JMM	Nuveen Multi-Market Income Fund Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 133.2% (97.5% of Total Investments)
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 94.4% (69.1% of Total Investments)
$	200	321 Henderson Receivables VI LLC, Series 2010-1A, 144A		9.310%		7/15/61		Aaa	$	236,668
	250	ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, 144A		6.500%		8/15/30		A+		261,226
	500	ACRE Commercial Mortgage Series 2021-FL4 Ltd, 144A, (1-Month LIBOR reference rate + 2.600% spread), (3)		2.708%		12/18/37		N/R		493,760
	500	Adams Outdoor Advertising LP, Series 2018-1B,144A		5.653%		11/15/48		BBB		527,618
	400	AIMCO CLO Series 2017-AA, 144A, (WI/DD)		1.688%		4/20/34		N/R		400,042
	60	Alternative Loan Trust, Series 2003-J3		5.250%		11/25/33		Aaa		61,342
	85	Alternative Loan Trust, Series 2004-J2		6.500%		3/25/34		AA+		86,562
	1,652	American Homes 4 Rent Trust, Series 2015-SFR2 Trust, (I/O), 144A		0.000%		10/17/52		N/R		17
	175	AMSR 2019-SFR1 Trust, 144A		3.247%		1/19/39		Baa2		181,064
	220	Bayview Financial Mortgage Pass-Through Trust, Series 2005-D		5.500%		12/28/35		Aa3		219,600
	30	Bayview Financial Mortgage Pass-Through Trust, Series 2006-C		6.352%		11/28/36		Caa3		29,668
	414	BX Commercial Mortgage Trust 2019-XL, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		1.906%		10/15/36		N/R		413,576
	500	CARS-DB4 LP, Series 2020-1A, 144A		4.520%		2/15/50		BBB		510,941
	954	CF Hippolyta LLC, Series 2020-1 B2, 144A		2.600%		7/15/60		A–		950,955
	91	Chase Funding Trust Series 2003-3		5.160%		3/25/33		BBB		93,028
	500	CHL GMSR Issuer Trust, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		2.859%		5/25/23		N/R		497,581
	425	Citigroup Commercial Mortgage Trust 2015-GC29		4.151%		4/10/48		A–		447,442
	600	Citigroup Commercial Mortgage Trust 2016-P5, 144A		3.000%		10/10/49		BBB–		471,148
	450	Citigroup Commercial Mortgage Trust 2018-TBR, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		1.906%		12/15/36		BBB–		436,488
	87	Citigroup Global Markets Mortgage Securities VII Inc, Series 2003-1, 144A		6.000%		9/25/33		CCC		86,383
	500	COMM 2013-LC13 Mortgage Trust, 144A		5.306%		8/10/46		BB–		456,035
	775	COMM 2015-CCRE22 Mortgage Trust		4.106%		3/10/48		A–		824,838
	450	COMM 2015-CCRE25 Mortgage Trust		4.534%		8/10/48		A–		474,562
	500	COMM 2015-CCRE26 Mortgage Trust		4.480%		10/10/48		A–		540,615
	61	Commonbond Student Loan Trust, Series 2017-B-GS, 144A		4.440%		9/25/42		Aa3		63,618
	627	Connecticut Avenue Securities Trust, Series 2019-R07, 144A, (1-Month LIBOR reference rate + 2.100% spread), (3)		2.209%		10/25/39		B		627,214
	600	Connecticut Avenue Securities Trust, Series 2020-R02, 144A, (1-Month LIBOR reference rate + 2.000% spread), (3)		2.109%		1/25/40		B		598,130
	250	CPT MORTGAGE TRUST, Series 2019-CPT, 144A		2.997%		11/13/39		N/R		239,518
	331	Credit Suisse First Boston Mortgage Securities Corp, Series 2003-8		6.174%		4/25/33		AAA		331,277
	500	Credit Suisse Mortgage Capital Certificates 2019-ICE4, 144A, (1-Month LIBOR reference rate + 1.600% spread), (3)		1.706%		5/15/36		Baa3		500,314
	156	Credit-Based Asset Servicing and Securitization LLC, Series 2007-SP1, 144A		4.945%		12/25/37		Aaa		159,125
	250	CSMC 2014-USA OA LLC, 144A		4.373%		9/15/37		B–		206,600
	119	CSMC Mortgage-Backed Trust 2006-7		6.000%		8/25/36		Caa3		74,038
	19	CWABS Asset-Backed Certificates Trust, Series 2004-13		5.603%		5/25/35		Aaa		19,410
	1,164	DB Master Finance LLC, Series 2017-1A, 144A		4.030%		11/20/47		BBB		1,235,481
	1,149	Domino’s Pizza Master Issuer LLC, Series 2015-1A, 144A		4.474%		10/25/45		BBB+		1,213,321
	121	Domino’s Pizza Master Issuer LLC, Series 2017-1A, 144A		3.082%		7/25/47		BBB+		121,443
	603	Driven Brands Funding LLC, Series 2018-1A, 144A		4.739%		4/20/48		BBB–		640,200
	1,445	Driven Brands Funding LLC, Series 2019-1A, 144A		4.641%		4/20/49		BBB–		1,522,907
	400	Dryden 49 Senior Loan Fund, 144A, (WI/DD)		0.000%		7/18/30		Aa1		400,000
	1,500	Fannie Mae TBA, (MDR), (WI/DD)		2.000%		TBA		Aaa		1,494,434
	2,000	Fannie Mae TBA, (MDR), (WI/DD)		3.000%		TBA		Aaa		2,083,594
	126	Fannie Mae Mortgage Pool FN 310200		3.000%		11/01/48		N/R		132,137
	11	Fannie Mae Mortgage Pool FN 709700, (4)		5.500%		6/01/33		N/R		13,171
	64	Fannie Mae Mortgage Pool FN 745324, (4)		6.000%		3/01/34		Aaa		70,619
	27	Fannie Mae Mortgage Pool FN 763687, (4)		6.000%		1/01/34		N/R		30,897
	64	Fannie Mae Mortgage Pool FN 766070, (4)		5.500%		2/01/34		N/R		73,344
	22	Fannie Mae Mortgage Pool FN 828346, (4)		5.000%		7/01/35		N/R		25,190
	11	Fannie Mae Mortgage Pool FN 878059, (4)		5.500%		3/01/36		N/R		12,701
	12	Fannie Mae Mortgage Pool FN 882685, (4)		6.000%		6/01/36		N/R		13,969

1

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	40	Fannie Mae Mortgage Pool FN 995018, (4)		5.500%		6/01/38		N/R	$	46,497
	795	Fannie Mae Mortgage Pool FN AS8583, (4)		3.500%		1/01/47		Aaa		846,507
	642	Fannie Mae Mortgage Pool FN AW4182, (4)		3.500%		2/01/44		N/R		692,469
	58	Fannie Mae Mortgage Pool FN BH4019, (4)		4.000%		9/01/47		N/R		62,558
	1,222	Fannie Mae Mortgage Pool FN BM5126, (4)		3.500%		1/01/48		N/R		1,317,493
	327	Fannie Mae Mortgage Pool FN BM5839, (4)		3.500%		11/01/47		Aaa		353,806
	370	Fannie Mae Mortgage Pool FN BM6038, (4)		4.000%		1/01/45		Aaa		408,263
	1,131	Fannie Mae Mortgage Pool FN MA3305, (4)		3.500%		3/01/48		N/R		1,199,357
	74	Fannie Mae Mortgage Pool FN MA3332, (4)		3.500%		4/01/48		Aaa		78,612
	963	Fannie Mae Mortgage Pool FN MA3333, (4)		4.000%		4/01/48		Aaa		1,035,987
	2,438	Fannie Mae Mortgage Pool FN MA4256, (4)		2.500%		2/01/51		N/R		2,503,987
	69	Fannie Mae REMIC Trust 2002-W1		5.386%		2/25/42		Aaa		76,815
	352	Fannie Mae REMIC Trust 2003-W1		3.057%		12/25/42		AAA		130,083
	14	Freddie Mac Gold Pool FG C00676, (4)		6.500%		11/01/28		N/R		15,721
	1,684	Freddie Mac Gold Pool FG G08528, (4)		3.000%		4/01/43		Aaa		1,784,051
	560	Freddie Mac Gold Pool FG G08566, (4)		3.500%		1/01/44		N/R		604,495
	1,322	Freddie Mac Gold Pool FG G08747, (4)		3.000%		2/01/47		Aaa		1,398,498
	900	Freddie Mac Gold Pool FG G18497, (4)		3.000%		1/01/29		N/R		951,730
	1,087	Freddie Mac Gold Pool FG G60138, (4)		3.500%		8/01/45		Aaa		1,183,037
	571	Freddie Mac Gold Pool FG G60238, (4)		3.500%		10/01/45		Aaa		619,090
	845	Freddie Mac Gold Pool FG Q40718, (4)		3.500%		5/01/46		N/R		904,251
	1,229	Freddie Mac Gold Pool FG Q40841, (4)		3.000%		6/01/46		N/R		1,294,064
	1,680	Freddie Mac Pool FR ZT0541, (4)		4.000%		6/01/48		N/R		1,843,440
	456	Freddie Mac Pool FR ZT0542, (4)		4.000%		7/01/48		N/R		497,708
	331	Freddie Mac Structured Agency Credit Risk Debt Notes, Series STARC 2019-HQA4, 144A, (1-Month LIBOR reference rate + 2.050% spread), (3)		2.159%		11/25/49		B+		330,811
	724	Freddie Mac Structured Agency Credit Risk Debt Notes, Series STARC 2019-HQA1, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		2.459%		2/25/49		BB–		725,171
	500	FREMF 2017-K724 Mortgage Trust, 144A		3.485%		11/25/23		BBB–		521,180
	125	Ginnie Mae I Pool GN 604567, (4)		5.500%		8/15/33		N/R		145,999
	78	Ginnie Mae I Pool GN 631574, (4)		6.000%		7/15/34		N/R		90,110
	500	GS Mortgage Securities Corp Trust, Series 2018-TWR, 144A, (1-Month LIBOR reference rate + 0.900% spread), (3)		1.006%		7/15/31		AAA		497,491
	63	GSMPS Mortgage Loan Trust, Series 2001-2, 144A		7.500%		6/19/32		N/R		63,464
	374	GSMPS Mortgage Loan Trust, Series 2003-3, 144A		7.000%		6/25/43		N/R		417,075
	351	GSMPS Mortgage Loan Trust, Series 2005-RP1, 144A		8.500%		1/25/35		B2		395,793
	484	GSMPS Mortgage Loan Trust, Series 2005-RP2, 144A		7.500%		3/25/35		AAA		501,211
	454	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		7.500%		9/25/35		AAA		473,396
	300	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		8.000%		9/25/35		Caa1		320,226
	499	Hardee’s Funding LLC, Series 2020-1A A2, 144A		3.981%		12/20/50		BBB		514,755
	478	Horizon Aircraft Finance II Ltd, Series 2019-1, 144A		4.703%		7/15/39		BBB		461,214
	244	Horizon Aircraft Finance III Ltd, Series 2019-2, 144A		4.458%		11/15/39		BBB		235,834
	500	Hudson Yards Trust, Series 2019-55HY, 144A		2.943%		12/10/41		A3		503,629
	209	Impac Secured Assets CMN Owner Trust, Series 2000-3		8.000%		10/25/30		N/R		203,997
	486	JG Wentworth XXXVII LLC, Series 2016-1A, 144A		5.190%		6/17/69		Baa2		521,496
	797	JGWPT XXV LLC, Series 2012-1A, 144A		7.140%		2/15/67		Aa3		977,877
	342	JGWPT XXVI LLC, Series 2012-2A, 144A		6.770%		10/17/61		A1		410,068
	233	JP Morgan Alternative Loan Trust, Series 2006-S1		6.500%		3/25/36		N/R		186,789
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, 144A		3.420%		12/15/49		BBB–		417,412
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-BCON, 144A		3.756%		1/05/31		BBB–		498,609
	500	JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, 144A		3.000%		10/15/50		BBB–		437,750
	400	Manhattan West, Series 2020-1MW, 144A		2.335%		9/10/39		Baa3		389,986
	267	MASTR Alternative Loan Trust, Series 2004-1		7.000%		1/25/34		Aaa		284,626
	187	MASTR Alternative Loan Trust, Series 2004-5		7.000%		6/25/34		AA+		194,493
	164	MASTR Asset Securitization Trust, Series 2003-11		5.250%		12/25/33		A		167,293
	277	MASTR Reperforming Loan Trust, Series 2005-1, 144A		7.500%		8/25/34		N/R		248,000
	592	Mid-State Capital Corp 2004-1 Trust		6.005%		8/15/37		AA+		628,172
	40	Mid-State Capital Corp 2004-1 Trust		8.900%		8/15/37		A1		44,503
	594	Mid-State Capital Corp 2005-1 Trust		5.745%		1/15/40		AA		636,727
	201	Mid-State Capital Trust, Series 2010-1, 144A		5.250%		12/15/45		AAA		205,948
	172	Mid-State Capital Trust, Series 2010-1, 144A		7.000%		12/15/45		AAA		177,901

2

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	186	Mid-State Trust XI		5.598%		7/15/38		Baa3	$	197,446
	500	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C28		4.628%		1/15/49		A3		513,393
	63	Morgan Stanley Mortgage Loan Trust, Series 2006-2		5.750%		2/25/36		N/R		61,661
	500	MSCG Trust 2015-ALDR, 144A		3.462%		6/07/35		BBB–		389,592
	284	MVW Owner Trust, Series 2017-1, 144A		2.420%		12/20/34		AAA		290,624
	1,000	Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		2.856%		7/15/36		N/R		999,998
	256	New Residential Mortgage LLC, Series 2018-FNT2, 144A		4.920%		7/25/54		N/R		256,336
	397	New Residential Mortgage Loan Trust, Series 2014-1, 144A		6.051%		1/25/54		BBB		431,013
	700	New Residential Mortgage Loan Trust, Series 2015-2, 144A		5.510%		8/25/55		Baa1		753,523
	400	Neuberger Berman Loan Advisers CLO 31 Ltd, 144A, (WI/DD)		0.000%		4/20/31		AA		400,000
	247	NRZ Excess Spread-Collateralized Notes, Series 2018-FNT1 144A		4.690%		5/25/23		N/R		246,703
	488	Planet Fitness Master Issuer LLC, Series 2018-FT1, 144A		4.666%		9/05/48		BBB–		498,069
	500	PNMAC FMSR ISSUER TRUST, Series 2018-FT1, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		2.459%		4/25/23		N/R		495,367
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.850% spread), (3)		2.959%		2/25/23		N/R		499,402
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT2, 144A, (1-Month LIBOR reference rate + 2.650% spread), (3)		2.759%		8/25/25		N/R		497,514
	1	RALI Series 2005-QS12 Trust		5.500%		8/25/35		Caa2		764
	485	RBS Commercial Funding Inc 2013-SMV Trust, 144A		3.584%		3/11/31		BBB–		475,163
	500	SERVPRO Master Issuer LLC, Series 2021-1A, 144A		2.394%		4/25/51		BBB–		493,948
	276	Sesac Finance LLC, Series 2019-1,144A		5.216%		7/25/49		N/R		291,333
	307	Sierra Timeshare 2019-3 Receivables Funding LLC, 144A		4.180%		8/20/36		BB		311,420
	488	Sonic Capital LLC, Series 2018-1A, 144A		4.026%		2/20/48		BBB		499,795
	381	onic Capital LLC, Series 2020-1A, 144A		3.845%		1/20/50		BBB		394,646
	500	Stack Infrastructure Issuer LLC, Series 2020-1A A2, 144A		1.893%		8/25/45		A–		501,220
	750	STACR Trust, Series 2018-HRP2, 144A, (1-Month LIBOR reference rate + 2.400% spread), (3)		2.509%		2/25/47		BBB–		755,648
	330	START Ireland, Series 2019-1, 144A		5.095%		3/15/44		BB		313,404
	349	Start Ltd/Bermuda, Series 2018-1, 144A		4.089%		5/15/43		BBB+		345,657
	174	Structured Receivables Finance, Series 2010-A LLC, 144A		5.218%		1/16/46		AAA		186,290
	481	Taco Bell Funding LLC, Series 2016-1A, 144A		4.377%		5/25/46		BBB		483,367
	602	Taco Bell Funding LLC, Series 2016-1A, 144A		4.970%		5/25/46		BBB		651,853
	155	Thunderbolt Aircraft Lease Ltd, Series 2017-A, 144A		4.212%		5/17/32		A		157,769
	250	VNDO Mortgage Trust, Series 2016-350P, 144A		3.903%		1/10/35		AA–		263,326
	204	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS4 Trust		5.500%		2/25/33		N/R		205,137
	14	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust		5.956% 8/25/38				Aaa		14,476
	967	Wendy’s Funding LLC, Series 2018-1A, 144A		3.573%		3/15/48		BBB		994,503
	479	Wendy’s Funding LLC, Series 2019-1A, 144A		3.783%		6/15/49		BBB		506,666
	750	WFRBS Commercial Mortgage Trust 2011-C3, 144A		5.335%		3/15/44		A1		747,360
	1,000	Wingstop Funding LLC, Series 2020-1A A2, 144A		2.841%		12/05/50		N/R		1,012,730
$	69,209	Asset-Backed Securities (cost $68,047,313)								69,418,452
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CORPORATE BONDS – 35.3% (25.7% of Total Investments)
		Aerospace & Defense – 0.9%
$	300	Boeing Co/The, (4)		3.450%		11/01/28		Baa2	$	310,480
	100	Howmet Aerospace Inc		6.875%		5/01/25		BBB–		115,875
	200	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		212,810
	600	Total Aerospace & Defense								639,165
		Air Freight & Logistics – 0.1%
	100	Cargo Aircraft Management Inc, 144A		4.750%		2/01/28		Ba3		103,250
		Airlines – 0.3%
	35	American Airlines Inc/AAdvantage Loyalty IP Ltd, 144A		5.500%		4/20/26		Ba2		36,424
	100	Delta Air Lines Inc, 144A		7.000%		5/01/25		Baa2		115,196
	50	Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd, 144A		5.750%		1/20/26		Ba3		53,130
	185	Total Airlines								204,750

3

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Auto Components – 1.4%
$	250	Adient Global Holdings Ltd, 144A		4.875%		8/15/26		B	$	258,395
	100	Adient US LLC, 144A		9.000%		4/15/25		BB–		111,000
	200	Clarios Global LP / Clarios US Finance Co, 144A		8.500%		5/15/27		CCC+		215,250
	250	Dana Inc		5.375%		11/15/27		BB+		262,500
	100	Goodyear Tire & Rubber Co		5.250%		4/30/31		BB–		100,000
	50	NESCO Holdings II Inc, 144A, (WI/DD)		5.500%		4/15/29		B		51,290
	950	Total Auto Components								998,435
		Automobiles – 0.8%
	125	Ford Motor Co		8.500%		4/21/23		BB+		139,375
	400	General Motors Financial Co Inc, (4)		3.600%		6/21/30		BBB		421,930
	525	Total Automobiles								561,305
		Banks – 1.8%
	400	Banco Santander SA		2.749%		12/03/30		BBB+		381,010
	250	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.500% spread), (3)		5.515%		6/07/23		N/R		255,025
	300	Truist Financial Corp		4.800%		3/01/70		Baa2		314,571
	400	Wells Fargo & Co		3.900%		3/15/70		Baa2		403,960
	1,350	Total Banks								1,354,566
		Beverages – 0.1%
	50	Triton Water Holdings Inc, 144A		6.250%		4/01/29		CCC+		51,000
		Capital Markets – 1.3%
	300	Bank of New York Mellon Corp		4.700%		9/20/69		Baa1		325,035
	250	Charles Schwab Corp		4.000%		6/01/69		BBB		253,700
	75	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+		78,632
	200	Donnelley Financial Solutions Inc		8.250%		10/15/24		B+		208,500
	100	LPL Holdings Inc, 144A		4.625%		11/15/27		BB		103,750
	925	Total Capital Markets								969,617
		Chemicals – 2.2%
	250	Calumet Specialty Products Partners LP / Calumet Finance Corp, 144A		11.000%		4/15/25		B–		262,500
	200	CF Industries Inc		3.450%		6/01/23		BB+		208,627
	50	Kraton Polymers LLC / Kraton Polymers Capital Corp, 144A		4.250%		12/15/25		BB–		50,188
	375	NOVA Chemicals Corp, 144A		5.000%		5/01/25		BB–		390,937
	200	OCI NV, 144A		4.625%		10/15/25		BB		206,750
	50	Rayonier AM Products Inc, 144A		7.625%		1/15/26		B1		53,125
	175	Tronox Inc, 144A		6.500%		5/01/25		Ba3		187,687
	150	Tronox Inc, 144A		4.625%		3/15/29		B		150,188
	100	Univar Solutions USA Inc/Washington, 144A		5.125%		12/01/27		BB+		104,062
	1,550	Total Chemicals								1,614,064
		Commercial Services & Supplies – 0.7%
	50	CDW LLC / CDW Finance Corp		3.250%		2/15/29		Ba2		49,375
	100	GFL Environmental Inc, 144A		4.250%		6/01/25		BB–		103,000
	150	GFL Environmental Inc, 144A		3.500%		9/01/28		BB–		145,500
	200	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		5.750%		4/15/26		Ba3		216,410
	500	Total Commercial Services & Supplies								514,285
		Communications Equipment – 0.6%
	100	CommScope Inc, 144A		8.250%		3/01/27		B3		107,000
	325	Gray Television Inc, 144A, (4)		4.750%		10/15/30		BB–		322,156
	425	Total Communications Equipment								429,156
		Consumer Finance – 0.6%
	200	Curo Group Holdings Corp, 144A		8.250%		9/01/25		B–		200,500
	250	Navient Corp		6.125%		3/25/24		Ba3		264,687
	450	Total Consumer Finance								465,187

4

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Containers & Packaging – 0.5%
$	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		3.250%		9/01/28		BB+	$	197,674
	75	Ball Corp		2.875%		8/15/30		BB+		72,244
	100	Silgan Holdings Inc		4.125%		2/01/28		BB		102,732
	375	Total Containers & Packaging								372,650
		Distributors – 0.1%
	100	H&E Equipment Services Inc, 144A		3.875%		12/15/28		BB–		97,250
		Diversified Financial Services – 1.5%
	500	GE Capital International Funding Co Unlimited Co, (4)		3.373%		11/15/25		BBB+		542,148
	300	Jefferies Finance LLC / JFIN Co-Issuer Corp, 144A		6.250%		6/03/26		BB		315,000
	225	Quicken Loans LLC, 144A		5.250%		1/15/28		BB+		236,250
	1,025	Total Diversified Financial Services								1,093,398
		Diversified Telecommunication Services – 1.8%
	300	AT&T Inc, (4)		4.300%		2/15/30		BBB+		337,731
	100	Avaya Inc, 144A		6.125%		9/15/28		BB–		106,157
	500	Qwest Corp, (4)		6.750%		12/01/21		BBB–		516,875
	200	Telenet Finance Luxembourg Notes Sarl, 144A		5.500%		3/01/28		BB+		209,991
	175	Zayo Group Holdings Inc, 144A		4.000%		3/01/27		B1		171,937
	1,275	Total Diversified Telecommunication Services								1,342,691
		Energy Equipment & Services – 0.4%
	250	Archrock Partners LP / Archrock Partners Finance Corp, 144A		6.875%		4/01/27		B+		260,625
		Entertainment – 0.1% (0.1% of Total Investments)
	100	Cinemark USA Inc, 144A		8.750%		5/01/25		BB+		109,500
		Equity Real Estate Investment Trust – 3.2%
	500	Brixmor Operating Partnership LP		4.050%		7/01/30		BBB–		538,581
	150	GLP Capital LP / GLP Financing II Inc		4.000%		1/15/31		BBB–		155,021
	250	Iron Mountain Inc, 144A		5.250%		3/15/28		BB–		259,687
	75	Iron Mountain Inc, 144A		4.500%		2/15/31		BB–		74,145
	150	MPH Acquisition Holdings LLC, 144A		5.750%		11/01/28		B–		146,250
	325	MPT Operating Partnership LP / MPT Finance Corp, (4)		3.500%		3/15/31		BBB–		318,929
	500	Regency Centers LP, (4)		2.950%		9/15/29		BBB+		508,583
	125	SBA Communications Corp, 144A		3.125%		2/01/29		BB–		120,144
	250	SITE Centers Corp, (4)		4.250%		2/01/26		BBB		266,708
	2,325	Total Equity Real Estate Investment Trust								2,388,048
		Food & Staples Retailing – 1.0%
	250	Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 144A		7.500%		3/15/26		BB–		276,153
	250	Chobani LLC / Chobani Finance Corp Inc, 144A		4.625%		11/15/28		B1		255,000
	150	Del Monte Foods Inc, 144A		11.875%		5/15/25		CCC+		172,219
	650	Total Food & Staples Retailing								703,372
		Gas Utilities – 0.3%
	200	Suburban Propane Partners LP/Suburban Energy Finance Corp		5.875%		3/01/27		BB–		208,000
		Health Care Equipment & Supplies – 0.1%
	50	RP Escrow Issuer LLC, 144A		5.250%		12/15/25		B–		51,813
		Health Care Providers & Services – 1.1%
	100	Centene Corp		4.250%		12/15/27		BBB–		105,188
	100	Centene Corp		4.625%		12/15/29		BBB–		108,230
	50	CHS/Community Health Systems Inc, 144A		5.625%		3/15/27		B		52,375
	50	CHS/Community Health Systems Inc, 144A		6.000%		1/15/29		B		52,875
	100	DaVita Inc, 144A		4.625%		6/01/30		Ba3		101,886
	250	Global Medical Response Inc, 144A		6.500%		10/01/25		B		258,750

5

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Health Care Providers & Services (continued)
$	100	Molina Healthcare Inc, 144A		4.375%		6/15/28		BB–	$	102,896
	50	Tenet Healthcare Corp, 144A		4.625%		6/15/28		BB–		51,249
	800	Total Health Care Providers & Services								833,449
		Hotels, Restaurants & Leisure – 0.8%
	100	Cedar Fair LP / Canada’s Wonderland Co / Magnum Management Corp / Millennium Op, 144A		5.500%		5/01/25		Ba2		105,254
	50	International Game Technology PLC, 144A		4.125%		4/15/26		BB		51,379
	50	MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc, 144A		4.625%		6/15/25		BB+		52,735
	250	Scientific Games International Inc, 144A		8.625%		7/01/25		B–		271,800
	100	Yum! Brands Inc, 144A		7.750%		4/01/25		BB–		109,375
	550	Total Hotels, Restaurants & Leisure								590,543
		Household Durables – 0.4%
	50	Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A		5.000%		12/31/26		B2		50,000
	250	M/I Homes Inc		5.625%		8/01/25		BB–		257,500
	300	Total Household Durables								307,500
		Independent Power & Renewable Electricity Producers – 0.3%
	200	Calpine Corp, 144A		3.750%		3/01/31		BB+		190,620
		Interactive Media & Services – 0.1%
	50	Arches Buyer Inc, 144A		4.250%		6/01/28		B1		49,910
		Internet Software & Services – 0.2%
	175	J2 Global Inc, 144A		4.625%		10/15/30		BB		176,750
		IT Services – 0.4%
	50	Booz Allen Hamilton Inc, 144A		3.875%		9/01/28		Ba2		50,262
	200	Unisys Corp, 144A		6.875%		11/01/27		BB–		219,000
	250	Total IT Services								269,262
		Leisure Products – 0.1%
	48	Mattel Inc, 144A		6.750%		12/31/25		BB		50,470
	50	Mattel Inc, 144A		3.375%		4/01/26		BB		51,622
	98	Total Leisure Products								102,092
		Life Sciences Tools & Services – 0.1%
	75	Avantor Funding Inc, 144A		4.625%		7/15/28		BB		78,327
		Machinery – 0.3%
	200	Mueller Water Products Inc, 144A		5.500%		6/15/26		BB		206,690
		Media – 1.8%
	500	Altice France SA/France, 144A, (4)		7.375%		5/01/26		B		520,050
	200	Cablevision Lightpath LLC, 144A		3.875%		9/15/27		B+		198,000
	200	DISH DBS Corp		5.875%		11/15/24		B2		209,164
	200	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB		203,524
	200	Radiate Holdco LLC / Radiate Finance Inc, 144A		4.500%		9/15/26		B1		202,250
	1,300	Total Media								1,332,988
		Metals & Mining – 1.3%
	250	Alcoa Nederland Holding BV, 144A		6.125%		5/15/28		BB+		272,300
	250	Constellium SE, 144A		3.750%		4/15/29		B		239,020
	150	Freeport-McMoRan Inc		3.875%		3/15/23		Ba1		156,199
	100	Freeport-McMoRan Inc		5.250%		9/01/29		Ba1		109,352
	50	Hudbay Minerals Inc, 144A		4.500%		4/01/26		B+		51,966
	50	Hudbay Minerals Inc, 144A		6.125%		4/01/29		B+		53,375
	85	Joseph T Ryerson & Son Inc, 144A		8.500%		8/01/28		B		95,200
	935	Total Metals & Mining								977,412

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Mortgage Real Estate Investment Trust – 0.2%
$	125	HAT Holdings I LLC / HAT Holdings II LLC, 144A		6.000%		4/15/25		BB+	$	131,875
		Oil, Gas & Consumable Fuels – 2.9%
	250	Enable Midstream Partners LP, (4)		4.400%		3/15/27		BBB–		270,224
	100	EnLink Midstream LLC		5.375%		6/01/29		BB+		93,500
	500	MPLX LP, (4)		4.800%		2/15/29		BBB		573,343
	100	NuStar Logistics LP		5.750%		10/01/25		BB–		107,052
	200	Occidental Petroleum Corp		5.875%		9/01/25		Ba2		213,760
	50	Occidental Petroleum Corp		5.500%		12/01/25		Ba2		52,875
	125	Parkland Corp/Canada, 144A, (WI/DD)		4.500%		10/01/29		BB		125,156
	275	PBF Holding Co LLC / PBF Finance Corp		7.250%		6/15/25		B+		224,015
	200	Southwestern Energy Co		7.500%		4/01/26		BB		211,604
	250	Western Midstream Operating LP		5.050%		2/01/30		BB		271,470
	2,050	Total Oil, Gas & Consumable Fuels								2,142,999
		Pharmaceuticals – 0.6%
	225	Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A		5.875%		10/15/24		B+		226,125
	220	Teva Pharmaceutical Finance Netherlands III BV		6.750%		3/01/28		Ba2		247,170
	445	Total Pharmaceuticals								473,295
		Professional Services – 0.3%
	200	Dun & Bradstreet Corp, 144A		6.875%		8/15/26		BB+		213,540
		Real Estate Management & Development – 0.4%
	50	Howard Hughes Corp, 144A		4.125%		2/01/29		BB		48,886
	75	Howard Hughes Corp, 144A		4.375%		2/01/31		BB		73,453
	75	Kennedy-Wilson Inc		4.750%		3/01/29		BB		75,938
	75	Kennedy-Wilson Inc		5.000%		3/01/31		BB		75,956
	275	Total Real Estate Management & Development								274,233
		Road & Rail – 0.4%
	250	United Rentals North America Inc		4.875%		1/15/28		BB		263,343
		Semiconductors & Semiconductor Equipment – 0.6%
	500	Broadcom Inc, 144A		2.450%		2/15/31		BBB-		471,903
		Software – 0.1%
	50	Black Knight InfoServ LLC, 144A		3.625%		9/01/28		Ba3		49,131
		Specialty Retail – 0.8%
	75	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.375%		4/01/26		B–		74,498
	100	Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp, 144A		5.875%		4/01/29		B–		98,650
	50	L Brands Inc, 144A		6.625%		10/01/30		BB–		57,090
	100	Lithia Motors Inc, 144A		4.375%		1/15/31		BB		103,794
	200	Staples Inc, 144A		10.750%		4/15/27		B3		197,500
	75	Superior Plus LP / Superior General Partner Inc, 144A		4.500%		3/15/29		BB–		75,765
	600	Total Specialty Retail								607,297
		Tobacco – 0.7%
	500	BAT Capital Corp, (4)		2.726%		3/25/31		BBB+		483,563
		Trading Companies & Distributors – 0.6%
	300	Air Lease Corp, (4)		3.875%		7/03/23		BBB		318,969
	50	WESCO Distribution Inc, 144A		7.125%		6/15/25		BB–		54,675
	50	WESCO Distribution Inc, 144A		7.250%		6/15/28		BB–		55,820
	400	Total Trading Companies & Distributors								429,464

7

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Wireless Telecommunication Services – 1.0%
$	250	Hughes Satellite Systems Corp		6.625%		8/01/26		BB	$	277,025
	500	T-Mobile USA Inc, 144A, (4)		2.250%		11/15/31		BBB–		474,712
	750	Total Wireless Telecommunication Services								751,737
$	25,038	Total Corporate Bonds (cost $25,483,605)								25,940,050
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 1.6% (1.2% of Total Investments)
		Bahrain – 0.4%
$	250	Bahrain Government International Bond, 144A		7.000%		10/12/28		B+	$	278,466
		Egypt – 0.6%
	400	Egypt Government International Bond, 144A		5.875%		6/11/25		B+		421,952
		El Salvador – 0.1%
	100	El Salvador Government International Bond, 144A		5.875%		1/30/25		B+		99,850
		Sri Lanka – 0.2%
	250	Sri Lanka Government International Bond, 144A		6.125%		6/03/25		CCC+		157,130
		Turkey – 0.3%
	250	Turkey Government International Bond		5.950%		1/15/31		B2		226,325
$	1,250	Total Sovereign Debt (cost $1,245,586)								1,183,723
Principal Amount (000)		Description (1), (5)	Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 0.9% (0.6% of Total Investments)
		Banks – 0.6%
$	200	Banco Bilbao Vizcaya Argentaria SA		6.500%		N/A (6)		Ba2	$	216,320
	200	Societe Generale SA, 144A		6.750%		N/A (6)		BB		222,680
	400	Total Banks								439,000
		Capital Markets – 0.3%
	200	UBS Group AG, 144A		7.000%		N/A (6)		BBB		219,678
$	600	Total Contingent Capital Securities (cost $600,000)								658,678
Principal Amount (000)		Description (1)	Coupon		Optional Call Provisions (7)		Ratings (2)		Value
		MUNICIPAL BONDS – 0.8% (0.6%of Total Investments)
		Illinois – 0.8%
$	500	Illinois State, General Obligation Bonds, Pension Funding Series 2003, 5.100%, 6/01/33				No Opt. Call		BBB–	$	563,320
$	500	Total Municipal Bonds (cost $514,501)								563,320
Shares		Description (1)							Value
		PREFERRED STOCKS – 0.2% (0.2%of Total Investments)
		Banks – 0.2%
	6,000	JPMorgan Chase & Co, (8)							$	153,720
		Total Preferred Stocks (cost $150,000)								153,720
		Total Long-Term Investments (cost $96,041,005)								97,917,943

8

Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 3.5% (2.6% of Total Investments)
		REPURCHASE AGREEMENTS – 3.5% (2.6% of Total Investments)
$	2,582	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/21, repurchase price $2,582,039, collateralized $2,580,000 U.S. Treasury Notes, 1.125%, due 2/28/2025, value $2,633,743		0.000%		4/01/21	$	2,582,039
		Total Repurchase Agreements (cost $2,582,039)						2,582,039
		Total Short-Term Investments (cost $2,582,039)						2,582,039
		Total Investments (cost $98,623,044) – 136.7%						100,499,982
		Reverse Repurchase Agreements – (30.9)% (9)						(22,720,650	)
		Other Assets Less Liabilities – (5.8)% (10)						(4,271,483	)
		Net Assets Applicable to Common Shares – 100%					$	73,507,849

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 Ultra Bond		Long		9		6/21	$	1,630,969	$	1,699,823	$	(68,854	)	$	(10,406	)
							$	1,630,969	$	1,699,823	$	(68,854	)	$	(10,406	)
Total receivable for variation margin on futures contracts														$	(10,406	)

* The aggregate amount of long positions is $1,699,823.

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 (11)

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

$

(1,108,599

)

$

(1,108,599

)

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. 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.

9

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

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	$	—		$	69,418,452		$	—	$	69,418,452
Corporate Bonds		—			25,940,050			—		25,940,050
Sovereign Debt		—			1,183,723			—		1,183,723
Contingent Capital Securities		—			658,678			—		658,678
Municipal Bonds		—			563,320			—		563,320
Preferred Stock		153,720			—			—		153,720
Short-Term Investments:
Repurchase Agreements		—			2,582,039			—		2,582,039
Investments in Derivatives:
Futures Contracts*		(68,854	)		—			—		(68,854	)
Interest Rate Swaps*		—			(1,108,599	)		—		(1,108,599	)
Total	$	84,866		$	99,237,663		$	—	$	99,322,529

* Represents net unrealized appreciation (depreciation) as reported in the Fund’s Portfolio of Investments.

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 derivatives and/or reverse repurchase agreements. As of the end of the reporting period, investments with a value of $24,477,834 have been pledged as collateral for reverse repurchase agreements.

(5) 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.

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

(9) Reverse Repurchase Agreements as a percentage of Total Investments is 22.6%.

(10) 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.

(11) 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

MDR Denotes investment is subject to dollar roll transactions.

N/A Not Applicable.

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

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

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