1
Nuveen
Multi-Market
Income
Fund
Portfolio
of
Investments
March
31,
2024
(Unaudited)
JMM
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
135.6% 
(98.0%
of
Total
Investments)
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
93.3%
(67.4%
of
Total
Investments)
X
57,322,916
$
97
321
Henderson
Receivables
VI
LLC,
2010
1A,
144A
9.310%
7/15/61
$
99,677
500
(b)
ACRE
Commercial
Mortgage
2021-FL4
Ltd,
(TSFR1M
reference
rate
+
2.714%
spread),
2021
FL4,
144A
8.041%
12/18/37
475,173
500
Adams
Outdoor
Advertising
LP,
2023
1,
144A
6.967%
7/15/53
519,035
500
(b)
AGL
CLO
19
Ltd,
(TSFR3M
reference
rate
+
2.750%
spread),
2022
19A,
144A
8.068%
7/21/35
501,541
400
(b)
AIMCO
CLO
Series
2017-A,
(TSFR3M
reference
rate
+
1.762%
spread),
2017
AA,
144A
7.079%
4/20/34
399,661
38
Alternative
Loan
Trust
2004-J2,
2004
J2
6.500%
3/25/34
38,410
1,594
American
Homes
4
Rent
2015-SFR2
Trust,
2015
SFR2,
(I/O),
144A
0.000%
10/17/52
16
175
AMSR
2019-SFR1
Trust,
2019
SFR1,
144A
3.247%
1/19/39
162,836
11
Bayview
Financial
Mortgage
Pass-Through
Trust
2006-C,
2006
C
6.352%
11/28/36
9,416
400
Benchmark
2018-B2
Mortgage
Trust,
2018
B2
4.084%
2/15/51
371,047
1,150
Benchmark
2019-B9
Mortgage
Trust,
2019
B9
3.751%
3/15/52
1,079,860
375
(b)
BX
Trust
2023-DELC,
(TSFR1M
reference
rate
+
3.339%
spread),
2023
DELC,
144A
8.664%
5/15/38
380,217
500
CARS-DB4
LP,
2020
1A,
144A
4.520%
2/15/50
454,143
500
Carvana
Auto
Receivables
Trust
2022-P3,
2022
P3
5.540%
11/10/28
492,893
250
Century
Plaza
Towers
2019-CPT,
2019
CPT,
144A
2.997%
11/13/39
166,280
899
CF
Hippolyta
Issuer
LLC,
2020
1,
144A
2.600%
7/15/60
739,119
400
(b)
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
1.862%
spread),
2020
2A,
144A
7.179%
10/20/34
400,258
150
Citigroup
Commercial
Mortgage
Trust
2014-GC23,
2014
GC23
4.578%
7/10/47
143,207
425
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
4.137%
4/10/48
395,520
600
Citigroup
Commercial
Mortgage
Trust
2016-P5,
2016
P5,
144A
3.000%
10/10/49
351,923
450
(b)
Citigroup
Commercial
Mortgage
Trust
2018-TBR,
(TSFR1M
reference
rate
+
2.164%
spread),
2018
TBR,
144A
7.490%
12/15/36
445,760
241
Citigroup
Commercial
Mortgage
Trust
2019-GC41,
2019
GC41
3.502%
8/10/56
198,161
50
Citigroup
Global
Markets
Mortgage
Securities
VII
Inc,
2003
1,
144A
6.000%
9/25/33
29,758
500
COMM
2013-LC13
Mortgage
Trust,
2013
LC13,
144A
5.349%
8/10/46
414,781
775
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
4.066%
3/10/48
701,883
450
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
4.516%
8/10/48
431,332
540
COMM
2015-CCRE26
Mortgage
Trust,
2015
CR26
4.464%
10/10/48
505,698
108
COMM
2015-LC23
Mortgage
Trust,
2015
LC23
4.545%
10/10/48
102,019
35
Commonbond
Student
Loan
Trust
2017-B-GS,
2017
BGS,
144A
4.440%
9/25/42
30,479
500
(b)
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
1.900%
spread),
2022
R01,
144A
7.220%
12/25/41
504,096
560
(b)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
6.250%
spread),
2022
R03,
144A
6.349%
3/25/42
626,197
145
(b)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
3.500%
spread),
2022
R03,
144A
8.820%
3/25/42
152,207
400
(b)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
3.100%
spread),
2022
R04,
144A
8.420%
3/25/42
416,343
1,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
4.650%
spread),
2022
R07,
144A
9.971%
6/25/42
1,088,514
200
(b)
Connecticut
Avenue
Securities
Trust
2023-R01,
(SOFR30A
reference
rate
+
3.750%
spread),
2023
R01,
144A
9.071%
12/25/42
214,159
500
(b)
Connecticut
Avenue
Securities
Trust
2023-R08,
(SOFR30A
reference
rate
+
3.550%
spread),
2023
R08,
144A
8.870%
10/25/43
521,027
Nuveen
Multi-Market
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2024
(Unaudited)
2
JMM
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
499
(b)
Credit
Suisse
Mortgage
Capital
Certificates
2019-ICE4,
(TSFR1M
reference
rate
+
1.647%
spread),
2019
ICE4,
144A
6.973%
5/15/36
$
498,573
250
CSMC
2014-USA
OA
LLC,
2014
USA,
144A
4.373%
9/15/37
128,537
89
CSMC
Mortgage-Backed
Trust
2006-7,
2006
7
6.000%
8/25/36
34,787
293
DB
Master
Finance
LLC,
2021
1A,
144A
2.493%
11/20/51
258,457
1,128
DB
Master
Finance
LLC,
2017
1A,
144A
4.030%
11/20/47
1,075,021
146
Domino's
Pizza
Master
Issuer
LLC,
2017
1A,
144A
4.118%
7/25/47
139,461
1,113
Domino's
Pizza
Master
Issuer
LLC,
2015
1A,
144A
4.474%
10/25/45
1,091,483
1,401
DRIVEN
BRANDS
FUNDING
LLC,
2019
1A,
144A
4.641%
4/20/49
1,358,080
400
(b)
Dryden
49
Senior
Loan
Fund,
(TSFR3M
reference
rate
+
1.862%
spread),
2017
49A,
144A
7.160%
7/18/30
400,250
1,500
(b)
Fannie
Mae
-
CAS,
(SOFR30A
reference
rate
+
3.350%
spread),
2023
R02,
144A
8.670%
1/25/43
1,585,849
750
(b)
Fannie
Mae
Connecticut
Avenue
Securities,
(SOFR30A
reference
rate
+
2.000%
spread),
2021
R02,
144A
2.050%
11/25/41
755,134
6
(c)
Fannie
Mae
Pool,
FN
709700
5.500%
6/01/33
5,850
386
(c)
Fannie
Mae
Pool,
FN
MA4919
5.500%
2/01/53
384,948
195
(c)
Fannie
Mae
Pool,
FN
BM5839
3.500%
11/01/47
178,343
295
(c)
Fannie
Mae
Pool,
FN
AW4182
3.500%
2/01/44
270,178
11
(c)
Fannie
Mae
Pool,
FN
828346
5.000%
7/01/35
11,302
21
(c)
Fannie
Mae
Pool,
FN
995018
5.500%
6/01/38
21,869
447
(c)
Fannie
Mae
Pool,
FN
MA4644,
2022
1
4.000%
5/01/52
414,910
27
(c)
Fannie
Mae
Pool,
FN
766070
5.500%
2/01/34
27,488
11
(c)
Fannie
Mae
Pool,
FN
882685
6.000%
6/01/36
11,002
8
(c)
Fannie
Mae
Pool,
FN
878059
5.500%
3/01/36
8,039
2,842
(c)
Fannie
Mae
Pool,
FN
CB3234
3.000%
4/01/52
2,463,434
1,947
(c)
Fannie
Mae
Pool,
FN
MA4438,
2021
1
2.500%
10/01/51
1,614,670
589
(c)
Fannie
Mae
Pool,
FN
MA4783
4.000%
10/01/52
545,902
966
(c)
Fannie
Mae
Pool,
FN
MA5165
5.500%
10/01/53
960,645
962
Fannie
Mae
Pool,
FN
MA5106
5.000%
8/01/53
938,734
532
(c)
Fannie
Mae
Pool,
FN
MA4733
4.500%
9/01/52
506,434
691
(c)
Fannie
Mae
Pool,
FN
BM5126
3.500%
1/01/48
631,822
498
(c)
Fannie
Mae
Pool,
FN
MA3305
3.500%
3/01/48
453,996
44
Fannie
Mae
REMIC
Trust
2002-W1,
2002
W1
4.644%
2/25/42
42,838
246
Fannie
Mae
REMIC
Trust
2003-W1,
2003
W1
2.517%
12/25/42
125,458
388
(c)
Freddie
Mac
Gold
Pool,
FG
Q40718
3.500%
5/01/46
354,259
347
(c)
Freddie
Mac
Gold
Pool,
FG
G18497
3.000%
1/01/29
332,906
638
(c)
Freddie
Mac
Gold
Pool,
FG
G60138
3.500%
8/01/45
587,799
579
(c)
Freddie
Mac
Gold
Pool,
FG
Q40841
3.000%
6/01/46
511,864
946
(c)
Freddie
Mac
Gold
Pool,
FG
G08528
3.000%
4/01/43
845,478
6
(c)
Freddie
Mac
Gold
Pool,
FG
C00676
6.500%
11/01/28
5,898
267
(c)
Freddie
Mac
Gold
Pool,
FG
G08566
3.500%
1/01/44
245,367
1,708
(c)
Freddie
Mac
Pool,
FR
RA6766
2.500%
2/01/52
1,429,412
388
(c)
Freddie
Mac
Pool,
FR
RA7402
3.500%
5/01/52
347,850
3
(b)
Freddie
Mac
STACR
REMIC
Trust
2021-HQA1,
(SOFR30A
reference
rate
+
2.250%
spread),
2021
HQA1,
144A
7.570%
8/25/33
2,989
750
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
2.400%
spread),
2022
DNA2,
144A
7.720%
2/25/42
764,653
410
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
2.900%
spread),
2022
DNA3,
144A
8.220%
4/25/42
424,514
750
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA4,
(SOFR30A
reference
rate
+
3.350%
spread),
2022
DNA4,
144A
8.670%
5/25/42
784,773
320
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-HQA2,
(SOFR30A
reference
rate
+
4.000%
spread),
2022
HQA2,
144A
9.320%
7/25/42
340,819
500
Frontier
Issuer
LLC,
2023
1,
144A
6.600%
8/20/53
504,983
64
(c)
Ginnie
Mae
I
Pool,
GN
604567
5.500%
8/15/33
64,580
36
(c)
Ginnie
Mae
I
Pool,
GN
631574
6.000%
7/15/34
37,814
642
(b)
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(TSFR1M
reference
rate
+
1.197%
spread),
2018
TWR,
144A
6.523%
7/15/31
533,743
43
GSMPS
Mortgage
Loan
Trust
2001-2,
2001
2,
144A
7.500%
6/19/32
39,546
305
GSMPS
Mortgage
Loan
Trust
2003-3,
2003
3,
144A
7.000%
6/25/43
307,374
3
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
236
GSMPS
Mortgage
Loan
Trust
2005-RP1,
2005
RP1,
144A
8.500%
1/25/35
$
236,296
333
GSMPS
Mortgage
Loan
Trust
2005-RP2,
2005
RP2,
144A
7.500%
3/25/35
319,511
300
GSMPS
Mortgage
Loan
Trust
2005-RP3,
2005
RP3,
144A
7.500%
9/25/35
293,641
194
GSMPS
Mortgage
Loan
Trust
2005-RP3,
2005
RP3,
144A
8.000%
9/25/35
186,013
484
Hardee's
Funding
LLC,
2020
1A,
144A
3.981%
12/20/50
435,739
500
Hudson
Yards
2019-55HY
Mortgage
Trust,
2019
55HY,
144A
2.943%
12/10/41
422,901
103
Impac
Secured
Assets
CMN
Owner
Trust,
2000
3
8.000%
10/25/30
92,273
360
J.G.
Wentworth
XXXVII
LLC,
2016
1A,
144A
5.190%
6/17/69
331,472
430
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2018-AON,
2018
AON,
144A
4.613%
7/05/31
264,521
600
JGWPT
XXV
LLC,
2012
1A,
144A
7.140%
2/15/67
614,745
249
JGWPT
XXVI
LLC,
2012
2A,
144A
6.770%
10/17/61
250,408
186
JP
Morgan
Alternative
Loan
Trust
2006-S1,
2006
S1
6.500%
3/25/36
104,633
500
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2016-JP4,
2016
JP4,
144A
3.376%
12/15/49
348,282
368
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2019-ICON
UES,
2019
UES,
144A
4.343%
5/05/32
352,648
500
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2020-NNN,
2020
NNN,
144A
3.620%
1/16/37
288,365
697
JPMDB
Commercial
Mortgage
Securities
Trust
2016-C4,
2016
C4
3.042%
12/15/49
514,658
500
JPMDB
Commercial
Mortgage
Securities
Trust
2017-C7,
2017
C7,
144A
3.000%
10/15/50
365,357
400
Manhattan
West
2020-1MW
Mortgage
Trust,
2020
1MW,
144A
2.335%
9/10/39
344,724
206
MASTR
Alternative
Loan
Trust
2004-1,
2004
1
7.000%
1/25/34
199,458
127
MASTR
Alternative
Loan
Trust
2004-5,
2004
5
7.000%
6/25/34
126,799
83
MASTR
Asset
Securitization
Trust
2003-11,
2003
11
5.250%
12/25/33
80,699
250
MetroNet
Infrastructure
Issuer
LLC,
2024
1A,
144A
6.230%
4/20/54
250,838
229
Mid-State
Capital
Corp
2005-1
Trust,
2005
1
5.745%
1/15/40
225,414
81
Mid-State
Trust
XI,
2003
11
5.598%
7/15/38
79,838
250
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-
C20,
2015
C20
4.455%
2/15/48
236,784
500
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2016-
C28,
2016
C28
4.596%
1/15/49
423,104
32
Morgan
Stanley
Mortgage
Loan
Trust
2006-2,
2006
2
5.750%
2/25/36
28,765
500
MSCG
Trust
2015-ALDR,
2015
ALDR,
144A
3.462%
6/07/35
428,011
1,000
(b)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
2.829%
spread),
2019
MILE,
144A
8.155%
7/15/36
774,211
400
(b)
Neuberger
Berman
Loan
Advisers
CLO
31
Ltd,
(TSFR3M
reference
rate
+
1.812%
spread),
2019
31A,
144A
7.129%
4/20/31
398,709
500
(b)
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
1.800%
spread),
2022
48A,
144A
7.125%
4/25/36
500,497
251
New
Residential
Mortgage
Loan
Trust
2014-1,
2014
1A,
144A
5.984%
1/25/54
244,216
456
New
Residential
Mortgage
Loan
Trust
2015-2,
2015
2A,
144A
5.355%
8/25/55
440,174
235
Planet
Fitness
Master
Issuer
LLC,
2022
1A,
144A
3.251%
12/05/51
219,572
473
Planet
Fitness
Master
Issuer
LLC,
2018
1A,
144A
4.666%
9/05/48
462,154
485
RBS
Commercial
Funding
Inc
2013-SMV
Trust,
2013
SMV,
144A
3.584%
3/11/31
420,722
486
SERVPRO
Master
Issuer
LLC,
2021
1A,
144A
2.394%
4/25/51
426,875
267
Sesac
Finance
LLC,
2019
1,
144A
5.216%
7/25/49
260,628
35
Sierra
Timeshare
2019-3
Receivables
Funding
LLC,
2019
3A,
144A
4.180%
8/20/36
34,629
132
Sierra
Timeshare
2020-2
Receivables
Funding
LLC,
2020
2A,
144A
3.510%
7/20/37
128,134
135
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
2.851%
7/15/41
106,162
371
Sonic
Capital
LLC,
2020
1A,
144A
3.845%
1/20/50
351,427
350
Stack
Infrastructure
Issuer
LLC,
2020
1A,
144A
1.893%
8/25/45
329,815
214
Start
II
LTD,
2019
1,
144A
5.095%
3/15/44
185,287
Nuveen
Multi-Market
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2024
(Unaudited)
4
JMM
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
48
Structured
Receivables
Finance
2010-A
LLC,
2010
A,
144A
5.218%
1/16/46
$
47,910
295
Taco
Bell
Funding
LLC,
2021
1A,
144A
1.946%
8/25/51
266,611
586
Taco
Bell
Funding
LLC,
2016
1A,
144A
4.970%
5/25/46
577,126
648
Taco
Bell
Funding
LLC,
2021
1A,
144A
2.294%
8/25/51
563,146
250
VB-S1
Issuer
LLC
-
VBTEL,
2022
1A,
144A
4.288%
2/15/52
222,268
250
VNDO
Trust
2016-350P,
2016
350P,
144A
3.903%
1/10/35
233,221
7
Washington
Mutual
MSC
Mortgage
Pass-Through
Certificates
Series
2004-RA3
Trust,
2004
RA3
5.672%
8/25/38
6,968
195
Wells
Fargo
Commercial
Mortgage
Trust
2016-C33,
2016
C33
3.896%
3/15/59
175,561
500
Wells
Fargo
Commercial
Mortgage
Trust
2017-C38,
2017
C38
3.903%
7/15/50
440,493
389
Wendy's
Funding
LLC,
2018
1A,
144A
3.884%
3/15/48
367,104
449
Wendy's
Funding
LLC,
2019
1A,
144A
3.783%
6/15/49
430,425
564
Wendy's
Funding
LLC,
2021
1A,
144A
2.370%
6/15/51
490,741
985
Wingstop
Funding
LLC,
2020
1A,
144A
2.841%
12/05/50
893,926
175
ZAXBY'S
FUNDING
LLC,
2021
1A,
144A
3.238%
7/30/51
155,319
350
Ziply
Fiber
Issuer
LLC,
2024
1A,
144A,
(WI/DD)
6.640%
4/20/54
350,227
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$62,037,341)
57,322,916
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
36.4%
(26.3%
of
Total
Investments)
X
22,388,100
Automobiles
&
Components
-
1.4%
$
50
Dana
Inc
4.250%
9/01/30
$
44,182
175
(c)
Ford
Motor
Co
3.250%
2/12/32
145,566
200
(c)
Ford
Motor
Credit
Co
LLC
6.950%
3/06/26
203,811
400
(c)
General
Motors
Financial
Co
Inc
3.600%
6/21/30
361,082
100
(c)
Goodyear
Tire
&
Rubber
Co/The
5.250%
4/30/31
91,820
Total
Automobiles
&
Components
846,461
Banks
-
4.8%
400
(c)
Banco
Santander
SA
2.749%
12/03/30
330,598
775
(c)
Bank
of
America
Corp
1.898%
7/23/31
636,071
60
Citigroup
Inc
6.174%
5/25/34
60,929
200
Intesa
Sanpaolo
SpA,
144A
6.625%
6/20/33
207,524
400
(c)
JPMorgan
Chase
&
Co
2.580%
4/22/32
338,175
300
JPMorgan
Chase
&
Co
3.650%
9/01/72
284,921
295
M&T
Bank
Corp
3.500%
3/01/73
226,268
200
Societe
Generale
SA,
144A
7.132%
1/19/55
199,662
300
Truist
Financial
Corp
4.800%
3/01/73
290,374
400
Wells
Fargo
&
Co
3.900%
3/15/73
380,570
Total
Banks
2,955,092
Capital
Goods
-
2.1%
455
(c)
Albion
Financing
2
Sarl,
144A
8.750%
4/15/27
453,301
350
(c)
Boeing
Co/The
3.250%
2/01/28
322,010
200
(c)
Boeing
Co/The
3.625%
2/01/31
176,019
60
Chart
Industries
Inc,
144A
7.500%
1/01/30
62,307
40
Esab
Corp,
144A
,
(WI/DD)
6.250%
4/15/29
40,188
100
(c)
H&E
Equipment
Services
Inc,
144A
3.875%
12/15/28
91,548
135
(c)
Windsor
Holdings
III
LLC,
144A
8.500%
6/15/30
141,549
Total
Capital
Goods
1,286,922
5
Principal
Amount
(000)  
Description
(a)
Coupon
Maturity
Value
Commercial
&
Professional
Services
-
0.5%
$
100
(c)
GFL
Environmental
Inc,
144A
4.250%
6/01/25
$
98,367
150
(c)
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
127,557
100
(c)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
97,958
Total
Commercial
&
Professional
Services
323,882
Consumer
Discretionary
Distribution
&
Retail
-
1.8%
365
(c)
Asbury
Automotive
Group
Inc,
144A
4.625%
11/15/29
336,831
50
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
51,075
75
LCM
Investments
Holdings
II
LLC,
144A
4.875%
5/01/29
68,935
500
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
375,117
50
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
42,604
250
(c)
Staples
Inc,
144A
7.500%
4/15/26
243,993
Total
Consumer
Discretionary
Distribution
&
Retail
1,118,555
Consumer
Durables
&
Apparel
-
0.1%
75
Amer
Sports
Co,
144A
6.750%
2/16/31
74,809
Total
Consumer
Durables
&
Apparel
74,809
Consumer
Services
-
0.3%
150
Hilton
Domestic
Operating
Co
Inc,
144A
5.875%
4/01/29
150,249
50
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
6.625%
1/15/32
50,202
Total
Consumer
Services
200,451
Energy
-
3.7%
250
(c)
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
6.625%
2/01/32
251,091
250
(c)
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
250,759
90
(c)
Civitas
Resources
Inc,
144A
8.375%
7/01/28
94,744
55
Civitas
Resources
Inc,
144A
8.750%
7/01/31
58,853
35
DT
Midstream
Inc,
144A
4.125%
6/15/29
32,177
30
DT
Midstream
Inc,
144A
4.375%
6/15/31
27,169
85
EQM
Midstream
Partners
LP,
144A
6.375%
4/01/29
85,624
200
(c)
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
6.250%
5/15/26
198,738
200
(c)
MEG
Energy
Corp,
144A
5.875%
2/01/29
196,524
125
(c)
Parkland
Corp,
144A
4.500%
10/01/29
115,615
315
(c)
Parkland
Corp/Canada,
144A
4.625%
5/01/30
290,398
140
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp,
144A
7.125%
3/15/29
141,744
110
(c)
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
112,220
400
(c)
Williams
Cos
Inc/The
4.900%
3/15/29
397,351
Total
Energy
2,253,007
Equity
Real
Estate
Investment
Trusts
(REITs)
-
3.7%
650
(c)
Brixmor
Operating
Partnership
LP
4.050%
7/01/30
602,887
200
(c)
Essential
Properties
LP
2.950%
7/15/31
162,209
500
(c)
GLP
Capital
LP
/
GLP
Financing
II
Inc
4.000%
1/15/30
456,479
250
(c)
Iron
Mountain
Inc,
144A
5.250%
3/15/28
241,882
75
Iron
Mountain
Inc,
144A
4.500%
2/15/31
67,668
100
(c)
Kite
Realty
Group
Trust
4.750%
9/15/30
95,678
175
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
3.500%
3/15/31
120,158
300
Prologis
Targeted
US
Logistics
Fund
LP,
144A
5.500%
4/01/34
301,884
250
(c)
SITE
Centers
Corp
4.250%
2/01/26
246,173
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
2,295,018
Nuveen
Multi-Market
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2024
(Unaudited)
6
JMM
Principal
Amount
(000)  
Description
(a)
Coupon
Maturity
Value
Financial
Services
-
2.3%
$
300
American
Express
Co
3.550%
9/15/72
$
277,682
300
Bank
of
New
York
Mellon
Corp/The
4.700%
9/20/72
294,370
250
(c)
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
237,533
215
FirstCash
Inc,
144A
6.875%
3/01/32
214,900
250
(c)
Goldman
Sachs
Group
Inc/The
1.992%
1/27/32
202,299
170
(c)
OneMain
Finance
Corp
3.500%
1/15/27
157,811
Total
Financial
Services
1,384,595
Food,
Beverage
&
Tobacco
-
0.9%
400
(c)
BAT
Capital
Corp
2.726%
3/25/31
336,322
150
Chobani
LLC
/
Chobani
Finance
Corp
Inc
,
(WI/DD)
4.625%
11/15/28
139,881
75
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
68,968
Total
Food,
Beverage
&
Tobacco
545,171
Health
Care
Equipment
&
Services
-
0.8%
50
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
46,020
100
(c)
DaVita
Inc,
144A
4.625%
6/01/30
89,528
70
Surgery
Center
Holdings
Inc,
144A
,
(WI/DD)
7.250%
4/15/32
70,544
300
(c)
Tenet
Healthcare
Corp
4.375%
1/15/30
277,282
Total
Health
Care
Equipment
&
Services
483,374
Household
&
Personal
Products
-
0.1%
50
Kronos
Acquisition
Holdings
Inc
/
KIK
Custom
Products
Inc,
144A
5.000%
12/31/26
49,013
Total
Household
&
Personal
Products
49,013
Insurance
-
1.1%
200
Ardonagh
Finco
Ltd,
144A
7.750%
2/15/31
199,097
165
Panther
Escrow
Issuer,
144A
,
(WI/DD)
7.125%
6/01/31
167,757
300
(b)
Vitality
Re
XIV
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
3.500%
spread),
144A
8.840%
1/05/27
305,040
Total
Insurance
671,894
Materials
-
2.4%
250
(c)
Constellium
SE,
144A
3.750%
4/15/29
224,924
240
(c)
EverArc
Escrow
Sarl,
144A
5.000%
10/30/29
213,928
375
(c)
NOVA
Chemicals
Corp,
144A
5.000%
5/01/25
368,828
60
Owens-Brockway
Glass
Container
Inc,
144A
7.250%
5/15/31
61,110
60
Sealed
Air
Corp/Sealed
Air
Corp
US,
144A
7.250%
2/15/31
62,381
500
(c)
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
452,702
120
(c)
Tronox
Inc,
144A
4.625%
3/15/29
107,632
Total
Materials
1,491,505
Media
&
Entertainment
-
2.0%
200
(c)
CSC
Holdings
LLC,
144A
11.250%
5/15/28
198,188
50
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
47,302
325
(c)
Gray
Television
Inc,
144A
4.750%
10/15/30
213,147
200
(c)
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
167,495
135
(c)
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
123,508
30
Sirius
XM
Radio
Inc,
144A
3.125%
9/01/26
28,102
75
Univision
Communications
Inc,
144A
4.500%
5/01/29
67,024
200
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
171,721
235
(c)
Warnermedia
Holdings
Inc
4.279%
3/15/32
209,911
Total
Media
&
Entertainment
1,226,398
7
Principal
Amount
(000)  
Description
(a)
Coupon
Maturity
Value
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
1.1%
$
200
Avantor
Funding
Inc,
144A
3.875%
11/01/29
$
180,288
75
(c)
Avantor
Funding
Inc,
144A
4.625%
7/15/28
71,071
200
(c)
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
5.125%
4/30/31
177,822
220
(c)
Teva
Pharmaceutical
Finance
Netherlands
III
BV
6.750%
3/01/28
225,362
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
654,543
Real
Estate
Management
&
Development
-
0.5%
325
(c)
Kennedy-Wilson
Inc
5.000%
3/01/31
252,900
75
Kennedy-Wilson
Inc
4.750%
3/01/29
61,742
Total
Real
Estate
Management
&
Development
314,642
Semiconductors
&
Semiconductor
Equipment
-
0.4%
300
(c)
Broadcom
Inc,
144A
2.450%
2/15/31
252,906
Total
Semiconductors
&
Semiconductor
Equipment
252,906
Software
&
Services
-
1.5%
500
(c)
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
452,500
250
CA
Magnum
Holdings,
144A
5.375%
10/31/26
238,829
285
(c)
Open
Text
Corp,
144A
3.875%
12/01/29
253,935
Total
Software
&
Services
945,264
Technology
Hardware
&
Equipment
-
0.3%
200
(c)
Imola
Merger
Corp,
144A
4.750%
5/15/29
187,530
Total
Technology
Hardware
&
Equipment
187,530
Telecommunication
Services
-
1.8%
550
(c)
AT&T
Inc
2.750%
6/01/31
473,748
200
(c)
Iliad
Holding
SASU,
144A
6.500%
10/15/26
198,127
350
(c)
T-Mobile
USA
Inc
2.250%
11/15/31
287,395
200
(c)
Vmed
O2
UK
Financing
I
PLC,
144A
4.750%
7/15/31
172,377
Total
Telecommunication
Services
1,131,647
Transportation
-
0.2%
100
(c)
Cargo
Aircraft
Management
Inc,
144A
4.750%
2/01/28
90,434
Total
Transportation
90,434
Utilities
-
2.6%
100
(c)
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
95,231
75
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
73,376
300
(c)
Georgia
Power
Co
5.004%
2/23/27
300,361
200
(c)
Suburban
Propane
Partners
LP/Suburban
Energy
Finance
Corp
5.875%
3/01/27
197,727
475
(c)
Superior
Plus
LP
/
Superior
General
Partner
Inc,
144A
4.500%
3/15/29
439,160
190
(c)
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
203,177
300
(c)
Virginia
Electric
and
Power
Co
5.000%
4/01/33
295,955
Total
Utilities
1,604,987
Total
Corporate
Bonds
(cost
$24,563,032)
22,388,100
Principal
Amount
(000)
Description
(a),(d)
Coupon
Maturity
Value
X
–
CONTINGENT
CAPITAL
SECURITIES
-
2.9%
(2.1%
of
Total
Investments)
X
1,772,013
Banks
-
2.5%
$
200
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
N/A
(e)
$
215,092
200
Banco
Santander
SA
9.625%
N/A
(e)
220,292
200
BNP
Paribas
SA,
144A
9.250%
N/A
(e)
214,604
250
Intesa
Sanpaolo
SpA,
144A
7.700%
N/A
(e)
248,995
Nuveen
Multi-Market
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2024
(Unaudited)
8
JMM
Principal
Amount
(000)
Description
(a),(d)
Coupon
Maturity
Value
Banks
(continued)
$
200
Lloyds
Banking
Group
PLC
7.500%
N/A
(e)
$
199,200
200
Societe
Generale
SA,
144A
9.375%
N/A
(e)
207,113
250
UniCredit
SpA,
Reg
S
8.000%
N/A
(e)
250,022
Total
Banks
1,555,318
Financial
Services
-
0.4%
200
UBS
Group
AG,
144A
9.250%
N/A
(e)
216,695
Total
Financial
Services
216,695
Total
Contingent
Capital
Securities
(cost
$1,761,748)
1,772,013
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
1.6%
(1.2%
of
Total
Investments)
X
976,224
Bahrain
-
0.4%
$
250
Bahrain
Government
International
Bond,
144A
7.000%
10/12/28
$
257,116
Total
Bahrain
257,116
Egypt
-
0.6%
400
Egypt
Government
International
Bond,
144A
5.875%
6/11/25
392,840
Total
Egypt
392,840
El
Salvador
-
0.2%
100
El
Salvador
Government
International
Bond,
144A
5.875%
1/30/25
95,643
Total
El
Salvador
95,643
Turkey
-
0.4%
250
Turkiye
Government
International
Bond
5.950%
1/15/31
230,625
Total
Turkey
230,625
Total
Sovereign
Debt
(cost
$1,009,785)
976,224
Principal
Amount
(000)
Description
(a)
Coupon
(f)
Reference
Rate
(f)
Spread
(f)
Maturity
(g)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
1.0%
(0.7%
of
Total
Investments)
(f)
X
600,199
Capital
Goods
-
0.4%
$
243
Core
&
Main
LP,
Term
Loan
B
7.932
-
8.056%
SOFR30A
+
SOFR90A
2.500%
6/10/28
$
243,374
Total
Capital
Goods
243,374
Insurance
-
0.3%
161
Alliant
Holdings
Intermediate
LLC
8.827%
TSFR
1M
3.500%
11/06/30
161,446
Total
Insurance
161,446
Materials
-
0.3%
195
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
B,
First
Lien
9.579%
SOFR30A
4.250%
3/29/29
195,379
Total
Materials
195,379
Total
Variable
Rate
Senior
Loan
Interests
(cost
$598,382)
600,199
9
Investments
in
Derivatives
kya
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.
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
0.4%
(0.3%
of
Total
Investments)
X
262,467
Banks
-
0.4%
$
250
Citigroup
Inc
7.625%
N/A
(e)
$
262,467
Total
Banks
262,467
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$249,075)
262,467
Total
Long-Term
Investments
(cost
$90,219,363)
83,321,919
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
2.8% (2.0%
of
Total
Investments)
X
–
REPURCHASE
AGREEMENTS
-
2.8%
(2.0%
of
Total
Investments)
X
1,725,000
$
1,725
(h)
Fixed
Income
Clearing
Corp
(FICC)
5.280%
4/01/24
$
1,725,000
Total
Repurchase
Agreements
(cost
$1,725,000)
1,725,000
Total
Short-Term
Investments
(cost
$1,725,000)
1,725,000
Total
Investments
(cost
$91,944,363
)
-
138.4%
85,046,919
Reverse
Repurchase
Agreements,
including
accrued
interest
-
(39.6)%(i)
(24,352,615)
Other
Assets
&
Liabilities,
Net
-  1.2%
745,779
Net
Assets
Applicable
to
Common
Shares
-
100%
$
61,440,083
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
5-Year
Note
17
6/24
$
1,814,437
$
1,819,266
$
4,829
U.S.
Treasury
Ultra
10-Year
Note
20
6/24
2,275,353
2,292,187
16,834
U.S.
Treasury
Ultra
Bond
48
6/24
6,125,563
6,192,000
66,437
Total
$10,215,353
$10,303,453
$88,100
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
(j)
Optional
Termination
Date
Maturity
Date
Value
Unrealized
Appreciation
(Depreciation)
Morgan
Stanley
Capital
Services
LLC
$
17,000,000
Receive
1-Month
LIBOR
1.994%
Monthly
6/01/18
7/01/27
7/01/27
$
708,286
$
708,286
Nuveen
Multi-Market
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2024
(Unaudited)
10
JMM
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Asset-Backed
and
Mortgage-Backed
Securities
$
–
$
57,322,916
$
–
$
57,322,916
Corporate
Bonds
–
22,388,100
–
22,388,100
Contingent
Capital
Securities
–
1,772,013
–
1,772,013
Sovereign
Debt
–
976,224
–
976,224
Variable
Rate
Senior
Loan
Interests
–
600,199
–
600,199
$1,000
Par
(or
similar)
Institutional
Preferred
–
262,467
–
262,467
Short-Term
Investments:
Repurchase
Agreements
–
1,725,000
–
1,725,000
Investments
in
Derivatives:
Futures
Contracts*
88,100
–
–
88,100
Interest
Rate
Swaps*
–
708,286
–
708,286
Total
$
88,100
$
85,755,205
$
–
$
85,843,305
*
Represents
net
unrealized
appreciation
(depreciation).
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(c)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
reverse
repurchase
agreements.
As
of
the
end
of
the
reporting
period,
investments
with
a
value
of
$28,047,505
have
been
pledged
as
collateral
for
reverse
repurchase
agreements.
(d)
Contingent
Capital
Securities
(“CoCos”)
are
hybrid
securities
with
loss
absorption
characteristics
built
into
the
terms
of
the
security
for
the
benefit
of
the
issuer.
For
example,
the
terms
may
specify
an
automatic
write-down
of
principal
or
a
mandatory
conversion
into
the
issuer’s
common
stock
under
certain
adverse
circumstances,
such
as
the
issuer’s
capital
ratio
falling
below
a
specified
level.
(e)
Perpetual
security.
Maturity
date
is
not
applicable.
(f)
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.
(g)
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.
(h)
Agreement
with
Fixed
Income
Clearing
Corporation,
5.280%
dated
3/28/24
to
be
repurchased
at
$1,726,012
on
4/1/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
3.000%
and
maturity
date
11/15/44,
valued
at
$1,759,533.
(i)
Reverse
Repurchase
Agreements,
including
accrued
interest
as
a
percentage
of
Total
investments
is
28.6%.
(j)
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.
I/O
Interest
only
security
LIBOR
London
Inter-Bank
Offered
Rate
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
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
11
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
When-issued
or
delayed
delivery
security.
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