Nuveen Tax Advantaged Total Return Strategy Fund (JTA) NPORT-P Nuveen Tax-Advantaged Total Return Strategy Fund (Sep 2020 report)

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments    September 30, 2020
	(Unaudited)

Shares		Description (1)	Value
		LONG-TERM INVESTMENTS – 140.7% (96.7% of Total Investments)
		COMMON STOCKS – 95.2% (65.4% of Total Investments)
		Aerospace & Defense – 3.6%
	19,455	General Dynamics Corp, (2)	$	2,693,156
	26,435	Thales SA, (4)		1,981,242
		Total Aerospace & Defense		4,674,398
		Air Freight & Logistics – 3.3%
	94,783	Deutsche Post AG, (4)		4,300,831
		Banks – 9.7%
	115,036	Bank of America Corp, (3)		2,771,217
	67,240	Citigroup Inc, (3)		2,898,717
	279,450	ING Groep NV, (3)		1,978,506
	29,999	JPMorgan Chase & Co		2,888,004
	316,380	Oversea-Chinese Banking Corp Ltd, (4)		1,967,483
		Total Banks		12,503,927
		Capital Markets – 2.1%
	154,289	Deutsche Boerse AG, (3), (4)		2,709,315
		Chemicals – 4.4%
	41,470	DuPont de Nemours Inc, (3)		2,300,755
	86,055	Nutrien Ltd		3,374,212
		Total Chemicals		5,674,967
		Communications Equipment – 1.7%
	56,695	Cisco Systems Inc, (2)		2,233,216
		Diversified Telecommunication Services – 2.8%
	105,618	Nippon Telegraph & Telephone Corp, (4)		2,182,068
	193,805	Telefonica Brasil SA		1,498,426
		Total Diversified Telecommunication Services		3,680,494
		Electric Utilities – 1.3%
	26,669	Evergy Inc		1,355,318
	10,646	Siemens Energy AG, (5)		287,084
		Total Electric Utilities		1,642,402
		Electrical Equipment – 1.9%
	23,613	Eaton Corp PLC, (3)		2,409,234
		Energy Equipment & Services – 0.0%
	3,683	Transocean Ltd, (5)		2,972
		Entertainment – 3.0%
	6,893	Nintendo Co Ltd, (4)		3,906,202
		Food & Staples Retailing – 2.3%
	95,300	Seven & i Holdings Co Ltd, (4)		2,960,979
		Food Products – 1.6%
	1,154,000	Tingyi Cayman Islands Holding Corp, (4)		2,043,380

1

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Shares		Description (1)	Value
		Health Care Equipment & Supplies – 1.3%
	15,957	Medtronic PLC	$	1,658,251
		Health Care Providers & Services – 4.2%
	12,439	Anthem Inc, (3)		3,340,991
	23,774	Fresenius Medical Care AG & Co KGaA, (4)		2,009,775
	6,140	Millennium Health LLC, (5), (6)		6,815
	5,767	Millennium Health LLC, (5), (6)		5,825
		Total Health Care Providers & Services		5,363,406
		Household Durables – 1.4%
	1,311,666	Taylor Wimpey PLC, (4), (5)		1,834,085
		Household Products – 1.7%
	20,439	Henkel AG & Co KGaA, (4)		2,137,642
		Industrial Conglomerates – 2.0%
	20,895	Siemens AG, (4)		2,638,808
		Insurance – 5.5%
	71,950	Ageas SA/NV, (4)		2,944,129
	11,546	Allianz SE, (4)		2,216,020
	9,702	Everest Re Group Ltd, (3)		1,916,533
		Total Insurance		7,076,682
		IT Services – 1.5%
	33,298	Amdocs Ltd		1,911,638
		Media – 3.5%
	24,326	Clear Channel Outdoor Holdings Inc, (5)		24,326
	92,486	Comcast Corp, (2)		4,278,403
	5,025	Cumulus Media Inc, (5)		26,984
	10,344	iHeartMedia Inc, (5)		83,993
	2,099	Metro-Goldwyn-Mayer Inc, (4), (5)		158,265
	3,185	Tribune Co, (5), (6)		3
		Total Media		4,571,974
		Multi-Utilities – 3.5%
	226,396	National Grid PLC, (4)		2,600,417
	89,439	Veolia Environnement SA, (4)		1,929,742
		Total Multi-Utilities		4,530,159
		Oil, Gas & Consumable Fuels – 3.7%
	25,001	Chevron Corp, (2)		1,800,072
	192,556	Enterprise Products Partners LP, (3)		3,040,459
	1,923	Fieldwood Energy Inc, (4), (5)		19
	388	Fieldwood Energy Inc, (4), (5)		4
		Total Oil, Gas & Consumable Fuels		4,840,554
		Pharmaceuticals – 10.1%
	38,402	AstraZeneca PLC, Sponsored ADR, (3)		2,104,429
	29,520	Bayer AG, (4)		1,821,198
	51,086	Bristol-Myers Squibb Co		3,079,975
	105,884	GlaxoSmithKline PLC, Sponsored ADR, (3)		3,985,474
	47,105	Roche Holding AG, (3), (4)		2,016,565
		Total Pharmaceuticals		13,007,641
		Semiconductors & Semiconductor Equipment – 2.8%
	5,407	Broadcom Inc, (2)		1,969,878
	57,414	Infineon Technologies AG, (4)		1,618,259
		Total Semiconductors & Semiconductor Equipment		3,588,137

2

Shares		Description (1)											Value
		Software – 5.8%
	20,313	Microsoft Corp, (3)											$	4,272,433
	54,023	Oracle Corp, (2)												3,225,173
		Total Software												7,497,606
		Specialty Retail – 1.7%
	12,981	Lowe’s Cos Inc, (3)												2,153,029
		Technology Hardware, Storage & Peripherals – 2.5%
	74,246	Samsung Electronics Co Ltd, (4)												3,195,621
		Tobacco – 1.3%
	21,981	Philip Morris International Inc												1,648,355
		Trading Companies & Distributors – 2.5%
	190,000	Mitsui & Co Ltd, (4)												3,264,733
		Wireless Telecommunication Services – 2.5%
	142,204	SK Telecom Co Ltd, (3)												3,188,214
		Total Common Stocks (cost $107,956,389)												122,848,852
Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 26.4% (18.1% of total investments) (7)
		Aerospace & Defense – 0.5%
$	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 – 0.2%
	64	American Airlines, Inc., Term Loan B		2.152%		1-Month LIBOR		2.000%		12/14/23		Ba3		52,920
	143	Delta Air Lines, Inc., Term Loan B		5.750%		3-Month LIBOR		4.750%		4/29/23		Baa2		142,642
	32	WestJet Airlines Ltd., Term Loan B		4.000%		6-Month LIBOR		3.000%		12/11/26		BB+		28,265
	239	Total Airlines												223,827
		Auto Components – 0.1%
	148	Johnson Controls Inc., Term Loan B		3.647%		1-Month LIBOR		3.500%		4/30/26		B1		145,066
		Beverages – 0.3%
	418	Jacobs Douwe Egberts, Term Loan B		2.188%		1-Month LIBOR		2.000%		11/01/25		BB+		416,202
		Biotechnology – 0.5%
	620	Grifols, Inc., Term Loan B, First Lien		2.100%		1-Week LIBOR		2.000%		11/15/27		Ba2		608,827
		Building Products – 0.2%
	195	Advanced Drainage Systems Inc., Term Loan B		2.438%		1-Month LIBOR		2.250%		9/24/26		Ba1		194,716
		Capital Markets – 0.1%
	93	RPI Intermediate Finance Trust, Term Loan B1		1.896%		1-Month LIBOR		1.750%		2/11/27		BBB–		92,812
		Chemicals – 0.7%
	559	Axalta Coating Systems, Term Loan, First Lien		1.970%		3-Month LIBOR		1.750%		6/01/24		Ba1		547,485
	362	H.B. Fuller Company, Term Loan B		2.156%		1-Month LIBOR		2.000%		10/21/24		BB		357,840
	921	Total Chemicals												905,325
		Commercial Services & Supplies – 1.1%
	97	ADS Waste Holdings, Inc., Term Loan B		3.000%		1-Week LIBOR		2.250%		11/10/23		BB+		97,302
	510	Formula One Group, Term Loan B		3.500%		1-Month LIBOR		2.500%		2/01/24		B+		496,550
	517	GFL Environmental, Term Loan		4.000%		3-Month LIBOR		3.000%		5/31/25		BB–		515,752

3

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Commercial Services & Supplies (continued)
$	100	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
	42	West Corporation, Incremental Term Loan B1		4.500%		1-Month LIBOR		3.500%		10/10/24		BB+		37,973
	1,480	Total Commercial Services & Supplies												1,455,246
		Communications Equipment – 0.6%
	22	Avaya, Inc., Term Loan B		4.401%		1-Month LIBOR		4.250%		12/15/24		BB–		22,421
	393	CommScope, Inc., Term Loan B		3.397%		1-Month LIBOR		3.250%		4/04/26		Ba3		384,402
	330	Univision Communications, Inc., Term Loan C5		3.750%		1-Month LIBOR		2.750%		3/15/24		B		318,239
	745	Total Communications Equipment												725,062
		Consumer Finance – 0.3%
	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
	365	Reynolds Group Holdings, Inc., Term Loan, First Lien		1.896%		1-Month LIBOR		1.750%		2/04/27		BB+		361,057
	715	Total Containers & Packaging												707,878
		Diversified Consumer Services – 0.2%
	295	Refinitiv, Term Loan B		3.397%		1-Month LIBOR		3.250%		10/01/25		BB+		292,761
		Diversified Financial Services – 0.3%
	335	Lions Gate Entertainment Corp., Term Loan B		2.397%		1-Month LIBOR		2.250%		3/24/25		Ba2		323,748
		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
	1,014	CenturyLink, Inc, Term Loan B		2.397%		1-Month LIBOR		2.250%		3/15/27		BB+		976,435
	35	Frontier Communications Corporation, Term Loan B, (10)		6.000%		Prime		2.750%		6/15/24		N/R		34,538
	40	Intelsat Jackson Holdings, S.A., Term Loan B4, (10)		8.750%		Prime		5.500%		1/02/24		N/R		40,457
	64	Intelsat Jackson Holdings, S.A., Term Loan B5, (10)		8.625%		Fixed		8.625%		1/02/24		N/R		64,894
	491	Numericable Group S.A., Term Loan B13		4.152%		1-Month LIBOR		4.000%		8/14/26		B		479,011
	497	Zayo Group LLC, Initial Dollar Term Loan		3.147%		1-Month LIBOR		3.000%		3/09/27		B1		483,908
	2,202	Total Diversified Telecommunication Services												2,137,841
		Electric Utilities – 0.0%
	3	Vistra Operations Co., Term Loan B3		1.897%		1-Month LIBOR		1.750%		12/31/25		Baa3		2,936
		Electrical Equipment – 0.4%
	278	Avolon LLC, Term Loan B4		2.250%		1-Month LIBOR		1.500%		2/10/27		Baa2		267,614
	249	Vertiv Co.,Term Loan B		3.157%		1-Month LIBOR		3.000%		3/02/27		B+		246,320
	527	Total Electrical Equipment												513,934
		Entertainment – 0.4%
	250	AMC Entertainment Holdings Inc., Term Loan B		3.220%		3-Month LIBOR		3.000%		4/22/26		B–		162,524
	41	Crown Finance US Inc., Term Loan		2.769%		6-Month LIBOR		2.500%		9/20/26		B		27,062
	348	Springer SBM Two GmbH, Term Loan B16		4.500%		1-Month LIBOR		3.500%		8/14/24		B2		346,292
	639	Total Entertainment												535,878
		Food Products – 0.5%
	206	B&G Foods Inc., Term Loan, First Lien		2.647%		1-Month LIBOR		2.500%		10/10/26		Ba1		206,329
	390	Froneri Lux FinCo SARL, Term Loan, First Lien		2.397%		1-Month LIBOR		2.250%		1/31/27		B1		375,431
	596	Total Food Products												581,760
		Health Care Providers & Services – 1.7%
	500	Global Medical Response Inc., Term Loan B1, (WI/DD)		TBD		TBD		TBD		TBD		B		489,688
	717	HCA, Inc., Term Loan B12		1.897%		1-Month LIBOR		1.750%		3/13/25		BBB–		714,985

4

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Health Care Providers & Services (continued)
$	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
	229	Phoenix Guarantor Inc., Term Loan B		3.401%		1-Month LIBOR		3.250%		3/05/26		N/R		223,303
	2,233	Total Health Care Providers & Services												2,207,178
		Health Care Technology – 0.6%
	590	Emdeon, Inc., Term Loan		3.500%		3-Month LIBOR		2.500%		3/01/24		B+		578,144
	248	Zelis, Term Loan B		4.897%		1-Month LIBOR		4.750%		9/30/26		B		246,707
	838	Total Health Care Technology												824,851
		Hotels, Restaurants & Leisure – 3.0%
	288	24 Hour Fitness Worldwide Inc, (10)		11.000%		3-Month LIBOR		10.000%		6/15/21		N/R		245,002
	366	24 Hour Fitness Worldwide, Inc., Term Loan B, (10)		0.000%		N/A		N/A		5/31/25		D		17,402
	376	Aramark Corporation, Term Loan		1.897%		1-Month LIBOR		1.750%		3/11/25		BB+		361,278
	673	Burger King Corporation, Term Loan B4		1.897%		1-Month LIBOR		1.750%		11/19/26		BB+		646,414
	606	Caesars Resort Collection, Term Loan, First Lien		2.897%		1-Month LIBOR		2.750%		12/22/24		B+		569,780
	261	Hilton Hotels, Term Loan B2		1.898%		1-Month LIBOR		1.750%		6/21/26		BBB–		252,752
	493	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
	606	Seaworld Parks and Entertainment, Inc., Term Loan B5		3.146%		1-Month LIBOR		3.000%		3/31/24		B2		568,321
	480	YUM Brands, Term Loan B		1.900%		1-Month LIBOR		1.750%		4/03/25		BBB–		471,657
	4,369	Total Hotels, Restaurants & Leisure												3,821,065
		Household Products – 0.4%
	576	Reynolds Group Holdings, Inc., Term Loan, First Lien		3.826%		1-Month LIBOR		2.750%		2/05/23		B+		570,033
		Insurance – 0.6%
	249	Acrisure LLC, Term Loan B		3.647%		1-Month LIBOR		3.500%		2/15/27		B		240,931
	346	Asurion LLC, Term Loan B6		3.147%		1-Month LIBOR		3.000%		11/03/23		Ba3		341,820
	199	BroadStreet Partners Inc., Term Loan B		3.397%		1-Month LIBOR		3.250%		1/27/27		B		194,249
	42	BroadStreet Partners Inc., Term Loan B		4.750%		1-Month LIBOR		3.750%		1/27/27		B		41,685
	836	Total Insurance												818,685
		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 – 0.7%
	347	Epicor Software Corporation, First Lien Term Loan		5.250%		1-Month LIBOR		4.250%		7/31/27		B2		346,732
	581	Sophia L.P., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B		577,989
	928	Total Internet Software & Services												924,721
		IT Services – 0.5%
	197	West Corporation, Term Loan B		5.000%		1-Month LIBOR		4.000%		10/10/24		BB–		179,023
	480	WEX, Inc., Term Loan B3		2.397%		1-Month LIBOR		2.250%		5/17/26		Ba2		465,424
	677	Total IT Services												644,447
		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
		Machinery – 0.2%
	205	Gates Global LLC, Term Loan B		3.750%		1-Month LIBOR		2.750%		4/01/24		B1		202,135
		Marine – 0.0%
	111	Harvey Gulf International Marine, Inc., Exit Term Loan		7.005%		3-Month LIBOR		5.000%		7/02/23		B–		53,272

5

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Media – 3.3%
$	870	Cequel Communications LLC, Term Loan B		2.402%		1-Month LIBOR		2.250%		1/15/26		BB	$	843,551
	466	Charter Communications Operating Holdings LLC, Term Loan B2		1.900%		1-Month LIBOR		1.750%		2/01/27		BBB–		455,896
	383	Cineworld Group PLC, Term Loan B		2.519%		6-Month LIBOR		2.250%		2/28/25		B		257,908
	443	Clear Channel Outdoor Holdings, Inc., Term Loan B		3.761%		3-Month LIBOR		3.500%		8/21/26		B1		405,333
	99	CSC Holdings LLC, Refinancing Term Loan		2.402%		1-Month LIBOR		2.250%		7/17/25		BB		96,016
	40	Cumulus Media, Inc., Term Loan B		4.750%		3-Month LIBOR		3.750%		3/31/26		B		38,624
	464	iHeartCommunications Inc., Term Loan B		3.147%		1-Month LIBOR		3.000%		5/01/26		B+		441,266
	130	Intelsat Jackson Holdings SA, (10), (19)		5.050%		3-Month LIBOR		4.550%		7/13/21		N/R		132,506
	311	Intelsat Jackson Holdings, S.A., Term Loan B, (DD1), (10)		8.000%		Prime		4.750%		11/27/23		N/R		313,562
	386	Meredith Corporation, Term Loan B2		2.647%		1-Month LIBOR		2.500%		1/31/25		BB–		373,106
	80	Meredith Corporation, Incremental Term Loan B		4.397%		1-Month LIBOR		4.250%		1/31/25		BB–		79,067
	25	Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien		2.647%		1-Month LIBOR		2.500%		7/03/25		BB		23,842
	166	Nexstar Broadcasting, Inc., Term Loan B3		2.395%		1-Month LIBOR		2.250%		1/17/24		BB		162,327
	489	Sinclair Television Group, Term Loan B2		2.397%		1-Month LIBOR		2.250%		1/03/24		BB+		477,511
	195	WideOpenWest Finance LLC, Term Loan B		4.250%		1-Month LIBOR		3.250%		8/19/23		B		192,703
	4,547	Total Media												4,293,218
		Multiline Retail – 0.2%
	244	EG America LLC, Term Loan, First Lien		4.220%		3-Month LIBOR		4.000%		2/07/25		B2		239,677
		Oil, Gas & Consumable Fuels – 0.2%
	80	Fieldwood Energy Inc., Term Loan, (10), (19)		3.675%		3-Month LIBOR		3.000%		8/05/21		N/R		80,271
	553	Fieldwood Energy LLC, Exit Term Loan, (DD1), (10)		0.000%		N/A		N/A		4/11/22		N/R		147,107
	267	Fieldwood Energy LLC, Exit Term Loan, second Lien, (10)		0.000%		N/A		N/A		4/11/23		N/R		409
	900	Total Oil, Gas & Consumable Fuels												227,787
		Paper & Forest Products – 0.1%
	115	Asplundh Tree Expert LLC, Term Loan B		2.655%		3-Month LIBOR		2.500%		9/04/27		BBB–		115,024
		Pharmaceuticals – 0.9%
	248	Endo Health Solutions, Inc., Term Loan B		5.000%		3-Month LIBOR		4.250%		4/29/24		B+		237,268
	350	Milano Acquisition Corporation, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B+		347,156
	546	Valeant Pharmaceuticals International, Inc., Term Loan, First Lien		3.151%		1-Month LIBOR		3.000%		6/02/25		BB		536,048
	1,144	Total Pharmaceuticals												1,120,472
		Professional Services – 0.6%
	298	ASGN Inc., Term Loan B3		1.897%		1-Month LIBOR		1.750%		4/02/25		BBB–		295,462
	150	Ceridian HCM Holding, Inc., Term Loan B		2.600%		1-Week LIBOR		2.500%		4/30/25		B+		145,504
	385	Nielsen Finance LLC, Term Loan B4		2.154%		1-Month LIBOR		2.000%		10/04/23		BBB–		378,326
	833	Total Professional Services												819,292
		Road & Rail – 0.7%
	221	Avolon LLC, Term Loan B3		2.500%		1-Month LIBOR		1.750%		1/15/25		Baa2		214,964
	226	Fly Funding II S.a r.l., Replacement Term Loan		1.990%		3-Month LIBOR		1.750%		8/09/25		BBB–		196,588
	497	Genesee & Wyoming Inc., Term Loan, First Lien		2.220%		3-Month LIBOR		2.000%		12/30/26		BB+		490,659
	944	Total Road & Rail												902,211
		Semiconductors & Semiconductor Equipment – 0.4%
	142	Microchip Technology, Inc., Term Loan B		2.150%		1-Month LIBOR		2.000%		5/29/25		Baa3		142,044
	442	MKS Instruments, Inc., Term Loan B6		1.897%		1-Month LIBOR		1.750%		2/02/26		BB+		435,944
	584	Total Semiconductors & Semiconductor Equipment												577,988

6

Principal Amount (000)		Description (1)	Coupon (7)			Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Software – 1.3%
$	150	DiscoverOrg LLC, Term Loan B		3.897%			1-Month LIBOR		3.750%		2/01/26		B+	$	149,188
	165	McAfee LLC, Term Loan B		3.896%			1-Month LIBOR		3.750%		9/29/24		B		164,010
	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
	253	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B3		1.897%			1-Month LIBOR		1.750%		4/16/25		BB+		245,353
	177	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B4		1.897%			1-Month LIBOR		1.750%		4/16/25		BB+		172,378
	1,701	Total Software													1,644,635
		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 – 1.5%
	175	BMC Software, Inc., Term Loan B		4.397%			1-Month LIBOR		4.250%		10/02/25		B2		169,961
	449	Dell International LLC, Refinancing Term Loan B1		2.750%			1-Month LIBOR		2.000%		9/19/25		Baa3		448,044
	248	NCR Corporation, Term Loan B		2.650%			1-Month LIBOR		2.500%		8/28/26		BB+		242,550
	426	Tempo Acquisition LLC, Term Loan		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-		667,219
	1,968	Total Technology Hardware, Storage & Peripherals													1,942,079
		Trading Companies & Distributors – 0.3%
	377	Univar, Inc., Term Loan B		2.397%			1-Month LIBOR		2.250%		7/01/24		BB+		373,336
$	36,249	Total Variable Rate Senior Loan Interests (cost $35,712,599)													34,075,115
Shares		Description (1)						Coupon				Ratings (9)		Value
		CONVERTIBLE PREFERRED SECURITIES – 6.4% (4.4% of Total Investments)
		Banks – 0.5%
	225	Bank of America Corp							7.250%				BBB	$	334,800
	270	Wells Fargo & Co							7.500%				Baa2		362,353
		Total Banks													697,153
		Health Care Technology – 1.2%
	29,930	Change Healthcare Inc, (3)							6.000%				N/R		1,598,861
		Life Sciences Tools & Services – 1.2%			��
	21,800	Avantor Inc, (3)							6.250%				N/R		1,585,732
		Multi-Utilities – 1.1%
	37,300	CenterPoint Energy Inc, (3)							7.000%				N/R		1,359,212
		Semiconductors & Semiconductor Equipment – 2.4%
	2,440	Broadcom Inc, (3)							8.000%				N/R		3,042,070
		Total Convertible Preferred Securities (cost $7,760,266)													8,283,028
Shares		Description (1)						Coupon				Ratings (9)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 5.5% (3.8% of Total Investments)
		Banks – 2.1%
	5,000	Citigroup Inc							7.125%				BBB–	$	140,550
	4,625	CoBank ACB, (3), (4), 144A							6.250%				BBB+		481,000
	1,183	CoBank ACB, (4)							6.125%				BBB+		120,512
	8,622	Fifth Third Bancorp							6.625%				Baa3		230,121
	8,662	FNB Corp/PA							7.250%				Ba1		255,616
	15,475	Huntington Bancshares Inc/OH							6.250%				Baa3		391,208

7

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Shares		Description (1)	Coupon				Ratings (9)		Value
		Banks (continued)
	6,050	KeyCorp		6.125%				Baa3	$	176,418
	5,900	People’s United Financial Inc		5.625%				BB+		158,651
	6,544	Regions Financial Corp		6.375%				BB+		181,269
	7,100	SVB Financial Group		5.250%				Baa2		189,570
	16,300	US Bancorp		6.500%				A3		434,232
		Total Banks								2,759,147
		Capital Markets – 0.9%
	15,400	Charles Schwab Corp, (3)		6.000%				BBB		391,930
	16,725	Morgan Stanley		7.125%				BBB–		461,610
	4,796	Stifel Financial Corp		6.250%				BB–		122,586
	7,350	Stifel Financial Corp		6.250%				BB–		195,363
		Total Capital Markets								1,171,489
		Consumer Finance – 0.1%
	6,448	Synchrony Financial, (3)		5.625%				BB–		158,750
		Electric Utilities – 0.3%
	11,500	Duke Energy Corp, (3)		5.750%				BBB		316,135
		Food Products – 0.4%
	8,257	CHS Inc		7.875%				N/R		229,462
	7,632	CHS Inc		7.100%				N/R		203,393
	1,705	CHS Inc		6.750%				N/R		44,756
		Total Food Products								477,611
		Insurance – 1.3%
	13,015	Allstate Corp		5.625%				BBB–		360,776
	11,300	Athene Holding Ltd		6.350%				BBB–		303,405
	6,700	Athene Holding Ltd		6.375%				BBB–		181,570
	10,900	Enstar Group Ltd, (3)		7.000%				BB+		286,343
	6,675	National General Holdings Corp		7.500%				N/R		168,210
	11,682	PartnerRe Ltd		7.250%				BBB		300,811
		Total Insurance								1,601,115
		Thrifts & Mortgage Finance – 0.4%
	14,400	Federal Agricultural Mortgage Corp		5.700%				N/R		391,680
	5,700	New York Community Bancorp Inc		6.375%				Ba2		156,465
		Total Thrifts & Mortgage Finance								548,145
		Total $25 Par (or similar) Retail Preferred (cost $6,761,830)								7,032,392
Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (9)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 5.1% (3.5% of Total Investments)
		Automobiles – 0.2%
$	25	General Motors Financial Co Inc		5.700%		N/A (11)		BB+	$	25,094
	215	General Motors Financial Co Inc, (11)		6.500%		N/A (11)		BB+		213,732
	240	Total Automobiles								238,826
		Banks – 3.4%
	70	Bank of America Corp		6.300%		N/A (11)		BBB		79,107
	300	Bank of America Corp		6.500%		N/A (11)		BBB		333,450
	350	CIT Group Inc		5.800%		N/A (11)		Ba3		281,421
	350	Citigroup Inc		6.250%		N/A (11)		BBB–		388,745
	275	Citizens Financial Group Inc, (3-Month LIBOR reference rate + 3.960% spread), (12)		4.264%		N/A (11)		BB+		265,100
	50	CoBank ACB, 144A		6.250%		N/A (11)		BBB+		52,750
	575	JPMorgan Chase & Co, (3)		6.750%		N/A (11)		BBB+		622,437
	450	M&T Bank Corp, (3)		6.450%		N/A (11)		Baa2		482,625
	550	PNC Financial Services Group Inc, (3)		6.750%		N/A (11)		Baa2		563,915

8

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (9)		Value
		Banks (continued)
$	120	Regions Financial Corp						5.750%		N/A (11)		BB+	$	128,100
	450	Truist Financial Corp, (3)						4.950%		N/A (11)		Baa2		473,625
	225	Wells Fargo & Co, (3)						5.875%		N/A (11)		Baa2		242,415
	500	Zions Bancorp NA, (3)						7.200%		N/A (11)		BB+		515,260
	4,265	Total Banks												4,428,950
		Capital Markets – 0.3%
	125	Charles Schwab Corp, (3)						7.000%		N/A (11)		BBB		131,798
	100	Goldman Sachs Group Inc						5.300%		N/A (11)		BBB–		106,115
	95	Morgan Stanley, (3-Month LIBOR reference rate + 3.810% spread), (12)						4.085%		N/A (11)		BBB–		92,902
	320	Total Capital Markets												330,815
		Consumer Finance – 0.4%
	340	Capital One Financial Corp, (3-Month LIBOR reference rate + 3.800% spread), (3), (12)						4.046%		N/A (11)		Baa3		300,536
	175	Discover Financial Services						5.500%		N/A (11)		Ba2		166,609
	515	Total Consumer Finance												467,145
		Diversified Financial Services – 0.2%
	225	Voya Financial Inc						6.125%		N/A (11)		BBB-		230,625
		Food Products – 0.2%
	300	Land O’ Lakes Inc, 144A						8.000%		N/A (11)		BB		289,500
		Insurance – 0.2%
	250	Progressive Corp						5.375%		N/A (11)		BBB+		250,000
		Multi-Utilities – 0.2%
	300	Sempra Energy						4.875%		N/A (11)		BBB–		308,250
$	6,415	Total $1,000 Par (or similar) Institutional Preferred (cost $6,492,563)												6,544,111
Shares		Description (1)	Coupon		Issue Price		Cap Price		Maturity				Value
		STRUCTURED NOTES – 2.1% (1.5% of Total Investments)
	8,500	Citigroup Global Markets Holdings Inc., Mandatory Exchangeable Note, Linked to Common Stock of VMWare Inc. (Cap 116.24% of Issue Price), 144A, (4)		10.000%	$	144.1064	$	167.5093		1/22/21			$	1,222,144
	29,283	Merrill Lynch International & Co. C.V., Mandatory Exchangeable Note, Linked to Common Stock of Activision Blizzard Inc. (Cap 116.71% of Issue Price), 144A, (4)		10.000%		55.7410		65.0550		3/10/21				1,500,144
		Total Structured Notes (cost $2,742,508)												2,722,288
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (9)		Value
		CORPORATE BONDS – 0.0% (0.0% of Total Investments)
		Media – 0.0%
$	36	iHeartCommunications Inc						8.375%		5/01/27		CCC+	$	35,494
$	36	Total Corporate Bonds (cost $37,707)												35,494
		Total Long-Term Investments (cost $167,463,862)												181,541,280

9

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    September 30, 2020
	(Unaudited)

Principal Amount (000)/ Shares		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 4.9% (3.3% of Total Investments)
		REPURCHASE AGREEMENTS – 1.0% (0.6% of Total Investments)
	1,246	Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/20, repurchase price $1,246,042, collateralized $1,276,800, U.S. Treasury Notes, 0.375%, due 9/30/27, value $1,271,015		0.000%		10/01/20	$	1,246,042
		INVESTMENT COMPANIES – 3.9% (2.7% of Total Investments)
	5,044,628	BlackRock Liquidity Funds T-Fund Portfolio, (13)		0.035% (14)		N/A		5,044,628
		Total Short-Term Investments (cost $6,290,670)						6,290,670
		Total Investments (cost $173,754,532) – 145.6%						187,831,950
		Borrowings – (41.7)% (15), (16)						(53,800,000	)
		Other Assets Less Liabilities – (3.9)% (17)						(5,046,041	)
		Net Assets Applicable to Common Shares – 100%					$	128,985,909

Investments in Derivatives

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 (18)

Optional Termination Date

Maturity Date

Value

Unrealized Appreciation (Depreciation)

JPMorgan Chase Bank, N.A.

$

41,800,000

Receive

1-Month LIBOR

1.969

%

Monthly

6/01/18

7/01/25

7/01/27

$

(4,657,790

)

$

(4,657,790

)

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 Fund’s 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).

10

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:
Common Stocks	$	70,399,427	$	52,436,782		$	12,643	$	122,848,852
Variable Rate Senior Loan Interests		—		34,075,115			—		34,075,115
Convertible Preferred Securities		8,283,028		—			—		8,283,028
$25 Par (or similar) Retail Preferred		6,430,880		601,512			—		7,032,392
$1,000 Par (or similar) Institutional Preferred		—		6,544,111			—		6,544,111
Structured Notes		—		2,722,288			—		2,722,288
Corporate Bonds		—		35,494			—		35,494
Short-Term Investments:
Repurchase Agreements		—		1,246,042			—		1,246,042
Investment Companies		5,044,628		—			—		5,044,628
Investments in Derivatives:
Interest Rate Swaps*		—		(4,657,790	)		—		(4,657,790	)
Total	$	90,157,963	$	93,003,554		$	12,643	$	183,174,160

* Represents net unrealized appreciation (depreciation).

11

JTA	Nuveen Tax-Advantaged Total Return Strategy 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) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

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

(3) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the reporting period was $48,777,111.

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

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

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

(7) 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.

(8) 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.

(9) 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.

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

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

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

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

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

(15) Borrowings as a percentage of Total Investments is 28.6%.

(16) 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. As of the end of the reporting period, investments with a value of $116,454,601 have been pledged as collateral for borrowings.

(17) 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.

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

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

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.

LIBOR London Inter-Bank Offered Rate

N/A Not Applicable.

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.

12