JMM	Nuveen Multi-Market Income Fund Portfolio of Investments    March 31, 2022
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		LONG-TERM INVESTMENTS – 136.6% (98.0% of Total Investments)
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 87.2% (62.5% of Total Investments)
$	163	321 Henderson Receivables VI LLC, Series 2010-1A, 144A		9.310%		7/15/61		Aaa	$	179,684
	36	ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, 144A		6.500%		8/15/30		Aa3		35,969
	500	ACRE Commercial Mortgage Series 2021-FL4 Ltd, 144A, (1-Month LIBOR reference rate + 2.600% spread), (3)		3.068%		12/18/37		N/R		490,405
	500	Adams Outdoor Advertising LP, Series 2018-1B, 144A		5.653%		11/15/48		BBB		503,770
	400	AIMCO CLO Series 2017-AA, 144A, (3-Month LIBOR reference rate + 1.500% spread), (3)		1.754%		4/20/34		AA		391,979
	49	Alternative Loan Trust, Series 2003-J3		5.250%		11/25/33		Aaa		48,764
	59	Alternative Loan Trust, Series 2004-J2		6.500%		3/25/34		AA+		57,955
	1,633	American Homes 4 Rent Trust, Series 2015-SFR2 Trust, 144A		0.000%		10/17/52		N/R		16
	175	AMSR 2019-SFR1 Trust, 144A		3.247%		1/19/39		A1		165,708
	8	Bayview Financial Mortgage Pass-Through Trust, Series 2005-D		5.500%		12/28/35		Aa3		7,470
	20	Bayview Financial Mortgage Pass-Through Trust, Series 2006-C		6.352%		11/28/36		Caa3		18,996
	500	CARS-DB4 LP, Series 2020-1A, 144A		4.520%		2/15/50		BBB		489,507
	250	Century Plaza Towers, Series 2019-CPT, 144A		2.997%		11/13/39		N/R		213,286
	921	CF Hippolyta LLC, Series 2020-1 B2, 144A		2.600%		7/15/60		A–		846,537
	76	Chase Funding Trust, Series 2003-3		5.160%		3/25/33		A		72,714
	500	CHL GMSR Issuer Trust, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.207%		5/25/23		N/R		495,012
	400	CIFC Funding 2020-II Ltd, Series 2020-2A, 144A, (3-Month LIBOR reference rate + 1.600% spread), (3)		1.854%		10/20/34		AA		395,868
	150	Citigroup Commercial Mortgage Trust 2014-GC23		4.578%		7/10/47		A3		148,599
	425	Citigroup Commercial Mortgage Trust 2015-GC29		4.142%		4/10/48		A–		417,089
	600	Citigroup Commercial Mortgage Trust 2016-P5, 144A		3.000%		10/10/49		BBB–		505,972
	450	Citigroup Commercial Mortgage Trust 2018-TBR, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		2.197%		12/15/36		BBB–		439,861
	241	Citigroup Commercial Mortgage Trust 2019-GC41		3.502%		8/10/56		A–		223,590
	76	Citigroup Global Markets Mortgage Securities VII Inc, Series 2003-1, 144A		6.000%		9/25/33		CCC		62,045
	500	COMM 2013-LC13 Mortgage Trust, 144A		5.262%		8/10/46		BB–		469,181
	775	COMM 2015-CCRE22 Mortgage Trust		4.106%		3/10/48		A–		762,851
	450	COMM 2015-CCRE25 Mortgage Trust		4.530%		8/10/48		A–		440,381
	540	COMM 2015-CCRE26 Mortgage Trust		4.478%		10/10/48		A–		532,818
	108	COMM 2015-LC23 Mortgage Trust		4.607%		10/10/48		A–		106,450
	42	Commonbond Student Loan Trust, Series 2017-BGS, 144A		4.440%		9/25/42		Aa3		42,119
	500	Connecticut Avenue Securities Trust, Series 2022-R01, 144A, (SOFR30A reference rate + 1.900% spread), (3)		1.999%		12/25/41		BBB		476,833
	145	Connecticut Avenue Securities Trust, Series 2022-R03, 144A, (SOFR30A reference rate + 3.500% spread), (3)		3.599%		3/25/42		BBB–		146,547
	297	Credit Suisse First Boston Mortgage Securities Corp, Series 2003-8		6.198%		4/25/33		AAA		288,796
	500	Credit Suisse Mortgage Capital Certificates 2019-ICE4, 144A, (1-Month LIBOR reference rate + 1.600% spread), (3)		1.997%		5/15/36		Baa1		494,361
	38	Credit-Based Asset Servicing and Securitization LLC, Series 2007-SP1, 144A		4.689%		12/25/37		Aaa		37,970
	250	CSMC 2014-USA OA LLC, 144A		4.373%		9/15/37		B–		211,262
	94	CSMC Mortgage-Backed Trust, Series 2006-7		6.000%		8/25/36		Caa3		50,832
	1,152	DB Master Finance LLC, Series 2017-1A, 144A		4.030%		11/20/47		BBB		1,155,243
	299	DB Master Finance LLC, Series 2021-1A, 144A		2.493%		11/20/51		BBB		269,780
	1,137	Domino’s Pizza Master Issuer LLC, Series 2015-1A, 144A		4.474%		10/25/45		BBB+		1,146,193
	1,431	Driven Brands Funding LLC, Series 2019-1A, 144A		4.641%		4/20/49		BBB–		1,424,324
	400	Dryden 49 Senior Loan Fund, Series 2017-49A, 144A, (3-Month LIBOR reference rate + 1.600% spread), (3)		1.841%		7/18/30		Aa1		397,544
	375	ELP Commercial Mortgage Trust, Series 2021-ELP, 144A, (1-Month LIBOR reference rate + 2.118% spread), (3)		2.515%		11/15/38		N/R		362,995
	750	Fannie Mae Connecticut Avenue Securities, Series 2021-R02, 144A, (SOFR30A reference rate + 2.000% spread), (3)		2.050%		11/25/41		BB		715,391
	3,225	Fannie Mae TBA, (MDR), (WI/DD)		3.000%		TBA		Aaa		3,154,453
	2,000	Fannie Mae TBA, (MDR), (WI/DD)		2.500%		TBA		Aaa		1,908,125

1

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2022
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	7	Fannie Mae Mortgage Pool FN 709700, (4)		5.500%		6/01/33		N/R	$	7,416
	47	Fannie Mae Mortgage Pool FN 745324, (4)		6.000%		3/01/34		Aaa		49,636
	58	Fannie Mae Mortgage Pool FN 766070, (4)		5.500%		2/01/34		N/R		62,975
	17	Fannie Mae Mortgage Pool FN 828346, (4)		5.000%		7/01/35		N/R		18,588
	10	Fannie Mae Mortgage Pool FN 878059, (4)		5.500%		3/01/36		N/R		11,393
	12	Fannie Mae Mortgage Pool FN 882685, (4)		6.000%		6/01/36		N/R		12,734
	29	Fannie Mae Mortgage Pool FN 995018, (4)		5.500%		6/01/38		N/R		32,461
	475	Fannie Mae Mortgage Pool FN AS8583, (4)		3.500%		1/01/47		Aaa		481,276
	387	Fannie Mae Mortgage Pool FN AW4182, (4)		3.500%		2/01/44		N/R		394,400
	32	Fannie Mae Mortgage Pool FN BH4019, (4)		4.000%		9/01/47		N/R		32,705
	888	Fannie Mae Mortgage Pool FN BM5126, (4)		3.500%		1/01/48		N/R		900,914
	245	Fannie Mae Mortgage Pool FN BM5839, (4)		3.500%		11/01/47		Aaa		249,701
	235	Fannie Mae Mortgage Pool FN BM6038, (4)		4.000%		1/01/45		Aaa		244,671
	644	Fannie Mae Mortgage Pool FN MA3305, (4)		3.500%		3/01/48		N/R		651,377
	503	Fannie Mae Mortgage Pool FN MA3333, (4)		4.000%		4/01/48		Aaa		514,521
	2,273	Fannie Mae Mortgage Pool FN MA4438, (4)		2.500%		10/01/51		N/R		2,171,221
	58	Fannie Mae REMIC Trust 2002-W1		5.080%		2/25/42		Aaa		59,918
	302	Fannie Mae REMIC Trust 2003-W1		2.797%		12/25/42		AAA		142,916
	11	Freddie Mac Gold Pool FG C00676, (4)		6.500%		11/01/28		N/R		11,580
	1,172	Freddie Mac Gold Pool FG G08528, (4)		3.000%		4/01/43		Aaa		1,170,786
	342	Freddie Mac Gold Pool FG G08566, (4)		3.500%		1/01/44		N/R		348,942
	627	Freddie Mac Gold Pool FG G18497, (4)		3.000%		1/01/29		N/R		634,356
	830	Freddie Mac Gold Pool FG G60138, (4)		3.500%		8/01/45		Aaa		846,820
	486	Freddie Mac Gold Pool FG Q40718, (4)		3.500%		5/01/46		N/R		494,065
	751	Freddie Mac Gold Pool FG Q40841, (4)		3.000%		6/01/46		N/R		746,790
	1,048	Freddie Mac Pool FR ZT0541, (4)		4.000%		6/01/48		N/R		1,084,252
	301	Freddie Mac Pool FR ZT0542, (4)		4.000%		7/01/48		N/R		311,673
	600	Freddie Mac STACR Remic Trust 2020-DNA2, 144A, (1-Month LIBOR reference rate + 2.500% spread), (3)		2.957%		2/25/50		B		565,250
	300	Freddie Mac STACR Remic Trust 2021-HQA1, 144A, (SOFR30A reference rate + 2.250% spread), (3)		2.349%		8/25/33		Ba1		288,273
	500	Freddie Mac STACR Remic Trust 2022-DNA1, 144A, (SOFR30A reference rate + 2.500% spread), (3)		2.599%		1/25/42		BB		467,410
	200	Freddie Mac STACR Remic Trust 2022-HQA1, 144A, (SOFR30A reference rate + 3.500% spread), (3)		3.550%		3/25/42		BBB–		203,631
	750	Freddie Mac STACR Remic Trust 2022-DNA2, 144A, (SOFR30A reference rate + 2.400% spread), (3)		2.499%		2/25/42		BBB		729,758
	500	FREMF 2017-K724 Mortgage Trust, 144A		3.528%		12/25/49		BBB		495,755
	105	Ginnie Mae I Pool GN 604567, (4)		5.500%		8/15/33		N/R		116,583
	66	Ginnie Mae I Pool GN 631574, (4)		6.000%		7/15/34		N/R		72,699
	500	GS Mortgage Securities Corp Trust, Series 2018-TWR, 144A, (1-Month LIBOR reference rate + 0.900% spread), (3)		1.297%		7/15/31		AAA		492,405
	260	GS Mortgage Securities Trust, Series 2013-GC16		5.161%		11/10/46		Aa1		261,534
	200	GS Mortgage Securities Trust, Series 2013-GC14, 144A		4.735%		8/10/46		A2		195,262
	55	GSMPS Mortgage Loan Trust, Series 2001-2, 144A		7.500%		6/19/32		N/R		52,612
	332	GSMPS Mortgage Loan Trust, Series 2003-3, 144A		7.000%		6/25/43		N/R		362,200
	314	GSMPS Mortgage Loan Trust, Series 2005-RP1, 144A		8.500%		1/25/35		B2		330,185
	420	GSMPS Mortgage Loan Trust, Series 2005-RP2, 144A		7.500%		3/25/35		AAA		420,835
	400	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		7.500%		9/25/35		AAA		401,596
	264	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		8.000%		9/25/35		Caa1		269,044
	494	Hardee’s Funding LLC, Series 2020-1A A2, 144A		3.981%		12/20/50		BBB		477,489
	500	Hudson Yards, Trust, Series 2019-55HY, 144A		2.943%		12/10/41		A1		456,678
	140	Impac Secured Assets CMN Owner Trust, Series 2000-3		8.000%		10/25/30		N/R		130,855
	447	J.G. Wentworth XXXVII LLC, Series 2016-1A, 144A		5.190%		6/17/69		Baa2		465,411
	430	J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, 144A		4.613%		7/05/31		BBB–		431,668
	500	J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-BCON, 144A		3.756%		1/05/31		BBB–		497,677
	719	JGWPT XXV LLC, Series 2012-1A, 144A		7.140%		2/15/67		Aa3		829,935
	310	JGWPT XXVI LLC, Series 2012-2A, 144A		6.770%		10/17/61		A1		349,079
	203	JP Morgan Alternative Loan Trust, Series 2006-S1		6.500%		3/25/36		N/R		151,149
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, 144A		3.388%		12/15/49		BBB–		406,258

2

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)
$	280	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES, 144A		4.343%		5/05/32		A–	$	275,245
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, 144A		3.620%		1/16/37		BBB–		478,631
	697	JPMDB Commercial Mortgage Securities Trust, Series 2016-C4		3.071%		12/15/49		A–		645,125
	500	JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, 144A		3.000%		10/15/50		BBB–		409,427
	400	Manhattan West, Series 2020-1MW, 144A		2.335%		9/10/39		Baa2		355,119
	238	MASTR Alternative Loan Trust, Series 2004-1		7.000%		1/25/34		Aaa		241,007
	167	MASTR Alternative Loan Trust, Series 2004-5		7.000%		6/25/34		AA+		168,337
	130	MASTR Asset Securitization Trust, Series 2003-11		5.250%		12/25/33		N/R		128,739
	445	Mid-State Capital Corp 2005-1 Trust		5.745%		1/15/40		AA		448,693
	146	Mid-State Trust XI		5.598%		7/15/38		Baa2		146,228
	530	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14		4.863%		2/15/47		AAA		538,643
	250	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20		4.453%		2/15/48		N/R		243,433
	500	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C28		4.613%		1/15/49		A3		477,662
	39	Morgan Stanley Mortgage Loan Trust, Series 2006-2		5.750%		2/25/36		N/R		36,891
	500	MSCG Trust, Series 2015-ALDR, 144A		3.462%		6/07/35		BBB–		395,210
	184	MVW Owner Trust, Series 2017-1A, 144A		2.420%		12/20/34		AAA		183,236
	1,000	Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.147%		7/15/36		N/R		991,028
	400	Neuberger Berman Loan Advisers CLO 31 Ltd, 144A, (3-Month LIBOR reference rate + 1.550% spread), (3)		1.804%		4/20/31		AA		396,510
	500	Neuberger Berman Loan Advisers CLO 48 Ltd, 144A, (CME Term SOFR 3 Month reference rate + 1.800% spread), (3)		2.528%		4/25/36		AA		498,775
	339	New Residential Mortgage Loan Trust, Series 2014-1A, 144A		6.065%		1/25/54		BBB		345,373
	630	New Residential Mortgage Loan Trust, Series 2015-2A, 144A		5.449%		8/25/55		Baa1		638,070
	482	Planet Fitness Master Issuer LLC, Series 2018-1A, 144A		4.666%		9/05/48		BBB–		479,826
	300	Planet Fitness Master Issuer LLC, Series 2022-1A, 144A		3.251%		12/05/51		BBB–		284,890
	500	PNMAC FMSR ISSUER TRUST, Series 2018-FT1, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		2.807%		4/25/23		N/R		493,818
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.850% spread), (3)		3.307%		2/25/23		N/R		497,844
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT2, 144A, (1-Month LIBOR reference rate + 2.650% spread), (3)		3.107%		8/25/25		N/R		495,065
	485	RBS Commercial Funding Inc 2013-SMV Trust, 144A		3.584%		3/11/31		BBB–		482,739
	496	SERVPRO Master Issuer LLC, Series 2021-1A, 144A		2.394%		4/25/51		BBB–		446,234
	273	Sesac Finance LLC, Series 2019-1, 144A		5.216%		7/25/49		N/R		269,601
	94	Sierra Timeshare 2019-3A Receivables Funding LLC, 144A		4.180%		8/20/36		BB		91,657
	135	SLG Office Trust, Series 2021-OVA, 144A		2.851%		7/15/41		BBB–		117,309
	379	Sonic Capital LLC, Series 2020-1A, 144A		3.845%		1/20/50		BBB		369,250
	500	Stack Infrastructure Issuer LLC, Series 2020-1A, 144A		1.893%		8/25/45		A–		468,716
	324	START Ireland, Series 2019-1, 144A		5.095%		3/15/44		BB		266,391
	129	Structured Receivables Finance, Series 2010-A LLC, 144A		5.218%		1/16/46		AAA		131,828
	595	Taco Bell Funding LLC, Series 2016-1A, 144A		4.970%		5/25/46		BBB		605,330
	658	Taco Bell Funding LLC, Series 2021-1A, 144A		2.294%		8/25/51		BBB		587,011
	299	Taco Bell Funding LLC, Series 2021-1A, 144A		1.946%		8/25/51		BBB		270,640
	250	VNDO Mortgage Trust, Series 2016-350P, 144A		3.903%		1/10/35		AA–		247,698
	11	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust		5.849%		8/25/38		Aaa		11,250
	195	Wells Fargo Commercial Mortgage Trust, Series 2016-C33		3.896%		3/15/59		A–		187,697
	459	Wendy’s Funding LLC, Series 2019-1A, 144A		3.783%		6/15/49		BBB		452,907
	576	Wendy’s Funding LLC, Series 2021-1A, 144A		2.370%		6/15/51		BBB		511,990
	995	Wingstop Funding LLC, Series 2020-1A A2, 144A		2.841%		12/05/50		N/R		922,839
	179	Zaxby’s Funding LLC, Series 2021-1A A2, 144A		3.238%		7/30/51		N/R		165,175
$	62,628	Total Asset-Backed and Mortgage-Backed Securities (cost $61,301,487)								59,313,650

3

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2022
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		CORPORATE BONDS – 44.0% (31.6% of Total Investments)
		Aerospace & Defense – 1.1%
$	200	Boeing Co, (4)		3.625%		2/01/31		Baa2	$	194,669
	350	Boeing Co/The, (4)		3.250%		2/01/28		Baa2		337,153
	200	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		205,280
	750	Total Aerospace & Defense								737,102
		Air Freight & Logistics – 0.1%
	100	Cargo Aircraft Management Inc, 144A		4.750%		2/01/28		BB		97,608
		Auto Components – 0.5%
	250	Adient Global Holdings Ltd, 144A		4.875%		8/15/26		BB–		237,927
	50	Dana Inc		4.250%		9/01/30		BB+		45,760
	100	Goodyear Tire & Rubber Co/The		5.250%		4/30/31		BB–		93,627
	400	Total Auto Components								377,314
		Automobiles – 0.8%
	175	Ford Motor Co		3.250%		2/12/32		BB+		156,298
	400	General Motors Financial Co Inc, (4)		3.600%		6/21/30		BBB		382,605
	575	Total Automobiles								538,903
		Banks – 4.4%
	400	Banco Santander SA		2.749%		12/03/30		BBB+		352,038
	900	Bank of America Corp, (4)		1.898%		7/23/31		AA–		785,944
	150	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.380% spread), (3)		5.888%		6/07/23		N/R		152,205
	500	JPMorgan Chase & Co, (4)		2.580%		4/22/32		AA–		458,077
	300	JPMorgan Chase & Co		3.650%		N/A (5)		BBB+		280,500
	295	M&T Bank Corp		3.500%		N/A (5)		Baa2		265,125
	300	Truist Financial Corp		4.800%		N/A (5)		Baa2		294,750
	400	Wells Fargo & Co		3.900%		N/A (5)		Baa2		383,420
	3,245	Total Banks								2,972,059
		Beverages – 0.7%
	75	Primo Water Holdings Inc, 144A		4.375%		4/30/29		B1		67,883
	450	Triton Water Holdings Inc, 144A		6.250%		4/01/29		CCC+		383,665
	525	Total Beverages								451,548
		Capital Markets – 1.6%
	300	Bank of New York Mellon Corp/The		4.700%		N/A (5)		Baa1		307,200
	250	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+		235,000
	500	Goldman Sachs Group Inc, (4)		1.992%		1/27/32		A2		433,140
	100	LPL Holdings Inc, 144A		4.625%		11/15/27		BB		98,221
	1,150	Total Capital Markets								1,073,561
		Chemicals – 2.2%
	25	ASP Unifrax Holdings Inc, 144A		5.250%		9/30/28		BB		23,224
	250	Calumet Specialty Products Partners LP / Calumet Finance Corp, 144A		11.000%		4/15/25		B–		259,256
	240	EverArc Escrow Sarl, 144A		5.000%		10/30/29		BB–		219,300
	375	NOVA Chemicals Corp, 144A, (4)		5.000%		5/01/25		BB–		376,125
	160	OCI NV, 144A		4.625%		10/15/25		BB+		161,200
	298	Rayonier AM Products Inc, 144A, (4)		7.625%		1/15/26		B+		295,020
	120	Tronox Inc, 144A		4.625%		3/15/29		BB–		112,350
	50	WR Grace Holdings LLC, 144A		5.625%		8/15/29		B+		46,755
	1,518	Total Chemicals								1,493,230
		Commercial Services & Supplies – 1.3%
	100	GFL Environmental Inc, 144A		4.250%		6/01/25		BB–		99,370
	150	GFL Environmental Inc, 144A		3.500%		9/01/28		BB–		140,827

4

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Commercial Services & Supplies (continued)
$	500	Pitney Bowes Inc, 144A, (4)		7.250%		3/15/29		BB	$	471,635
	200	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		5.750%		4/15/26		BB–		204,035
	950	Total Commercial Services & Supplies								915,867
		Communications Equipment – 0.8%
	100	Avaya Inc, 144A		6.125%		9/15/28		BB		98,617
	500	T-Mobile USA Inc, (4)		2.250%		11/15/31		BBB–		437,361
	600	Total Communications Equipment								535,978
		Consumer Finance – 1.0%
	300	American Express Co		3.550%		N/A (5)		Baa2		273,390
	250	Navient Corp, (4)		6.125%		3/25/24		Ba3		254,375
	170	OneMain Finance Corp		3.500%		1/15/27		BB		157,250
	720	Total Consumer Finance								685,015
		Containers & Packaging – 0.4%
	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		3.250%		9/01/28		BB+		181,500
	100	Silgan Holdings Inc		4.125%		2/01/28		BB+		96,000
	300	Total Containers & Packaging								277,500
		Diversified Financial Services – 1.1%
	491	GE Capital International Funding Co Unlimited Co, (4)		4.418%		11/15/35		BBB+		527,230
	250	Putnam RE PTE Ltd, 144A, (1-Month U.S. Treasury Bill reference rate + 5.500% spread), (3)		6.018%		6/07/24		N/R		251,400
	741	Total Diversified Financial Services								778,630
		Diversified Telecommunication Services – 1.7%
	200	Altice France SA/France, 144A		5.125%		7/15/29		B		179,250
	275	Altice France SA/France, 144A		5.500%		10/15/29		B		246,752
	600	AT&T Inc, (4)		2.750%		6/01/31		BBB+		562,607
	200	Iliad Holding SASU, 144A		6.500%		10/15/26		BB–		200,540
	1,275	Total Diversified Telecommunication Services								1,189,149
		Electronic Equipment, Instruments & Components – 0.3%
	200	Imola Merger Corp, 144A		4.750%		5/15/29		BB+		192,592
		Energy Equipment & Services – 0.4%
	250	Archrock Partners LP / Archrock Partners Finance Corp, 144A, (4)		6.875%		4/01/27		B+		252,805
		Entertainment – 0.6%
	70	Cinemark USA Inc, 144A		8.750%		5/01/25		BB+		73,237
	235	Magallanes Inc, 144A, (4)		4.279%		3/15/32		BBB–		236,046
	75	Univision Communications Inc, 144A		4.500%		5/01/29		B+		71,391
	380	Total Entertainment								380,674
		Equity Real Estate Investment Trust – 3.9%
	650	Brixmor Operating Partnership LP, (4)		4.050%		7/01/30		BBB–		652,169
	200	Essential Properties LP, (4)		2.950%		7/15/31		BBB–		174,967
	500	GLP Capital LP / GLP Financing II Inc, (4)		4.000%		1/15/30		BBB–		485,305
	150	GLP Capital LP / GLP Financing II Inc		4.000%		1/15/31		BBB–		145,482
	250	HAT Holdings I LLC / HAT Holdings II LLC, 144A		3.375%		6/15/26		BB+		237,500
	250	Iron Mountain Inc, 144A, (4)		5.250%		3/15/28		BB–		246,650
	75	Iron Mountain Inc, 144A		4.500%		2/15/31		BB–		69,263
	100	Kite Realty Group Trust		4.750%		9/15/30		BBB		103,346
	325	MPT Operating Partnership LP / MPT Finance Corp, (4)		3.500%		3/15/31		BBB–		301,832
	250	SITE Centers Corp, (4)		4.250%		2/01/26		BBB		252,917
	2,750	Total Equity Real Estate Investment Trust								2,669,431

5

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2022
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Food Products – 0.3%
$	250	Chobani LLC / Chobani Finance Corp Inc, 144A, (4)		4.625%		11/15/28		B1	$	230,625
		Gas Utilities – 1.2%
	75	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.375%		4/01/26		B–		70,820
	100	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.875%		4/01/29		B–		92,297
	200	Suburban Propane Partners LP/Suburban Energy Finance Corp		5.875%		3/01/27		BB–		202,750
	475	Superior Plus LP / Superior General Partner Inc, 144A, (4)		4.500%		3/15/29		BB–		446,324
	850	Total Gas Utilities								812,191
		Health Care Providers & Services – 1.3%
	35	Centene Corp		2.450%		7/15/28		BBB–		31,980
	50	CHS/Community Health Systems Inc, 144A		5.625%		3/15/27		BB–		50,922
	100	DaVita Inc, 144A		4.625%		6/01/30		Ba3		93,380
	270	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+		255,118
	50	Tenet Healthcare Corp, 144A		4.625%		6/15/28		BB–		49,062
	400	Tenet Healthcare Corp, 144A, (4)		4.375%		1/15/30		BB–		383,972
	905	Total Health Care Providers & Services								864,434
		Hotels, Restaurants & Leisure – 0.7%
	100	Cedar Fair LP / Canada’s Wonderland Co / Magnum Management Corp / Millennium Op, 144A		5.500%		5/01/25		Ba2		102,691
	50	International Game Technology PLC, 144A		4.125%		4/15/26		BB+		49,375
	55	Marriott Ownership Resorts Inc, 144A		4.500%		6/15/29		B+		51,838
	250	Scientific Games International Inc, 144A		8.625%		7/01/25		B–		262,812
	455	Total Hotels, Restaurants & Leisure								466,716
		Insurance – 0.6%
	25	AmWINS Group Inc, 144A		4.875%		6/30/29		B–		24,000
	410	BroadStreet Partners Inc, 144A		5.875%		4/15/29		CCC+		382,325
	435	Total Insurance								406,325
		Interactive Media & Services – 0.1%
	50	Arches Buyer Inc, 144A		4.250%		6/01/28		B1		46,643
		IT Services – 2.7%
	500	Ahead DB Holdings LLC, 144A		6.625%		5/01/28		CCC+		446,710
	50	Booz Allen Hamilton Inc, 144A		3.875%		9/01/28		Baa3		48,265
	45	Booz Allen Hamilton Inc, 144A		4.000%		7/01/29		Baa3		43,940
	500	CA Magnum Holdings, 144A		5.375%		10/31/26		BB–		492,500
	150	MPH Acquisition Holdings LLC, 144A		5.500%		9/01/28		Ba3		143,792
	660	Presidio Holdings Inc, 144A		8.250%		2/01/28		CCC+		673,200
	1,905	Total IT Services								1,848,407
		Life Sciences Tools & Services – 0.6%
	75	Avantor Funding Inc, 144A		4.625%		7/15/28		BB		74,175
	340	Avantor Funding Inc, 144A, (4)		3.875%		11/01/29		BB		319,600
	415	Total Life Sciences Tools & Services								393,775
		Machinery – 0.1%
	50	WASH Multifamily Acquisition Inc, 144A		5.750%		4/15/26		B–		50,125
		Media – 1.6%
	50	Directv Financing LLC / Directv Financing Co-Obligor Inc, 144A		5.875%		8/15/27		BBB–		49,187
	200	DISH DBS Corp		5.875%		11/15/24		B		199,500
	180	DISH DBS Corp, 144A		5.250%		12/01/26		Ba3		171,450
	325	Gray Television Inc, 144A, (4)		4.750%		10/15/30		BB–		301,844
	200	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB+		190,939
	30	Sirius XM Radio Inc, 144A		3.125%		9/01/26		BB		28,364
	135	Sirius XM Radio Inc, 144A		4.000%		7/15/28		BB		128,250
	1,120	Total Media								1,069,534

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		Metals & Mining – 1.1%
$	250	Constellium SE, 144A		3.750%		4/15/29		B	$	224,375
	57	Joseph T Ryerson & Son Inc, 144A		8.500%		8/01/28		BB–		61,702
	500	SunCoke Energy Inc, 144A, (4)		4.875%		6/30/29		BB		471,385
	807	Total Metals & Mining								757,462
		Mortgage Real Estate Investment Trust – 0.2%
	125	HAT Holdings I LLC / HAT Holdings II LLC, 144A		6.000%		4/15/25		BB+		128,125
		Oil, Gas & Consumable Fuels – 3.7%
	35	DT Midstream Inc, 144A		4.125%		6/15/29		BB+		33,558
	30	DT Midstream Inc, 144A		4.375%		6/15/31		BB+		28,725
	250	Energy Transfer LP, (4)		4.400%		3/15/27		BBB–		254,173
	100	EnLink Midstream LLC		5.375%		6/01/29		BB+		99,750
	50	EQT Corp, 144A		3.125%		5/15/26		BBB–		48,564
	500	MEG Energy Corp, 144A, (4)		5.875%		2/01/29		BB–		506,875
	500	MPLX LP, (4)		4.800%		2/15/29		BBB		532,340
	200	Occidental Petroleum Corp, (4)		5.875%		9/01/25		BB+		212,439
	50	Occidental Petroleum Corp		5.500%		12/01/25		BB+		52,615
	125	Parkland Corp, 144A		4.500%		10/01/29		BB		115,893
	315	Parkland Corp/Canada, 144A		4.625%		5/01/30		BB		292,950
	125	Santos Finance Ltd, 144A		3.649%		4/29/31		BBB		116,803
	250	Western Midstream Operating LP, (4)		5.300%		2/01/30		BBB–		248,750
	2,530	Total Oil, Gas & Consumable Fuels								2,543,435
		Personal Products – 0.1%
	50	Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A		5.000%		12/31/26		B2		46,125
		Pharmaceuticals – 0.9%
	225	Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A		5.875%		10/15/24		B-		212,062
	200	Organon & Co/ORG, 144A		5.125%		4/30/31		BB–		193,000
	220	Teva Pharmaceutical Finance Netherlands III BV		6.750%		3/01/28		Ba2		230,615
	645	Total Pharmaceuticals								635,677
		Real Estate Management & Development – 0.6%
	50	Howard Hughes Corp/The, 144A		4.125%		2/01/29		BB		46,913
	75	Kennedy-Wilson Inc		4.750%		3/01/29		BB		72,310
	325	Kennedy-Wilson Inc, (4)		5.000%		3/01/31		BB		312,000
	450	Total Real Estate Management & Development								431,223
		Road & Rail – 0.5%
	110	First Student Bidco Inc / First Transit Parent Inc, 144A		4.000%		7/31/29		BB+		102,577
	250	United Rentals North America Inc, (4)		4.875%		1/15/28		BB+		253,949
	360	Total Road & Rail								356,526
		Semiconductors & Semiconductor Equipment – 0.6%
	500	Broadcom Inc, 144A, (4)		2.450%		2/15/31		BBB–		446,039
		Software – 0.4%
	285	Open Text Corp, 144A		3.875%		12/01/29		BB		270,750
		Specialty Retail – 1.8%
	365	Asbury Automotive Group Inc, 144A		4.625%		11/15/29		BB		339,906
	325	Asbury Automotive Group Inc, 144A, (4)		5.000%		2/15/32		BB		302,101
	50	Bath & Body Works Inc, 144A		6.625%		10/01/30		BB		52,500
	75	LCM Investments Holdings II LLC, 144A		4.875%		5/01/29		BB–		70,836
	50	Michaels Cos Inc, 144A		5.250%		5/01/28		Ba3		45,905
	500	Michaels Cos Inc, 144A		7.875%		5/01/29		B3		428,125
	1,365	Total Specialty Retail								1,239,373

7

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2022
	(Unaudited)

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value
		Tobacco – 0.8%
$	600	BAT Capital Corp, (4)						2.726%		3/25/31		BBB+	$	528,779
		Trading Companies & Distributors – 0.9%
	455	Albion Financing 2SARL, 144A						8.750%		4/15/27		BB–		438,028
	100	H&E Equipment Services Inc, 144A						3.875%		12/15/28		BB–		93,750
	50	WESCO Distribution Inc, 144A						7.250%		6/15/28		BB		53,107
	605	Total Trading Companies & Distributors												584,885
		Wireless Telecommunication Services – 0.3%
	200	Vmed O2 UK Financing I PLC, 144A						4.750%		7/15/31		BB+		188,500
$	31,386	Total Corporate Bonds (cost $31,929,718)												29,964,640
Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 2.5% (1.8% of Total Investments) (6)
		Aerospace & Defense – 0.4%
$	250	Maxar Technologies Ltd., Term Loan B		3.210%		1-Week LIBOR		2.750%		10/05/24		B	$	246,629
		Beverages – 0.4%
	298	Triton Water Holdings, Inc, Term Loan		4.506%		3-Month LIBOR		3.500%		3/31/28		B1		290,997
		Building Products – 0.4%
	298	Quikrete Holdings, Inc., Term Loan, First Lien		2.957%		1-Month LIBOR		2.500%		1/31/27		BB–		291,179
		Chemicals – 0.6%
	249	Atotech B.V., Term Loan B		3.000%		1-Month LIBOR		2.500%		3/18/28		B+		246,293
	198	INEOS Styrolution US Holding LLC, Term Loan B		3.250%		1-Month LIBOR		2.750%		1/29/26		BB+		195,349
	447	Total Chemicals												441,642
		Insurance – 0.3%
	199	Alliant Holdings Intermediate, LLC, Term Loan B4		4.000%		1-Month LIBOR		3.500%		11/12/27		B		198,019
		Trading Companies & Distributors – 0.4%
	248	Core & Main LP, Term Loan B		2.947%		1-Month LIBOR		2.500%		6/10/28		Ba3		246,557
$	1,740	Total Variable Rate Senior Loan Interests (cost $1,734,749)												1,715,023
Principal Amount (000)		Description (1), (8)					Coupon		Maturity		Ratings (2)		Value
		CONTINGENT CAPITAL SECURITIES – 1.5% (1.1% of Total Investments)
		Banks – 1.2%
$	200	Banco Bilbao Vizcaya Argentaria SA						6.500%		N/A (5)		Ba2	$	200,750
	200	Banco Santander SA						4.750%		N/A (5)		Ba1		184,400
	200	Lloyds Banking Group PLC						7.500%		N/A (5)		Baa3		212,583
	200	Societe Generale SA, 144A						4.750%		N/A (5)		BB+		186,250
	800	Total Banks												783,983
		Capital Markets – 0.3%
	200	UBS Group AG, 144A						7.000%		N/A (5)		BBB		208,662
$	1,000	Total Contingent Capital Securities (cost $1,037,500)												992,645

8

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value
		SOVEREIGN DEBT – 1.4% (1.0% of Total Investments)
		Bahrain – 0.4%
$	250	Bahrain Government International Bond, 144A		7.000%		10/12/28		B+	$	270,657
		Egypt – 0.6%
	400	Egypt Government International Bond, 144A		5.875%		6/11/25		B+		393,382
		El Salvador – 0.1%
	100	El Salvador Government International Bond, 144A		5.875%		1/30/25		B–		55,370
		Turkey – 0.3%
	250	Turkey Government International Bond		5.950%		1/15/31		B+		215,313
$	1,000	Total Sovereign Debt (cost $1,006,098)								934,722
		Total Long-Term Investments (cost $97,009,552)								92,920,680
Principal Amount (000)		Description (1)	Coupon		Maturity				Value
		SHORT-TERM INVESTMENTS – 2.8% (2.0% of Total Investments)
		REPURCHASE AGREEMENTS – 2.8% (2.0% of Total Investments)
$	1,944	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/22, repurchase price $1,944,307, collateralized by $1,690,100, U.S. Treasury Inflation Index Notes, 0.250%, due 7/15/29, value $1,983,306		0.000%		4/01/22			$	1,944,307
		Total Short-Term Investments (cost $1,944,307)								1,944,307
		Total Investments (cost $98,953,859) – 139.4%								94,864,987
		Reverse Repurchase Agreements, including accrued interest – (33.5)% (9)								(22,804,153	)
		Other Assets Less Liabilities – (5.9)% (10)								(4,031,941	)
		Net Assets Applicable to Common Shares – 100%							$	68,028,893

Investments in Derivatives

Futures Contracts – Long

Description	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation (Depreciation)			Variation Margin Receivable/ (Payable)
U.S. Treasury Ultra Bond		9		6/22	$	1,653,211	$	1,594,125	$	(59,086	)	$	9,563

Futures Contracts – Short

Description	Number of Contracts			Expiration Date		Notional Amount			Value			Unrealized Appreciation (Depreciation)		Variation Margin Receivable/ (Payable)
U.S. Treasury 10-Year Ultra Note		(11	)		6/22	$	(1,535,746	)	$	(1,490,156	)	$	45,590	$	(4,469	)

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

$

2,986

$

2,986

9

JMM	Nuveen Multi-Market Income Fund (continued)
	Portfolio of Investments    March 31, 2022
	(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:
Asset-Backed Securities	$	—		$	59,313,650	$	—	$	59,313,650
Corporate Bonds		—			29,964,640		—		29,964,640
Variable Rate Senior Loan Interests		—			1,715,023		—		1,715,023
Contingent Capital Securities		—			992,645		—		992,645
Sovereign Debt		—			934,722		—		934,722
Short-Term Investments:
Repurchase Agreements		—			1,944,307		—		1,944,307
Investments in Derivatives:
Futures Contracts*		(13,496	)						(13,496	)
Interest Rate Swaps*		—			2,986		—		2,986
Total	$	(13,496	)	$	94,867,973	$	—	$	94,854,477

* Represents net unrealized appreciation (depreciation).

10

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 $24,350,834 have been pledged as collateral for reverse repurchase agreements.

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

(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) Reverse Repurchase Agreements, including accrued interest as a percentage of Total Investments is 24.0%.

(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.

SOFR Secured Overnight Financing Rate

SOFR30A 30 Day Average Secured Overnight Financing Rate

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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