Nuveen Diversified Dividend & Income Fund (JDD) NPORT-P Nuveen Diversified Dividend and Income Fund (Sep 2020 report)

JDD	Nuveen Diversified Dividend and Income Fund Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000) (1)		Description (2)	Coupon		Maturity		Ratings (3)		Value
		LONG-TERM INVESTMENTS – 140.9% (96.7% of Total Investments)
		EMERGING MARKET DEBT AND FOREIGN CORPORATE BONDS – 36.4% (25.0% of Total Investments)
		Angola – 0.4%
$	335	Angolan Government International Bond, 144A		8.250%		5/09/28		Caa1	$	266,158
	320	Angolan Government International Bond, 144A		9.375%		5/08/48		Caa1		249,510
	200	Angolan Government International Bond, Reg S		8.000%		11/26/29		CCC+		157,894
		Total Angola								673,562
		Argentina – 0.7%
	56	Argentine Republic Government International Bond		1.000%		7/09/29		CCC+		25,443
	342	Argentine Republic Government International Bond		0.125%		7/09/30		CCC+		142,802
	781	Argentine Republic Government International Bond		0.125%		7/09/35		CCC+		293,137
	160	Argentine Republic Government International Bond		0.125%		7/09/41		CCC+		63,520
	117	Ciudad Autonoma De Buenos Aires/Government Bonds, 144A		8.950%		2/19/21		B-		106,158
	310	Ciudad Autonoma De Buenos Aires/Government Bonds, 144A		7.500%		6/01/27		B-		220,103
	171	Provincia de Cordoba, 144A		7.125%		6/10/21		CC		104,312
	76	YPF SA, 144A		8.750%		4/04/24		CCC		60,762
	115	YPF SA, 144A		8.500%		3/23/25		CCC		90,574
	139	YPF SA, 144A		6.950%		7/21/27		CCC		92,782
	80	YPF SA, 144A		7.000%		12/15/47		CCC		50,520
	50	YPF SA, Reg S		8.500%		7/28/25		CCC		36,547
	20	YPF SA, Reg S		6.950%		7/21/27		CCC		13,350
		Total Argentina								1,300,010
		Armenia – 0.5%
	655	Republic of Armenia International Bond, Reg S		7.150%		3/26/25		Ba3		710,544
	200	Republic of Armenia International Bond, Reg S		3.950%		9/26/29		Ba3		193,290
		Total Armenia								903,834
		Azerbaijan – 0.9%
	150	International Bank of Azerbaijan OJSC, Reg S		3.500%		9/01/24		B-		138,142
	525	Republic of Azerbaijan International Bond, Reg S		3.500%		9/01/32		BB+		503,790
	200	Southern Gas Corridor CJSC, 144A		6.875%		3/24/26		BB+		227,120
	385	Southern Gas Corridor CJSC, Reg S		6.875%		3/24/26		BB+		437,682
	210	State Oil Co of the Azerbaijan Republic, Reg S		6.950%		3/18/30		BB+		247,586
		Total Azerbaijan								1,554,320
		Bahrain – 0.7%
	400	Bahrain Government International Bond, 144A		7.375%		5/14/30		B+		437,745
	275	Bahrain Government International Bond, 144A		5.625%		9/30/31		B+		268,003
	200	Bahrain Government International Bond, Reg S		6.750%		9/20/29		B+		214,091
	310	Bahrain Government International Bond, Reg S		5.625%		9/30/31		B+		302,008
		Total Bahrain								1,221,847
		Bermuda – 0.1%
	200	Bermuda Government International Bond, 144A		4.750%		2/15/29		A+		238,540
		Brazil – 1.8%
	255	Banco do Brasil SA/Cayman, 144A		4.750%		3/20/24		Ba2		268,388
	200	Banco do Brasil SA/Cayman, Reg S		4.625%		1/15/25		Ba2		210,702
	200	Braskem Netherlands Finance BV, 144A		4.500%		1/31/30		BB+		186,750
	235	Brazilian Government International Bond		3.875%		6/12/30		BB-		234,765
	210	Brazilian Government International Bond		5.000%		1/27/45		Ba2		210,842
	200	Brazilian Government International Bond		4.750%		1/14/50		BB-		194,102
	200	Centrais Eletricas Brasileiras SA, 144A		4.625%		2/04/30		BB-		200,250

1

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000) (1)			Description (2)	Coupon		Maturity			Ratings (3)		Value
			Brazil (continued)
$	225		Centrais Eletricas Brasileiras SA, Reg S		5.750%		10/27/21			Ba2	$	232,706
	395		Itau Unibanco Holding SA/Cayman Island, 144A		2.900%		1/24/23			BB		399,495
	200		Minerva Luxembourg SA, Reg S		5.875%		1/19/28			BB-		207,752
	100		Petrobras Global Finance BV		5.600%		1/03/31			Ba2		106,821
	50		Petrobras Global Finance BV		6.875%		1/20/40			Ba2		55,600
	100		Petrobras Global Finance BV		6.900%		3/19/49			Ba2		111,210
	115		Petrobras Global Finance BV		6.750%		6/03/50			Ba2		124,555
	200		Rede D’or Finance Sarl, 144A		4.500%		1/22/30			BB		189,500
	205		Rumo Luxembourg Sarl, 144A		5.250%		1/10/28			BB		213,241
	100		Vale Overseas Ltd		3.750%		7/08/30	��		BBB		102,900
			Total Brazil									3,249,579
			British Virgin Islands – 0.1%
	205		State Grid Overseas Investment 2016 Ltd, 144A		3.500%		5/04/27			A+		229,051
			Chile – 0.5%
	205		Celulosa Arauco y Constitucion SA, 144A		5.150%		1/29/50			BBB		217,095
	515		Empresa Nacional del Petroleo, Reg S		3.750%		8/05/26			A		546,713
	200		VTR Comunicaciones SpA, 144A		5.125%		1/15/28			BB+		206,780
			Total Chile									970,588
			China – 0.8%
	200		BRF SA, 144A		4.875%		1/24/30			Ba2		205,248
	200		Industrial & Commercial Bank of China Ltd, Reg S		4.875%		9/21/25			BBB+		224,522
	200		Prosus NV, 144A		4.027%		8/03/50			BBB-		203,769
	400		Sinopec Group Overseas Development 2018 Ltd, 144A		2.700%		5/13/30			A+		420,642
	200		Tencent Holdings Ltd, 144A		2.390%		6/03/30			A+		203,226
	200		Tencent Holdings Ltd, 144A		3.290%		6/03/60			A+		203,268
			Total China									1,460,675
			Colombia – 1.3%
	320		Bancolombia SA		3.000%		1/29/25			Baa2		320,518
	470		Colombia Government International Bond		3.000%		1/30/30			Baa2		477,520
	200		Colombia Government International Bond		3.125%		4/15/31			Baa2		205,000
	200		Colombia Government International Bond		5.000%		6/15/45			Baa2		233,000
	400		Colombia Government International Bond		4.125%		5/15/51			Baa2		415,600
	210		Ecopetrol SA		6.875%		4/29/30			BBB-		251,475
	200		Millicom International Cellular SA, 144A		6.250%		3/25/29			BB+		213,500
	200		Transportadora de Gas Internacional SA ESP, 144A		5.550%		11/01/28			BBB		226,002
			Total Colombia									2,342,615
			Costa Rica – 0.2%
	435		Costa Rica Government International Bond, 144A		6.125%		2/19/31			B		408,900
			Cote d“Ivoire – 0.3%
	100	EUR	Ivory Coast Government International Bond, Reg S		5.875%		10/17/31			Ba3		105,904
	395		Ivory Coast Government International Bond, Reg S		6.125%		6/15/33			Ba3		369,103
	100	EUR	Ivory Coast Government International Bond, Reg S		6.875%		10/17/40			Ba3		105,129
			Total Cote d’Ivoire									580,136
			Croatia – 0.8%
	535	EUR	Croatia Government International Bond, Reg S		3.000%		3/20/27			BBB-		717,376
	185	EUR	Croatia Government International Bond, Reg S		2.700%		6/15/28			BBB-		247,743
	200	EUR	Croatia Government International Bond, Reg S		1.125%		6/19/29			BBB-		238,006
	240	EUR	Croatia Government International Bond, Reg S		1.500%		6/17/31			BBB-		291,935
			Total Croatia									1,495,060
			Dominican Republic – 1.1%
	150		Dominican Republic International Bond, 144A		4.875%		9/23/32			BB-		149,175
	250		Dominican Republic International Bond, 144A		6.400%		6/05/49			BB-		250,875
	212		Dominican Republic International Bond, Reg S		7.500%		5/06/21			BB-		218,281
	285		Dominican Republic International Bond, Reg S		6.600%		1/28/24			BB-		312,503

2

Principal Amount (000) (1)			Description (2)	Coupon		Maturity		Ratings (3)		Value
			Dominican Republic (continued)
$	100		Dominican Republic International Bond, Reg S		6.875%		1/29/26		BB-	$	111,250
	425		Dominican Republic International Bond, Reg S		7.450%		4/30/44		BB-		478,125
	290		Dominican Republic International Bond, Reg S		6.850%		1/27/45		BB-		305,370
	150		Dominican Republic International Bond, Reg S		6.400%		6/05/49		BB-		150,525
			Total Dominican Republic								1,976,104
			Ecuador – 0.6%
	430		Ecuador Government International Bond, 144A		0.500%		7/31/30		B-		290,041
	119		Ecuador Government International Bond, 144A		0.000%		7/31/30		B-		55,120
	1,068		Ecuador Government International Bond, 144A		0.500%		7/31/35		B-		590,006
	467		Ecuador Government International Bond, 144A		0.500%		7/31/40		B-		233,022
			Total Ecuador								1,168,189
			Egypt – 0.8%
	200		Egypt Government International Bond, 144A		7.625%		5/29/32		B+		195,250
	205		Egypt Government International Bond, 144A		8.875%		5/29/50		B+		202,860
	1,155		Egypt Government International Bond, Reg S		7.903%		2/21/48		B+		1,062,831
			Total Egypt								1,460,941
			El Salvador – 0.1%
	190		El Salvador Government International Bond, 144A		7.125%		1/20/50		B-		147,896
	45		El Salvador Government International Bond, Reg S		6.375%		1/18/27		B+		38,633
	75		El Salvador Government International Bond, Reg S		8.250%		4/10/32		B+		67,687
			Total El Salvador								254,216
			Ethiopia – 0.2%
	385		Ethiopia International Bond, Reg S		6.625%		12/11/24		B		385,000
			Gabon – 0.4%
	455		Gabon Government International Bond, 144A		6.625%		2/06/31		Caa1		405,855
	238		Gabon Government International Bond, Reg S		6.375%		12/12/24		CCC		224,598
			Total Gabon								630,453
			Georgia – 0.3%
	535		Georgia Government International Bond, Reg S		6.875%		4/12/21		BB		543,768
			Ghana – 0.3%
	250		Ghana Government International Bond, 144A		8.627%		6/16/49		B		210,000
	355		Ghana Government International Bond, Reg S		7.625%		5/16/29		B		320,146
			Total Ghana								530,146
			Honduras – 0.2%
	150		Honduras Government International Bond, 144A		5.625%		6/24/30		BB-		160,425
	200		Honduras Government International Bond, Reg S		7.500%		3/15/24		BB-		217,500
			Total Honduras								377,925
			Hong Kong – 0.1%
	200		AIA Group Ltd, 144A		3.200%		9/16/40		A		206,526
			Hungary – 0.7%
	310		Hungary Government International Bond		5.375%		2/21/23		BBB		342,240
	156		Hungary Government International Bond		5.750%		11/22/23		BBB		178,812
	550	EUR	Hungary Government International Bond, Reg S		1.625%		4/28/32		BBB		682,402
			Total Hungary								1,203,454
			India – 0.3%
	200		Bharti Airtel Ltd, Reg S		4.375%		6/10/25		BBB-		211,166
	200		Greenko Dutch BV, Reg S		5.250%		7/24/24		Ba1		202,944
	200		Vedanta Holdings Mauritius II Ltd, 144A		13.000%		8/21/23		B3		205,956
			Total India								620,066

3

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000) (1)			Description (2)	Coupon		Maturity		Ratings (3)		Value
			Indonesia – 1.3%
$	425		Indonesia Government International Bond, Reg S		3.375%		4/15/23		BBB	$	448,179
	200		Indonesia Government International Bond, Reg S		4.625%		4/15/43		BBB		233,952
	200		Indonesia Government International Bond, Reg S		4.750%		7/18/47		Baa2		243,293
	200,000	IDR	International Bank for Reconstruction & Development		7.450%		8/20/21		AAA		13,642
	3,100,000	IDR	International Finance Corp		8.000%		10/09/23		AAA		219,632
	200		Minejesa Capital BV, Reg S		4.625%		8/10/30		Baa3		205,522
	250		Minejesa Capital BV, Reg S		5.625%		8/10/37		Baa3		257,215
	200		Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 144A		5.450%		5/21/28		Baa2		234,000
	375		Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, Reg S		4.125%		5/15/27		Baa2		404,063
			Total Indonesia								2,259,498
			Israel – 0.7%
	575		Israel Electric Corp Ltd, 144A, Reg S		4.250%		8/14/28		BBB		653,200
	87		Leviathan Bond Ltd, 144A, Reg S		6.125%		6/30/25		BB		89,818
	127		Leviathan Bond Ltd, 144A, Reg S		6.500%		6/30/27		BB		131,682
	75		Leviathan Bond Ltd, 144A, Reg S		6.750%		6/30/30		BB		77,526
	215		State of Israel		3.375%		1/15/50		AA-		238,107
			Total Israel								1,190,333
			Jordan – 0.5%
	200		Jordan Government International Bond, 144A		4.950%		7/07/25		BB-		199,199
	200		Jordan Government International Bond, 144A		7.375%		10/10/47		B+		198,350
	425		Jordan Government International Bond, Reg S		7.375%		10/10/47		B+		421,711
			Total Jordan								819,260
			Kazakhstan – 0.3%
	395		KazMunayGas National Co JSC, 144A		5.750%		4/19/47		Baa3		467,964
			Kenya – 0.1%
	245		Kenya Government International Bond, Reg S		8.000%		5/22/32		B+		241,416
			Macedonia – 0.6%
	315	EUR	North Macedonia Government International Bond, 144A		3.675%		6/03/26		BB+		395,544
	515	EUR	North Macedonia Government International Bond, Reg S		3.975%		7/24/21		BB+		615,688
			Total Macedonia								1,011,232
			Malaysia – 0.6%
	200		Petronas Capital Ltd, 144A		3.500%		4/21/30		A2		223,516
	405		Petronas Capital Ltd, 144A		4.550%		4/21/50		A2		514,516
	230		Petronas Capital Ltd, Reg S		3.500%		3/18/25		A2		252,421
			Total Malaysia								990,453
			Mexico – 2.3%
	9,255		Mexican Bonos		8.500%		5/31/29		BBB+		494,923
	225		Mexico City Airport Trust, Reg S		4.250%		10/31/26		BBB		199,125
	397		Mexico Government International Bond		4.500%		4/22/29		Baa1		444,441
	600		Mexico Government International Bond		4.750%		4/27/32		Baa1		678,000
	200		Mexico Government International Bond		4.600%		1/23/46		Baa1		214,354
	400		Mexico Government International Bond		5.000%		4/27/51		Baa1		446,400
	25		Petroleos Mexicanos		6.500%		1/23/29		BBB		22,375
	70		Petroleos Mexicanos		6.375%		1/23/45		BBB		52,500
	712		Petroleos Mexicanos		6.750%		9/21/47		BBB		548,240
	68		Petroleos Mexicanos		6.350%		2/12/48		BBB		50,915
	475		Petroleos Mexicanos, 144A		6.840%		1/23/30		BBB		422,750
	230		Petroleos Mexicanos, 144A		5.950%		1/28/31		BBB		191,273
	280		Petroleos Mexicanos, 144A		7.690%		1/23/50		BBB		231,140
	70		Petroleos Mexicanos, Reg S		6.840%		1/23/30		BBB		62,300
	15		Petroleos Mexicanos, Reg S		5.950%		1/28/31		BBB		12,474
	75		Petroleos Mexicanos, Reg S		7.690%		1/23/50		BBB		61,913
			Total Mexico								4,133,123
			Mongolia – 0.3%
	475		Mongolia Government International Bond, Reg S		5.125%		12/05/22		B		484,489

4

Principal Amount (000) (1)			Description (2)	Coupon		Maturity		Ratings (3)		Value
			Morocco – 0.7%
$	100	EUR	Morocco Government International Bond, Reg S		1.500%		11/27/31		BBB-	$	110,109
	310		Morocco Government International Bond, Reg S		5.500%		12/11/42		BBB-		384,400
	410		OCP SA, Reg S		5.625%		4/25/24		BBB-		444,485
	295		OCP SA, Reg S		4.500%		10/22/25		BBB-		310,996
			Total Morocco								1,249,990
			Nigeria – 0.2%
	390		Nigeria Government International Bond, Reg S		8.747%		1/21/31		B2		397,967
			Oman – 0.7%
	305		Oman Government International Bond, 144A		6.750%		1/17/48		Ba3		251,884
	455		Oman Government International Bond, Reg S		3.625%		6/15/21		BB-		452,161
	240		Oman Government International Bond, Reg S		4.750%		6/15/26		BB-		220,080
	400		Oman Government International Bond, Reg S		6.750%		1/17/48		Ba3		330,339
			Total Oman								1,254,464
			Pakistan – 0.2%
	315		Pakistan Government International Bond, Reg S		6.875%		12/05/27		B-		313,159
			Panama – 2.1%
	199		Aeropuerto Internacional de Tocumen SA, 144A		6.000%		11/18/48		BBB-		221,270
	125		Panama Government International Bond		7.125%		1/29/26		BBB+		158,125
	705		Panama Government International Bond		3.160%		1/23/30		BBB+		766,687
	625		Panama Government International Bond		4.500%		4/16/50		BBB+		782,031
	825		Panama Government International Bond		4.300%		4/29/53		BBB+		1,013,719
	320		Panama Government International Bond		4.500%		4/01/56		BBB+		400,000
	330		Panama Notas del Tesoro		3.750%		4/17/26		BBB+		352,539
			Total Panama								3,694,371
			Paraguay – 1.0%
	295		Paraguay Government International Bond, Reg S		4.625%		1/25/23		Ba1		311,963
	640		Paraguay Government International Bond, Reg S		5.000%		4/15/26		Ba1		728,000
	525		Paraguay Government International Bond, Reg S		6.100%		8/11/44		Ba1		676,987
			Total Paraguay								1,716,950
			Peru – 0.1%
	145		Banco de Credito del Peru, 144A		3.125%		7/01/30		BBB		145,454
			Philippines – 0.6%
	590		Philippine Government International Bond		3.950%		1/20/40		BBB+		697,845
	280		Philippine Government International Bond		3.700%		3/01/41		BBB+		323,163
			Total Philippines								1,021,008
			Qatar – 1.1%
	375		Qatar Government International Bond, 144A		5.103%		4/23/48		AA-		520,943
	355		Qatar Government International Bond, Reg S		4.500%		4/23/28		AA-		424,284
	290		Qatar Government International Bond, Reg S		4.000%		3/14/29		AA-		338,966
	255		Qatar Government International Bond, Reg S		4.625%		6/02/46		AA-		334,422
	200		Qatar Government International Bond, Reg S		5.103%		4/23/48		AA-		277,836
			Total Qatar								1,896,451
			Romania – 0.8%
	60	EUR	Romanian Government International Bond, 144A		3.624%		5/26/30		BBB-		79,481
	70	EUR	Romanian Government International Bond, 144A		2.124%		7/16/31		BBB-		81,829
	112		Romanian Government International Bond, 144A		4.000%		2/14/51		BBB-		115,360
	85	EUR	Romanian Government International Bond, Reg S		2.000%		12/08/26		BBB-		103,480
	165	EUR	Romanian Government International Bond, Reg S		2.000%		1/28/32		BBB-		190,348
	196		Romanian Government International Bond, Reg S		6.125%		1/22/44		BBB-		264,600
	550		Romanian Government International Bond, Reg S		5.125%		6/15/48		BBB-		669,933
			Total Romania								1,505,031
			Russia – 1.6%
	23,810	RUB	Russian Federal Bond – OFZ		7.950%		10/07/26		N/R		342,883

5

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000) (1)			Description (2)	Coupon		Maturity		Ratings (3)		Value
			Russia (continued)
$	3,430	RUB	Russian Federal Bond – OFZ		6.900%		5/23/29		BBB	$	46,459
	9,540	RUB	Russian Federal Bond – OFZ		7.650%		4/10/30		BBB		136,166
	1,265	RUB	Russian Federal Bond – OFZ		8.500%		9/17/31		BBB		19,173
	7,940	RUB	Russian Federal Bond – OFZ		7.700%		3/23/33		BBB		114,179
	600		Russian Foreign Bond – Eurobond, Reg S		4.750%		5/27/26		BBB		687,532
	1,400		Russian Foreign Bond – Eurobond, Reg S		4.250%		6/23/27		BBB		1,575,840
			Total Russia								2,922,232
			Saudi Arabia – 0.7%
	250		Saudi Government International Bond, 144A		2.900%		10/22/25		A1		267,001
	230		Saudi Government International Bond, Reg S		3.250%		10/26/26		A1		250,116
	225		Saudi Government International Bond, Reg S		4.375%		4/16/29		A1		263,264
	345		Saudi Government International Bond, Reg S		4.500%		10/26/46		A1		414,041
			Total Saudi Arabia								1,194,422
			Senegal – 0.5%
	415		Senegal Government International Bond		6.750%		3/13/48		Ba3		392,777
	200		Senegal Government International Bond, 144A		6.750%		3/13/48		Ba3		189,374
	200		Senegal Government International Bond, Reg S		8.750%		5/13/21		Ba3		205,339
	200		Senegal Government International Bond, Reg S		6.750%		3/13/48		Ba3		189,290
			Total Senegal								976,780
			Serbia – 0.5%
	225	EUR	Serbia International Bond, 144A		3.125%		5/15/27		BB+		281,359
	150	EUR	Serbia International Bond, 144A		1.500%		6/26/29		BB+		169,376
	140	EUR	Serbia International Bond, Reg S		3.125%		5/15/27		BB+		175,068
	205	EUR	Serbia International Bond, Reg S		1.500%		6/26/29		BB+		231,481
			Total Serbia								857,284
			Singapore – 0.4%
	690		Temasek Financial I Ltd, 144A		2.500%		10/06/70		AAA		675,668
			South Africa – 0.3%
	270		Eskom Holdings SOC Ltd, Reg S		6.750%		8/06/23		CCC+		248,376
	240		Republic of South Africa Government International Bond		5.750%		9/30/49		Ba1		203,203
			Total South Africa								451,579
			Sri Lanka – 0.6%
	335		Sri Lanka Government International Bond, 144A		6.200%		5/11/27		B-		226,125
	395		Sri Lanka Government International Bond, Reg S		6.250%		7/27/21		B-		343,650
	415		Sri Lanka Government International Bond, Reg S		6.850%		11/03/25		B-		290,534
	200		Sri Lanka Government International Bond, Reg S		6.825%		7/18/26		B-		139,250
	230		Sri Lanka Government International Bond, Reg S		6.200%		5/11/27		B-		155,250
			Total Sri Lanka								1,154,809
			Tanzania – 0.2%
	400		AngloGold Ashanti Holdings PLC		3.750%		10/01/30		Baa3		407,946
			Tunisia – 0.3%
	105	EUR	Banque Centrale de Tunisie International Bond, 144A		6.750%		10/31/23		B2		115,900
	100	EUR	Banque Centrale de Tunisie International Bond, Reg S		6.750%		10/31/23		B2		110,380
	390		Banque Centrale de Tunisie International Bond, Reg S		5.750%		1/30/25		B2		350,344
			Total Tunisia								576,624
			Turkey – 0.6%
	215		Turkey Government International Bond		3.250%		3/23/23		BB-		203,702
	210		Turkey Government International Bond		4.875%		10/09/26		BB-		191,995
	250		Turkey Government International Bond		6.000%		3/25/27		BB-		239,375
	245		Turkey Government International Bond		5.125%		2/17/28		BB-		222,827
	295		Turkey Government International Bond		5.750%		5/11/47		BB-		233,256
			Total Turkey								1,091,155
			Ukraine – 0.9%
	100		Ukraine Government International Bond, 144A		7.750%		9/01/27		B		98,912

6

Principal Amount (000) (1)		Description (2)	Coupon		Maturity		Ratings (3)		Value
		Ukraine (continued)
$	323	Ukraine Government International Bond, 144A		7.375%		9/25/32		B	$	302,877
	715	Ukraine Government International Bond, 144A		7.253%		3/15/33		B		656,942
	115	Ukraine Government International Bond, Reg S		7.750%		9/01/22		B		117,731
	100	Ukraine Government International Bond, Reg S		7.750%		9/01/24		B		100,238
	455	Ukraine Government International Bond, Reg S		7.375%		9/25/32		B		426,678
		Total Ukraine								1,703,378
		United Arab Emirates – 1.2%
	230	Abu Dhabi Government International Bond, 144A		2.125%		9/30/24		AA		240,184
	270	Abu Dhabi Government International Bond, 144A		3.125%		4/16/30		AA		301,828
	410	Abu Dhabi Government International Bond, 144A		3.125%		9/30/49		AA		438,700
	200	Abu Dhabi Government International Bond, 144A		3.875%		4/16/50		AA		244,000
	455	Abu Dhabi Government International Bond, Reg S		3.125%		9/30/49		AA		486,713
	360	Abu Dhabi National Energy Co PJSC, Reg S		4.375%		6/22/26		Aa3		412,654
		Total United Arab Emirates								2,124,079
		Venezuela – 0.1%
	1,877	Petroleos de Venezuela SA, Reg S, (4)		6.000%		11/15/26		N/R		46,919
	360	Venezuela Government International Bond, Reg S, (4)		9.000%		5/07/23		C		27,000
	1,040	Venezuela Government International Bond, Reg S, (4)		9.250%		5/07/28		C		78,000
		Total Venezuela								151,919
		Vietnam – 0.1%
	250	Mong Duong Finance Holdings BV, 144A		5.125%		5/07/29		BB		254,706
		Total Emerging Market Debt and Foreign Corporate Bonds (cost $65,708,715)								65,320,699

Shares		Description (2)	Value
		REAL ESTATE INVESTMENT TRUST (REIT) COMMON STOCKS – 34.6% (23.7% of Total Investments)
		Health Care – 3.0%
	91,415	Healthpeak Properties Inc	$	2,481,917
	52,825	Welltower Inc		2,910,130
		Total Health Care		5,392,047
		Hotels – 1.2%
	52,900	Host Hotels & Resorts Inc		570,791
	183,815	Sunstone Hotel Investors Inc		1,459,491
		Total Hotels		2,030,282
		Industrial – 4.3%
	44,070	Duke Realty Corp		1,626,183
	54,875	First Industrial Realty Trust Inc		2,184,025
	39,028	Prologis Inc		3,926,997
		Total Industrial		7,737,205
		Office – 6.7%
	9,335	Alexandria Real Estate Equities Inc		1,493,600
	29,275	Boston Properties Inc		2,350,783
	153,975	Columbia Property Trust Inc		1,679,867
	83,645	Cousins Properties Inc		2,391,411
	71,790	Douglas Emmett Inc		1,801,929
	101,340	Hudson Pacific Properties Inc		2,222,386
		Total Office		11,939,976
		Residential – 8.3%
	108,240	American Homes 4 Rent		3,082,675
	47,868	Apartment Investment and Management Co		1,614,109
	22,455	AvalonBay Communities Inc		3,353,430
	30,620	Camden Property Trust		2,724,567
	93,820	Invitation Homes Inc		2,626,022
	45,670	UDR Inc		1,489,299
		Total Residential		14,890,102

7

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Shares		Description (2)	Value
		Retail – 2.1%
	60,000	Kimco Realty Corp	$	675,600
	40,850	Regency Centers Corp		1,553,117
	65,280	SITE Centers Corp		470,016
	64,815	Weingarten Realty Investors		1,099,262
		Total Retail		3,797,995
		Specialized – 9.0%
	20,660	CoreSite Realty Corp		2,456,061
	95,475	CubeSmart		3,084,797
	14,985	Digital Realty Trust Inc		2,199,199
	3,840	Equinix Inc		2,918,899
	19,810	Extra Space Storage Inc		2,119,472
	15,335	Public Storage		3,415,411
		Total Specialized		16,193,839
		Total Real Estate Investment Trust (REIT) Common Stocks (cost $55,088,910)		61,981,446

Shares		Description (2)	Value
		COMMON STOCKS – 34.2% (23.5% of Total Investments)
		Aerospace & Defense – 1.3%
	9,686	General Dynamics Corp, (5)	$	1,340,833
	13,185	Thales SA, (6)		988,185
		Total Aerospace & Defense		2,329,018
		Air Freight & Logistics – 1.2%
	47,252	Deutsche Post AG, (6)		2,144,086
		Banks – 3.5%
	57,383	Bank of America Corp		1,382,356
	33,538	Citigroup Inc		1,445,823
	138,981	ING Groep NV		983,985
	14,940	JPMorgan Chase & Co		1,438,274
	157,769	Oversea-Chinese Banking Corp Ltd, (6)		981,124
		Total Banks		6,231,562
		Capital Markets – 0.7%
	76,940	Deutsche Boerse AG, (6)		1,351,066
		Chemicals – 1.6%
	20,684	DuPont de Nemours Inc		1,147,548
	42,837	Nutrien Ltd		1,679,637
		Total Chemicals		2,827,185
		Communications Equipment – 0.6%
	28,065	Cisco Systems Inc, (5)		1,105,480
		Diversified Telecommunication Services – 1.0%
	52,807	Nippon Telegraph & Telephone Corp, (6)		1,090,993
	96,708	Telefonica Brasil SA		747,709
		Total Diversified Telecommunication Services		1,838,702
		Electric Utilities – 0.4%
	13,285	Evergy Inc		675,144
	5,330	Siemens Energy AG, (WI/DD) (7)		143,730
		Total Electric Utilities		818,874
		Electrical Equipment – 0.7%
	11,770	Eaton Corp PLC		1,200,893
		Energy Equipment & Services – 0.0%
	3,685	Transocean Ltd, (7)		2,973

8

Shares		Description (2)	Value
		Entertainment – 1.1%
	3,439	Nintendo Co Ltd, (6)	$	1,948,851
		Food & Staples Retailing – 0.8%
	47,500	Seven & i Holdings Co Ltd, (6)		1,475,829
		Food Products – 0.6%
	568,000	Tingyi Cayman Islands Holding Corp, (6)		1,005,754
		Health Care Equipment & Supplies – 0.5%
	7,946	Medtronic PLC		825,748
		Health Care Providers & Services – 1.5%
	6,159	Anthem Inc, (5)		1,654,246
	11,922	Fresenius Medical Care AG & Co KGaA, (6)		1,007,846
	6,140	Millennium Health LLC, (7), (8)		6,815
	5,767	Millennium Health LLC, (7), (8)		5,825
		Total Health Care Providers & Services		2,674,732
		Household Durables – 0.5%
	653,897	Taylor Wimpey PLC, (6)		914,336
		Household Products – 0.6%
	10,191	Henkel AG & Co KGaA, (6)		1,065,840
		Industrial Conglomerates – 0.7%
	10,423	Siemens AG, (6)		1,316,310
		Insurance – 2.0%
	35,868	Ageas SA/NV, (6)		1,467,686
	5,757	Allianz SE, (6)		1,104,939
	4,829	Everest Re Group Ltd		953,921
		Total Insurance		3,526,546
		IT Services – 0.5%
	16,599	Amdocs Ltd		952,949
		Media – 1.4%
	24,320	Clear Channel Outdoor Holdings Inc, (7)		24,320
	46,092	Comcast Corp, (5)		2,132,216
	8,232	Cumulus Media Inc, (7)		44,206
	655,185	Hibu plc, (6), (7)		45,863
	10,343	iHeartMedia Inc, (7)		83,985
	2,099	Metro-Goldwyn-Mayer Inc, (6), (7)		158,265
	3,185	Tribune Co, (7), (8)		3
		Total Media		2,488,858
		Multi-Utilities – 1.3%
	112,871	National Grid PLC, (6)		1,296,452
	44,554	Veolia Environnement SA, (6)		961,301
		Total Multi-Utilities		2,257,753
		Oil, Gas & Consumable Fuels – 1.3%
	12,462	Chevron Corp, (5)		897,264
	95,899	Enterprise Products Partners LP, (5)		1,514,245
		Total Oil, Gas & Consumable Fuels		2,411,509
		Pharmaceuticals – 3.6%
	19,119	AstraZeneca PLC, Sponsored ADR		1,047,721
	14,719	Bayer AG, (6)		908,069
	25,414	Bristol-Myers Squibb Co, (5)		1,532,210
	52,712	GlaxoSmithKline PLC, Sponsored ADR		1,984,080
	23,452	Roche Holding AG, (6)		1,003,980
		Total Pharmaceuticals		6,476,060
		Semiconductors & Semiconductor Equipment – 1.0%
	2,732	Broadcom Inc, (5)		995,322
	28,642	Infineon Technologies AG, (6)		807,297
		Total Semiconductors & Semiconductor Equipment		1,802,619

9

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Shares		Description (2)	Value
		Software – 2.1%
	10,136	Microsoft Corp, (5)	$	2,131,905
	26,907	Oracle Corp		1,606,348
		Total Software		3,738,253
		Specialty Retail – 0.6%
	6,477	Lowe’s Cos Inc		1,074,275
		Technology Hardware, Storage & Peripherals – 0.9%
	36,835	Samsung Electronics Co Ltd, (6)		1,585,415
		Tobacco – 0.4%
	10,926	Philip Morris International Inc		819,341
		Trading Companies & Distributors – 0.9%
	94,580	Mitsui & Co Ltd, (6)		1,625,150
		Wireless Telecommunication Services – 0.9%
	70,866	SK Telecom Co Ltd		1,588,816
		Total Common Stocks (cost $54,508,203)		61,424,783

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 32.9% (22.6% of Total Investments) (9)
		Aerospace & Defense – 0.4%
$	115	Standard Aero, Term Loan B1		3.720%		3-Month LIBOR		3.500%		4/08/26		B-	$	102,450
	62	Standard Aero, Term Loan B2		3.720%		3-Month LIBOR		3.500%		4/08/26		B-		55,080
	479	Transdigm, Inc., Term Loan F		2.397%		1-Month LIBOR		2.250%		12/09/25		Ba3		453,779
	656	Total Aerospace & Defense												611,309
		Airlines – 0.3%
	382	American Airlines, Inc., Term Loan B		2.146%		1-Month LIBOR		2.000%		4/28/23		Ba3		316,236
	72	American Airlines, Inc., Term Loan B		2.152%		1-Month LIBOR		2.000%		12/14/23		Ba3		59,556
	143	Delta Air Lines, Inc., Term Loan B		5.750%		3-Month LIBOR		4.750%		4/29/23		Baa2		142,643
	37	WestJet Airlines, Term Loan		4.000%		6-Month LIBOR		3.000%		12/11/26		BB+		31,810
	634	Total Airlines												550,245
		Auto Components – 0.2%
	297	Johnson Controls Inc., Term Loan B		3.647%		1-Month LIBOR		3.500%		4/30/26		B1		290,132
		Beverages – 0.2%
	418	Jacobs Douwe Egberts, Term Loan B		2.188%		1-Month LIBOR		2.000%		11/01/25		BB+		416,202
		Biotechnology – 0.4%
	620	Grifols, Inc., Term Loan B, First Lien		2.100%		1-Week LIBOR		2.000%		11/15/27		Ba2		608,827
		Building Products – 0.3%
	195	Advanced Drainage Systems, Term Loan B		2.438%		1-Month LIBOR		2.250%		9/24/26		Ba1		194,716
	337	Quikrete Holdings, Inc., Term Loan B		2.646%		1-Month LIBOR		2.500%		2/01/27		BB-		328,723
	532	Total Building Products												523,439
		Capital Markets – 0.3%
	458	Lions Gate Entertainment Corporation, Term Loan A		1.897%		1-Month LIBOR		1.750%		3/22/23		Ba2		441,487
	93	RPI Finance Trust, Term Loan B1		1.896%		1-Month LIBOR		1.750%		2/11/27		BBB-		92,812
	551	Total Capital Markets												534,299
		Chemicals – 0.5%
	558	Axalta Coating Systems, Term Loan, First Lien		1.970%		3-Month LIBOR		1.750%		6/01/24		Ba1		545,882
	361	H.B. Fuller Company, Term Loan B		2.156%		1-Month LIBOR		2.000%		10/21/24		BB		357,840
	919	Total Chemicals												903,722

10

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		Commercial Services & Supplies – 1.8%
$	1,050	ADS Waste Holdings, Inc., Term Loan B		3.000%		1-Week LIBOR		2.250%		11/10/23		BB+	$	1,048,605
	75	Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien		5.250%		3-Month LIBOR		4.250%		6/21/24		B-		69,664
	1,087	Formula One Group, Term Loan B		3.500%		1-Month LIBOR		2.500%		2/01/24		B+		1,058,954
	78	GFL Environmental, Term Loan		4.000%		3-Month LIBOR		3.000%		5/31/25		BB-		78,280
	439	GFL Environmental, Term Loan		4.000%		1-Month LIBOR		3.000%		5/31/25		BB-		437,473
	56	Pitney Bowes Inc., Term Loan B		5.650%		1-Month LIBOR		5.500%		1/07/25		BBB-		54,215
	99	Sabert Corporation, Initial Term Loan		5.500%		1-Month LIBOR		4.500%		12/10/26		B		98,174
	214	Trans Union LLC, Term Loan B5		1.897%		1-Month LIBOR		1.750%		11/13/26		BB+		209,495
	92	West Corporation, Incremental Term Loan B1		4.500%		1-Month LIBOR		3.500%		10/10/24		BB+		83,162
	3,190	Total Commercial Services & Supplies												3,138,022
		Communications Equipment – 0.6%
	24	Avaya Inc., Term Loan B		4.401%		1-Month LIBOR		4.250%		12/15/24		BB-		23,894
	393	CommScope, Inc., Term Loan B		3.397%		1-Month LIBOR		3.250%		4/04/26		Ba3		384,402
	56	Plantronics, Term Loan B, (DD1)		2.720%		3-Month LIBOR		2.500%		7/02/25		Ba2		52,848
	373	Plantronics, Term Loan B, (DD1)		2.647%		1-Month LIBOR		2.500%		7/02/25		Ba2		351,197
	330	Univision Communications, Inc., Term Loan C5		3.750%		1-Month LIBOR		2.750%		3/15/24		B		318,240
	1,176	Total Communications Equipment												1,130,581
		Consumer Finance – 0.2%
	364	Verscend Technologies, Tern Loan B		4.647%		1-Month LIBOR		4.500%		8/27/25		B+		361,714
		Containers & Packaging – 0.5%
	350	Berry Global, Inc., Term Loan W		2.156%		1-Month LIBOR		2.000%		10/01/22		BBB-		346,821
	608	Reynolds Group Holdings, Inc., Term Loan, First Lien		1.896%		1-Month LIBOR		1.750%		2/04/27		BB+		601,397
	958	Total Containers & Packaging												948,218
		Distributors – 0.2%
	382	SRS Distribution, Inc., Term Loan B		3.147%		3-Month LIBOR		3.000%		5/24/25		B		373,085
		Diversified Consumer Services – 0.3%
	581	Refinitiv, Term Loan B		3.397%		1-Month LIBOR		3.250%		10/01/25		BB+		575,660
		Diversified Financial Services – 0.1%
	260	Ditech Holding Corporation., Term Loan B, First Lien, (4)		0.000%		N/A		N/A		6/30/22		N/R		62,339
	167	Lions Gate Entertainment Corp., Term Loan B		2.397%		1-Month LIBOR		2.250%		3/24/25		Ba2		161,874
	427	Total Diversified Financial Services												224,213
		Diversified Telecommunication Services – 1.7%
	61	Altice France S.A., Term Loan B12		3.840%		1-Month LIBOR		3.688%		1/31/26		B		58,598
	1,186	CenturyLink, Inc, Term Loan B		2.397%		1-Month LIBOR		2.250%		3/15/27		BB+		1,141,997
	854	Frontier Communications Corporation, Term Loan B, (4)		6.000%		Prime		2.750%		6/15/24		N/R		842,913
	79	Intelsat Jackson Holdings, S.A., Term Loan B4, (4)		8.750%		Prime		5.500%		1/02/24		N/R		79,212
	125	Intelsat Jackson Holdings, S.A., Term Loan B5, (4)		8.625%		N/A		N/A		1/02/24		N/R		127,059
	491	Numericable Group S.A., Term Loan B13		4.152%		1-Month LIBOR		4.000%		8/14/26		B		479,011
	398	Zayo Group LLC, Initial Dollar Term Loan		3.147%		1-Month LIBOR		3.000%		3/09/27		B1		387,127
	3,194	Total Diversified Telecommunication Services												3,115,917
		Electrical Equipment – 0.4%
	388	Avolon LLC, Term Loan B4		2.250%		1-Month LIBOR		1.500%		2/10/27		Baa2		374,291
	249	Vertiv Co., Term Loan B		3.157%		1-Month LIBOR		3.000%		3/02/27		B+		245,703
	637	Total Electrical Equipment												619,994
		Entertainment – 0.3%
	250	AMC Entertainment, Inc., Term Loan B		3.220%		3-Month LIBOR		3.000%		4/22/26		B-		162,112
	45	Cineworld Group PLC, Second Amendment Dollar, Term Loan		2.769%		6-Month LIBOR		2.500%		9/20/26		B		30,457
	348	Springer SBM Two GmbH, Term Loan B16		4.500%		1-Month LIBOR		3.500%		8/14/24		B2		346,292
	643	Total Entertainment												538,861

11

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		Food & Staples Retailing – 0.9%
$	1,638	US Foods, Inc., New Term Loan		1.897%		1-Month LIBOR		1.750%		6/27/23		BB-	$	1,580,874
		Food Products – 0.4%
	206	B&G Foods Inc., Term Loan, First Lien		2.647%		1-Month LIBOR		2.500%		10/10/26		Ba1		206,329
	449	Froneri Lux FinCo SARL, Term Loan, First Lien		2.397%		1-Month LIBOR		2.250%		1/31/27		B1		432,444
	655	Total Food Products												638,773
		Health Care Providers & Services – 2.9%
	753	Acadia Healthcare, Inc., Term Loan B3		2.647%		1-Month LIBOR		2.500%		2/11/22		Ba2		748,565
	500	Air Medical, Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B		489,688
	228	Brightspring Health, Term Loan B		3.401%		1-Month LIBOR		3.250%		3/05/26		N/R		222,742
	1,208	HCA, Inc., Term Loan B12		1.897%		1-Month LIBOR		1.750%		3/13/25		BBB-		1,204,884
	538	HCA, Inc., Term Loan B13		1.897%		1-Month LIBOR		1.750%		3/18/26		BBB-		536,586
	249	Lifepoint Health, Inc., New Term Loan B		3.897%		1-Month LIBOR		3.750%		11/16/25		B1		242,616
	150	Pharmaceutical Product Development, Inc., Term Loan B		3.500%		1-Month LIBOR		2.500%		8/18/22		Ba2		149,285
	1,366	Select Medical Corporation, Term Loan B		2.780%		6-Month LIBOR		2.500%		3/06/25		Ba2		1,334,799
	299	Surgery Center Holdings Inc., Initial Term Loan		4.250%		1-Month LIBOR		3.250%		9/03/24		B2		282,170
	5,291	Total Health Care Providers & Services												5,211,335
		Health Care Technology – 0.7%
	958	Emdeon, Inc., Term Loan		3.500%		3-Month LIBOR		2.500%		3/01/24		B+		938,733
	26	Emdeon, Inc., Term Loan		3.500%		1-Month LIBOR		2.500%		3/01/24		B+		25,661
	248	Zelis, Term Loan B		4.897%		1-Month LIBOR		4.750%		9/30/26		B		246,707
	1,232	Total Health Care Technology												1,211,101
		Hotels, Restaurants & Leisure – 3.3%
	576	24 Hour Fitness Worldwide, Inc., DIP Term Loan, (4)		11.000%		3-Month LIBOR		10.000%		6/15/21		N/R		490,004
	733	24 Hour Fitness Worldwide, Inc., Term Loan B, (4)		0.000%		N/A		N/A		5/31/25		D		34,804
	376	Aramark Corporation, Term Loan		1.897%		1-Month LIBOR		1.750%		3/11/25		BB+		361,278
	1,585	Burger King Corporation, Term Loan B4		1.897%		1-Month LIBOR		1.750%		11/19/26		BB+		1,523,519
	1,000	Caesars Resort Collection, Term Loan, First Lien		2.897%		1-Month LIBOR		2.750%		12/22/24		B+		939,955
	703	Hilton Hotels, Term Loan B2		1.898%		1-Month LIBOR		1.750%		6/21/26		BBB-		679,620
	492	Marriott Ownership Resorts, Inc., Term Loan B		1.897%		1-Month LIBOR		1.750%		8/31/25		BB		474,442
	220	PCI Gaming, Term Loan, First Lien		2.647%		1-Month LIBOR		2.500%		5/31/26		BBB-		214,017
	761	Seaworld Parks and Entertainment, Inc., Term Loan B5		3.146%		1-Month LIBOR		3.000%		3/31/24		B2		713,689
	480	YUM Brands, Term Loan B		1.900%		1-Month LIBOR		1.750%		4/03/25		BBB-		471,657
	6,926	Total Hotels, Restaurants & Leisure												5,902,985
		Household Durables – 0.0%
	18	Serta Simmons Holdings LLC, First Out Term Loan		8.500%		1-Month LIBOR		7.500%		6/01/27		N/R		17,402
	57	Serta Simmons Holdings LLC, Second Out Term Loan		8.500%		1-Month LIBOR		7.500%		6/01/27		N/R		47,340
	75	Total Household Durables												64,742
		Household Products – 0.7%
	137	KIK Custom Products Inc., Term Loan B2		5.000%		3-Month LIBOR		4.000%		5/15/23		B1		136,088
	259	Reynolds Group Holdings, Inc., Term Loan, First Lien		2.897%		1-Month LIBOR		2.750%		2/05/23		B+		256,515
	451	Reynolds Group Holdings, Inc., Term Loan, First Lien		5.000%		Prime		1.750%		2/05/23		B+		447,014
	311	Reynolds Group Holdings, Inc., Term Loan, First Lien		2.897%		3-Month LIBOR		2.750%		2/05/23		B+		307,765
	1,158	Total Household Products												1,147,382
		Insurance – 0.5%
	249	Acrisure LLC, Term Loan B		3.647%		1-Month LIBOR		3.500%		2/15/27		B		240,932
	346	Asurion LLC, Term Loan B6		3.147%		1-Month LIBOR		3.000%		11/03/23		Ba3		341,820
	42	Broadstreet Partners, Inc., Term Loan		4.750%		1-Month LIBOR		3.750%		1/27/27		B		41,685
	199	Broadstreet Partners, Inc., Term Loan B		3.397%		1-Month LIBOR		3.250%		1/27/27		B		194,249

12

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		Insurance (continued)
$	150	Ryan Specialty Group LLC, Term Loan B		4.000%		1-Month LIBOR		3.250%		9/01/27		B1	$	148,875
	986	Total Insurance												967,561
		Interactive Media & Services – 0.3%
	494	Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien		4.000%		3-Month LIBOR		3.000%		11/03/23		B+		486,193
		Internet & Direct Marketing Retail – 0.2%
	288	Uber Technologies, Inc., Term Loan		5.000%		1-Month LIBOR		4.000%		4/04/25		B1		286,572
		Internet Software & Services – 1.1%
	480	Ancestry.com, Inc., Term Loan, First Lien		4.750%		1-Month LIBOR		3.750%		10/19/23		B		480,429
	713	Ellucian, Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		B		709,404
	347	Epicor Software Corporation, Term Loan, First Lien		5.250%		1-Month LIBOR		4.250%		7/31/27		B2		346,732
	500	Thomson Reuters IP & S, Incremental Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B		498,438
	2,040	Total Internet Software & Services												2,035,003
		IT Services – 0.4%
	276	West Corporation, Term Loan B		5.000%		1-Month LIBOR		4.000%		10/10/24		BB-		251,656
	480	WEX, Inc., Term Loan B3		2.397%		1-Month LIBOR		2.250%		5/17/26		Ba2		465,423
	756	Total IT Services												717,079
		Life Sciences Tools & Services – 0.1%
	185	Inventiv Health, Inc., Term Loan B		1.897%		1-Month LIBOR		1.750%		8/01/24		BB		182,006
	55	Parexel International Corp., Term Loan B		2.897%		1-Month LIBOR		2.750%		9/27/24		B2		52,903
	240	Total Life Sciences Tools & Services												234,909
		Machinery – 0.7%
	476	Belron Finance US LLC, Initial Term Loan B		2.742%		3-Month LIBOR		2.500%		11/07/24		BB		471,266
	281	Gates Global LLC, Term Loan B		3.750%		1-Month LIBOR		2.750%		4/01/24		B1		276,981
	500	Thyssenkrupp Elevator, Term Loan B		4.570%		3-Month LIBOR		4.250%		7/31/27		B1		496,787
	1,257	Total Machinery												1,245,034
		Marine – 0.0%
	111	Harvey Gulf International Marine, Inc., Exit Term Loan		7.005%		3-Month LIBOR		5.996%		7/02/23		B-		53,271
		Media – 4.2%
	463	CBS Outdoor Americas Inc., Term Loan B		1.901%		1-Month LIBOR		1.750%		11/18/26		Ba1		452,637
	935	Cequel Communications LLC, Term Loan B		2.402%		1-Month LIBOR		2.250%		1/15/26		BB		906,547
	931	Charter Communications Operating Holdings LLC, Term Loan B2		1.900%		1-Month LIBOR		1.750%		2/01/27		BBB-		911,792
	644	Cineworld Group PLC, Term Loan B		2.519%		6-Month LIBOR		2.250%		2/28/25		B		433,128
	738	Clear Channel Outdoor Holdings, Inc., Term Loan B		3.761%		3-Month LIBOR		3.500%		8/21/26		B1		674,401
	99	CSC Holdings LLC, Refinancing Term Loan		2.402%		1-Month LIBOR		2.250%		7/17/25		BB		96,016
	66	Cumulus Media, Inc., Term Loan B		4.750%		3-Month LIBOR		3.750%		3/31/26		B		63,257
	492	EW Scripps, Term Loan B2		2.647%		1-Month LIBOR		2.500%		5/01/26		BB+		481,367
	277	Gray Television, Inc., Term Loan B2		2.405%		1-Month LIBOR		2.250%		2/07/24		BB+		271,338
	464	iHeartCommunications Inc., Term Loan B		3.147%		1-Month LIBOR		3.000%		5/01/26		B+		441,225
	253	Intelsat Jackson Holdings, S.A., DIP Term Loan, (4), (11)		5.050%		3-Month LIBOR		4.550%		7/13/21		N/R		257,969
	601	Intelsat Jackson Holdings, S.A., Term Loan B, (DD1), (4)		8.000%		Prime		4.750%		11/27/23		N/R		605,978
	80	Meredith Corporation, Incremental Term Loan B		4.397%		1-Month LIBOR		4.250%		1/31/25		BB-		78,869
	386	Meredith Corporation, Term Loan B2		2.647%		1-Month LIBOR		2.500%		1/31/25		BB-		373,107
	25	Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien		2.647%		1-Month LIBOR		2.500%		7/03/25		BB		23,842
	332	Nexstar Broadcasting, Inc., Term Loan B3		2.395%		1-Month LIBOR		2.250%		1/17/24		BB		324,654
	487	Sinclair Television Group, Term Loan B2		2.397%		1-Month LIBOR		2.250%		1/03/24		BB+		476,274
	195	WideOpenWest Finance LLC, Term Loan B		4.250%		1-Month LIBOR		3.250%		8/19/23		B		192,703
	481	Ziggo B.V., Term Loan		2.652%		1-Month LIBOR		2.500%		4/30/28		BB		464,157
	7,949	Total Media												7,529,261

13

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		Multiline Retail – 0.1%
$	10	Belk, Inc., Term Loan, First Lien		7.750%		3-Month LIBOR		6.750%		7/31/25		Caa1	$	3,944
	244	EG America LLC, Term Loan, First Lien		4.220%		3-Month LIBOR		4.000%		2/07/25		B2		239,678
	254	Total Multiline Retail												243,622
		Oil, Gas & Consumable Fuels – 0.2%
	11	Fieldwood Energy LLC, DIP Term Loan, (4), (11)		9.750%		1-Month LIBOR		8.750%		8/05/21		N/R		10,778
	96	Fieldwood Energy LLC, DIP Term Loan, (4), (11)		3.000%		N/A		3.000%		8/05/21		N/R		96,998
	772	Fieldwood Energy LLC, Exit Term Loan, (DD1), (4)		0.000%		N/A		N/A		4/11/22		N/R		205,416
	267	Fieldwood Energy LLC, Exit Term Loan, second Lien, (4)		0.000%		N/A		N/A		4/11/23		N/R		409
	1,146	Total Oil, Gas & Consumable Fuels												313,601
		Paper & Forest Products – 0.1%
	200	Asplundh, Term Loan B		2.655%		3-Month LIBOR		2.500%		9/04/27		BBB-		200,042
		Personal Products – 0.1%
	754	Revlon Consumer Products Corporation, Term Loan B, First Lien, (DD1)		4.250%		3-Month LIBOR		3.500%		9/07/23		C		218,672
		Pharmaceuticals – 1.0%
	248	Endo Health Solutions, Inc., Term Loan B		5.000%		3-Month LIBOR		4.250%		4/29/24		B+		237,268
	400	Milano, Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B+		396,750
	125	Valeant Pharmaceuticals International, Inc., Term Loan B		2.901%		1-Month LIBOR		2.750%		11/27/25		BB		122,000
	1,097	Valeant Pharmaceuticals International, Inc., Term Loan, First Lien		3.151%		1-Month LIBOR		3.000%		6/02/25		BB		1,077,287
	1,870	Total Pharmaceuticals												1,833,305
		Professional Services – 0.6%
	598	Ceridian HCM Holding, Inc., Term Loan B		2.600%		1-Week LIBOR		2.500%		4/30/25		B+		582,015
	241	Nielsen Finance LLC, Term Loan B4		2.154%		1-Month LIBOR		2.000%		10/04/23		BBB-		236,454
	299	On Assignment, Inc., Term Loan B3		1.897%		1-Month LIBOR		1.750%		4/02/25		BBB-		295,462
	1,138	Total Professional Services												1,113,931
		Real Estate Management & Development – 0.4%
	896	GGP, Initial Term Loan A2		3.147%		1-Month LIBOR		3.000%		8/24/23		BB+		779,897
		Road & Rail – 0.6%
	308	Avolon LLC, Term Loan B3		2.500%		1-Month LIBOR		1.750%		1/15/25		Baa2		300,654
	226	Fly Funding II S.a r.l., Replacement Term Loan		1.990%		3-Month LIBOR		1.750%		8/09/25		BBB-		196,588
	498	Genesee & Wyoming Inc., Term Loan, First Lien		2.220%		3-Month LIBOR		2.000%		12/30/26		BB+		490,659
	1,032	Total Road & Rail												987,901
		Semiconductors & Semiconductor Equipment – 0.5%
	211	MaxLinear, Inc., Term Loan B		3.250%		1-Month LIBOR		2.500%		5/12/24		BB-		206,974
	285	Microchip Technology, Inc., Term Loan B		2.150%		1-Month LIBOR		2.000%		5/29/25		Baa3		284,088
	440	MKS Instruments, Inc., Term Loan B6		1.897%		1-Month LIBOR		1.750%		2/02/26		BB+		434,777
	936	Total Semiconductors & Semiconductor Equipment												925,839
		Software – 2.1%
	600	DiscoverOrg LLC, Term Loan B		3.897%		1-Month LIBOR		3.750%		2/01/26		B+		596,751
	629	Greeneden U.S. Holdings II LLC, Term Loan B		3.397%		1-Month LIBOR		3.250%		12/01/23		B2		628,440
	239	McAfee LLC, Term Loan B		3.896%		1-Month LIBOR		3.750%		9/29/24		B		237,620
	123	Micro Focus International PLC, New Term Loan		2.647%		1-Month LIBOR		2.500%		6/21/24		BB-		117,848
	833	Micro Focus International PLC, Term Loan B		2.647%		1-Month LIBOR		2.500%		6/21/24		BB		795,858
	489	Quintiles Transnational Corporation, Dollar Term Loan B3		1.970%		3-Month LIBOR		1.750%		6/11/25		BBB-		483,251

14

Principal Amount (000)		Description (2)	Coupon (9)		Reference Rate (9)		Spread (9)		Maturity (10)		Ratings (3)		Value
		Software (continued)
$	346	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B3		1.897%		1-Month LIBOR		1.750%		4/16/25		BB+	$	336,184
	243	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B4		1.897%		1-Month LIBOR		1.750%		4/16/25		BB+		236,193
	80	TIBCO Software, Inc., Term Loan, First Lien		3.897%		1-Month LIBOR		3.750%		7/03/26		B+		78,826
	305	Ultimate Software, Incremental Term Loan		4.750%		3-Month LIBOR		4.000%		5/03/26		B1		304,342
	3,887	Total Software												3,815,313
		Specialty Retail – 0.3%
	97	Petco Animal Supplies, Inc., Term Loan B1		4.250%		3-Month LIBOR		3.250%		1/26/23		B3		89,760
	358	Petsmart Inc., Term Loan B, First Lien		4.500%		3-Month LIBOR		3.500%		3/11/22		B		357,829
	455	Total Specialty Retail												447,589
		Technology Hardware, Storage & Peripherals – 1.2%
	175	BMC Software, Inc., Term Loan B		4.397%		1-Month LIBOR		4.250%		10/02/25		B2		169,961
	698	Dell International LLC, Refinancing Term Loan B1		2.750%		1-Month LIBOR		2.000%		9/19/25		Baa3		695,407
	247	NCR Corporation, Term Loan B		2.650%		1-Month LIBOR		2.500%		8/28/26		BB+		242,550
	426	Tempo Acquisition, LLC, Extended Term Loan B		3.750%		1-Month LIBOR		3.250%		10/31/26		B1		414,305
	670	Western Digital, Term Loan B		1.906%		1-Month LIBOR		1.750%		4/29/23		BBB-		667,218
	2,216	Total Technology Hardware, Storage & Peripherals												2,189,441
		Trading Companies & Distributors – 0.5%
	339	HD Supply Waterworks, Ltd., Term Loan B		3.750%		6-Month LIBOR		2.750%		8/01/24		B		333,641
	220	HD Supply Waterworks, Ltd., Term Loan B		3.750%		3-Month LIBOR		2.750%		8/01/24		B		217,332
	378	Univar, Inc., Term Loan B		2.397%		1-Month LIBOR		2.250%		7/01/24		BB+		373,336
	937	Total Trading Companies & Distributors												924,309
		Wireless Telecommunication Services – 0.1%
	249	T-Mobile USA, Term Loan, First Lien		3.147%		1-Month LIBOR		3.000%		4/01/27		BBB-		249,486
	63,245	Total Variable Rate Senior Loan Interests (cost $62,201,618)												59,019,463

Shares		Description (2)	Coupon		Ratings (3)		Value
		CONVERTIBLE PREFERRED SECURITIES – 2.0% (1.4% of Total Investments)
		Health Care Technology – 0.4%
	14,850	Change Healthcare Inc		6.000%		N/R	$	793,287
		Life Sciences Tools & Services – 0.4%
	10,820	Avantor Inc		6.250%		N/R		787,047
		Multi-Utilities – 0.4%
	18,650	CenterPoint Energy Inc		7.000%		N/R		679,606
		Semiconductors & Semiconductor Equipment – 0.8%
	1,110	Broadcom Inc		8.000%		N/R		1,383,892
		Total Convertible Preferred Securities (cost $3,403,242)						3,643,832

Shares		Description (2)	Coupon		Issue Price		Cap Price		Maturity		Value
		STRUCTURED NOTES – 0.8% (0.5% of Total Investments)
	4,250	Citigroup Global Markets Holdings Inc., Mandatory Exchangeable Note, Linked to Common Stock of VMWare Inc. (Cap 116.24% of Issue Price), 144A		10.000%	$	144.1064	$	167.5093		1/22/21	$	611,072
	14,640	Merrill Lynch International & Co. C.V., Mandatory Exchangeable Note, Linked to Common Stock of Evergy Inc. (Cap 117.80% of Issue Price), 144A		10.000%		51.8254		61.0503		3/10/21		749,995
		Total Structured Notes (cost $1,371,176)										1,361,067

15

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)		Description (2)	Coupon		Maturity		Ratings (3)		Value
		CORPORATE BONDS – 0.0% (0.0% of Total Investments)
		Media – 0.0%
$	36	iHeartCommunications Inc		8.375%		5/01/27		CCC+	$	35,469
	36	Total Corporate Bonds (cost $37,680)								35,469

Shares		Description (2)	Value
		COMMON STOCK RIGHTS – 0.0% (0.0% of Total Investments)
		Oil, Gas & Consumable Fuels – 0.0%
	1,923	Fieldwood Energy Inc, (6), (7)	$	19
	388	Fieldwood Energy Inc, (6), (7)		4
		Total Common Stock Rights (cost $54,874)		23
		Total Long-Term Investments (cost $242,374,418)		252,786,782

Principal Amount (000)/ Shares		Description (2)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 4.9% (3.3% of Total Investments)
		REPURCHASE AGREEMENTS – 2.7% (1.9% of Total Investments)
$	4,894	Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/20, repurchase price $4,894,307, collateralized $5,015,000 U.S. Treasury Notes, 0.375%, due 9/30/27, value $4,992,277		0.000%		10/01/20	$	4,894,307
		INVESTMENT COMPANIES – 2.2% (1.4% of Total Investments)
	3,831,984	BlackRock Liquidity Funds T-Fund Portfolio, (12)		0.035% (13)		N/A		3,831,984
		Total Short-Term Investments (cost $8,726,291)						8,726,291
		Total Investments (cost $251,100,709) –145.8%						261,513,073
		Borrowings – (40.9)% (14), (15)						(73,400,000	)
		Other Assets Less Liabilities – (4.9)% (16)						(8,698,747	)
		Net Assets Applicable to Common Shares – 100%					$	179,414,326

Investments in Derivatives

Forward Foreign Currency Contracts

Currency Purchased	Notional Amount (Local Currency)		Currency Sold		Notional Amount (Local Currency)		Counterparty		Settlement Date		Unrealized Appreciation (Depreciation)
U.S. Dollar		302,611		Mexican Peso		6,610,000		Citibank, National Association		12/16/20	$	6,204
Euro		18,000		U.S. Dollar		21,119		Goldman Sachs Bank USA		12/16/20		21
U.S. Dollar		4,959,952		Euro		4,190,051		HSBC Bank USA, National Association		12/16/20		39,048
Brazilian Real		1,100,000		U.S. Dollar		195,998		JPMorgan Chase Bank N.A.		12/02/20		(470	)
Chilean Peso		160,400,000		U.S. Dollar		207,584		JPMorgan Chase Bank N.A.		12/16/20		(3,113	)
Colombian Peso		738,600,000		U.S. Dollar		198,215		JPMorgan Chase Bank N.A.		12/16/20		(5,969	)
Indian Rupee		15,350,000		U.S. Dollar		206,815		JPMorgan Chase Bank N.A.		12/16/20		297
Singapore Dollar		285,000		U.S. Dollar		208,448		JPMorgan Chase Bank N.A.		12/16/20		356
South Korean Won		245,740,000		U.S. Dollar		207,009		JPMorgan Chase Bank N.A.		12/16/20		3,764
U.S. Dollar		34,672		Indonesian Rupiah		517,000,000		JPMorgan Chase Bank N.A.		12/16/20		182
U.S. Dollar		680,931		Russian Ruble		52,207,000		JPMorgan Chase Bank N.A.		12/16/20		13,726
Euro		7,000		U.S. Dollar		8,159		Standard Chartered Bank		12/16/20		62
Thailand Baht		6,430,000		U.S. Dollar		203,917		Standard Chartered Bank		12/16/20		(1,016	)
Euro		18,000		U.S. Dollar		20,978		State Street Bank and Trust Company		12/16/20		161
U.S. Dollar		241,925		Euro		204,000		UBS AG		12/16/20		2,342
Total											$	55,595

16

Futures Contracts

Description	Contract Position		Number of Contracts			Expiration Date		Notional Amount			Value			Unrealized Appreciation (Depreciation)			Variation Margin Receivable/ (Payable)
Eurex Euro-Bobl		Short		(9	)		12/20	$	(1,426,205	)	$	(1,426,320	)	$	(115	)	$	1,161
Eurex Euro-Bund		Short		(15	)		12/20		(3,062,353	)		(3,069,239	)		(6,886	)		6,155
Total								$	(4,488,558	)	$	(4,495,559	)	$	(7,001	)	$	7,316

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 (17)

Optional Termination Date

Maturity Date

Value

Unrealized Appreciation (Depreciation)

JPMorgan Chase Bank N.A.

$

56,200,000

Receive

1-Month LIBOR

1.969

%

Monthly

6/01/18

7/01/25

7/01/27

$

(6,262,388

)

$

(6,262,388

)

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:
Emerging Market Debt and Foreign Corporate Bonds	$	—		$	65,320,699		$	—	$	65,320,699
Real Estate Investment Trust (REIT) Common Stocks		61,981,446			—			—		61,981,446
Common Stocks		35,157,503			26,254,637			12,643		61,424,783
Variable Rate Senior Loan Interests		—			59,019,463			—		59,019,463
Convertible Preferred Securities		3,643,832			—			—		3,643,832
Structured Notes		—			1,361,067			—		1,361,067
Corporate Bonds		—			35,469			—		35,469
Common Stock Rights		—			23			—		23
Short-Term Investments:
Repurchase Agreements		—			4,894,307			—		4,894,307
Investment Companies		3,831,984			—			—		3,831,984
Investments in Derivatives:
Forward Foreign Currency Contracts*		—			55,595			—		55,595
Futures Contracts*		(7,001	)		—			—		(7,001	)
Interest Rate Swaps*		—			(6,262,388	)		—		(6,262,388	)
Total	$	104,607,764		$	150,678,872		$	12,643	$	255,299,279

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

17

JDD	Nuveen Diversified Dividend and Income Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

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

(1) Principal Amount (000) denominated in U.S. Dollars, unless otherwise noted.

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

(3) 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.

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

(5) Investment, or portion of investment, has been pledged to collateralized the net payment obligations for investments in derivatives.

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

(7) Non-income producing; issuer has not declared a dividend within the past twelve months.

(8) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.

(9) 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.

(10) 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.

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

(12) A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov.

(13) The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period.

(14) Borrowings as a percentage of Total Investments is 28.1%.

(15) The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings.

(16) Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable.

(17) 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.

ADR American Depositary Receipt

DD1 Portion of investment purchased on a delayed delivery basis.

EUR Euro

IDR Indonesian Rupiah

LIBOR London Inter-Bank Offered Rate

N/A Not applicable

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

REIT Real Estate Investment Trust

RUB Russian Ruble

TBD Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.

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

See accompanying notes to financial statements.

18