
$	21,142	Total Variable Rate Senior Loan Interests (cost $20,800,287)												21,110,201
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	$	706,875
		Barbados – 0.5%
	750	Barbados Government International Bond, 144A						6.500%		10/01/29		B–		753,750
		Egypt – 0.3%
	600	Egypt Government International Bond, 144A, (3)						5.875%		2/16/31		B+		551,262
		El Salvador – 0.3%
	750	El Salvador Government International Bond, 144A						6.375%		1/18/27		B–		556,883
		Ghana – 0.4%
	750	Ghana Government International Bond, 144A						8.625%		4/07/34		B		712,875
		Guatemala – 0.1%
	200	Republic of Guatemala, 144A						4.650%		10/07/41		BB–		194,916
		Mongolia – 0.4%
	750	Mongolia Government International Bond, 144A						3.500%		7/07/27		B		727,991
		Morocco – 0.4%
	750	Morocco Government International Bond, 144A						3.000%		12/15/32		BB+		712,530
		Nigeria – 0.5%
	750	Nigeria Government International Bond, 144A, (3)						6.125%		9/28/28		B2		752,070
		Oman – 0.5%
	750	Oman Government International Bond, 144A						6.750%		10/28/27		Ba3		833,535
		Pakistan – 0.4%
	750	Pakistan Government International Bond, 144A						6.000%		4/08/26		B3		745,312
		Tunisia – 0.5%
	1,000	Banque Centrale de Tunisie International Bond, 144A						5.750%		1/30/25		B3		845,404
		Uzbekistan – 0.4%
	750	Republic of Uzbekistan Bond, 144A						3.700%		11/25/30		BB–		725,625
$	9,300	Total Sovereign Debt (cost $9,096,193)												8,819,028

11

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 3.1% (8)
		Banks – 2.8%
$	600	Banco Bilbao Vizcaya Argentaria SA		6.500%		N/A (9)		Ba2	$	652,500
	600	Banco Santander SA		4.750%		N/A (9)		Ba1		611,142
	210	Barclays PLC		6.125%		N/A (9)		BBB–		232,445
	250	Barclays PLC		4.375%		N/A (9)		BBB–		249,825
	400	Credit Suisse Group AG, 144A		5.250%		N/A (9)		BB+		418,500
	500	Danske Bank A/S		4.375%		N/A (9)		BBB–		508,780
	500	Intesa Sanpaolo SpA, 144A		7.700%		N/A (9)		BB–		564,945
	500	Macquarie Bank Ltd/London, 144A		6.125%		N/A (9)		BB+		548,000
	200	Natwest Group PLC		8.000%		N/A (9)		BBB–		236,250
	300	Societe Generale SA, 144A, (3)		4.750%		N/A (9)		BB+		306,564
	400	UniCredit SpA, Reg S		8.000%		N/A (9)		B+		436,500
	4,460	Total Banks								4,765,451
		Capital Markets – 0.3%
	550	Deutsche Bank AG		6.000%		N/A (9)		BB–		578,875
$	5,010	Total Contingent Capital Securities (cost $5,077,118)								5,344,326
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		$1,000 PAR INSTITUTIONAL PREFERRED – 2.2%
		Automobiles – 0.3%
$	500	General Motors Financial Co Inc		5.700%		N/A (9)		BB+	$	575,625
		Building Products – 0.3%
	475	Cemex SAB de CV, 144A		5.125%		N/A (9)		B		483,792
		Consumer Finance – 0.3%
	450	Ally Financial Inc		4.700%		N/A (9)		BB–		468,383
		Energy Equipment & Services – 0.0%
	38	Sanjel Corporation, 144A, (5), (10)		7.500%		N/A (9)		N/R		—
		Insurance – 0.6%
	550	Assurant Inc, (3)		7.000%		3/27/48		BB+		642,483
	425	Enstar Finance LLC		5.750%		9/01/40		BB+		452,868
	975	Total Insurance								1,095,351
		Oil, Gas & Consumable Fuels – 0.3%
	475	Energy Transfer LP		6.500%		N/A (9)		BB		494,651
		Trading Companies & Distributors – 0.4%
	650	AerCap Global Aviation Trust, 144A		6.500%		6/15/45		BB+		704,366
$	3,563	Total $1,000 Par (or similar) Institutional Preferred (cost $3,475,639)								3,822,168

12

Shares		Description (1)	Coupon				Ratings (2)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 1.4%
		Banks – 0.6%
	18,000	Western Alliance Bancorp, (11), (12)		4.250%				Ba1	$	467,280
	19,788	Wintrust Financial Corp		6.875%				BB		566,333
		Total Banks								1,033,613
		Food Products – 0.2%
	10,903	CHS Inc, (3)		6.750%				N/R		306,592
		Insurance – 0.2%
	12,000	Assurant Inc		5.250%				BB+		324,240
		Oil, Gas & Consumable Fuels – 0.4%
	27,954	NuStar Energy LP		8.500%				B2		677,325
		Total $25 Par (or similar) Retail Preferred (cost $2,064,235)								2,341,770
Shares		Description (1)							Value
		COMMON STOCKS – 0.0%
		Energy Equipment & Services – 0.0%
	6	Golden Close Maritime Corp Ltd, (5), (12)							$	—
		Road & Rail – 0.0%
	8,907	Jack Cooper Enterprises Inc, (5), (12)								89
		Total Common Stocks (cost $51)								89
		Total Long-Term Investments (cost $170,126,195)								170,895,474
Shares		Description (1)	Coupon						Value
		INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 3.2%
		MONEY MARKET FUNDS – 3.2%
	5,482,831	State Street Navigator Securities Lending Government Money Market Portfolio, (13)		0.030% (14)					$	5,482,831
		Total Investments Purchased with Collateral from Securities Lending (cost $5,482,831)								5,482,831
Principal Amount (000)		Description (1)	Coupon		Maturity				Value
		SHORT-TERM INVESTMENTS – 2.3%
		REPURCHASE AGREEMENTS – 2.3%
$	3,902	Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/21, repurchase price $3,901,591, collateralized by $4,121,200, U.S. Treasury Note, 0.500%, due 6/30/27, value $3,979,694		0.000%		10/01/21			$	3,901,591
		Total Short-Term Investments (cost $3,901,591)								3,901,591
		Total Investments (cost $179,510,617) – 104.9%								180,279,896
		Other Assets Less Liabilities – (4.9)%								(8,428,028)
		Net Assets – 100%							$	171,851,868

13

Nuveen Credit Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

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	$	—	$	97,249,999	$	4		$	97,250,003
Asset-Backed and Mortgage-Backed Securities		—		32,207,889		—			32,207,889
Variable Rate Senior Loan Interests		—		21,110,201		—			21,110,201
Sovereign Debt		—		8,819,028		—			8,819,028
Contingent Capital Securities		—		5,344,326		—			5,344,326
$1,000 Par (or similar) Institutional Preferred		—		3,822,168		—	*		3,822,168
$25 Par (or similar) Retail Preferred		1,874,490		467,280		—			2,341,770
Common Stocks		—		—		89			89
Investments Purchased with Collateral from Securities Lending		5,482,831		—		—			5,482,831
Short-Term Investments:
Repurchase Agreements		—		3,901,591		—			3,901,591
Total	$	7,357,321	$	172,922,482	$	93		$	180,279,896

* Value equals zero as of the end of the reporting period.

14

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 $5,054,626.

(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) 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.

(7) 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.

(8) 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.

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

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

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

(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 collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund.

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

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.

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.

SOFR30A 30 Day Average Secured Overnight Financing Rate

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.

15

Nuveen Strategic Income Fund

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 97.6%
		CORPORATE BONDS – 40.2%
		Aerospace & Defense – 0.8%
$	2,625	Boeing Co		2.196%		2/04/26		Baa2	$	2,644,351
	875	Boeing Co		3.625%		2/01/31		Baa2		936,695
	670	Boeing Co		3.250%		2/01/35		Baa2		669,938
	1,140	Boeing Co		5.705%		5/01/40		Baa2		1,448,662
	850	Embraer Netherlands Finance BV, 144A		6.950%		1/17/28		BB+		965,430
	200	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		221,000
	6,360	Total Aerospace & Defense								6,886,076
		Airlines – 0.5%
	230	Air Canada, 144A		3.875%		8/15/26		Ba2		232,082
	762	American Airlines 2016-1 Class AA Pass Through Trust		3.575%		1/15/28		A–		777,099
	438	British Airways 2020-1 Class A Pass Through Trust, 144A		4.250%		11/15/32		A+		471,827
	418	British Airways 2020-1 Class B Pass Through Trust, 144A		8.375%		11/15/28		BBB		491,066
	2,179	United Airlines 2020-1 Class A Pass Through Trust		5.875%		10/15/27		A		2,439,027
	4,027	Total Airlines								4,411,101
		Auto Components – 0.3%
	600	Adient Global Holdings Ltd, 144A		4.875%		8/15/26		B		614,262
	90	Clarios Global LP, 144A		6.750%		5/15/25		B1		94,950
	150	Dana Inc		4.250%		9/01/30		BB+		154,267
	500	Goodyear Tire & Rubber Co, 144A		5.000%		7/15/29		BB–		530,625
	1,000	Goodyear Tire & Rubber Co		5.250%		4/30/31		BB–		1,074,650
	2,340	Total Auto Components								2,468,754
		Automobiles – 0.5%
	250	Ford Motor Co		9.000%		4/22/25		BB+		300,632
	3,695	General Motors Financial Co Inc		3.600%		6/21/30		BBB		3,963,373
	3,945	Total Automobiles								4,264,005
		Banks – 6.5%
	1,200	Access Bank PLC, 144A		6.125%		9/21/26		B2		1,207,440
	375	African Export-Import Bank, 144A		2.634%		5/17/26		Baa1		383,029
	1,450	Akbank TAS, 144A, (3)		6.800%		2/06/26		B+		1,509,885
	1,100	Banco de Credito del Peru, 144A		3.250%		9/30/31		BBB		1,076,911
	955	Banco do Brasil SA/Cayman, 144A		3.250%		9/30/26		Ba2		954,523
	1,050	Banco Nacional de Comercio Exterior SNC/Cayman Islands, 144A		2.720%		8/11/31		Baa3		1,053,938
	2,435	Banco Santander SA		3.800%		2/23/28		A–		2,668,882

16

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Banks (continued)
$	425	Bancolombia SA		3.000%		1/29/25		Baa2	$	428,723
	1,300	Bangkok Bank PCL/Hong Kong, 144A		3.466%		9/23/36		Baa3		1,285,405
	1,450	Banistmo SA, 144A		4.250%		7/31/27		Baa3		1,485,162
	1,060	Bank of America Corp		3.559%		4/23/27		AA–		1,153,523
	1,105	Bank of America Corp		3.248%		10/21/27		AA–		1,193,134
	3,575	Bank of America Corp		1.898%		7/23/31		AA–		3,447,289
	1,660	Bank of America Corp		1.922%		10/24/31		AA–		1,596,871
	850	Banque Ouest Africaine de Developpement, 144A		5.000%		7/27/27		Baa1		951,958
	1,140	Banque Ouest Africaine de Developpement, 144A		4.700%		10/22/31		Baa1		1,251,788
	2,865	Barclays PLC		3.650%		3/16/25		A		3,078,598
	2,010	BNP Paribas SA, 144A		4.375%		5/12/26		A–		2,219,828
	750	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.380% spread), (4)		5.413%		6/07/23		N/R		777,525
	1,150	Citigroup Inc		4.300%		11/20/26		BBB+		1,291,599
	1,210	Citigroup Inc		4.450%		9/29/27		BBB+		1,375,999
	2,080	Citigroup Inc		2.666%		1/29/31		A		2,130,206
	970	Citigroup Inc		2.572%		6/03/31		A		988,725
	1,675	Development Bank of Kazakhstan JSC, 144A		2.950%		5/06/31		Baa2		1,683,877
	1,375	Grupo Aval Ltd, 144A		4.375%		2/04/30		BB+		1,358,500
	840	HSBC Holdings PLC		2.099%		6/04/26		A+		858,386
	815	HSBC Holdings PLC		4.375%		11/23/26		A–		908,378
	915	HSBC Holdings PLC		2.804%		5/24/32		A+		927,323
	2,100	ING Groep NV		3.950%		3/29/27		A+		2,352,805
	695	JPMorgan Chase & Co		3.702%		5/06/30		AA–		767,512
	2,400	JPMorgan Chase & Co		2.956%		5/13/31		A		2,496,859
	750	JPMorgan Chase & Co		1.953%		2/04/32		AA–		723,541
	1,705	NatWest Group PLC		3.032%		11/28/35		BBB+		1,707,262
	400	Societe Generale SA, 144A		2.889%		6/09/32		A–		402,264
	1,000	Turkiye Garanti Bankasi AS, 144A		6.125%		5/24/27		B		1,002,500
	1,525	Turkiye Vakiflar Bankasi TAO, 144A		5.500%		10/01/26		B+		1,477,267
	1,060	Wells Fargo & Co		2.879%		10/30/30		A1		1,107,023
	3,500	Wells Fargo & Co		3.900%		N/A (7)		Baa2		3,609,375
	1,500	Zions Bancorp NA		3.250%		10/29/29		BBB		1,559,325
	54,420	Total Banks								56,453,138
		Beverages – 1.0%
	1,200	Anadolu Efes Biracilik Ve Malt Sanayii AS, 144A, (3)		3.375%		6/29/28		BBB–		1,217,256
	1,635	Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc		4.900%		2/01/46		BBB+		2,009,766
	750	Becle SAB de CV, 144A, (WI/DD)		2.500%		10/14/31		N/R		742,320
	1,975	Constellation Brands Inc		2.875%		5/01/30		BBB		2,054,480
	1,125	Primo Water Holdings Inc, 144A		4.375%		4/30/29		B1		1,122,019

17

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Beverages (continued)
$	1,175	Triton Water Holdings Inc, 144A		6.250%		4/01/29		CCC+	$	1,194,094
	7,860	Total Beverages								8,339,935
		Biotechnology – 0.2%
	1,425	AbbVie Inc		3.200%		11/21/29		BBB+		1,535,453
		Building Products – 0.1%
	1,125	Cemex SAB de CV, 144A		5.125%		N/A (7)		B		1,145,824
		Capital Markets – 1.4%
	2,000	Banco BTG Pactual SA/Cayman Islands, 144A		2.750%		1/11/26		Ba2		1,942,500
	2,000	Charles Schwab Corp		4.000%		N/A (7)		BBB		2,085,000
	300	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+		313,875
	600	Credit Suisse Group AG, 144A		3.091%		5/14/32		A–		613,516
	1,750	ENN Clean Energy International Investment Ltd, 144A		3.375%		5/12/26		BBB–		1,763,286
	2,000	Goldman Sachs Group Inc		1.992%		1/27/32		A2		1,928,660
	350	LPL Holdings Inc, 144A		4.000%		3/15/29		BB		359,503
	850	LPL Holdings Inc, 144A		4.375%		5/15/31		BB		887,187
	1,845	Morgan Stanley		3.950%		4/23/27		Baa1		2,051,838
	425	Morgan Stanley		1.928%		4/28/32		A1		407,590
	12,120	Total Capital Markets								12,352,955
		Chemicals – 1.9%
	2,185	Agrium Inc		3.375%		3/15/25		BBB		2,261,183
	1,700	Alpek SAB de CV, 144A		4.250%		9/18/29		Baa3		1,822,230
	1,000	Equate Petrochemical BV, 144A		2.625%		4/28/28		BBB		1,006,100
	1,700	LG Chem Ltd, 144A		1.375%		7/07/26		BBB+		1,680,671
	1,350	NOVA Chemicals Corp, 144A		5.000%		5/01/25		BB–		1,427,625
	720	OCI NV, 144A		4.625%		10/15/25		BB+		756,000
	1,025	OCP SA, 144A		3.750%		6/23/31		BB+		1,021,207
	980	Olympus Water US Holding Corp, 144A, (WI/DD)		4.250%		10/01/28		B2		965,765
	2,325	Orbia Advance Corp SAB de CV, 144A		1.875%		5/11/26		BBB		2,328,813
	600	Rayonier AM Products Inc, 144A		7.625%		1/15/26		B1		636,750
	1,225	Sasol Financing USA LLC		4.375%		9/18/26		BB		1,242,824
	790	Tronox Inc, 144A		4.625%		3/15/29		B		786,050
	350	Unifrax Escrow Issuer Corp, 144A		7.500%		9/30/29		CCC+		358,670
	500	WR Grace Holdings LLC, 144A		5.625%		8/15/29		B+		515,005
	16,450	Total Chemicals								16,808,893
		Commercial Services & Supplies – 0.4%
	670	ADT Security Corp, 144A		4.875%		7/15/32		BB–		675,862
	400	GFL Environmental Inc, 144A		3.750%		8/01/25		BB–		411,500
	100	GFL Environmental Inc, 144A		5.125%		12/15/26		BB–		105,011

18

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Commercial Services & Supplies (continued)
$	625	GFL Environmental Inc, 144A		3.500%		9/01/28		BB–	$	628,906
	500	Pitney Bowes Inc, 144A		6.875%		3/15/27		N/R		526,250
	750	Pitney Bowes Inc, 144A		7.250%		3/15/29		BB		788,437
	125	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		3.375%		8/31/27		BB–		119,923
	375	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		6.250%		1/15/28		B–		387,668
	3,545	Total Commercial Services & Supplies								3,643,557
		Communications Equipment – 1.3%
	2,900	AT&T Inc		3.300%		2/01/52		BBB+		2,807,950
	650	Gray Television Inc, 144A		4.750%		10/15/30		BB–		638,625
	625	Liquid Telecommunications Financing Plc, 144A		5.500%		9/04/26		B1		645,856
	1,000	Network i2i Ltd, 144A		3.975%		N/A (7)		BB		1,007,500
	1,010	T-Mobile USA Inc		3.875%		4/15/30		BBB–		1,115,204
	1,850	T-Mobile USA Inc		2.250%		11/15/31		BBB–		1,814,106
	3,585	Vodafone Group PLC		4.125%		6/04/81		BB+		3,629,956
	11,620	Total Communications Equipment								11,659,197
		Construction & Engineering – 0.1%
	400	ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par, 144A, (3)		4.050%		4/27/26		BB+		401,000
		Construction Materials – 0.6%
	450	Cemex SAB de CV, 144A		7.375%		6/05/27		BB		498,483
	600	Cemex SAB de CV, 144A		5.450%		11/19/29		BB		650,250
	1,500	Cemex SAB de CV, 144A		3.875%		7/11/31		BB		1,500,900
	750	Gates Global LLC / Gates Corp, 144A		6.250%		1/15/26		B		778,125
	1,250	UltraTech Cement Ltd, 144A		2.800%		2/16/31		Baa3		1,202,162
	450	Volcan Cia Minera SAA, 144A		4.375%		2/11/26		BB		438,075
	5,000	Total Construction Materials								5,067,995
		Consumer Finance – 0.1%
	425	OneMain Finance Corp		5.375%		11/15/29		Ba2		460,636
		Containers & Packaging – 0.4%
	1,910	Amcor Flexibles North America Inc		2.690%		5/25/31		BBB		1,959,577
	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		3.250%		9/01/28		BB+		199,500
	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		4.000%		9/01/29		BB–		202,250
	1,000	Berry Global Inc, 144A		1.570%		1/15/26		BBB–		999,740
	3,310	Total Containers & Packaging								3,361,067
		Distributors – 0.1%
	625	H&E Equipment Services Inc, 144A		3.875%		12/15/28		BB–		622,563

19

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Diversified Financial Services – 1.7%
$	1,275	AerCap Ireland Capital DAC / AerCap Global Aviation Trust		3.500%		1/15/25		BBB	$	1,341,568
	1,450	DAE Funding LLC, 144A		3.375%		3/20/28		Baa3		1,494,254
	5,710	GE Capital International Funding Co Unlimited Co		4.418%		11/15/35		BBB+		6,852,298
	425	Genesis Energy LP / Genesis Energy Finance Corp		7.750%		2/01/28		B1		424,601
	1,075	Indian Railway Finance Corp Ltd, 144A		3.249%		2/13/30		BBB–		1,081,760
	1,345	OneMain Finance Corp		3.500%		1/15/27		Ba2		1,345,605
	250	Putnam RE PTE Ltd, 144A, (1-Month U.S. Treasury Bill reference rate + 5.500% spread), (4)		5.530%		6/07/24		N/R		255,175
	300	Sanders Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.500% spread), (4)		3.533%		4/07/25		N/R		302,670
	250	Sanders Re Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.500% spread), (4)		5.533%		4/07/22		N/R		200,000
	500	Sierra Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.250% spread), (4)		3.283%		12/28/22		N/R		506,050
	500	Ursa Re II Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 3.750% spread), (4)		3.778%		12/07/23		N/R		518,050
	13,080	Total Diversified Financial Services								14,322,031
		Diversified Telecommunication Services – 1.5%
	775	Altice France SA/France, 144A		5.125%		7/15/29		B		759,868
	1,750	AT&T Inc		4.350%		3/01/29		BBB+		2,006,584
	980	AT&T Inc		3.500%		6/01/41		BBB+		1,006,195
	722	AT&T Inc		3.800%		12/01/57		BBB+		737,561
	1,000	Avaya Inc, 144A		6.125%		9/15/28		BB		1,051,470
	395	DIRECTV Holdings LLC / DIRECTV Financing Co Inc, 144A		5.875%		8/15/27		BBB–		412,281
	3,400	Verizon Communications Inc		1.750%		1/20/31		A–		3,231,666
	1,150	Verizon Communications Inc		2.550%		3/21/31		A–		1,164,134
	1,350	Verizon Communications Inc		2.875%		11/20/50		A–		1,258,397
	1,495	Vmed O2 UK Financing I PLC, 144A		4.750%		7/15/31		BB+		1,527,412
	13,017	Total Diversified Telecommunication Services								13,155,568
		Electric Utilities – 1.8%
	1,375	AES Andres BV, 144A		5.700%		5/04/28		BB–		1,419,000
	1,025	Berkshire Hathaway Energy Co		3.700%		7/15/30		A–		1,154,883
	2,000	Edison International		5.375%		N/A (7)		BB+		2,068,100
	625	Electricidad Firme de Mexico Holdings SA de CV, 144A		4.900%		11/20/26		Ba2		623,331
	800	Empresas Publicas de Medellin ESP, 144A		4.375%		2/15/31		Baa3		791,280
	1,400	NextEra Energy Capital Holdings Inc		1.900%		6/15/28		A–		1,400,880
	430	NSTAR Electric Co		3.950%		4/01/30		A1		491,028
	2,000	Oglethorpe Power Corp		4.200%		12/01/42		BBB+		2,191,806
	1,650	PacifiCorp		2.900%		6/15/52		A+		1,605,688
	1,500	ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries, 144A		4.500%		7/14/28		Ba3		1,532,393
	1,875	Southern California Edison Co		4.000%		4/01/47		A–		2,010,649
	500	TerraForm Power Operating LLC, 144A		4.750%		1/15/30		BB		523,125
	15,180	Total Electric Utilities								15,812,163

20

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Electronic Equipment, Instruments & Components – 0.2%
$	1,650	Imola Merger Corp, 144A		4.750%		5/15/29		BB+	$	1,706,956
		Energy Equipment & Services – 0.4%
	1,100	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.875%		4/01/27		B+		1,155,000
	550	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.250%		4/01/28		B+		568,824
	1,700	Galaxy Pipeline Assets Bidco Ltd, 144A		2.625%		3/31/36		Aa2		1,673,608
	3,350	Total Energy Equipment & Services								3,397,432
		Equity Real Estate Investment Trust – 1.4%
	790	Brixmor Operating Partnership LP		2.250%		4/01/28		BBB–		796,732
	295	Brixmor Operating Partnership LP		2.500%		8/16/31		BBB–		290,654
	1,240	Essential Properties LP		2.950%		7/15/31		BBB–		1,246,476
	1,075	Essex Portfolio LP		2.650%		3/15/32		BBB+		1,086,328
	995	GLP Capital LP / GLP Financing II Inc		4.000%		1/15/30		BBB–		1,068,451
	1,495	HAT Holdings I LLC / HAT Holdings II LLC, 144A		3.375%		6/15/26		BB+		1,517,425
	595	Healthcare Realty Trust Inc		2.400%		3/15/30		BBB+		597,093
	375	MPH Acquisition Holdings LLC, 144A, (3)		5.750%		11/01/28		B–		353,242
	325	MPT Operating Partnership LP / MPT Finance Corp		3.500%		3/15/31		BBB–		331,500
	1,835	Regency Centers LP		2.950%		9/15/29		BBB+		1,925,101
	1,736	Retail Properties of America Inc		4.750%		9/15/30		BBB–		1,909,125
	240	SBA Tower Trust, 144A		2.836%		1/15/25		A2		248,562
	270	SBA Tower Trust, 144A		1.884%		1/15/26		A2		273,382
	500	SBA Tower Trust, 144A		1.631%		11/15/26		A2		498,745
	375	Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC, 144A		4.750%		4/15/28		BB+		382,969
	12,141	Total Equity Real Estate Investment Trust								12,525,785
		Food & Staples Retailing – 0.0%
	256	CVS Health Corp		4.300%		3/25/28		BBB		292,008
		Food Products – 0.6%
	1,600	Amaggi Luxembourg International Sarl, 144A, (3)		5.250%		1/28/28		BB		1,641,600
	1,750	BRF SA, 144A, (3)		4.875%		1/24/30		Ba2		1,752,188
	600	NBM US Holdings Inc, 144A		6.625%		8/06/29		BB		658,806
	1,075	Ulker Biskuvi Sanayi AS, 144A		6.950%		10/30/25		BB–		1,139,360
	5,025	Total Food Products								5,191,954
		Gas Utilities – 0.0%
	100	Suburban Propane Partners LP/Suburban Energy Finance Corp, 144A		5.000%		6/01/31		BB–		103,750
		Health Care Equipment & Supplies – 0.1%
	200	180 Medical Inc, 144A		3.875%		10/15/29		BB+		201,750
	455	Mozart Debt Merger Sub Inc, 144A, (WI/DD)		3.875%		4/01/29		B+		455,000
	110	Mozart Debt Merger Sub Inc, 144A, (WI/DD)		5.250%		10/01/29		B–		110,000
	765	Total Health Care Equipment & Supplies								766,750

21

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Health Care Providers & Services – 0.6%
$	370	AHP Health Partners Inc, 144A		5.750%		7/15/29		CCC+	$	373,700
	350	Centene Corp		4.625%		12/15/29		BBB–		381,430
	1,000	Centene Corp		3.000%		10/15/30		BBB–		1,025,000
	200	CHS/Community Health Systems Inc, 144A		6.875%		4/15/29		CCC		200,470
	880	CVS Health Corp		1.875%		2/28/31		BBB		850,150
	450	DaVita Inc, 144A		3.750%		2/15/31		Ba3		438,187
	275	Encompass Health Corp		4.500%		2/01/28		B+		283,938
	100	HCA Inc		5.625%		9/01/28		Baa3		118,970
	400	HealthEquity Inc, 144A, (WI/DD)		4.500%		10/01/29		B		406,000
	575	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+		559,187
	750	Team Health Holdings Inc, 144A		6.375%		2/01/25		CCC		724,785
	5,350	Total Health Care Providers & Services								5,361,817
		Health Care Technology – 0.0%
	375	MPH Acquisition Holdings LLC, 144A		5.500%		9/01/28		Ba3		373,969
		Hotels, Restaurants & Leisure – 1.3%
	300	Carnival Corp, 144A		7.625%		3/01/26		B		320,250
	1,120	Carnival Corp, 144A		4.000%		8/01/28		Ba2		1,131,200
	375	Cedar Fair LP / Canada’s Wonderland Co / Magnum Management Corp / Millennium Op, 144A		5.500%		5/01/25		Ba2		389,531
	225	Churchill Downs Inc, 144A		4.750%		1/15/28		B+		235,406
	1,490	Cinemark USA Inc, 144A		5.250%		7/15/28		B		1,467,650
	1,500	Genm Capital Labuan Ltd, 144A		3.882%		4/19/31		BBB		1,484,302
	695	Hyatt Hotels Corp		1.300%		10/01/23		BBB–		695,924
	200	International Game Technology PLC, 144A		4.125%		4/15/26		BB		207,874
	600	Life Time Inc, 144A		5.750%		1/15/26		B–		621,000
	965	Marriott Ownership Resorts Inc, 144A		4.500%		6/15/29		B1		977,063
	325	Melco Resorts Finance Ltd, 144A		5.750%		7/21/28		BB		332,313
	1,200	MGM China Holdings Ltd, 144A		4.750%		2/01/27		Ba3		1,180,500
	1,135	Sands China Ltd, 144A, (3)		3.250%		8/08/31		Baa2		1,094,662
	1,500	Wynn Macau Ltd, 144A		5.625%		8/26/28		BB–		1,427,906
	11,630	Total Hotels, Restaurants & Leisure								11,565,581
		Household Durables – 0.1%
	100	Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A		5.000%		12/31/26		B2		99,852
	900	WASH Multifamily Acquisition Inc, 144A		5.750%		4/15/26		B–		939,803
	1,000	Total Household Durables								1,039,655
		Independent Power & Renewable Electricity Producers – 0.8%
	1,200	Alfa Desarrollo SpA, 144A		4.550%		9/27/51		Baa3		1,170,600
	1,000	Azure Power Solar Energy Pvt Ltd, 144A		5.650%		12/24/24		Ba1		1,053,800

22

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Independent Power & Renewable Electricity Producers (continued)
$	174	Clearway Energy Operating LLC, 144A		4.750%		3/15/28		BB	$	184,197
	1,500	EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA, 144A		5.375%		12/30/30		BBB–		1,471,890
	1,450	India Green Energy Holdings, 144A		5.375%		4/29/24		Ba3		1,508,473
	1,050	Investment Energy Resources Ltd, 144A		6.250%		4/26/29		BB–		1,134,000
	671	UEP Penonome II SA, 144A		6.500%		10/01/38		BB		698,961
	7,045	Total Independent Power & Renewable Electricity Producers								7,221,921
		Industrial Conglomerates – 0.1%
	575	Bidvest Group (UK) PLC, 144A		3.625%		9/23/26		Ba2		574,598
	500	Icahn Enterprises LP / Icahn Enterprises Finance Corp		5.250%		5/15/27		BB		518,750
	1,075	Total Industrial Conglomerates								1,093,348
		Insurance – 0.5%
	275	Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 144A		4.250%		10/15/27		B		277,750
	195	AmWINS Group Inc, 144A		4.875%		6/30/29		B–		197,740
	500	Bonanza RE Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 4.750% spread), (4)		4.778%		12/23/24		N/R		508,550
	500	First Coast Re III Pte Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.000% spread), (4)		6.030%		4/07/25		N/R		512,850
	250	Kendall Re Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 4.000% spread), (4)		4.028%		5/02/24		N/R		244,625
	1,395	Prudential Financial Inc		3.700%		10/01/50		BBB+		1,453,859
	550	Residential Reinsurance 2020 Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 6.510% spread), (4)		6.540%		12/06/24		N/R		564,465
	250	Sutter Re Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.040% spread), (4)		5.000%		6/06/22		N/R		254,500
	500	Vitality Re XII Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 2.250% spread), (4)		2.278%		1/07/25		BBB+		498,400
	4,415	Total Insurance								4,512,739
		Interactive Media & Services – 0.3%
	1,100	Arches Buyer Inc, 144A		4.250%		6/01/28		B1		1,115,273
	100	Arches Buyer Inc, 144A		6.125%		12/01/28		CCC+		101,918
	535	Baidu Inc		1.625%		2/23/27		A		527,766
	725	Prosus NV, 144A		3.680%		1/21/30		BBB–		752,159
	200	Tencent Holdings Ltd, Reg S, (3)		2.985%		1/19/23		A+		205,320
	2,660	Total Interactive Media & Services								2,702,436
		Internet & Direct Marketing Retail – 0.0%
	200	Prosus NV, 144A		4.850%		7/06/27		BBB–		226,748
		Internet Software & Services – 0.0%
	325	J2 Global Inc, 144A		4.625%		10/15/30		BB		345,313
		IT Services – 0.1%
	1,075	Ahead DB Holdings LLC, 144A		6.625%		5/01/28		CCC+		1,083,063

23

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Life Sciences Tools & Services – 0.0%
$	300	Avantor Funding Inc, 144A		4.625%		7/15/28		BB	$	315,750
		Machinery – 0.0%
	75	Roller Bearing Co of America Inc, 144A, (WI/DD)		4.375%		10/15/29		B+		76,875
		Media – 1.1%
	375	CCO Holdings LLC / CCO Holdings Capital Corp, 144A		4.500%		8/15/30		BB+		386,895
	1,250	Charter Communications Operating LLC / Charter Communications Operating Capital		3.900%		6/01/52		BBB–		1,245,092
	830	Comcast Corp		2.650%		2/01/30		A–		865,935
	665	Comcast Corp		3.969%		11/01/47		A–		759,307
	750	Discovery Communications LLC		4.875%		4/01/43		BBB–		898,100
	500	DISH DBS Corp		7.750%		7/01/26		B2		564,612
	225	DISH DBS Corp		5.125%		6/01/29		B2		220,453
	1,500	Grupo Televisa SAB, (3)		5.250%		5/24/49		BBB+		1,896,750
	500	Lamar Media Corp		3.750%		2/15/28		BB		514,290
	200	Lamar Media Corp		4.000%		2/15/30		BB		205,900
	425	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB+		437,729
	325	News Corp, 144A		3.875%		5/15/29		BB+		333,937
	235	Sirius XM Radio Inc, 144A		3.125%		9/01/26		BB		238,231
	275	Sirius XM Radio Inc, 144A		4.000%		7/15/28		BB		279,641
	625	TEGNA Inc		4.625%		3/15/28		BB		638,969
	250	Univision Communications Inc, 144A		4.500%		5/01/29		B1		254,063
	8,930	Total Media								9,739,904
		Metals & Mining – 0.6%
	230	Allegheny Technologies Inc		4.875%		10/01/29		B		230,862
	165	Allegheny Technologies Inc		5.125%		10/01/31		B		166,271
	1,675	AngloGold Ashanti Holdings PLC, (3)		3.750%		10/01/30		Baa3		1,718,516
	600	Cia de Minas Buenaventura SAA, 144A		5.500%		7/23/26		BB		593,130
	550	Constellium SE, 144A		3.750%		4/15/29		B		535,656
	1,500	First Quantum Minerals Ltd, 144A		6.500%		3/01/24		B		1,518,750
	200	Vale Overseas Ltd		6.875%		11/21/36		BBB		266,500
	4,920	Total Metals & Mining								5,029,685
		Multiline Retail – 0.2%
	1,450	JSM Global Sarl, 144A		4.750%		10/20/30		Ba1		1,475,389
		Oil, Gas & Consumable Fuels – 6.0%
	900	Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A		7.875%		5/15/26		BB–		984,105
	500	Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A		5.750%		1/15/28		BB–		518,125
	500	Cenovus Energy Inc/CA		2.650%		1/15/32		BBB–		490,548
	1,035	ConocoPhillips, 144A		2.400%		2/15/31		A		1,052,511
	1,600	Cosan SA, 144A		5.500%		9/20/29		BB		1,690,960

24

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oil, Gas & Consumable Fuels (continued)
$	725	Diamondback Energy Inc		3.250%		12/01/26		BBB	$	776,366
	555	Diamondback Energy Inc		3.125%		3/24/31		BBB		576,293
	270	DT Midstream Inc, 144A		4.125%		6/15/29		BB+		273,796
	225	DT Midstream Inc, 144A		4.375%		6/15/31		BB+		231,750
	575	Ecopetrol SA		6.875%		4/29/30		Baa3		673,037
	100	Ecopetrol SA		5.875%		5/28/45		Baa3		101,000
	900	Empresa Nacional del Petroleo, 144A		3.450%		9/16/31		A–		883,800
	1,450	Enbridge Inc		2.500%		8/01/33		BBB+		1,455,617
	326	Energean Israel Finance Ltd, 144A		4.875%		3/30/26		BB–		334,164
	826	Energean Israel Finance Ltd, 144A		5.375%		3/30/28		BB–		844,595
	1,345	Energy Transfer LP		5.000%		5/15/50		BBB–		1,551,759
	125	EnLink Midstream LLC, 144A		5.625%		1/15/28		BB+		133,093
	250	EnLink Midstream LLC		5.375%		6/01/29		BB+		264,494
	275	EQT Corp, 144A		3.125%		5/15/26		BB+		281,908
	300	Lukoil International Finance BV, 144A		4.750%		11/02/26		BBB+		332,601
	1,300	Lukoil Securities BV, 144A		3.875%		5/06/30		BBB+		1,366,690
	1,075	Marathon Petroleum Corp		5.000%		9/15/54		BBB		1,281,267
	1,250	Medco Oak Tree Pte Ltd, 144A		7.375%		5/14/26		B1		1,328,125
	1,500	MEG Energy Corp, 144A		5.875%		2/01/29		BB–		1,533,750
	1,000	Moss Creek Resources Holdings Inc, 144A		10.500%		5/15/27		B		994,880
	1,620	MPLX LP		4.875%		6/01/25		BBB		1,810,389
	425	MPLX LP		2.650%		8/15/30		BBB		426,459
	800	Murphy Oil Corp		5.875%		12/01/27		BB+		832,600
	350	NGL Energy Operating LLC / NGL Energy Finance Corp, 144A		7.500%		2/01/26		BB–		356,563
	1,000	Occidental Petroleum Corp		3.500%		8/15/29		BB		1,017,120
	2,000	Occidental Petroleum Corp		4.300%		8/15/39		BB		1,972,560
	1,340	ONEOK Inc		3.400%		9/01/29		BBB		1,429,080
	1,200	OQ SAOC, 144A		5.125%		5/06/28		BB–		1,213,776
	325	Parkland Corp/Canada, 144A		4.500%		10/01/29		BB		329,420
	115	PBF Holding Co LLC / PBF Finance Corp, 144A		9.250%		5/15/25		BB		108,963
	500	Pertamina Persero PT, 144A		1.400%		2/09/26		Baa2		489,781
	1,500	Pertamina Persero PT, 144A, (3)		2.300%		2/09/31		Baa2		1,428,749
	173	Petrobras Global Finance BV		5.750%		2/01/29		Ba1		193,137
	593	Petrobras Global Finance BV		5.093%		1/15/30		Ba1		626,967
	1,000	Petrobras Global Finance BV		5.600%		1/03/31		Ba1		1,085,500
	300	Petrobras Global Finance BV		5.500%		6/10/51		Ba1		279,300
	200	Petroleos del Peru SA, 144A		4.750%		6/19/32		BBB+		206,000
	2,200	Petroleos Mexicanos		6.500%		3/13/27		BBB		2,323,442
	100	Petroleos Mexicanos		6.750%		9/21/47		BBB		87,217

25

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oil, Gas & Consumable Fuels (continued)
$	559	Petroleos Mexicanos		7.690%		1/23/50		BBB	$	529,317
	1,200	Petronas Energy Canada Ltd, 144A		2.112%		3/23/28		A2		1,204,508
	230	Qatar Petroleum, 144A		1.375%		9/12/26		AA–		228,298
	1,665	Saka Energi Indonesia PT, 144A		4.450%		5/05/24		B+		1,600,306
	890	Santos Finance Ltd, 144A		3.649%		4/29/31		BBB		906,341
	1,750	Saudi Arabian Oil Co, 144A		2.250%		11/24/30		A1		1,712,571
	1,500	SierraCol Energy Andina LLC, 144A		6.000%		6/15/28		B1		1,466,550
	1,000	SunCoke Energy Inc, 144A		4.875%		6/30/29		BB		996,250
	500	Sunoco LP / Sunoco Finance Corp		6.000%		4/15/27		BB		520,625
	125	Sunoco LP / Sunoco Finance Corp		4.500%		5/15/29		BB		126,784
	150	Targa Resources Partners LP / Targa Resources Partners Finance Corp		6.500%		7/15/27		BB+		161,735
	1,000	Thaioil Treasury Center Co Ltd, 144A		2.500%		6/18/30		BBB		944,790
	1,350	TotalEnergies Capital International SA		2.986%		6/29/41		A1		1,372,783
	1,780	Transcanada Trust		5.500%		9/15/79		BBB		1,962,450
	1,325	Tullow Oil PLC, 144A		10.250%		5/15/26		B–		1,383,644
	975	USA Compression Partners LP / USA Compression Finance Corp		6.875%		9/01/27		BB–		1,032,135
	50,647	Total Oil, Gas & Consumable Fuels								52,321,344
		Paper & Forest Products – 0.2%
	200	Inversiones CMPC SA, Reg S		4.375%		4/04/27		BBB		220,700
	1,500	Suzano Austria GmbH		3.125%		1/15/32		BBB–		1,448,625
	1,700	Total Paper & Forest Products								1,669,325
		Personal Products – 0.1%
	675	Coty Inc, 144A		5.000%		4/15/26		B1		689,533
		Pharmaceuticals – 0.5%
	1,100	AbbVie Inc		4.250%		11/21/49		BBB+		1,302,898
	225	Endo Luxembourg Finance Co I Sarl / Endo US Inc, 144A		6.125%		4/01/29		B–		225,000
	200	Horizon Therapeutics USA Inc, 144A		5.500%		8/01/27		Ba3		212,000
	200	Jazz Securities DAC, 144A		4.375%		1/15/29		BB+		207,260
	1,475	Organon & Co, 144A		5.125%		4/30/31		BB–		1,549,266
	710	Royalty Pharma PLC, (3)		2.200%		9/02/30		BBB–		694,066
	300	Teva Pharmaceutical Finance Netherlands III BV		2.800%		7/21/23		BBB		298,212
	4,210	Total Pharmaceuticals								4,488,702
		Professional Services – 0.1%
	250	ASGN Inc, 144A		4.625%		5/15/28		BB–		258,750
	470	Clarivate Science Holdings Corp, 144A		3.875%		7/01/28		B1		470,000
	720	Total Professional Services								728,750
		Real Estate Management & Development – 0.1%
	250	Howard Hughes Corp, 144A		4.125%		2/01/29		BB		250,313

26

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Real Estate Management & Development (continued)
$	250	Howard Hughes Corp, 144A		4.375%		2/01/31		BB	$	251,478
	275	Kennedy-Wilson Inc		4.750%		3/01/29		BB		279,812
	300	Kennedy-Wilson Inc		5.000%		3/01/31		BB		306,750
	1,075	Total Real Estate Management & Development								1,088,353
		Road & Rail – 0.2%
	850	First Student Bidco Inc / First Transit Parent Inc, 144A		4.000%		7/31/29		BB+		838,312
	1,000	United Rentals North America Inc		4.875%		1/15/28		BB		1,057,240
	1,850	Total Road & Rail								1,895,552
		Semiconductors & Semiconductor Equipment – 0.5%
	2,052	Broadcom Inc, 144A		3.469%		4/15/34		BBB–		2,113,020
	788	Broadcom Inc, 144A		3.137%		11/15/35		BBB–		777,987
	1,200	SK Hynix Inc, 144A		1.500%		1/19/26		Baa2		1,184,496
	4,040	Total Semiconductors & Semiconductor Equipment								4,075,503
		Software – 0.1%
	725	Oracle Corp		2.875%		3/25/31		BBB+		746,023
		Specialty Retail – 1.0%
	1,645	AutoNation Inc, (3)		3.800%		11/15/27		BBB–		1,805,398
	1,050	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.375%		4/01/26		B–		1,026,265
	1,125	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.875%		4/01/29		B–		1,091,250
	400	LCM Investments Holdings II LLC, 144A		4.875%		5/01/29		BB–		410,428
	450	Lithia Motors Inc, 144A		4.625%		12/15/27		BB+		473,625
	1,125	Michaels Cos Inc, 144A		5.250%		5/01/28		Ba3		1,160,437
	1,175	O’Reilly Automotive Inc		3.900%		6/01/29		Baa1		1,316,510
	100	PetSmart Inc / PetSmart Finance Corp, 144A		4.750%		2/15/28		BB–		102,750
	700	Staples Inc, 144A		7.500%		4/15/26		B		709,957
	275	Superior Plus LP / Superior General Partner Inc, 144A		4.500%		3/15/29		BB–		283,938
	8,045	Total Specialty Retail								8,380,558
		Technology Hardware, Storage & Peripherals – 0.2%
	1,000	Diebold Nixdorf Inc, (3)		8.500%		4/15/24		Caa1		1,021,250
	250	NCR Corp, 144A		5.000%		10/01/28		BB–		255,453
	1,250	Total Technology Hardware, Storage & Peripherals								1,276,703
		Textiles, Apparel & Luxury Goods – 0.1%
	725	Wolverine World Wide Inc, 144A		4.000%		8/15/29		BB		732,250
		Tobacco – 0.3%
	1,070	Altria Group Inc		4.500%		5/02/43		A3		1,135,584
	510	BAT Capital Corp		2.259%		3/25/28		BBB+		506,187
	450	BAT Capital Corp		2.726%		3/25/31		BBB+		443,145

27

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Tobacco (continued)
$	700	BAT Capital Corp		3.984%		9/25/50		BBB+	$	673,357
	2,730	Total Tobacco								2,758,273
		Trading Companies & Distributors – 0.4%
	880	AerCap Holdings NV		5.875%		10/10/79		BB+		918,271
	1,120	AerCap Ireland Capital DAC / AerCap Global Aviation Trust		6.500%		7/15/25		BBB		1,298,530
	750	Air Lease Corp		4.650%		N/A (7)		BB+		784,687
	145	WESCO Distribution Inc, 144A		7.125%		6/15/25		BB–		154,734
	2,895	Total Trading Companies & Distributors								3,156,222
		Transportation Infrastructure – 0.1%
	500	Adani Ports & Special Economic Zone Ltd, 144A		3.100%		2/02/31		BBB–		477,769
	250	Aeropuerto Internacional de Tocumen SA, 144A		4.000%		8/11/41		BBB		256,986
	750	Total Transportation Infrastructure								734,755
		Wireless Telecommunication Services – 0.7%
	1,400	C&W Senior Financing DAC, 144A		6.875%		9/15/27		BB–		1,471,750
	975	Empresa Nacional de Telecomunicaciones SA, 144A		3.050%		9/14/32		BBB–		957,938
	1,000	Hughes Satellite Systems Corp		6.625%		8/01/26		BB		1,137,027
	1,386	Millicom International Cellular SA, 144A		5.125%		1/15/28		BB+		1,440,747
	1,000	Vodafone Group PLC		4.375%		2/19/43		BBB		1,161,787
	5,761	Total Wireless Telecommunication Services								6,169,249
$	338,184	Total Corporate Bonds (cost $343,573,333)								350,231,834
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 28.6%
$	651	AASET 2020-1 Trust, 144A		4.335%		1/16/40		BBB	$	471,729
	600	ACRE Commercial Mortgage 2021-FL4 Ltd, 144A, (1-Month LIBOR reference rate + 2.600% spread), (4)		2.687%		12/18/37		N/R		595,795
	1,399	Adams Outdoor Advertising LP, 144A		4.810%		11/15/48		A		1,469,792
	2,500	Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (4)		4.084%		4/15/34		BB–		2,515,671
	2,119	American Homes 4 Rent 2014-SFR2 Trust, 144A		3.786%		10/17/36		Aaa		2,237,327
	747	Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1, (1-Month LIBOR *0.600% spread), (4)		0.706%		2/25/34		A		717,433
	1,000	AMSR 2019-SFR1 Trust, 144A		3.247%		1/19/39		Baa1		1,034,640
	1,482	AMSR 2020-SFR1 Trust, 144A		2.419%		4/17/37		Aa2		1,502,803
	346	AMSR 2020-SFR1 Trust, 144A		2.619%		4/17/37		A2		350,239
	1,000	Angel Oak Mortgage Trust 2019-5, 144A		3.957%		10/25/49		BB		999,035
	1,000	Apidos CLO XXIX, 144A, (3-Month LIBOR reference rate + 1.550% spread), (4)		1.675%		7/25/30		AA		1,000,024

28

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,337	Applebee’s Funding LLC / IHOP Funding LLC, 144A		4.194%		6/07/49		BBB	$	1,359,929
	854	Arroyo Mortgage Trust 2019-3, 144A		3.416%		10/25/48		A		864,576
	2,100	Avis Budget Rental Car Funding AESOP LLC, 144A		4.150%		9/20/23		BBB		2,145,233
	850	Avis Budget Rental Car Funding AESOP LLC, 144A		2.130%		8/20/27		BBB		846,889
	700	BANK 2017-BNK8		4.206%		11/15/50		A–		743,759
	1,000	BANK 2019-BNK21, 144A		2.500%		10/17/52		BBB		901,996
	1,250	BANK 2019-BNK24		2.929%		11/15/62		AAA		1,337,745
	216	Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7		5.117%		2/11/41		BB		214,419
	1,000	Benchmark 2018-B5 Mortgage Trust		4.208%		7/15/51		AAA		1,145,905
	1,500	Benchmark 2020-B18 Mortgage Trust, 144A		4.139%		7/15/53		B–		1,516,884
	1,000	Benchmark 2020-IG2 Mortgage Trust, 144A		2.791%		9/15/48		Aaa		1,030,668
	1,000	Benchmark 2020-IG3 Mortgage Trust, 144A		3.654%		9/15/48		N/R		1,046,082
	1,000	Bojangles Issuer LLC, 144A		3.832%		10/20/50		N/R		1,035,838
	1,414	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR *0.920% spread), (4)		1.004%		10/15/36		Aaa		1,416,605
	884	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.250% spread), (4)		1.334%		10/15/36		A3		884,225
	884	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.800% spread), (4)		1.884%		10/15/36		N/R		884,468
	635	Capital Automotive Reit, 144A		1.920%		8/15/51		A+		634,842
	498	Cars Net Lease Mortgage Notes Series 2020-1, 144A		3.100%		12/15/50		A		510,791
	1,250	Cars Net Lease Mortgage Notes Series 2020-1, 144A		4.690%		12/15/50		BBB		1,348,781
	1,150	CARS-DB4 LP, 144A		4.520%		2/15/50		BBB		1,199,175
	873	Castlelake Aircraft Structured Trust 2021-1, 144A		3.474%		1/15/46		A2		901,561
	500	Cayuga Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 3.100% spread), (4)		1.000%		7/17/34		BBB–		500,260
	500	CD 2016-CD1 Mortgage Trust		2.926%		8/10/49		AAA		522,788
	705	CD 2016-CD1 Mortgage Trust		3.631%		8/10/49		A–		724,579
	50	CF 2020-P1 Mortgage Trust, 144A		2.840%		4/15/25		N/R		51,868
	750	CF 2020-P1 Mortgage Trust, 144A		10.010%		4/15/52		N/R		794,259
	750	CF 2020-P1 Mortgage Trust, 144A		3.603%		4/15/52		N/R		753,825
	1,419	CF Hippolyta LLC, 144A		2.280%		7/15/60		A–		1,439,842
	712	CF Hippolyta LLC, 144A		2.600%		7/15/60		A–		717,389
	343	CHL Mortgage Pass-Through Trust 2005-27		5.500%		12/25/35		N/R		318,112
	2,000	CIFC Funding 2020-I Ltd, 144A, (3-Month LIBOR reference rate + 2.000% spread), (4)		2.110%		7/15/36		A		2,001,416
	2,125	CIFC Funding 2020-I Ltd, 144A, (3-Month LIBOR reference rate + 3.100% spread), (4)		3.210%		7/15/36		BBB–		2,125,733
	500	CIFC Funding 2020-I Ltd, 144A, (3-Month LIBOR reference rate + 6.250% spread), (4)		6.360%		7/15/36		Ba3		499,987
	700	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 2.200% spread), (4)		2.334%		8/24/32		N/R		700,000
	385	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 6.500% spread), (4)		0.000%		10/20/34		BB–		384,981
	1,305	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 2.050% spread), (4)		0.000%		10/20/34		A		1,305,132
	1,760	CIFC Funding 2020-II Ltd, 144A, (3-Month LIBOR reference rate + 3.050% spread), (4)		0.000%		10/20/34		BBB–		1,759,912
	2,750	Citigroup Commercial Mortgage Trust 2015-GC29		3.758%		4/10/48		AA–		2,933,800

29

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	1,690	Citigroup Commercial Mortgage Trust 2015-GC29		4.288%		4/10/48		A–	$	1,804,764
	325	Citigroup Commercial Mortgage Trust 2016-GC36		3.349%		2/10/49		Aaa		344,663
	223	CLI Funding VI LLC, 144A		2.080%		9/18/45		A		223,770
	400	COMM 2013-CCRE10 Mortgage Trust		4.210%		8/10/46		Aaa		423,085
	1,500	COMM 2014-CCRE19 Mortgage Trust, 144A		4.860%		8/10/47		BBB–		1,491,719
	750	COMM 2014-LC17 Mortgage Trust		4.188%		10/10/47		AAA		808,600
	1,500	COMM 2014-UBS3 Mortgage Trust, 144A		4.927%		6/10/47		N/R		1,511,568
	1,615	COMM 2015-CCRE22 Mortgage Trust		4.243%		3/10/48		A–		1,709,238
	1,000	COMM 2015-CCRE22 Mortgage Trust, 144A		3.000%		3/10/48		BB–		849,753
	2,240	COMM 2015-CCRE24 Mortgage Trust		3.463%		8/10/48		BBB–		2,084,426
	1,000	COMM 2015-CCRE24 Mortgage Trust		4.526%		8/10/48		AA–		1,086,643
	500	COMM 2015-CCRE24 Mortgage Trust		4.526%		8/10/48		A–		528,677
	550	COMM 2015-CCRE25 Mortgage Trust		3.931%		8/10/48		BB		517,857
	2,260	COMM 2015-CCRE26 Mortgage Trust		4.630%		10/10/48		A–		2,425,127
	890	COMM 2015-LC23 Mortgage Trust		4.770%		10/10/48		A–		953,826
	450	COMM 2019-GC44 Mortgage Trust, 144A		2.500%		8/15/57		BBB		403,319
	293	Connecticut Avenue Securities Trust 2018-R07, 144A		2.484%		4/25/31		B+		293,465
	987	Connecticut Avenue Securities Trust 2019-HRP1, 144A, (1-Month LIBOR reference rate + 2.150% spread), (4)		2.236%		11/25/39		B		991,828
	418	Corevest American Finance 2020-1 Trust, 144A		1.832%		3/15/50		AAA		425,030
	180	CPT MORTGAGE TRUST, 144A		3.097%		11/13/39		N/R		175,969
	19	Credit Suisse First Boston Mortgage Securities Corp		5.750%		9/25/33		AAA		19,273
	1,000	CSMC 2021-NQM1, 144A		2.130%		5/25/65		BBB		999,702
	1,392	DB Master Finance LLC, 144A		3.787%		5/20/49		BBB		1,397,594
	648	DB Master Finance LLC, 144A		4.021%		5/20/49		BBB		677,115
	408	Diamond Resorts Owner Trust 2021-1, 144A		2.700%		11/21/33		BBB		412,418
	408	Diamond Resorts Owner Trust 2021-1, 144A		3.830%		11/21/33		BB		414,310
	30,450	DOLP Trust 2021-NYC, 144A		0.665%		5/10/41		A–		1,475,500
	998	Domino’s Pizza Master Issuer LLC, 144A		2.662%		4/25/51		BBB+		1,025,845
	1,980	Driven Brands Funding LLC, 144A		3.786%		7/20/50		BBB–		2,066,079
	1,493	Driven Brands Funding LLC, 144A		3.237%		1/20/51		BBB–		1,533,363
	1,500	Dryden 49 Senior Loan Fund, 144A, (3-Month LIBOR reference rate + 3.400% spread), (4)		3.534%		7/18/30		Baa3		1,500,063
	1,250	DT Auto Owner Trust 2021-1, 144A		2.380%		1/18/28		BB–		1,244,923
	1,592	Extended Stay America Trust, 144A, (1-Month LIBOR reference rate + 1.080% spread), (4)		1.176%		7/15/38		Aaa		1,596,212
	1,276	Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 2.600% spread), (4)		2.686%		5/25/24		Aaa		1,291,602
	2,808	Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 3.000% spread), (4)		3.086%		7/25/24		Aaa		2,857,082

30

Principal Amount (000)			Description (1)	Coupon		Maturity		Ratings (2)		Value
			ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	169		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 6.950% spread), (4)		7.036%		8/25/28		A3	$	179,031
	279		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 5.900% spread), (4)		5.986%		10/25/28		BBB+		292,744
	252		Fannie Mae Connecticut Avenue Securities, (1-Month LIBOR reference rate + 4.250% spread), (4)		4.336%		4/25/29		Aaa		261,589
	0	(5)	Fannie Mae Interest Strip FNS 366 25		5.000%		9/25/24		Aaa		1
	12,000		Fannie Mae or Freddie Mac		2.000%		11/25/51		Aaa		12,010,781
	13,100		Fannie Mae or Freddie Mac		2.500%		11/25/51		Aaa		13,481,230
	9,445		Fannie Mae or Freddie Mac		3.000%		11/25/51		Aaa		9,870,619
	0	(5)	Fannie Mae Pool FN AL1187		5.500%		7/01/24		N/R		131
	26		Fannie Mae Pool FN 745101		6.000%		4/01/32		Aaa		29,586
	101		Fannie Mae Pool FN 745324		6.000%		3/01/34		Aaa		110,636
	1		Fannie Mae Pool FN 905597, (12-Month LIBOR reference rate + 1.875% spread), (4)		2.250%		12/01/36		N/R		794
	148		Fannie Mae Pool FN FM1138		6.500%		8/01/37		Aaa		166,164
	25		Fannie Mae Pool FN 256890		6.000%		9/01/37		Aaa		28,429
	15		Fannie Mae Pool FN 946228, (12-Month LIBOR reference rate + 1.531% spread), (4)		1.781%		9/01/37		N/R		15,154
	216		Fannie Mae Pool FN FM1136		5.500%		3/01/39		Aaa		249,839
	34		Fannie Mae Pool FN FM1137		6.000%		9/01/39		Aaa		39,884
	31		Fannie Mae Pool FN FM1108		5.000%		11/01/44		Aaa		34,963
	2,366		Fannie Mae Pool FN AS7499		3.500%		7/01/46		N/R		2,582,862
	340		Fannie Mae Pool FN MA3228		3.000%		11/01/47		Aaa		350,913
	823		Fannie Mae Pool FN BM5839		3.500%		11/01/47		Aaa		897,675
	1,310		Fannie Mae Pool FN BM5126		3.500%		1/01/48		N/R		1,424,869
	239		Fannie Mae Pool FN CA3960		3.000%		8/01/49		Aaa		256,935
	265		Fannie Mae REMICS, (1-Month LIBOR reference rate + 5.950% spread), (4)		5.864%		9/25/43		Aaa		49,187
	1,195		Fannie Mae REMICS		2.500%		11/25/50		Aaa		168,500
	1,500		Flagstar Mortgage Trust, 144A		3.000%		10/25/51		N/R		1,545,262
	92		Flagstar Mortgage Trust 2017-2, 144A		4.103%		10/25/47		A3		91,896
	2,958		Flagstar Mortgage Trust 2021-4, 144A		2.500%		6/01/51		AAA		2,968,965
	1,882		Freddie Mac Gold Pool FG G60138		3.500%		8/01/45		Aaa		2,068,593
	3		Freddie Mac Multifamily Structured Pass Through Certificates		2.801%		10/25/55		N/R		760
	2,000		Freddie Mac STACR Remic Trust 2020-DNA2, 144A, (1-Month LIBOR reference rate + 2.500% spread), (4)		2.586%		2/25/50		B		2,004,890
	4,000		Freddie Mac STACR REMIC Trust 2021-DNA5, 144A, (SOFR30A reference rate + 3.050% spread), (4)		3.100%		1/25/34		BB–		4,085,212
	200		Freddie Mac STACR Trust 2019-FTR2, 144A, (1-Month LIBOR reference rate + 2.150% spread), (4)		2.236%		11/25/48		B+		200,127
	204		Freddie Mac Strips FHS 327 S8, (1-Month LIBOR reference rate + 5.920% spread), (4)		5.836%		3/15/44		N/R		36,237
	200		Freddie Mac Strips FHS 326 350		3.500%		3/15/44		N/R		211,324
	80		Freddie Mac Structured Agency Credit Risk Debt Notes, 144A		4.039%		9/25/47		Ba3		80,071

31

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	900	Freddie Mac Structured Agency Credit Risk Debt Notes, 144A, (SOFR30A reference rate + 4.000% spread), (4)		4.050%		11/25/50		B2	$	945,565
	1,200	GS Mortgage Securities Corp Trust 2017-SLP, 144A		4.744%		10/10/32		B		1,197,105
	1,500	GS Mortgage Securities Corp Trust 2018-TWR, 144A, (1-Month LIBOR reference rate + 1.600% spread), (4)		1.684%		7/15/31		BBB–		1,469,746
	100	GS Mortgage Securities Trust 2013-GC13		4.185%		7/10/46		Aaa		105,244
	1,000	GS Mortgage Securities Trust 2016-GS4		4.088%		11/10/49		A–		995,300
	1,425	GS Mortgage Securities Trust 2019-GC38		4.158%		2/10/52		AAA		1,599,352
	1,000	GS Mortgage Securities Trust 2019-GC40, 144A		3.668%		7/10/52		BBB–		1,033,978
	1,000	GS Mortgage Securities Trust 2020-GSA2		2.012%		12/12/53		AAA		986,989
	104	GS Mortgage-Backed Securities Corp Trust 2019-PJ1, 144A		4.000%		8/25/49		Aa1		105,309
	19	GS Mortgage-Backed Securities Corp Trust 2019-PJ2, 144A		4.000%		11/25/49		Aaa		19,256
	50	GS Mortgage-Backed Securities Corp Trust 2019-PJ2, 144A		4.000%		11/25/49		Aa1		50,115
	196	GS Mortgage-Backed Securities Corp Trust 2021-PJ5, 144A		2.500%		10/25/51		Aa1		196,153
	2,938	GS Mortgage-Backed Securities Trust 2021-PJ6, 144A		2.500%		11/25/51		Aa1		2,945,308
	1,967	GS Mortgage-Backed Securities Trust 2021-PJ7, 144A		2.500%		1/25/52		AA+		1,973,060
	395	GS Mortgage-Backed Securities Trust 2021-PJ8, 144A		2.500%		1/25/52		Aaa		396,336
	2,977	Hardee’s Funding LLC, 144A		3.981%		12/20/50		BBB		3,155,718
	750	Hertz Vehicle Financing LLC, 144A		2.050%		12/26/25		Baa2		755,986
	833	Hilton Grand Vacations Trust 2019-A, 144A		2.840%		7/25/33		A–		850,559
	2,197	Horizon Aircraft Finance II Ltd, 144A		3.721%		7/15/39		A		2,202,840
	922	Horizon Aircraft Finance III Ltd, 144A		3.425%		11/15/39		A		919,936
	976	Horizon Aircraft Finance III Ltd, 144A		4.458%		11/15/39		BBB		917,182
	1,000	Hudson Yards, 144A		3.041%		12/10/41		N/R		952,772
	500	Hudson Yards 2019-30HY Mortgage Trust, 144A		3.558%		7/10/39		BBB–		517,695
	821	Impac Secured Assets CMN Owner Trust		8.000%		10/25/30		N/R		808,044
	712	Imperial Fund Mortgage Trust 2020-NQM1, 144A		2.051%		10/25/55		A		717,025
	2,000	Imperial Fund Mortgage Trust 2020-NQM1, 144A		3.531%		10/25/55		BBB		2,047,520
	450	Imperial Fund Mortgage Trust 2021-NQM1, 144A		2.383%		6/25/56		BBB		447,228
	633	Imperial Fund Mortgage Trust 2021-NQM1, 144A		1.617%		6/25/56		A		633,051
	266	JP Morgan Alternative Loan Trust 2007-S1, (1-Month LIBOR *0.560% spread), (4)		0.646%		4/25/47		AAA		265,089
	335	JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16		4.166%		12/15/46		Aaa		355,785
	405	JP Morgan Mortgage Trust 2018-3, 144A		3.500%		9/25/48		AA+		408,473
	131	JP Morgan Mortgage Trust 2018-4, 144A		3.500%		10/25/48		AA+		132,794
	538	JP Morgan Mortgage Trust 2018-5, 144A		3.500%		10/25/48		AAA		549,914
	920	JP Morgan Mortgage Trust 2018-6, 144A		3.859%		12/25/48		Ba1		923,224
	199	JP Morgan Mortgage Trust 2019-1, 144A		4.000%		5/25/49		AAA		202,289
	62	JP Morgan Mortgage Trust 2019-3, 144A		4.689%		9/25/49		Aa1		63,203
	85	JP Morgan Mortgage Trust 2019-INV1, 144A, (1-Month LIBOR *0.950% spread), (4)		1.036%		10/25/49		Aaa		85,151
	242	JP Morgan Mortgage Trust 2020-1, 144A		3.869%		6/25/50		A3		247,767

32

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	496	JP Morgan Mortgage Trust 2021-11, 144A		2.500%		1/25/52		Aa1	$	496,479
	342	JP Morgan Mortgage Trust 2021-6, 144A		2.500%		10/25/51		Aaa		342,393
	340	JP Morgan Mortgage Trust 2021-7, 144A		2.500%		11/25/51		Aaa		341,146
	225	JP Morgan Mortgage Trust 2021-8, 144A		2.500%		12/25/51		AAA		225,859
	175	JPMBB Commercial Mortgage Securities Trust 2014-C21		3.997%		8/15/47		Aaa		186,911
	1,600	JPMBB Commercial Mortgage Securities Trust 2014-C22		4.705%		9/15/47		BBB		1,575,690
	1,500	JPMCC Commercial Mortgage Securities Trust 2017-JP5		3.723%		3/15/50		Aaa		1,653,550
	1,000	JPMCC Commercial Mortgage Securities Trust 2017-JP7, 144A		4.544%		9/15/50		BBB		1,014,147
	190	Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust, 144A		3.985%		2/15/36		AAA		210,308
	301	Lunar Aircraft 2020-1 LTD, 144A		4.335%		2/15/45		BB		279,913
	981	MAPS 2021-1 Trust, 144A		2.521%		6/15/46		A1		985,955
	1,399	MASTR Reperforming Loan Trust 2005-1, 144A		7.500%		8/25/34		N/R		1,265,186
	34,356	MFT Trust 2020-ABC, 144A		0.235%		2/10/42		N/R		405,119
	154	Morgan Stanley ABS Capital I Inc Trust 2004-HE6, (1-Month LIBOR *0.825% spread), (4)		0.911%		8/25/34		A		153,219
	1,500	Morgan Stanley Capital I Trust 2018-H3		4.177%		7/15/51		AAA		1,698,918
	316	Morgan Stanley Residential Mortgage Loan Trust 2021-5, 144A		2.500%		8/25/51		AAA		316,888
	1,500	MRCD Mortgage Trust, 144A		2.718%		12/15/36		N/R		1,490,501
	1,101	MVW 2019-2 LLC, 144A		2.680%		10/20/38		BBB+		1,105,516
	460	MVW 2021-1W LLC, 144A		1.940%		1/22/41		BBB		461,632
	834	MVW Owner Trust 2019-1, 144A		3.330%		11/20/36		BBB+		851,313
	1,000	Myers Park CLO Ltd, 144A, (3-Month LIBOR reference rate + 1.600% spread), (4)		1.734%		10/20/30		AA		1,000,091
	1,000	Natixis Commercial Mortgage Securities Trust 2019-1776, 144A		3.902%		10/15/36		Ba3		1,003,703
	1,500	Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 3.500% spread), (4)		3.584%		7/15/36		N/R		1,492,564
	1,500	Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 4.250% spread), (4)		4.334%		7/15/36		N/R		1,490,780
	300	Navient Private Education Refi Loan Trust 2020-H, 144A		2.780%		1/15/69		N/R		308,282
	1,700	NBC Funding LLC, 144A		2.989%		7/30/51		N/R		1,712,230
	200	NBC Funding LLC, 144A		4.970%		7/30/51		N/R		201,374
	1,000	Neuberger Berman Loan Advisers CLO 27 Ltd, 144A, (3-Month LIBOR reference rate + 1.400% spread), (4)		1.526%		1/15/30		AA		1,000,035
	1,500	Neuberger Berman Loan Advisers CLO 31 Ltd, 144A, (3-Month LIBOR reference rate + 3.250% spread), (4)		3.384%		4/20/31		BBB–		1,501,061
	500	Neuberger Berman Loan Advisers CLO 37 Ltd, 144A, (3-Month LIBOR reference rate + 2.850% spread), (4)		2.984%		7/20/31		BBB–		500,119
	660	Neuberger Berman Loan Advisers Clo 40 Ltd, 144A, (3-Month LIBOR reference rate + 5.850% spread), (4)		5.976%		4/16/33		BB–		659,177
	1,000	Neuberger Berman Loan Advisers Clo 40 Ltd, 144A, (3-Month LIBOR reference rate + 2.750% spread), (4)		2.876%		4/16/33		BBB–		998,716
	128	New Residential Mortgage Loan Trust 2015-2, 144A		5.478%		8/25/55		Baa1		136,308

33

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	32	New Residential Mortgage Loan Trust 2017-1, 144A		4.000%		2/25/57		Aaa	$	34,160
	1,446	New Residential Mortgage Loan Trust 2017-6, 144A		4.000%		8/27/57		Aaa		1,541,110
	1,000	NLT 2021-INV2 Trust, 144A		2.569%		8/25/56		BBB		987,497
	1,000	Oak Street Investment Grade Net Lease Fund Series 2021-1, 144A		4.230%		1/20/51		BBB+		1,040,015
	70	OBX 2018-1 Trust, 144A, (1-Month LIBOR *0.650% spread), (4)		0.736%		6/25/57		AAA		69,604
	1,150	One Bryant Park Trust 2019-OBP, 144A		2.516%		9/15/54		Aaa		1,183,567
	500	Oportun Funding XIV LLC, 144A		3.440%		3/08/28		N/R		506,973
	500	Oportun Funding XIV LLC, 144A		5.400%		3/08/28		N/R		506,514
	1,335	Pioneer Aircraft Finance Ltd, 144A		3.967%		6/15/44		BBB		1,330,690
	175	Progress Residential 2021-SFR8 Trust, 144A		2.082%		10/17/38		Baa3		173,551
	250	Purchasing Power Funding 2021-A LLC, 144A		4.370%		10/15/25		N/R		252,086
	43	Sequoia Mortgage Trust 2018-7, 144A		4.000%		9/25/48		Aaa		43,293
	25	Sequoia Mortgage Trust 2018-8, 144A		4.000%		11/25/48		Aaa		25,348
	16	Sequoia Mortgage Trust 2019-2, 144A		4.000%		6/25/49		AAA		15,789
	429	Sequoia Mortgage Trust 2020-3, 144A		3.000%		4/25/50		AAA		437,248
	197	Sequoia Mortgage Trust 2021-4, 144A		2.500%		6/25/51		AAA		197,517
	498	ServiceMaster Funding LLC, 144A		2.841%		10/30/51		BBB–		506,335
	1,793	SERVPRO Master Issuer LLC, 144A		3.882%		10/25/49		BBB–		1,870,096
	998	SERVPRO Master Issuer LLC, 144A		2.394%		4/25/51		BBB–		1,002,006
	1,470	Sesac Finance LLC, 144A		5.216%		7/25/49		N/R		1,559,270
	2,358	Settlement Fee Finance 2019-1 LLC, 144A, (6)		3.840%		11/01/49		N/R		2,337,829
	431	Sierra Timeshare 2019-2 Receivables Funding LLC, 144A		4.540%		5/20/36		BB		440,661
	764	Sierra Timeshare 2019-3 Receivables Funding LLC, 144A		4.180%		8/20/36		BB		771,410
	367	Sierra Timeshare 2021-1 Receivables Funding LLC, 144A		1.790%		11/20/37		BBB		367,962
	527	Sierra Timeshare Conduit Receivables Funding LLC, 144A		3.200%		3/20/34		BBB		529,928
	314	S-Jets 2017-1 Ltd, 144A		3.967%		8/15/42		BBB		311,367
	40,180	SLG Office Trust 2021-OVA, 144A		0.258%		7/15/41		AA–		839,437
	1,155	SLG Office Trust 2021-OVA, 144A		2.851%		7/15/41		N/R		1,119,797
	1,909	Sonic Capital LLC, 144A		3.845%		1/20/50		BBB		2,008,620
	1,500	Spruce Hill Mortgage Loan Trust 2020-SH1, 144A		3.827%		1/28/50		BB		1,518,366
	1,294	START Ireland, 144A		5.095%		3/15/44		BB		1,219,736
	984	Start Ltd/Bermuda, 144A		4.089%		5/15/43		BBB+		981,238
	2,630	Taco Bell Funding LLC, 144A		2.294%		8/25/51		BBB		2,619,207
	1,440	Tesla Auto Lease Trust 2019-A, 144A		5.480%		5/22/23		Ba3		1,498,791
	948	TIF Funding II LLC, 144A		2.540%		2/20/46		BBB		940,520
	200	Tricon American Homes 2017-SFR1 Trust, 144A		4.011%		9/17/34		N/R		199,875
	305	Tricon American Homes 2019-SFR1 Trust, 144A		3.198%		3/17/38		A3		313,412
	700	Tricon American Homes 2020-SFR1, 144A		2.548%		7/17/38		Baa1		706,373
	1,000	UBS-Barclays Commercial Mortgage Trust 2013-C5, 144A		3.649%		3/10/46		Aa3		1,013,013

34

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	200	Verus Securitization Trust 2019-3, 144A		4.043%		7/25/59		BB	$	202,531
	600	Verus Securitization Trust 2019-4, 144A		3.207%		11/25/59		BBB–		609,254
	1,425	Verus Securitization Trust 2020-1, 144A		2.724%		1/25/60		A		1,439,870
	598	Verus Securitization Trust 2020-4, 144A		2.321%		5/25/65		A		602,472
	1,346	Vivint Solar Financing V LLC, 144A		7.370%		4/30/48		N/R		1,423,633
	700	VNDO Mortgage Trust, Series 2016-350P, 144A		4.033%		1/10/35		BB–		680,732
	1,290	VR Funding LLC, 144A		2.790%		11/15/50		N/R		1,296,331
	222	VR Funding LLC, 144A		6.420%		11/15/50		N/R		224,890
	47	Wachovia Mortgage Loan Trust LLC Series 2005-B Trust		2.310%		10/20/35		Aaa		45,768
	66	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust		5.946%		8/25/38		Aaa		69,125
	463	Wells Fargo Mortgage Backed Securities 2021-1 Trust, 144A		2.500%		12/25/50		AAA		463,995
	500	Wells Fargo Mortgage Backed Securities 2021-2 Trust, 144A		2.500%		6/25/51		AAA		500,273
	868	Wendy’s Funding LLC, 144A		2.370%		6/15/51		BBB		875,084
	350	WFRBS Commercial Mortgage Trust 2013-C14		3.337%		6/15/46		Aaa		364,270
	1,492	Wingstop Funding LLC, 144A		2.841%		12/05/50		N/R		1,535,169
	660	ZAXBY’S FUNDING LLC, 144A		3.238%		7/30/51		N/R		670,761
$	348,251	Total Asset-Backed and Mortgage-Backed Securities (cost $246,374,215)								249,026,516
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 8.2%
		Automobiles – 0.5%
$	1,235	General Motors Financial Co Inc		5.700%		N/A (7)		BB+	$	1,421,794
	3,035	General Motors Financial Co Inc		5.750%		N/A (7)		BB+		3,315,616
	4,270	Total Automobiles								4,737,410
		Banks – 4.0%
	2,370	Bank of America Corp		6.300%		N/A (7)		BBB+		2,749,200
	1,500	Bank of America Corp		6.100%		N/A (7)		BBB+		1,672,695
	1,330	Citigroup Inc		5.950%		N/A (7)		BBB–		1,451,363
	1,000	Citigroup Inc		6.300%		N/A (7)		BBB–		1,079,500
	3,000	Citigroup Inc		5.000%		N/A (7)		BBB–		3,133,425
	2,000	CoBank ACB		6.250%		N/A (7)		BBB+		2,286,460
	2,610	Goldman Sachs Group Inc, (3)		3.800%		N/A (7)		BBB–		2,671,988
	1,560	Huntington Bancshares Inc/OH		5.625%		N/A (7)		Baa3		1,828,944
	1,275	JPMorgan Chase & Co		5.000%		N/A (7)		BBB+		1,330,781
	3,600	JPMorgan Chase & Co		3.650%		N/A (7)		BBB+		3,618,000
	1,797	KeyCorp, (3)		5.000%		N/A (7)		Baa3		2,003,655
	1,000	M&T Bank Corp, (3)		5.125%		N/A (7)		Baa2		1,102,238
	3,000	Truist Financial Corp		4.800%		N/A (7)		Baa2		3,160,740

35

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Banks (continued)
$	3,165	Truist Financial Corp		5.100%		N/A (7)		Baa2	$	3,638,168
	1,800	Wells Fargo & Co		5.900%		N/A (7)		Baa2		1,937,250
	1,230	Wells Fargo & Co		5.875%		N/A (7)		Baa2		1,370,847
	32,237	Total Banks								35,035,254
		Capital Markets – 0.4%
	3,250	Charles Schwab Corp		5.375%		N/A (7)		BBB		3,611,562
		Consumer Finance – 1.1%
	2,610	Ally Financial Inc		4.700%		N/A (7)		BB–		2,716,619
	1,805	American Express Co		3.550%		N/A (7)		Baa2		1,839,024
	3,060	Capital One Financial Corp		3.950%		N/A (7)		Baa3		3,151,800
	1,500	Discover Financial Services		6.125%		N/A (7)		Ba2		1,683,330
	8,975	Total Consumer Finance								9,390,773
		Diversified Financial Services – 0.2%
	1,710	Voya Financial Inc		6.125%		N/A (7)		BBB–		1,828,161
		Electric Utilities – 0.2%
	1,500	Southern Co		4.000%		1/15/51		BBB		1,585,605
		Food Products – 0.3%
	2,780	Land O’ Lakes Inc, 144A		8.000%		N/A (7)		BB		2,995,450
		Insurance – 0.4%
	2,835	AXIS Specialty Finance LLC		4.900%		1/15/40		BBB		3,021,636
		Multi-Utilities – 0.3%
	2,035	Sempra Energy		4.875%		N/A (7)		BBB–		2,207,975
		Oil, Gas & Consumable Fuels – 0.6%
	3,235	Enbridge Inc		5.750%		7/15/80		BBB–		3,655,388
	1,400	Energy Transfer LP		6.500%		N/A (7)		BB		1,457,918
	4,635	Total Oil, Gas & Consumable Fuels								5,113,306
		Trading Companies & Distributors – 0.1%
	825	AerCap Global Aviation Trust, 144A		6.500%		6/15/45		BB+		894,003
		Wireless Telecommunication Services – 0.1%
	800	Network i2i Ltd, 144A		5.650%		N/A (7)		BB		852,000
$	65,852	Total $1,000 Par (or similar) Institutional Preferred (cost $68,204,452)								71,273,135
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 7.3%
		Azerbaijan – 0.1%
$	590	Republic of Azerbaijan International Bond, 144A		5.125%		9/01/29		BB+	$	656,161

36

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Bermuda – 0.3%
$	650	Bermuda Government International Bond, 144A		3.717%		1/25/27		A+	$	711,756
	230	Bermuda Government International Bond, 144A		4.750%		2/15/29		A+		266,754
	1,495	Bermuda Government International Bond, 144A		2.375%		8/20/30		A+		1,480,050
	2,375	Total Bermuda								2,458,560
		Brazil – 0.1%
	950	Brazilian Government International Bond		3.875%		6/12/30		Ba2		920,977
		Colombia – 0.3%
	2,090	Colombia Government International Bond, (3)		3.000%		1/30/30		Baa2		1,975,134
	850	Colombia Government International Bond		5.000%		6/15/45		Baa2		828,444
	2,940	Total Colombia								2,803,578
		Costa Rica – 0.1%
	905	Costa Rica Government International Bond, 144A		5.625%		4/30/43		B		803,196
		Cote d“Ivoire – 0.4%
	1,500	Ivory Coast Government International Bond, 144A		5.750%		12/31/32		BB–		1,500,279
	2,225	Ivory Coast Government International Bond, 144A		6.125%		6/15/33		BB–		2,352,868
	3,725	Total Cote d’Ivoire								3,853,147
		Dominican Republic – 0.3%
	12,000	Dominican Republic International Bond, 144A		9.750%		6/05/26		BB–		257,249
	1,000	Dominican Republic International Bond, 144A		4.500%		1/30/30		BB–		1,017,510
	600	Dominican Republic International Bond, 144A		4.875%		9/23/32		BB–		612,006
	835	Dominican Republic International Bond, 144A		5.300%		1/21/41		BB–		825,824
	14,435	Total Dominican Republic								2,712,589
		Ecuador – 0.0%
	380	Ecuador Government International Bond, 144A		5.000%		7/31/30		B–		319,204
		Egypt – 0.4%
	2,425	Egypt Government International Bond, 144A, (3)		5.577%		2/21/23		B+		2,494,428
	1,225	Egypt Government International Bond, 144A		7.053%		1/15/32		B+		1,186,241
	3,650	Total Egypt								3,680,669
		El Salvador – 0.2%
	1,925	El Salvador Government International Bond, 144A		6.375%		1/18/27		B–		1,429,332
		Ghana – 0.2%
	2,200	Ghana Government International Bond, 144A		8.125%		3/26/32		B		2,081,420
		Guatemala – 0.1%
	425	Guatemala Government Bond, 144A		4.900%		6/01/30		Ba1		461,129
	375	Guatemala Government Bond, 144A		6.125%		6/01/50		Ba1		431,254
	800	Total Guatemala								892,383
		Hungary – 0.1%
	650	Hungary Government International Bond, 144A		3.125%		9/21/51		BBB		640,048

37

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Indonesia – 0.4%
$	250	Indonesia Government International Bond, 144A		4.625%		4/15/43		BBB	$	283,079
	850	Perusahaan Penerbit SBSN Indonesia III, 144A		4.400%		3/01/28		BBB		967,054
	1,410	Perusahaan Penerbit SBSN Indonesia III, 144A		2.550%		6/09/31		BBB		1,431,474
	490	Perusahaan Penerbit SBSN Indonesia III, 144A		3.550%		6/09/51		BBB		483,772
	3,000	Total Indonesia								3,165,379
		Iraq – 0.3%
	2,450	Iraq International Bond, 144A		5.800%		1/15/28		N/R		2,359,661
		Israel – 0.1%
	1,045	State of Israel		3.800%		5/13/60		AA–		1,160,769
		Jamaica – 0.2%
	1,230	Jamaica Government International Bond		6.750%		4/28/28		B+		1,429,752
		Jordan – 0.3%
	450	Jordan Government International Bond, 144A		5.750%		1/31/27		B+		480,375
	1,700	Jordan Government International Bond, 144A		5.850%		7/07/30		BB–		1,760,401
	2,150	Total Jordan								2,240,776
		Kazakhstan – 0.1%
	850	Kazakhstan Government International Bond, 144A		4.875%		10/14/44		Baa2		1,041,906
		Kenya – 0.3%
	1,000	Republic of Kenya Government International Bond, 144A		7.000%		5/22/27		B+		1,079,560
	1,445	Republic of Kenya Government International Bond, 144A		6.300%		1/23/34		B+		1,425,189
	2,445	Total Kenya								2,504,749
		Mexico – 0.4%
	850	Mexico Government International Bond		3.750%		1/11/28		Baa1		924,027
	1,000	Mexico Government International Bond		4.280%		8/14/41		Baa1		1,020,300
	1,640	Mexico Government International Bond		4.750%		3/08/44		Baa1		1,745,304
	3,490	Total Mexico								3,689,631
		Mongolia – 0.1%
	450	Mongolia Government International Bond, 144A		5.125%		4/07/26		B		472,111
	795	Mongolia Government International Bond, 144A		4.450%		7/07/31		B		769,921
	1,245	Total Mongolia								1,242,032
		Morocco – 0.2%
	920	Morocco Government International Bond, 144A		3.000%		12/15/32		BB+		874,037
	850	Morocco Government International Bond, 144A		5.500%		12/11/42		BB+		956,532
	1,770	Total Morocco								1,830,569
		Nigeria – 0.2%
	500	Nigeria Government International Bond, 144A		6.500%		11/28/27		B2		518,130
	815	Nigeria Government International Bond, 144A		7.875%		2/16/32		B2		846,614
	1,315	Total Nigeria								1,364,744

38

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Oman – 0.2%
$	250	Oman Government International Bond, 144A		6.750%		10/28/27		Ba3	$	277,845
	850	Oman Government International Bond, 144A		6.000%		8/01/29		Ba3		893,491
	275	Oman Sovereign Sukuk Co, 144A, (3)		4.875%		6/15/30		Ba3		289,276
	1,375	Total Oman								1,460,612
		Pakistan – 0.2%
	665	Pakistan Government International Bond, 144A		8.250%		9/30/25		B3		720,694
	665	Pakistan Government International Bond, 144A		6.875%		12/05/27		B–		668,378
	1,330	Total Pakistan								1,389,072
		Panama – 0.2%
	1,360	Panama Bonos del Tesoro		3.362%		6/30/31		BBB		1,370,200
		Paraguay – 0.1%
	500	Paraguay Government International Bond, 144A		2.739%		1/29/33		Ba1		480,000
	385	Paraguay Government International Bond, 144A		5.400%		3/30/50		Ba1		441,791
	885	Total Paraguay								921,791
		Qatar – 0.2%
	900	Qatar Government International Bond, 144A		3.750%		4/16/30		AA–		1,013,204
	850	Qatar Government International Bond, 144A		4.817%		3/14/49		AA–		1,091,927
	1,750	Total Qatar								2,105,131
		Romania – 0.0%
	274	Romanian Government International Bond, 144A		4.375%		8/22/23		BBB–		292,052
		Rwanda – 0.2%
	1,375	Rwanda International Government Bond, 144A		5.500%		8/09/31		B+		1,428,584
		Saudi Arabia – 0.2%
	1,890	Saudi Government International Bond, 144A		3.750%		1/21/55		A1		1,971,100
		South Africa – 0.3%
	2,450	Republic of South Africa Government International Bond, (3)		5.375%		7/24/44		Ba2		2,312,359
		Turkey – 0.2%
	1,550	Turkiye Ihracat Kredi Bankasi AS, 144A		5.750%		7/06/26		B+		1,516,396
		Ukraine – 0.1%
	450	Ukraine Government International Bond, 144A		7.750%		9/01/27		B		487,444
	390	Ukraine Government International Bond, 144A		9.750%		11/01/28		B		457,353
	840	Total Ukraine								944,797
		Uruguay – 0.0%
	250	Uruguay Government International Bond		4.125%		11/20/45		BBB		291,457
		Uzbekistan – 0.2%
	450	Republic of Uzbekistan Bond, 144A		3.700%		11/25/30		BB–		435,375

39

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		Uzbekistan (continued)
$	1,345	Republic of Uzbekistan International Bond, 144A						5.375%		2/20/29		BB–	$	1,463,817
	1,795	Total Uzbekistan												1,899,192
$	73,639	Total Sovereign Debt (cost $63,712,167)												63,183,975
Principal Amount (000)		Description (1)	Coupon (8)		Reference Rate (8)		Spread (8)		Maturity (9)		Ratings (2)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 6.6% (8)
		Aerospace & Defense – 0.2%
$	1,437	TransDigm, Inc., Term Loan E		2.334%		1-Month LIBOR		2.250%		5/30/25		Ba3	$	1,420,634
		Airlines – 0.2%
	350	Mileage Plus Holdings LLC, Term Loan B		6.250%		3-Month LIBOR		5.250%		6/20/27		Baa3		372,204
	175	SkyMiles IP Ltd., Term Loan B		4.750%		3-Month LIBOR		3.750%		10/20/27		Baa1		186,365
	1,492	United Airlines, Inc., Term Loan B		4.500%		3-Month LIBOR		3.750%		4/21/28		Ba1		1,506,156
	2,017	Total Airlines												2,064,725
		Auto Components – 0.1%
	848	Clarios Global LP, Term Loan B		3.337%		1-Month LIBOR		3.250%		4/30/26		B1		845,209
	446	Les Schwab Tire Centers, Term Loan B		4.000%		3-Month LIBOR		3.250%		11/02/27		B		447,185
	1,294	Total Auto Components												1,292,394
		Beverages – 0.1%
	223	Arterra Wines Canada, Inc., Term Loan		4.250%		3-Month LIBOR		3.500%		11/25/27		B1		223,847
	400	City Brewing Company, LLC, Term Loan		4.250%		3-Month LIBOR		3.500%		4/05/28		B+		397,166
	623	Total Beverages												621,013
		Building Products – 0.2%
	429	Cornerstone Building Brands, Inc., Term Loan B		3.750%		1-Month LIBOR		3.250%		4/12/28		B+		428,662
	980	Quikrete Holdings, Inc., Term Loan, First Lien		2.585%		1-Month LIBOR		2.500%		1/31/27		BB–		972,906
	1,409	Total Building Products												1,401,568
		Chemicals – 0.4%
	1,110	Messer Industries GmbH, Term Loan		2.584%		3-Month LIBOR		2.500%		3/01/26		BB–		1,106,258
	2,436	PolyOne Corporation, Term Loan B5		1.834%		1-Month LIBOR		1.750%		1/30/26		BB+		2,433,534
	70	WR Grace Holdings LLC, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		BB+		70,339
	3,616	Total Chemicals												3,610,131
		Commercial Services & Supplies – 0.7%
	987	Amentum Government Services Holdings LLC, Term Loan B		3.584%		1-Month LIBOR		3.500%		1/31/27		B1		988,325
	1,870	Filtration Group Corporation, Term Loan, First Lien		3.084%		1-Month LIBOR		3.000%		3/28/25		B		1,862,756

40

Principal Amount (000)		Description (1)	Coupon (8)		Reference Rate (8)		Spread (8)		Maturity (9)		Ratings (2)		Value
		Commercial Services & Supplies (continued)
$	249	GFL Environmental Inc., Term Loan		3.500%		3-Month LIBOR		3.000%		5/30/25		BB–	$	249,489
	1,477	Gopher Resource, LLC, Term Loan, First Lien		4.250%		1-Month LIBOR		3.250%		1/28/25		B		1,370,259
	161	Prime Security Services Borrower, LLC, Term Loan		3.500%		12-Month LIBOR		2.750%		9/23/26		BB–		160,781
	123	Prime Security Services Borrower, LLC, Term Loan		3.500%		1-Month LIBOR		2.750%		9/23/26		BB–		122,998
	160	Prime Security Services Borrower, LLC, Term Loan		3.500%		6-Month LIBOR		2.750%		9/23/26		BB–		160,780
	244	Prometric Holdings, Inc., Term Loan, First Lien		4.000%		1-Month LIBOR		3.000%		1/29/25		B2		243,293
	768	Spin Holdco Inc., Term Loan		4.750%		3-Month LIBOR		4.000%		3/04/28		B–		771,086
	6,039	Total Commercial Services & Supplies												5,929,767
		Construction & Engineering – 0.1%
	499	AECOM, Term Loan B		1.834%		1-Month LIBOR		1.750%		4/13/28		BBB–		499,436
	500	Aegion Corporation, Term Loan		5.500%		3-Month LIBOR		4.750%		5/17/28		B		504,375
	999	Total Construction & Engineering												1,003,811
		Containers & Packaging – 0.2%
	499	Plaze, Inc., Term Loan B		3.584%		1-Month LIBOR		3.500%		8/03/26		B		496,555
	246	Pregis TopCo Corporation, Term Loan, First Lien		4.084%		1-Month LIBOR		4.000%		8/01/26		B2		246,239
	302	Reynolds Consumer Products LLC, Term Loan		1.834%		1-Month LIBOR		1.750%		2/04/27		BBB–		301,863
	248	Reynolds Group Holdings Inc. , Term Loan B2		3.334%		1-Month LIBOR		3.250%		2/05/26		B+		246,729
	195	Tank Holding Corp., Term Loan		3.592%		1-Month LIBOR		3.500%		3/26/26		B2		195,418
	1	Tank Holding Corp., Term Loan		3.592%		3-Month LIBOR		3.500%		3/26/26		B2		499
	1,491	Total Containers & Packaging												1,487,303
		Distributors – 0.1%
	455	Univar Solutions USA Inc., Term Loan B6		2.084%		1-Month LIBOR		2.000%		6/03/28		BBB–		454,676
		Diversified Telecommunication Services – 0.0%
	312	Zayo Group Holdings, Inc., Term Loan		3.084%		1-Month LIBOR		3.000%		3/09/27		B1		309,387
		Electrical Equipment – 0.0%
	400	Ingram Micro Inc., Term Loan B		4.000%		3-Month LIBOR		3.500%		7/02/28		BB+		401,450
		Energy Equipment & Services – 0.1%
	539	Apergy Corporation, Term Loan		6.000%		3-Month LIBOR		5.000%		6/03/27		BBB–		549,507
		Food & Staples Retailing – 0.0%
	198	Chobani, LLC, Term Loan B		4.500%		1-Month LIBOR		3.500%		10/23/27		B–		198,760
		Food Products – 0.2%
	480	Hostess Brands, LLC, Term Loan		3.000%		1-Month LIBOR		2.250%		8/03/25		BB–		478,531

41

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon (8)		Reference Rate (8)		Spread (8)		Maturity (9)		Ratings (2)		Value
		Food Products (continued)
$	1,269	Hostess Brands, LLC, Term Loan		3.000%		3-Month LIBOR		2.250%		8/03/25		BB–	$	1,267,133
	1,749	Total Food Products												1,745,664
		Health Care Providers & Services – 0.4%
	1,178	Gentiva Health Services, Inc., Term Loan		2.834%		1-Month LIBOR		2.750%		7/02/25		BB+		1,178,767
	1,153	RegionalCare Hospital Partners Holdings, Inc., Term Loan B		3.835%		1-Month LIBOR		3.750%		11/16/25		B1		1,152,865
	1,482	Select Medical Corporation, Term Loan B		2.340%		1-Month LIBOR		2.250%		3/06/25		Ba2		1,475,970
	3,813	Total Health Care Providers & Services												3,807,602
		Health Care Technology – 0.1%
	10	Change Healthcare Holdings LLC, Term Loan B		3.500%		1-Month LIBOR		2.500%		3/01/24		B+		10,044
	1,126	Change Healthcare Holdings LLC, Term Loan B		3.500%		3-Month LIBOR		2.500%		3/01/24		B+		1,126,071
	1,136	Total Health Care Technology												1,136,115
		Hotels, Restaurants & Leisure – 0.1%
	297	Caesars Resort Collection, LLC, Term Loan B1		3.583%		3-Month LIBOR		3.500%		7/20/25		B+		297,597
	496	IRB Holding Corp, Term Loan		4.250%		3-Month LIBOR		3.250%		12/15/27		B		497,607
	490	Scientific Games International, Inc., Term Loan B5		2.834%		1-Month LIBOR		2.750%		8/14/24		B+		488,288
	1,283	Total Hotels, Restaurants & Leisure												1,283,492
		Household Durables – 0.0%
	13	Weber-Stephen Products LLC, Term Loan B		4.000%		6-Month LIBOR		3.250%		10/30/27		B1		13,215
	437	Weber-Stephen Products LLC, Term Loan B		4.000%		1-Month LIBOR		3.250%		10/30/27		B1		437,845
	450	Total Household Durables												451,060
		Insurance – 0.4%
	1,584	AssuredPartners, Inc., Term Loan B		4.000%		1-Month LIBOR		3.500%		2/13/27		B1		1,585,115
	491	Hub International Limited, Term Loan B		4.000%		3-Month LIBOR		3.250%		4/25/25		B		492,186
	16	OneDigital Borrower LLC, Delayed Draw Term Loan		5.250%		3-Month LIBOR		5.250%		10/29/27		N/R		15,710
	483	OneDigital Borrower LLC, Term Loan		5.250%		3-Month LIBOR		4.500%		10/29/27		N/R		485,783
	491	USI, Inc., Repriced Term Loan		3.132%		3-Month LIBOR		3.000%		5/16/24		B		488,330
	3,065	Total Insurance												3,067,124
		Interactive Media & Services – 0.1%
	748	Rackspace Technology Global, Inc., Term Loan B		3.500%		3-Month LIBOR		2.750%		2/09/28		B+		743,535
		Internet & Direct Marketing Retail – 0.1%
	473	CNT Holdings I Corp, Term Loan		4.500%		3-Month LIBOR		3.750%		11/08/27		B		473,710

42

Principal Amount (000)		Description (1)	Coupon (8)		Reference Rate (8)		Spread (8)		Maturity (9)		Ratings (2)		Value
		Internet Software & Services – 0.1%
$	498	IGT Holding IV AB, Term Loan		4.250%		3-Month LIBOR		3.750%		3/29/28		B	$	499,368
		IT Services – 0.2%
	1,770	NeuStar, Inc., Term Loan B5		5.500%		1-Month LIBOR		4.500%		8/08/24		B+		1,774,564
		Life Sciences Tools & Services – 0.3%
	323	Avantor Funding, Inc., Term Loan B5		2.750%		1-Month LIBOR		2.250%		11/06/27		BB+		324,285
	2,447	PPD, Inc., Initial Term Loan		2.500%		1-Month LIBOR		2.000%		1/13/28		Ba2		2,445,846
	2,770	Total Life Sciences Tools & Services												2,770,131
		Machinery – 0.1%
	748	Blount International Inc., Term Loan B		4.750%		1-Month LIBOR		3.750%		4/12/23		B2		750,145
	440	Vertical US Newco Inc, Term Loan B		4.000%		3-Month LIBOR		3.500%		7/31/27		B+		440,999
	1,188	Total Machinery												1,191,144
		Media – 0.2%
	298	Banijay Entertainment S.A.S, Term Loan		3.833%		1-Month LIBOR		3.750%		3/01/25		B1		297,610
	173	Cablevision Lightpath LLC, Term Loan B		3.750%		1-Month LIBOR		3.250%		12/01/27		B+		174,078
	1,050	DirecTV Financing, LLC, Term Loan		5.750%		3-Month LIBOR		5.000%		8/02/27		BBB–		1,051,859
	1,521	Total Media												1,523,547
		Metals & Mining – 0.1%
	485	Zekelman Industries, Inc., Term Loan		2.083%		1-Month LIBOR		2.000%		1/24/27		BB+		480,987
		Oil, Gas & Consumable Fuels – 0.1%
	246	Delek US Holdings, Inc., Term Loan B		6.500%		1-Month LIBOR		5.500%		3/30/25		BB+		247,050
	47	DT Midstream, Inc, Term Loan B		2.500%		3-Month LIBOR		2.000%		6/10/28		Baa2		47,328
	437	DT Midstream, Inc, Term Loan B		2.500%		6-Month LIBOR		2.000%		6/10/28		Baa2		436,876
	730	Total Oil, Gas & Consumable Fuels												731,254
		Paper & Forest Products – 0.1%
	866	Asplundh Tree Expert, LLC, Term Loan B		1.834%		1-Month LIBOR		1.750%		9/04/27		BBB–		864,145
		Pharmaceuticals – 0.5%
	652	Bausch Health Companies Inc., Term Loan B		3.084%		1-Month LIBOR		3.000%		6/02/25		BB		651,396
	1,425	Endo Luxembourg Finance Company I S.a r.l., Term Loan		6.000%		3-Month LIBOR		5.000%		3/25/28		B–		1,396,520
	2,244	Jazz Financing Lux S.a.r.l., Term Loan		4.000%		1-Month LIBOR		3.500%		5/05/28		BB+		2,249,997
	500	Organon & Co, Term Loan		3.500%		3-Month LIBOR		3.000%		6/02/28		BB		501,875
	4,821	Total Pharmaceuticals												4,799,788
		Professional Services – 0.2%
	1,675	Dun & Bradstreet Corporation (The), Term Loan		3.336%		1-Month LIBOR		3.250%		2/08/26		BB+		1,675,408
		Semiconductors & Semiconductor Equipment – 0.1%
	849	Ultra Clean Holdings, Inc, Term Loan B		3.834%		1-Month LIBOR		3.750%		8/27/25		B1		851,194

43

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Principal Amount (000)		Description (1)	Coupon (8)		Reference Rate (8)		Spread (8)		Maturity (9)		Ratings (2)		Value
		Software – 0.0%
$	319	Camelot U.S. Acquisition 1 Co., Term Loan B		3.084%		1-Month LIBOR		3.000%		10/31/26		B1	$	318,880
	124	Ultimate Software Group Inc(The), Term Loan		4.000%		3-Month LIBOR		3.250%		5/03/26		B1		124,159
	443	Total Software												443,039
		Specialty Retail – 0.3%
	1,000	PetSmart, Inc., Term Loan B		4.500%		6-Month LIBOR		3.750%		2/12/28		BB–		1,003,570
	1,955	Staples, Inc., Term Loan		5.126%		3-Month LIBOR		5.000%		4/12/26		B		1,869,469
	2,955	Total Specialty Retail												2,873,039
		Technology Hardware, Storage & Peripherals – 0.2%
	330	Dell International LLC, Term Loan B		2.000%		1-Month LIBOR		1.750%		9/19/25		BBB–		330,292
	1,114	Western Digital Corporation, Term Loan B4		1.838%		1-Month LIBOR		1.750%		4/29/23		Baa2		1,115,706
	1,444	Total Technology Hardware, Storage & Peripherals												1,445,998
		Textiles, Apparel & Luxury Goods – 0.2%
	1,363	Samsonite International S.A., Term Loan B		1.834%		1-Month LIBOR		1.750%		4/25/25		Ba2		1,341,302
		Wireless Telecommunication Services – 0.1%
	1,000	GOGO Intermediate Holdings LLC, Term Loan B		4.500%		3-Month LIBOR		3.750%		4/30/28		B		1,002,605
$	57,924	Total Variable Rate Senior Loan Interests (cost $57,503,313)												57,720,941
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 6.0% (10)
		Banks – 5.3%
$	1,650	Banco Bilbao Vizcaya Argentaria SA						6.500%		N/A (7)		Ba2	$	1,794,375
	1,480	Banco Mercantil del Norte SA/Grand Cayman, 144A						6.750%		N/A (7)		Ba2		1,561,400
	4,460	Banco Santander SA						4.750%		N/A (7)		Ba1		4,542,822
	1,375	Bancolombia SA						4.625%		12/18/29		Ba3		1,392,187
	1,250	Bangkok Bank PCL/Hong Kong, 144A						5.000%		N/A (7)		Ba1		1,300,000
	3,990	Barclays PLC						6.125%		N/A (7)		BBB–		4,416,451
	3,630	BNP Paribas SA, 144A						6.625%		N/A (7)		BBB		3,928,386
	2,215	Credit Agricole SA, 144A						8.125%		N/A (7)		BBB		2,674,612
	3,395	HSBC Holdings PLC						6.000%		N/A (7)		BBB		3,721,769
	595	Intesa Sanpaolo SpA, 144A						7.700%		N/A (7)		BB–		672,285
	1,700	Itau Unibanco Holding SA/Cayman Island, 144A						3.875%		4/15/31		B1		1,648,167
	2,265	Lloyds Banking Group PLC						7.500%		N/A (7)		Baa3		2,627,646
	1,500	Lloyds Banking Group PLC						7.500%		N/A (7)		Baa3		1,678,125

44

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Banks (continued)
$	2,000	Macquarie Bank Ltd/London, 144A		6.125%		N/A (7)		BB+	$	2,192,000
	1,700	Mizrahi Tefahot Bank Ltd, 144A		3.077%		4/07/31		BBB		1,719,125
	2,000	Natwest Group PLC		8.000%		N/A (7)		BBB–		2,362,500
	1,130	NatWest Group PLC		6.000%		N/A (7)		BBB–		1,264,617
	1,925	NatWest Group PLC		4.600%		N/A (7)		BBB–		1,934,240
	2,540	Nordea Bank Abp, 144A		6.625%		N/A (7)		BBB+		2,919,425
	1,760	Societe Generale SA, 144A, (3)		4.750%		N/A (7)		BB+		1,798,509
	42,560	Total Banks								46,148,641
		Capital Markets – 0.7%
	2,000	Credit Suisse Group AG, 144A		6.375%		N/A (7)		BB+		2,195,000
	2,105	Deutsche Bank AG		6.000%		N/A (7)		BB–		2,215,513
	1,000	UBS Group AG, 144A, (3)		3.875%		N/A (7)		BBB		999,890
	640	UBS Group AG, 144A		7.000%		N/A (7)		BBB		698,214
	5,745	Total Capital Markets								6,108,617
$	48,305	Total Contingent Capital Securities (cost $50,772,581)								52,257,258
Shares		Description (1)	Coupon				Ratings (2)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 0.6%
		Diversified Financial Services – 0.2%
	14,600	AgriBank FCB, (11)		6.875%				BBB+	$	1,569,500
		Insurance – 0.4%
	49,000	Assurant Inc		5.250%				BB+		1,323,980
	70,000	Enstar Group Ltd		7.000%				BB+		2,050,300
		Total Insurance								3,374,280
		Total $25 Par (or similar) Retail Preferred (cost $4,435,000)								4,943,780
Principal Amount (000)		Description (1)			Optional Call Provisions (12)		Ratings (2)		Value
		MUNICIPAL BONDS – 0.1%
		New York – 0.1%
$	790	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+	$	878,369
$	790	Total Municipal Bonds (cost $790,000)								878,369
		Total Long-Term Investments (cost $835,365,061)								849,515,808

45

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

Shares		Description (1)	Coupon				Value
		INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 1.9%
		MONEY MARKET FUNDS – 1.9%
	16,645,863	State Street Navigator Securities Lending Government Money Market Portfolio, (13)		0.030% (14)			$	16,645,863
		Total Investments Purchased with Collateral from Securities Lending (cost $16,645,863)						16,645,863
Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 6.1%
		REPURCHASE AGREEMENTS – 6.1%
$	52,752	Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/21, repurchase price $52,751,909, collateralized by $47,261,100, U.S. Treasury Inflation Indexed Bonds, 0.125%, due 4/15/22, value $53,807,043		0.000%		10/01/21	$	52,751,909
		Total Short-Term Investments (cost $52,751,909)						52,751,909
		Total Investments (cost $904,762,833) – 105.6%						918,913,580
		Other Assets Less Liabilities – (5.6)% (15)						(48,850,187)
		Net Assets – 100%					$	870,063,393

Investments in Derivatives

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	)		12/21	$	(24,701,817	)	$	(24,548,438	)	$	153,379	$	(17,188	)
U.S. Treasury Ultra 10-Year Note		(200	)		12/21		(29,580,850	)		(29,050,000	)		530,850		(34,375	)
Total						$	(54,282,667	)	$	(53,598,438	)	$	684,229	$	(51,563	)

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).

46

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	$	—	$	350,231,834	$	—	$	350,231,834
Asset-Backed and Mortgage-Backed Securities		—		246,688,687		2,337,829		249,026,516
$1,000 Par (or similar) Institutional Preferred		—		71,273,135		—		71,273,135
Sovereign Debt		—		63,183,975		—		63,183,975
Variable Rate Senior Loan Interests		—		57,720,941		—		57,720,941
Contingent Capital Securities		—		52,257,258		—		52,257,258
$25 Par (or similar) Retail Preferred		3,374,280		1,569,500		—		4,943,780
Municipal Bonds		—		878,369		—		878,369
Investments Purchased with Collateral from Securities Lending		16,645,863		—		—		16,645,863
Short-Term Investments:
Repurchase Agreements		—		52,751,909		—		52,751,909
Investments in Derivatives:
Futures Contracts*		684,229		—		—		684,229
Total	$	20,704,372	$	896,555,608	$	2,337,829	$	919,597,809

* Represents net unrealized appreciation (depreciation).

47

Nuveen Strategic Income Fund (continued)

Portfolio of Investments    September 30, 2021

(Unaudited)

For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(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 $16,121,864.

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

(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) Perpetual security. Maturity date is not applicable.

(8) 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.

(9) 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.

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

(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) 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 collateral maintained by the Fund shall have a market value, at the inception of each loan, equal to not less than 100% of the market value of the loaned securities. The cash collateral received by the Fund is invested in this money market fund.

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

(15) 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.

LIBOR London Inter-Bank Offered Rate

SOFR30A 30 Day Average Secured Overnight Financing 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.

48