JMM	Nuveen Multi-Market Income Fund Portfolio of Investments    March 31, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 149.6% (100.0% of Total Investments)
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 126.3% (84.4% of Total Investments)
$	885	321 Henderson Receivables LLC, Series 2012-1A, 144A		7.140%		2/15/67		A2	$	1,026,610
	500	321 Henderson Receivables LLC, Series 2016-1A, 144A		5.190%		6/17/69		Baa2		497,440
	376	321 Henderson Receivables Trust Series 2012-2A, 144A		6.770%		10/17/61		A2		432,160
	233	321 Henderson Receivables VI LLC, Series 2010-1A, 144A		9.310%		7/15/61		Aaa		276,025
	250	ACE Securities Corp Manufactured Housing Trust, Series 2003-MH1, 144A		6.500%		8/15/30		AA		256,157
	500	Adams Outdoor Advertising LP, Series 2018-1 B, 144A		5.653%		11/15/48		BBB		482,117
	1,672	American Homes 4 Rent, Series 2015-SFR2, 144A		0.000%		10/17/52		N/R		17
	175	AMSR 2019-SFR1 Trust, Series 2019-SFR1 D, 144A		3.247%		1/19/39		Baa2		139,654
	520	Applebee’s Funding LLC / IHOP Funding LLC, Series 2019-1A, 144A		4.723%		6/07/49		BBB		449,108
	300	Barclays Commercial Mortgage, Mortgage Pass-Through Certificates, Series 2015-SRCH, 144A		4.957%		8/10/35		BBB-		259,357
	500	Barclays Commercial Mortgage, Mortgage Pass-Through Certificates, Series 2015-STP, 144A		4.284%		9/10/28		BBB-		493,258
	45	Bayview Financial Acquisition Trust Series 2006C		5.852%		11/28/36		Caa3		42,315
	29	Bayview Financial Acquisition Trust, Series 2006-C		5.638%		11/28/36		A+		28,521
	—	Bayview Financial Acquisition Trust, Series 2006-D		5.932%		12/28/36		Aaa		42
	2	Bayview Financial Acquisition Trust, Series 2007-A		6.205%		5/28/37		AA+		1,815
	363	Bayview Financial Mortgage Pass-Through Trust, Mortgage Pass-Through Certificate Series 2005-D		5.500%		12/28/35		AA		345,500
	420	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		2.505%		10/15/36		N/R		367,762
	500	CARS-DB4 LP, 144A		4.520%		2/15/50		BBB		358,100
	104	Chase Funding Mortgage Loan Asset-Backed Certificates, Series 2003-3		5.160%		3/25/33		Ba1		101,335
	500	CHL GMSR Issuer Trust, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.237%		5/25/23		N/R		461,672
	425	Citigroup Commercial Mortgage Trust 2015-GC29		4.176%		4/10/48		A-		359,859
	600	Citigroup Commercial Mortgage Trust 2016-P5, 144A		3.000%		10/10/49		BBB-		412,528
	450	Citigroup Commercial Mortgage Trust 2018-TBR, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		2.505%		12/15/36		BBB-		297,520
	500	Citigroup Commercial Mortgage Trust 2019-PRM, 144A		4.350%		5/10/36		Baa3		460,220
	500	Commercial Mortgage Pass-Through Certificates 2013-LC13, 144A		5.288%		8/10/46		BBB-		441,518
	775	Commercial Mortgage Pass-Through Certificates 2015-CR22		4.110%		3/10/48		A-		671,277
	450	Commercial Mortgage Pass-Through Certificates 2015-CR25		4.540%		8/10/48		A-		384,609
	511	Commercial Mortgage Pass-Through Certificates, Series 2015-CR26		4.484%		10/10/48		A-		434,564
	111	Common bond Student Loan Trust, Series 2017-BGC, 144A		4.440%		9/25/42		Aa3		112,677
	464	Connecticut Avenue Securities Trust 2019-R03, 144A, (1-Month LIBOR reference rate + 2.150% spread), (3)		3.097%		9/25/31		Aaa		380,159
	1,000	Connecticut Avenue Securities Trust 2019-R05, 144A, (1-Month LIBOR reference rate + 2.000% spread), (3)		2.947%		7/25/39		B+		844,784
	1,000	Connecticut Avenue Securities Trust 2019-R07, 144A, (1-Month LIBOR reference rate + 2.100% spread), (3)		3.047%		10/25/39		B		805,733
	89	Countrywide Alternative Loan Trust, Mortgage Pass-Through Certificates, Series 2003-J3		5.250%		11/25/33		Aaa		84,157
	115	Countrywide Alternative Loan Trust, Mortgage Pass-Through Certificates, Series 2004-J2		6.500%		3/25/34		AA+		116,885
	147	Countrywide Asset-Backed Certificates Trust, Series 2004-13		5.103%		5/25/35		Aaa		145,862
	250	CPT Mortgage Trust 2019-CPT, 144A		2.997%		11/13/39		N/R		190,528
	139	Credit Suisse CSMC Mortgage-Backed Trust, Pass-Through Certificates, Series 2006-7		6.000%		8/25/36		Caa3		89,524
	429	Credit Suisse First Boston Mortgage Securities Corporation, Mortgage-Backed Pass-Through Certificates, Series 2003-8		6.168%		4/25/33		AAA		407,037
	86	Credit Suisse First Boston Mortgage Securities Corporation, Mortgage-Backed Pass-Through Certificates, Series 2005-11 6A7		6.000%		12/25/35		D		10,120
	311	Credit-Based Asset Servicing and Securitization Pool 2007-SP1, 144A		5.260%		12/25/37		Aaa		307,261
	250	CSMC 2014-USA OA LLC 2014 E, 144A		4.373%		9/15/37		B-		182,756
	1,173	DB Master Finance LLC 2017 1-A, 144A		4.030%		11/20/47		BBB		1,100,966
	122	Domino’s Pizza Master Issuer LLC, Series DPABS 2017-1A A2II, 144A		3.082%		7/25/47		BBB+		117,951
	1,158	Dominos Pizza Master Issuer LLC, Series 2015-1A, 144A		4.474%		10/25/45		BBB+		1,123,851

1

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	609	Driven Brands Funding LLC, HONK-2018-1A, 144A		4.739%		4/20/48		BBB-	$	589,298
	1,460	Driven Brands Funding LLC, HONK-2019-1A, 144A		4.641%		4/20/49		BBB-		1,396,963
	8	Fannie Mae Mortgage Pool FN 596680, (4)		7.000%		9/01/31		N/R		8,238
	15	Fannie Mae Mortgage Pool FN 709700, (4)		5.500%		6/01/33		N/R		16,300
	3	Fannie Mae Mortgage Pool FN 745279, (4)		5.000%		2/01/21		N/R		3,018
	78	Fannie Mae Mortgage Pool FN 745324, (4)		6.000%		3/01/34		Aaa		86,138
	43	Fannie Mae Mortgage Pool FN 763687, (4)		6.000%		1/01/34		N/R		48,141
	69	Fannie Mae Mortgage Pool FN 766070, (4)		5.500%		2/01/34		N/R		77,073
	30	Fannie Mae Mortgage Pool FN 828346, (4)		5.000%		7/01/35		N/R		33,300
	14	Fannie Mae Mortgage Pool FN 878059, (4)		5.500%		3/01/36		N/R		15,911
	13	Fannie Mae Mortgage Pool FN 882685, (4)		6.000%		6/01/36		N/R		14,278
	51	Fannie Mae Mortgage Pool FN 995018, (4)		5.500%		6/01/38		N/R		57,275
	1,454	Fannie Mae Mortgage Pool FN AS8583, (WI/DD)		3.500%		1/01/47		Aaa		1,541,421
	1,079	Fannie Mae Mortgage Pool FN AW4182, (4)		3.500%		2/01/44		N/R		1,157,601
	113	Fannie Mae Mortgage Pool FN BH4019, (4)		4.000%		9/01/47		N/R		120,839
	1,655	Fannie Mae Mortgage Pool FN BM5126, (WI/DD)		3.500%		1/01/48		N/R		1,781,532
	424	Fannie Mae Mortgage Pool FN BM5839, (4)		3.500%		11/01/47		Aaa		456,736
	525	Fannie Mae Mortgage Pool FN BM6038, (4)		4.000%		1/01/45		Aaa		576,806
	2,413	Fannie Mae Mortgage Pool FN MA3305, (4)		3.500%		3/01/48		N/R		2,550,011
	158	Fannie Mae Mortgage Pool FN MA3332		3.500%		4/01/48		Aaa		166,477
	7,666	Fannie Mae Mortgage Pool FN MA3333, (4)		4.000%		4/01/48		Aaa		7,965,598
	2,526	Fannie Mae Mortgage Pool FN MA3871, (4)		3.000%		12/01/49		N/R		2,647,227
	1,355	Fannie Mae Mortgage Pool FN MA3990, (4)		2.500%		4/01/50		N/R		1,404,278
	1,870	Fannie Mae Mortgage Pool FNMA3416		4.500%		7/01/48		Aaa		2,014,419
	80	Fannie Mae REMIC, Series 2002-W1		5.593%		2/25/42		Aaa		90,212
	398	Fannie Mae REMIC, Series 2003-W1		3.337%		12/25/42		AAA		138,045
	256	Fannie Mae REMIC, Series 2018-81		3.000%		11/25/48		Aaa		26,214
	1,269	Focus Brands Funding LLC, Series 2017-1A, 144A		5.093%		4/30/47		BBB		1,046,612
	300	Four Seas LP, Series 2017-1A, 144A		4.950%		8/28/27		N/R		290,837
	17	Freddie Mac Gold Pool C00676, (4)		6.500%		11/01/28		N/R		19,473
	2,491	Freddie Mac Gold Pool G08528, (4)		3.000%		4/01/43		Aaa		2,633,885
	971	Freddie Mac Gold Pool G08566, (4)		3.500%		1/01/44		N/R		1,041,777
	2,079	Freddie Mac Gold Pool G08747, (4)		3.000%		2/01/47		Aaa		2,192,397
	1,244	Freddie Mac Gold Pool G18497, (4)		3.000%		1/01/29		N/R		1,303,622
	1,401	Freddie Mac Gold Pool G60138, (4)		3.500%		8/01/45		Aaa		1,508,495
	788	Freddie Mac Gold Pool G60238, (4)		3.500%		10/01/45		Aaa		845,139
	1,552	Freddie Mac Gold Pool Q40718, (4)		3.500%		5/01/46		N/R		1,653,070
	2,246	Freddie Mac Gold Pool Q40841, (4)		3.000%		6/01/46		N/R		2,374,800
	500	Freddie Mac MultiFamily Mortgage Trust, Structured Pass-Through Certificates, Series 2017-K724, 144A		3.485%		11/25/23		BBB-		475,152
	993	Freddie Mac Structured Agency Credit Risk Debt Notes, Series STARC 2019-HQA1, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		3.297%		2/25/49		BB-		838,027
	500	Freddie Mac Structured Agency Credit Risk Debt Notes, Series STARC 2019-HQA4, 144A, (1-Month LIBOR reference rate + 2.050% spread), (3)		2.997%		11/25/49		B+		369,384
	327	GMAT Trust Mortgage Pool 2013-1A, 144A		5.000%		11/25/43		N/R		225,139
	76	Goldman Sachs Mortgage Securities Corporation, GSMPS Mortgage Pass-Through Certificates, Series 2001-2, 144A		7.500%		6/19/32		D		71,406
	442	Goldman Sachs Mortgage Securities Corporation, GSMPS Mortgage Pass-Through Certificates, Series 2003-3, 144A		7.000%		6/25/43		BBB		461,668
	388	Goldman Sachs Mortgage Securities Corporation, Mortgage Pass-Through Certificates, Series 2005-RP1, 144A		8.500%		1/25/35		B2		414,401
	543	Goldman Sachs Mortgage Securities Corporation, Mortgage Pass-Through Certificates, Series 2005-RP2 1A2, 144A		7.500%		3/25/35		AAA		551,902
	523	Goldman Sachs Mortgage Securities Corporation, Mortgage Pass-Through Certificates, Series 2005-RP3 1A2, 144A		7.500%		9/25/35		AAA		517,327
	345	Goldman Sachs Mortgage Securities Corporation, Mortgage Pass-Through Certificates, Series 2005-RP3 1A3, 144A		8.000%		9/25/35		B3		348,197
	500	Goldman Sachs Mortgage Securities Trust, Mortgage Pass-Through Certificates, Series 2013-GC16, 144A		5.311%		11/10/46		Baa2		439,480
	550	Goldman Sachs Mortgage Securities Trust, Mortgage Pass-Through Certificates, Series 2015-GC30		4.087%		5/10/50		N/R		462,602
	500	Goldman Sachs Mortgage Securities Trust, Mortgage Pass-Through Certificates, Series 2015-GC32		3.345%		7/10/48		BBB-		374,945

2

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	170	Government National Mortgage Association Pool 604567, (4)		5.500%		8/15/33		N/R	$	195,264
	91	Government National Mortgage Association Pool 631574, (4)		6.000%		7/15/34		N/R		103,493
	478	Horizon Aircraft Finance II Ltd, Series 2019-1 B, 144A		4.703%		7/15/39		BBB		301,561
	246	Horizon Aircraft Finance III Ltd, Series 2019-2B, 144A		4.458%		11/15/39		BBB		150,499
	245	Impac Secured Assets Corporation, Mortgage Pass-Through Certificates, Series 2000-3		8.000%		10/25/30		CC		227,217
	500	JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, 144A		3.000%		10/15/50		BBB-		325,822
	267	JPMorgan Alternative Loan Trust 2006-S1, Mortgage Pass-Through Certificates		6.500%		3/25/36		D		195,581
	500	JPMorgan Chase Commercial Mortgage Securities Corporation, Series 2016-JP4, 144A		3.438%		12/15/49		BBB-		350,943
	500	JPMorgan Chase Commercial Mortgage Securities Trust 2018-BCON, 144A		3.756%		1/05/31		BBB-		464,846
	303	Master Performing Loan Trust 2005-1, 144A		7.500%		8/25/34		D		218,704
	779	Mid-State Capital Corporation Trust Notes, Series 2004-1 A		6.005%		8/15/37		AA+		804,086
	700	Mid-State Capital Corporation Trust Notes, Series 2005-1		5.745%		1/15/40		AA		713,760
	53	Mid-State Trust 2004-A		8.900%		8/15/37		A1		57,391
	367	Mid-State Trust 2010-1, 144A		5.250%		12/15/45		AAA		373,088
	315	Mid-State Trust 2010-1, 144A		7.000%		12/15/45		AAA		324,222
	225	Mid-State Trust XI		5.598%		7/15/38		Baa3		226,924
	500	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C28		4.627%		1/15/49		A3		423,890
	75	Morgan Stanley Mortgage Loan Trust, Pass-Through Certificates, Series 2006-2		5.750%		2/25/36		N/R		70,422
	267	Mortgage Asset Securitization Transaction inc., Alternative Loan Trust Mortgage Pass-Through Certificates Series 2004-1		7.000%		1/25/34		Aaa		279,852
	256	Mortgage Asset Securitization Transaction inc., Alternative Loan Trust Mortgage Pass-Through Certificates, 2004-5 6A1		7.000%		6/25/34		AA+		265,223
	199	Mortgage Asset Securitization Transactions inc., Mortgage Pass Through Certificates, Series 2003-11		5.250%		12/25/33		A		200,891
	500	MSCG Trust 2015-ALDR, 144A		3.462%		6/07/35		BBB-		360,541
	1,000	Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.455%		7/15/36		N/R		970,176
	312	New Residential Mortgage LLC, Series 2018-FNT1, 144A		4.690%		5/25/23		N/R		307,746
	324	New Residential Mortgage LLC, Series 2018-FNT2, 144A		4.920%		7/25/54		N/R		324,394
	455	New Residential Mortgage Loan Trust, Series 2014-1A, 144A		6.067%		1/25/54		BBB		454,047
	753	New Residential Mortgage Loan Trust, Series 2015-2A, 144A		5.531%		8/25/55		Baa1		746,036
	277	NRZ Excess Spread-Collateralized Notes Series 2018-PLS1, 144A		4.374%		1/25/23		N/R		265,291
	290	NRZ Excess Spread-Collateralized Notes Series 2018-PLS2, 144A		4.593%		2/25/23		N/R		290,553
	492	Planet Fitness Master Issuer LLC, Series PLNT 2018-1A, 144A		4.666%		9/05/48		BBB		438,069
	500	PNMAC FMSR ISSUER TRUST 2018-FT1, (1-Month LIBOR, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		2.837%		4/25/23		N/R		444,821
	500	PNMAC GMSR ISSUER TRUST 2018-GT1, (1-Month LIBOR, 144A, (1-Month LIBOR reference rate + 2.850% spread), (3)		3.797%		2/25/23		N/R		458,585
	500	PNMAC GMSR ISSUER TRUST 2018-GT2, (1-Month LIBOR, 144A, (1-Month LIBOR reference rate + 2.650% spread), (3)		3.138%		8/25/25		N/R		460,429
	500	Progress Residential Trust, Series 2017- SFR2, 144A		3.595%		12/17/34		Baa1		473,896
	360	RALI Trust, Series RALI 2005-QS12		5.500%		8/25/35		Caa2		319,970
	485	RBS Commercial Funding inc. 2013-SMV Trust Asset Backed Pass Through Certificates, Series 2004-KS1, 144A		3.584%		3/11/31		A+		449,700
	500	RMF Buyout Issuance Trust 2018-1, 144A		4.448%		11/25/28		Baa1		500,000
	111	Salomon Brothers Commercial Mortgage Trust Pass-Through VII Certificates, Series 2003-1 A2, 144A		6.000%		9/25/33		BB		106,676
	279	Sesac Finance LLC, Series 2019-1, 144A		5.216%		7/25/49		N/R		261,692
	479	Sierra Timeshare 2019-3 Receivables Funding LLC, Series 201-3A, 144A		4.180%		8/20/36		BB		429,871
	493	Sonic Capital LLC, Series 2018-1A, 144A		4.026%		2/20/48		BBB		491,212
	385	Sonic Capital LLC, Series 2020-1A, 144A, 144A		3.845%		1/20/50		BBB		368,257
	750	STACR Trust 2018-HRP2, 144A, (1-Month LIBOR reference rate + 2.400% spread), (3)		3.347%		2/25/47		BBB-		642,805
	366	STARR Trust, Series 2018-1, 144A		4.089%		5/15/43		A		277,235
	464	START Ireland Trust 2019-I, 144A		5.095%		3/15/44		BBB		292,185
	218	Structured Receivables Finance 2010-A LLC, 144A		5.218%		1/16/46		AAA		223,962
	608	Taco Bell Funding LLC, Series 2016-1A A23, 144A		4.970%		5/25/46		BBB		581,269
	486	Taco Bell Funding LLC, Series 2016-1A A2II, 144A		4.377%		5/25/46		BBB		469,722
	326	Thunderbolt Aircraft Lease Ltd, Series 2017A, 144A		4.212%		5/17/32		A		243,487
	100	Tricon American Homes 2016-SFR1 Trust, 144A		4.878%		11/17/33		N/R		95,230

3

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	450	UBS-Barclays Commercial Mortgage Trust 2013-C5, 144A		4.104%		3/10/46		A3	$	407,151
	500	Vericrest Opportunity Loan Trust 2019-NPL2, 144A		6.292%		2/25/49		N/R		366,169
	150	Vericrest Opportunity Loan Trust 2019-NPL7, 144A		3.967%		10/25/49		N/R		111,456
	500	Verus Securitization Trust 2017-1, 144A		5.273%		1/25/47		A		477,428
	1,000	VOLT LXXXIV LLC Trust 2019-NP10, 144A		3.967%		12/27/49		N/R		804,267
	307	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS4 Trust		5.500%		2/25/33		N/R		293,942
	18	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust		6.123%		8/25/38		Aaa		18,131
	977	Wendy’s Funding LLC, Series 2018-1A, 144A		3.573%		3/15/48		BBB		892,106
	494	Wendy’s Funding LLC, Series 2019-1A, 144A		3.783%		6/15/49		BBB		469,769
	250	WF-RBS Commercial Mortgage Trust, Commercial Mortgage Pass-Through Certificates, Series 2011-C2, 144A		5.392%		2/15/44		Aa2		244,248
	750	WF-RBS Commercial Mortgage Trust, Commercial Mortgage Pass-Through Certificates, Series 2011-C3, 144A		5.335%		3/15/44		A1		726,848
$	89,084	Total Asset-Backed Securities (cost $87,792,270)								83,777,448
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CORPORATE BONDS – 20.6% (13.8% of Total Investments)
		Aerospace & Defense – 0.2%
$	150	Triumph Group Inc		5.250%		6/01/22		CCC	$	123,750
		Air Freight & Logistics – 0.1%
	100	Cargo Aircraft Management Inc, 144A		4.750%		2/01/28		Ba3		92,750
		Auto Components – 0.3%
	200	Panther BF Aggregator 2 LP / Panther Finance Co Inc, 144A		8.500%		5/15/27		B3		174,480
		Banks – 0.4%
	250	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.500% spread), (3)		5.561%		6/07/23		N/R		241,625
		Building Products – 0.3%
	200	American Woodmark Corp, 144A		4.875%		3/15/26		BB		186,500
		Capital Markets – 1.2%
	200	Donnelley Financial Solutions Inc		8.250%		10/15/24		B		188,000
	225	Jefferies Finance LLC / JFIN Co-Issuer Corp, 144A		7.250%		8/15/24		BB-		193,500
	100	LPL Holdings Inc, 144A		4.625%		11/15/27		BB		91,462
	300	Morgan Stanley		4.875%		11/01/22		A-		314,970
	825	Total Capital Markets								787,932
		Chemicals – 1.5%
	250	Calumet Specialty Products Partners LP / Calumet Finance Corp, 144A		11.000%		4/15/25		B-		180,087
	200	CF Industries Inc		3.450%		6/01/23		BB+		196,514
	375	NOVA Chemicals Corp, 144A		5.000%		5/01/25		BB+		315,000
	250	OCI NV, 144A		6.625%		4/15/23		BB		227,500
	100	Univar Solutions USA Inc/Washington, 144A		5.125%		12/01/27		BB		91,000
	1,175	Total Chemicals								1,010,101
		Commercial Services & Supplies – 1.3%
	150	GFL Environmental Inc, 144A		7.000%		6/01/26		B-		145,187
	250	Pitney Bowes Inc		5.200%		4/01/23		BB		184,153
	200	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		5.750%		4/15/26		BB-		196,000
	78	RR Donnelley & Sons Co		7.875%		3/15/21		B-		78,975
	250	Waste Pro USA Inc, 144A		5.500%		2/15/26		B+		231,950
	928	Total Commercial Services & Supplies								836,265

4

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Communications Equipment – 0.1%
$	100	CommScope Inc, 144A		8.250%		3/01/27		B-	$	96,390
		Consumer Finance – 0.2%
	200	Curo Group Holdings Corp, 144A		8.250%		9/01/25		B-		141,000
		Containers & Packaging – 0.1%
	100	Silgan Holdings Inc, 144A		4.125%		2/01/28		BB		92,250
		Diversified Financial Services – 1.0%
	500	Golden State RE II Ltd, 144A, (3-Month LIBOR reference rate + 2.200% spread), (3)		4.057%		1/08/23		N/R		465,000
	225	Quicken Loans Inc, 144A		5.250%		1/15/28		Ba1		220,005
	725	Total Diversified Financial Services								685,005
		Diversified Telecommunication Services – 2.3%
	500	AT&T Inc		4.300%		2/15/30		A-		538,161
	175	Front Range BidCo Inc, 144A		4.000%		3/01/27		B1		167,453
	500	Qwest Corp		6.750%		12/01/21		BBB-		510,000
	200	Telenet Finance Luxembourg Notes Sarl, 144A		5.500%		3/01/28		BB+		185,965
	100	Verizon Communications Inc		3.000%		3/22/27		A-		105,233
	1,475	Total Diversified Telecommunication Services								1,506,812
		Electric Utilities – 0.2%
	200	Talen Energy Supply LLC		6.500%		6/01/25		B		129,460
		Energy Equipment & Services – 0.4%
	250	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.875%		4/01/27		B+		177,525
	250	Ensign Drilling Inc, 144A		9.250%		4/15/24		BB-		91,875
	500	Total Energy Equipment & Services								269,400
		Equity Real Estate Investment Trust – 0.8%
	300	CubeSmart LP		3.000%		2/15/30		BBB		279,639
	250	Iron Mountain Inc, 144A		5.250%		3/15/28		BB-		246,950
	550	Total Equity Real Estate Investment Trust								526,589
		Food & Staples Retailing – 0.4%
		Food & Staples Retailing
	250	Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 144A		7.500%		3/15/26		BB-		269,450
		Gas Utilities – 0.3%
	55	NGL Energy Partners LP / NGL Energy Finance Corp		6.125%		3/01/25		B+		18,700
	200	Suburban Propane Partners LP/Suburban Energy Finance Corp		5.875%		3/01/27		BB-		184,250
	255	Total Gas Utilities								202,950
		Health Care Providers & Services – 0.5%
	100	Centene Corp, 144A		4.250%		12/15/27		BBB-		100,190
	100	Centene Corp, 144A		4.625%		12/15/29		BBB-		100,500
	146	Encompass Health Corp		5.750%		11/01/24		B+		146,686
	346	Total Health Care Providers & Services								347,376
		Health Care Technology – 0.1%
	200	Exela Intermediate LLC / Exela Finance Inc, 144A		10.000%		7/15/23		CCC-		52,500
		Hotels, Restaurants & Leisure – 0.1%
	100	Yum! Brands Inc, 144A		7.750%		4/01/25		B+		105,000
		Household Durables – 0.3%
	250	M/I Homes Inc		5.625%		8/01/25		BB-		223,750

5

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Insurance – 0.7%
$	250	Genworth Holdings Inc		4.800%		2/15/24		B	$	216,250
	250	Nationstar Mortgage Holdings Inc, 144A		8.125%		7/15/23		B		244,450
	500	Total Insurance								460,700
		Leisure Products – 0.4%
	250	Mattel Inc, 144A		6.750%		12/31/25		B+		255,000
		Machinery – 0.5%
	200	Mueller Water Products Inc, 144A		5.500%		6/15/26		BB		193,500
	150	Navistar International Corp, 144A		6.625%		11/01/25		B+		124,875
	350	Total Machinery								318,375
		Media – 1.7%
	500	Altice France SA/France, 144A		7.375%		5/01/26		B		505,000
	250	Entercom Media Corp, 144A		7.250%		11/01/24		B-		208,750
	250	Nielsen Finance LLC / Nielsen Finance Co, 144A		5.000%		4/15/22		BB		230,455
	200	VTR Finance BV, 144A		6.875%		1/15/24		BB-		181,498
	1,200	Total Media								1,125,703
		Metals & Mining – 0.7%
	250	Alcoa Nederland Holding BV, 144A		6.125%		5/15/28		BB+		227,500
	150	Freeport-McMoRan Inc		3.875%		3/15/23		Ba1		142,875
	100	Freeport-McMoRan Inc		5.250%		9/01/29		Ba1		94,230
	500	Total Metals & Mining								464,605
		Oil, Gas & Consumable Fuels – 1.5%
	250	Denbury Resources Inc, 144A		9.000%		5/15/21		B		73,125
	250	Enable Midstream Partners LP		4.400%		3/15/27		BBB-		121,223
	100	EnLink Midstream LLC		5.375%		6/01/29		BB+		52,000
	300	Exxon Mobil Corp		2.992%		3/19/25		Aaa		316,108
	200	Genesis Energy LP / Genesis Energy Finance Corp		5.625%		6/15/24		B+		140,000
	275	PBF Holding Co LLC / PBF Finance Corp		7.250%		6/15/25		BB		184,332
	200	Southwestern Energy Co		7.500%		4/01/26		BB		131,000
	1,575	Total Oil, Gas & Consumable Fuels								1,017,788
		Pharmaceuticals – 0.8%
	100	Bausch Health Cos Inc, 144A		5.000%		1/30/28		B		94,670
	225	Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A		5.875%		10/15/24		B+		210,375
	220	Teva Pharmaceutical Finance Netherlands III BV		6.750%		3/01/28		BB		213,400
	545	Total Pharmaceuticals								518,445
		Real Estate Management & Development – 0.3%
	250	Hunt Cos Inc, 144A		6.250%		2/15/26		BB-		186,875
		Road & Rail – 0.6%
	200	Avis Budget Car Rental LLC / Avis Budget Finance Inc, 144A		6.375%		4/01/24		BB		160,000
	250	United Rentals North America Inc		4.875%		1/15/28		BB-		242,500
	450	Total Road & Rail								402,500
		Specialty Retail – 0.9%
	200	PetSmart Inc, 144A		8.875%		6/01/25		CCC+		181,000
	250	PGT Innovations Inc, 144A		6.750%		8/01/26		B+		235,729
	200	Staples Inc, 144A		10.750%		4/15/27		B-		153,460
	650	Total Specialty Retail								570,189
		Wireless Telecommunication Services – 0.4%
	250	Hughes Satellite Systems Corp		6.625%		8/01/26		BB		253,229
$	15,599	Total Corporate Bonds (cost $15,605,016)								13,674,744

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 1.2% (0.8% of Total Investments)
		Bahrain – 0.4%
$	250	Bahrain Government International Bond, 144A		7.000%		10/12/28		BB-	$	227,585
		Egypt – 0.5%
	400	Egypt Government International Bond, 144A		5.875%		6/11/25		B+		358,774
		El Salvador – 0.1%
	100	El Salvador Government International Bond, 144A		5.875%		1/30/25		B+		87,750
		Sri Lanka – 0.2%
	250	Sri Lanka Government International Bond, 144A		6.125%		6/03/25		B		147,492
$	1,000	Total Sovereign Debt (cost $994,734)								821,601
Principal Amount (000)		Description (1), (5)	Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 0.8% (0.5% of Total Investments)
		Banks – 0.5%
$	200	Banco Bilbao Vizcaya Argentaria SA		6.500%		N/A (6)		Ba2	$	155,000
	200	Societe Generale SA, 144A		6.750%		N/A (6)		BB+		166,750
	400	Total Banks								321,750
		Capital Markets – 0.3%
	200	UBS Group AG, 144A		7.000%		N/A (6)		BBB		188,000
$	600	Total Contingent Capital Securities (cost $600,000)								509,750
Principal Amount (000)		Description (1)			Optional Call Provision (7)		Ratings (2)		Value
		MUNICIPAL BONDS – 0.7% (0.5% of Total Investments)
		Illinois – 0.7%
$	500	Illinois State, General Obligation Bonds, Pension Funding Series 2003, 5.100%, 6/01/33				No Opt. Call		BBB	$	497,055
$	500	Total Municipal Bonds (cost $515,361)								497,055
		Total Long-Term Investments (cost $105,507,381)								99,280,598
		Reverse Repurchase Agreements – (47.2)% (8)								(31,317,782	)
		Other Assets Less Liabilities – (2.4)% (9)								(1,605,306	)
		Net Assets Applicable to Common Shares – 100%							$	66,357,510

Investments in Derivatives

Futures Contracts

Description	Contract Position		Number of Contracts			Expiration Date		Notional Amount*			Value			Unrealized Appreciation (Depreciation)			Variation Margin Receivable/ (Payable)
U.S. Treasury 2-Year Note		Short		(20	)		6/20	$	(4,343,726	)	$	(4,407,656	)	$	(63,930	)	$	625
U.S. Treasury 10-Year Note		Short		(38	)		6/20		(5,044,435	)		(5,270,125	)		(225,690	)		5,344
U.S. Treasury 10-Year Ultra Note		Short		(15	)		6/20		(2,209,767	)		(2,340,469	)		(130,702	)		4,922
U.S. Treasury Long Bond		Short		(11	)		6/20		(1,831,345	)		(1,969,688	)		(138,343	)		18,219
U.S. Treasury Ultra Bond		Long		33			6/20		6,629,993			7,321,875			691,882			(107,250	)
Total								$	(6,799,280	)	$	(6,666,063	)	$	133,218		$	(78,141	)

* The aggregate amount of long and short positions is $6,629,993 and $(13,429,273), respectively.

7

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2020
	(Unaudited)

Interest Rate Swaps – OTC Uncleared

Counterparty

Notional Amount

Fund Pay/Receive Floating Rate

Floating Rate Index

Fixed Rate (Annualized)

Fixed Rate Payment Frequency

Effective Date (10)

Optional Termination Date

Maturity Date

Value

Unrealized Appreciation (Depreciation)

Morgan Stanley Capital Services LLC

$

17,000,000

Receive

1-Month LIBOR

1.994

%

Monthly

6/01/18

7/01/25

7/01/27

$

(1,858,425

)

$

(1,858,425

)

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

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. A three-tier hierarchy 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 the reporting entity’s own 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 inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:

	Level 1		Level 2			Level 3		Total
Long-Term Investments:
Asset-Backed and Mortgage-Backed Securities	$	—	$	83,777,448		$	—	$	83,777,448
Corporate Bonds		—		13,674,744			—		13,674,744
Sovereign Debt		—		821,601			—		821,601
Contingent Capital Securities		—		509,750			—		509,750
Municipal Bonds		—		497,055			—		497,055
Investments in Derivatives:
Futures Contracts*		133,218		—			—		133,218
Interest Rate Swaps*		—		(1,858,425	)		—		(1,858,425	)
Total	$	133,218	$	97,422,173			—	$	97,555,391

* Represents net unrealized appreciation (depreciation).

8

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

(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

(2) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.

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

(4) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in reverse repurchase agreements. As of the end of the reporting period, investments with a value of $29,465,160 have been pledged as collateral for reverse repurchase agreements.

(5) Contingent Capital Securities (“CoCos”) are hybrid securities with loss absorption characteristics built into their terms 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.

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

(7) 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.

(8) Reverse Repurchase Agreements as a percentage of Total Investments is 31.5%.

(9) 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.

(10) Effective date represents the date on which both the Fund and counterparty commence interest payment accruals on each contract.

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

N/A Not Applicable.

WI/DD Purchased on a when-issued or delayed delivery basis.

9