1

Nuveen

S&P

500

Dynamic

Overwrite

Fund

Portfolio

of

Investments

September

30,

2022

(Unaudited)

SPXX

Shares

Description

(1)

Value

LONG-TERM

INVESTMENTS

-

99.9%  

X

247,044,206

COMMON

STOCKS

-

98.1%

X

247,044,206

Aerospace

&

Defense

-

1.7%

5,621

Boeing

Co/The

(2)

$

680,591

1,033

BWX

Technologies

Inc

52,032

716

Curtiss-Wright

Corp

99,639

793

HEICO

Corp

114,176

3,921

Lockheed

Martin

Corp

1,514,643

20,963

Raytheon

Technologies

Corp

1,716,031

729

Woodward

Inc

58,509

Total

Aerospace

&

Defense

4,235,621

Air

Freight

&

Logistics

-

0.6%

8,775

United

Parcel

Service

Inc,

Class

B

1,417,514

Airlines

-

0.1%

7,767

American

Airlines

Group

Inc

(2)

93,515

5,123

JetBlue

Airways

Corp

(2)

33,966

2,159

Spirit

Airlines

Inc

40,632

Total

Airlines

168,113

Auto

Components

-

0.1%

3,036

Gentex

Corp

72,379

8,235

Goodyear

Tire

&

Rubber

Co

(2)

83,091

519

Lear

Corp

62,119

Total

Auto

Components

217,589

Automobiles

-

2.4%

37,389

Ford

Motor

Co

418,757

1,133

Rivian

Automotive

Inc,

Class

A

(2)

37,287

21,266

Tesla

Inc

(2)

5,640,806

Total

Automobiles

6,096,850

Banks

-

3.7%

2,489

Associated

Banc-Corp

49,979

47,308

Bank

of

America

Corp

1,428,702

1,569

Bank

OZK

62,070

1,508

BankUnited

Inc

51,528

21,159

Citigroup

Inc

881,696

1,411

Citizens

Financial

Group

Inc

48,482

5,340

Comerica

Inc

379,674

872

Cullen/Frost

Bankers

Inc

115,296

2,667

CVB

Financial

Corp

67,528

1,261

East

West

Bancorp

Inc

84,664

74

First

Citizens

BancShares

Inc/NC,

Class

A

59,010

9,948

First

Horizon

Corp

227,809

12,560

FNB

Corp/PA

145,696

3,550

Fulton

Financial

Corp

56,090

31,157

JPMorgan

Chase

&

Co

3,255,906

14,440

Old

National

Bancorp/IN

237,827

2,579

PacWest

Bancorp

58,285

1,012

Pinnacle

Financial

Partners

Inc

82,073

2,043

Popular

Inc

147,219

1,205

Renasant

Corp

37,692

658

SouthState

Corp

52,061

650

Texas

Capital

Bancshares

Inc

(2)

38,370

2,094

United

Community

Banks

Inc/GA

69,311

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

2

SPXX

Shares

Description

(1)

Value

Banks

(continued)

1,329

Webster

Financial

Corp

$

60,071

31,691

Wells

Fargo

&

Co

1,274,612

660

Western

Alliance

Bancorp

43,388

8,676

Zions

Bancorp

NA

441,261

Total

Banks

9,456,300

Beverages

-

2.4%

51,740

Coca-Cola

Co

2,898,475

19,878

PepsiCo

Inc

3,245,282

Total

Beverages

6,143,757

Biotechnology

-

2.4%

16,944

AbbVie

Inc

2,274,054

7,117

Amgen

Inc

1,604,172

1,457

Biogen

Inc

(2)

389,019

2,550

BioMarin

Pharmaceutical

Inc

(2)

216,164

551

Horizon

Therapeutics

PLC

(2)

34,101

3,054

Moderna

Inc

(2)

361,136

3,712

Vertex

Pharmaceuticals

Inc

(2)

1,074,772

Total

Biotechnology

5,953,418

Building

Products

-

0.2%

563

Carlisle

Cos

Inc

157,871

424

Lennox

International

Inc

94,412

1,102

Owens

Corning

86,628

548

Simpson

Manufacturing

Co

Inc

42,963

397

Trex

Co

Inc

(2)

17,444

855

UFP

Industries

Inc

61,697

Total

Building

Products

461,015

Capital

Markets

-

2.5%

771

Ares

Management

Corp,

Class

A

47,763

975

Blackstone

Inc

81,608

1,778

Carlyle

Group

Inc

45,944

16,181

Charles

Schwab

Corp

1,162,928

4,910

CME

Group

Inc

869,708

1,462

Federated

Hermes

Inc

48,421

4,325

Goldman

Sachs

Group

Inc

1,267,441

492

Hamilton

Lane

Inc,

Class

A

29,328

496

Houlihan

Lokey

Inc

37,389

9,328

Intercontinental

Exchange

Inc

842,785

1,228

Janus

Henderson

Group

PLC

24,941

1,763

Jefferies

Financial

Group

Inc

52,009

1,435

KKR

&

Co

Inc

61,705

1,234

Lazard

Ltd,

Class

A

39,278

546

LPL

Financial

Holdings

Inc

119,290

17,299

Morgan

Stanley

1,366,794

2,060

SEI

Investments

Co

101,043

1,398

Stifel

Financial

Corp

72,570

954

Tradeweb

Markets

Inc,

Class

A

53,825

Total

Capital

Markets

6,324,770

Chemicals

-

1.7%

722

Ashland

Inc

68,568

1,074

Avient

Corp

32,542

2,854

Axalta

Coating

Systems

Ltd

(2)

60,105

337

Balchem

Corp

40,973

1,117

Cabot

Corp

71,365

10,837

Dow

Inc

476,070

5,047

Eastman

Chemical

Co

358,589

3

Shares

Description

(1)

Value

Chemicals

(continued)

2,980

Ecolab

Inc

$

430,372

2,357

Element

Solutions

Inc

38,348

5,409

Linde

PLC

1,458,212

3,077

Mosaic

Co

148,711

152

NewMarket

Corp

45,726

1,562

Olin

Corp

66,979

1,353

RPM

International

Inc

112,719

407

Sensient

Technologies

Corp

28,221

4,312

Sherwin-Williams

Co

882,882

1,434

Valvoline

Inc

36,338

Total

Chemicals

4,356,720

Commercial

Services

&

Supplies

-

0.2%

903

Casella

Waste

Systems

Inc,

Class

A

(2)

68,980

638

Clean

Harbors

Inc

(2)

70,167

8,663

CoreCivic

Inc

(2)

76,581

2,741

GEO

Group

Inc

(2),(3)

21,106

409

MSA

Safety

Inc

44,696

1,037

Stericycle

Inc

(2)

43,668

383

Tetra

Tech

Inc

49,227

258

UniFirst

Corp/MA

43,403

Total

Commercial

Services

&

Supplies

417,828

Communications

Equipment

-

1.1%

1,059

Ciena

Corp

(2)

42,815

51,860

Cisco

Systems

Inc

2,074,400

2,967

Motorola

Solutions

Inc

664,519

4,298

Viavi

Solutions

Inc

(2)

56,089

Total

Communications

Equipment

2,837,823

Construction

&

Engineering

-

0.1%

740

EMCOR

Group

Inc

85,455

595

MasTec

Inc

(2)

37,782

3,092

MDU

Resources

Group

Inc

84,566

275

Valmont

Industries

Inc

73,871

Total

Construction

&

Engineering

281,674

Construction

Materials

-

0.0%

546

Eagle

Materials

Inc

58,520

Consumer

Finance

-

0.4%

1,842

Ally

Financial

Inc

51,263

7,538

American

Express

Co

1,016,952

Total

Consumer

Finance

1,068,215

Containers

&

Packaging

-

0.4%

438

AptarGroup

Inc

41,623

3,220

Avery

Dennison

Corp

523,894

860

Berry

Global

Group

Inc

(2)

40,016

1,261

Crown

Holdings

Inc

102,179

4,826

Graphic

Packaging

Holding

Co

95,265

2,023

Silgan

Holdings

Inc

85,047

2,568

Sonoco

Products

Co

145,683

Total

Containers

&

Packaging

1,033,707

Diversified

Financial

Services

-

1.8%

1,611

Apollo

Global

Management

Inc

74,911

16,034

Berkshire

Hathaway

Inc,

Class

B

(2)

4,281,399

3,318

Equitable

Holdings

Inc

87,429

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

4

SPXX

Shares

Description

(1)

Value

Diversified

Financial

Services

(continued)

1,609

Voya

Financial

Inc

$

97,345

Total

Diversified

Financial

Services

4,541,084

Diversified

Telecommunication

Services

-

0.9%

63,781

AT&T

Inc

978,401

36,333

Verizon

Communications

Inc

1,379,564

Total

Diversified

Telecommunication

Services

2,357,965

Electric

Utilities

-

1.3%

3,632

ALLETE

Inc

181,782

2,505

Avangrid

Inc

104,458

13,297

Duke

Energy

Corp

1,236,887

4,531

Hawaiian

Electric

Industries

Inc

157,044

3,171

IDACORP

Inc

313,961

1,433

MGE

Energy

Inc

94,048

11,247

OGE

Energy

Corp

410,066

1,751

Otter

Tail

Corp

107,722

5,647

PNM

Resources

Inc

258,237

7,150

Portland

General

Electric

Co

310,739

Total

Electric

Utilities

3,174,944

Electrical

Equipment

-

1.0%

5,829

Eaton

Corp

PLC

777,355

8,927

Emerson

Electric

Co

653,635

744

Hubbell

Inc

165,912

4,452

nVent

Electric

PLC

140,728

537

Regal

Rexnord

Corp

75,373

2,492

Rockwell

Automation

Inc

536,054

1,678

Sensata

Technologies

Holding

PLC

62,556

Total

Electrical

Equipment

2,411,613

Electronic

Equipment,

Instruments

&

Components

-

0.4%

1,177

Arrow

Electronics

Inc

(2)

108,508

1,858

Avnet

Inc

67,111

914

Cognex

Corp

37,885

18,044

Corning

Inc

523,637

1,351

Jabil

Inc

77,966

422

Littelfuse

Inc

83,847

1,557

National

Instruments

Corp

58,761

Total

Electronic

Equipment,

Instruments

&

Components

957,715

Energy

Equipment

&

Services

-

0.4%

1,887

ChampionX

Corp

36,929

1,072

Dril-Quip

Inc

(2)

20,925

1,243

Helmerich

&

Payne

Inc

45,954

12,922

NOV

Inc

209,078

4,365

Patterson-UTI

Energy

Inc

50,983

11,657

Schlumberger

NV

418,486

2,888

Technip

Energies

NV

(2),(3)

32,862

8,230

TechnipFMC

PLC

(2)

69,626

16,647

Transocean

Ltd

(2)

41,118

Total

Energy

Equipment

&

Services

925,961

Entertainment

-

1.3%

1,257

AMC

Entertainment

Holdings

Inc,

Class

A

(2),(3)

8,761

4,361

Electronic

Arts

Inc

504,611

1,168

Liberty

Media

Corp-Liberty

Formula

One,

Class

C

(2)

68,328

4,304

Netflix

Inc

(2)

1,013,334

16,102

Walt

Disney

Co

(2)

1,518,902

5

Shares

Description

(1)

Value

Entertainment

(continued)

19,380

Warner

Bros

Discovery

Inc

(2)

$

222,870

Total

Entertainment

3,336,806

Equity

Real

Estate

Investment

Trusts

-

0.1%

4,261

SITE

Centers

Corp

45,635

4,316

Ventas

Inc

173,374

Total

Equity

Real

Estate

Investment

Trusts

219,009

Equity

Real

Estate

Investment

Trusts

(Reits)

-

1.6%

7,301

Acadia

Realty

Trust

92,139

1,995

Agree

Realty

Corp

134,822

4,722

Brixmor

Property

Group

Inc

87,215

3,021

Broadstone

Net

Lease

Inc

46,916

1,563

Camden

Property

Trust

186,700

3,338

Corporate

Office

Properties

Trust

77,542

4,593

Crown

Castle

Inc

663,918

601

EastGroup

Properties

Inc

86,748

6,198

Empire

State

Realty

Trust

Inc,

Class

A

40,659

947

Equinix

Inc

538,691

2,806

Equity

LifeStyle

Properties

Inc

176,329

2,766

First

Industrial

Realty

Trust

Inc

123,944

1,529

Gaming

and

Leisure

Properties

Inc

67,643

1,750

Hudson

Pacific

Properties

Inc

19,163

144

Innovative

Industrial

Properties

Inc

12,744

1,482

Kilroy

Realty

Corp

62,407

561

Lamar

Advertising

Co,

Class

A

46,277

2,182

Life

Storage

Inc

241,678

2,787

Macerich

Co

22,129

3,371

National

Retail

Properties

Inc

134,368

1,038

National

Storage

Affiliates

Trust

43,160

1,904

Omega

Healthcare

Investors

Inc

56,149

6,410

Park

Hotels

&

Resorts

Inc

72,177

7,410

Physicians

Realty

Trust

111,446

7,659

Retail

Opportunity

Investments

Corp

105,388

1,070

Seritage

Growth

Properties

(2)

9,651

3,186

SL

Green

Realty

Corp

127,950

2,225

Spirit

Realty

Capital

Inc

80,456

2,613

STAG

Industrial

Inc

74,288

2,447

STORE

Capital

Corp

76,665

1,471

Terreno

Realty

Corp

77,948

5,572

Veris

Residential

Inc

(2)

63,354

3,426

VICI

Properties

Inc

102,266

2,890

WP

Carey

Inc

201,722

Total

Equity

Real

Estate

Investment

Trusts

(Reits)

4,064,652

Equity

Real

Estate

Investment

Trusts

(REITs)

-

0.9%

4,624

American

Homes

4

Rent,

Class

A

151,713

4,541

American

Tower

Corp

974,953

1,674

Apartment

Income

REIT

Corp

64,650

5,269

Apple

Hospitality

REIT

Inc

74,082

4,774

Brandywine

Realty

Trust

32,225

2,548

Equity

Commonwealth

62,069

5,957

Healthcare

Realty

Trust

Inc

124,203

5,001

Invitation

Homes

Inc

168,884

7,431

Pebblebrook

Hotel

Trust

107,824

2,204

Rexford

Industrial

Realty

Inc

114,608

3,073

RLJ

Lodging

Trust

31,099

8,449

Sabra

Health

Care

REIT

Inc

110,851

2,605

Service

Properties

Trust

13,520

4,169

Summit

Hotel

Properties

Inc

28,016

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

6

SPXX

Shares

Description

(1)

Value

Equity

Real

Estate

Investment

Trusts

(REITs)

(continued)

1,134

Sun

Communities

Inc

$

153,464

2,214

Xenia

Hotels

&

Resorts

Inc

30,531

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

2,242,692

Food

&

Staples

Retailing

-

0.8%

362

Casey's

General

Stores

Inc

73,313

15,426

Walmart

Inc

2,000,752

Total

Food

&

Staples

Retailing

2,074,065

Food

Products

-

0.6%

12,387

Archer-Daniels-Midland

Co

996,534

884

Bunge

Ltd

(2)

72,992

3,774

Flowers

Foods

Inc

93,180

2,671

Hostess

Brands

Inc

(2)

62,074

907

Ingredion

Inc

73,032

545

J

&

J

Snack

Foods

Corp

70,561

427

Lancaster

Colony

Corp

64,169

880

Post

Holdings

Inc

(2)

72,081

Total

Food

Products

1,504,623

Gas

Utilities

-

0.3%

876

Chesapeake

Utilities

Corp

101,082

1,299

National

Fuel

Gas

Co

79,953

2,125

New

Jersey

Resources

Corp

82,238

1,701

ONE

Gas

Inc

119,733

860

Southwest

Gas

Holdings

Inc

59,985

2,325

Spire

Inc

144,917

3,872

UGI

Corp

125,182

Total

Gas

Utilities

713,090

Health

Care

Equipment

&

Supplies

-

2.4%

19,910

Abbott

Laboratories

1,926,492

25,472

Boston

Scientific

Corp

(2)

986,530

4,794

Dexcom

Inc

(2)

386,109

450

Enovis

Corp

(2)

20,731

821

Globus

Medical

Inc,

Class

A

(2)

48,907

595

Insulet

Corp

(2)

136,493

1,151

Integra

LifeSciences

Holdings

Corp

(2)

48,756

4,778

Intuitive

Surgical

Inc

(2)

895,588

285

Masimo

Corp

(2)

40,231

17,840

Medtronic

PLC

1,440,580

352

Omnicell

Inc

(2)

30,635

Total

Health

Care

Equipment

&

Supplies

5,961,052

Health

Care

Providers

&

Services

-

4.3%

699

Acadia

Healthcare

Co

Inc

(2)

54,648

149

Chemed

Corp

65,047

13,155

CVS

Health

Corp

1,254,592

4,100

Elevance

Health

Inc

1,862,384

989

Encompass

Health

Corp

44,733

494

Enhabit

Inc

(2)

6,936

2,553

Humana

Inc

1,238,690

1,646

Laboratory

Corp

of

America

Holdings

337,117

2,513

McKesson

Corp

854,093

1,213

Tenet

Healthcare

Corp

(2)

62,567

9,793

UnitedHealth

Group

Inc

4,945,857

Total

Health

Care

Providers

&

Services

10,726,664

7

Shares

Description

(1)

Value

Health

Care

Technology

-

0.1%

2,831

Change

Healthcare

Inc

(2)

$

77,824

465

Veeva

Systems

Inc,

Class

A

(2)

76,669

Total

Health

Care

Technology

154,493

Hotels,

Restaurants

&

Leisure

-

2.1%

344

Airbnb

Inc

(2)

36,134

1,826

Aramark

56,971

481

Booking

Holdings

Inc

(2)

790,384

2,044

Caesars

Entertainment

Inc

(2)

65,939

714

Choice

Hotels

International

Inc

78,197

278

Churchill

Downs

Inc

51,194

1,128

Hilton

Grand

Vacations

Inc

(2)

37,100

980

Hyatt

Hotels

Corp

(2)

79,341

10,125

McDonald's

Corp

2,336,243

3,463

Norwegian

Cruise

Line

Holdings

Ltd

(2)

39,340

1,730

Penn

Entertainment

Inc

(2)

47,592

2,213

Royal

Caribbean

Cruises

Ltd

(2)

83,873

15,767

Starbucks

Corp

1,328,527

173

Vail

Resorts

Inc

37,306

2,415

Wendy's

Co

45,136

955

Wyndham

Hotels

&

Resorts

Inc

58,589

1,140

Yum

China

Holdings

Inc

53,956

Total

Hotels,

Restaurants

&

Leisure

5,225,822

Household

Durables

-

0.2%

5,382

KB

Home

139,501

1,448

Leggett

&

Platt

Inc

48,102

491

Meritage

Homes

Corp

(2)

34,503

2,220

Taylor

Morrison

Home

Corp

(2)

51,770

4,004

Tempur

Sealy

International

Inc

96,657

1,454

Toll

Brothers

Inc

61,068

219

TopBuild

Corp

(2)

36,087

Total

Household

Durables

467,688

Household

Products

-

1.9%

10,458

Colgate-Palmolive

Co

734,674

8,653

Kimberly-Clark

Corp

973,809

23,430

Procter

&

Gamble

Co

2,958,038

1,619

Reynolds

Consumer

Products

Inc

42,110

Total

Household

Products

4,708,631

Independent

Power

And

Renewable

Electricity

Prod

-

0.1%

617

Sunnova

Energy

International

Inc

(2)

13,623

11,833

Vistra

Corp

248,493

Total

Independent

Power

And

Renewable

Electricity

Prod

262,116

Industrial

Conglomerates

-

1.1%

8,659

3M

Co

956,820

11,326

Honeywell

International

Inc

1,891,102

Total

Industrial

Conglomerates

2,847,922

Insurance

-

2.0%

226

Alleghany

Corp

(2)

189,698

683

American

Financial

Group

Inc/OH

83,961

3,629

Arch

Capital

Group

Ltd

(2)

165,265

5,688

Arthur

J

Gallagher

&

Co

973,899

1,126

Axis

Capital

Holdings

Ltd

55,343

3,671

CNO

Financial

Group

Inc

65,968

774

First

American

Financial

Corp

35,681

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

8

SPXX

Shares

Description

(1)

Value

Insurance

(continued)

863

Hanover

Insurance

Group

Inc

$

110,585

134

Markel

Corp

(2)

145,285

8,946

Marsh

&

McLennan

Cos

Inc

1,335,548

6,140

Old

Republic

International

Corp

128,510

548

Primerica

Inc

67,651

1,511

Reinsurance

Group

of

America

Inc

190,099

503

RenaissanceRe

Holdings

Ltd

70,616

654

RLI

Corp

66,957

1,002

Selective

Insurance

Group

Inc

81,563

6,781

Travelers

Cos

Inc/The

1,038,849

3,092

Unum

Group

119,970

Total

Insurance

4,925,448

Interactive

Media

&

Services

-

5.2%

51,060

Alphabet

Inc,

Class

A

(2)

4,883,889

52,580

Alphabet

Inc,

Class

C

(2)

5,055,567

21,101

Meta

Platforms

Inc

(2)

2,862,984

6,642

Twitter

Inc

(2)

291,185

Total

Interactive

Media

&

Services

13,093,625

Internet

&

Direct

Marketing

Retail

-

3.6%

77,160

Amazon.com

Inc

(2)

8,719,080

9,207

eBay

Inc

338,910

Total

Internet

&

Direct

Marketing

Retail

9,057,990

It

Services

-

0.1%

411

Block

Inc

(2)

22,601

789

GoDaddy

Inc,

Class

A

(2)

55,924

258

Okta

Inc

(2)

14,672

151

Snowflake

Inc,

Class

A

(2)

25,664

1,934

SS&C

Technologies

Holdings

Inc

92,349

3,260

Western

Union

Co

44,010

Total

It

Services

255,220

IT

Services

-

3.7%

4,843

Accenture

PLC,

Class

A

1,246,104

1,592

Amdocs

Ltd

126,484

9,519

Fidelity

National

Information

Services

Inc

719,351

8,929

Mastercard

Inc

2,538,872

11,603

PayPal

Holdings

Inc

(2)

998,670

2,401

VeriSign

Inc

(2)

417,054

17,979

Visa

Inc,

Class

A

3,193,969

Total

IT

Services

9,240,504

Leisure

Products

-

0.0%

2,412

Mattel

Inc

(2)

45,683

Life

Sciences

Tools

&

Services

-

1.4%

4,043

Agilent

Technologies

Inc

491,427

1,708

Avantor

Inc

(2)

33,477

869

Bio-Techne

Corp

246,796

1,004

Bruker

Corp

53,272

1,483

Illumina

Inc

(2)

282,941

1,171

QIAGEN

NV

(2)

48,339

4,185

Thermo

Fisher

Scientific

Inc

2,122,590

760

Waters

Corp

(2)

204,843

Total

Life

Sciences

Tools

&

Services

3,483,685

9

Shares

Description

(1)

Value

Machinery

-

2.1%

697

AGCO

Corp

$

67,031

7,025

Caterpillar

Inc

1,152,662

3,551

Cummins

Inc

722,664

4,362

Deere

&

Co

1,456,428

450

Esab

Corp

15,012

785

Franklin

Electric

Co

Inc

64,142

7,660

Illinois

Tool

Works

Inc

1,383,779

420

Nordson

Corp

89,153

2,194

Snap-on

Inc

441,762

Total

Machinery

5,392,633

Media

-

0.8%

37

Cable

One

Inc

31,563

52,511

Comcast

Corp,

Class

A

1,540,148

939

Liberty

Broadband

Corp,

Class

C

(2)

69,298

369

Nexstar

Media

Group

Inc

61,568

15,383

Sirius

XM

Holdings

Inc

87,837

7,195

TEGNA

Inc

148,792

Total

Media

1,939,206

Metals

&

Mining

-

0.4%

18,887

Freeport-McMoRan

Inc

516,182

555

Reliance

Steel

&

Aluminum

Co

96,798

714

Royal

Gold

Inc

66,987

2,973

Southern

Copper

Corp

133,309

2,415

Steel

Dynamics

Inc

171,344

Total

Metals

&

Mining

984,620

Mortgage

Real

Estate

Investment

Trusts

(Reits)

-

0.0%

4,596

AGNC

Investment

Corp

38,698

2,716

Annaly

Capital

Management

Inc

46,607

2,490

Starwood

Property

Trust

Inc

45,368

Total

Mortgage

Real

Estate

Investment

Trusts

(Reits)

130,673

Multiline

Retail

-

0.4%

6,058

Target

Corp

898,947

Multi-Utilities

-

0.6%

3,870

Avista

Corp

143,384

1,438

Black

Hills

Corp

97,396

14,757

Consolidated

Edison

Inc

1,265,560

2,312

NorthWestern

Corp

113,935

Total

Multi-Utilities

1,620,275

Oil,

Gas

&

Consumable

Fuels

-

3.7%

4,761

Antero

Midstream

Corp

43,706

4,758

Antero

Resources

Corp

(2)

145,262

1,087

Cheniere

Energy

Inc

180,344

18,598

Chevron

Corp

2,671,975

4,084

CNX

Resources

Corp

(2)

63,425

5,980

Comstock

Resources

Inc

(2)

103,394

1,025

Continental

Resources

Inc/OK

68,480

7,795

Coterra

Energy

Inc

203,605

14,094

Devon

Energy

Corp

847,472

6,783

DHT

Holdings

Inc

51,279

4,216

EOG

Resources

Inc

471,054

3,690

EQT

Corp

150,368

4,475

Equitrans

Midstream

Corp

33,473

4,410

Frontline

Ltd/Bermuda

(3)

48,201

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

10

SPXX

Shares

Description

(1)

Value

Oil,

Gas

&

Consumable

Fuels

(continued)

5,508

HF

Sinclair

Corp

$

296,551

20,994

Marathon

Oil

Corp

474,045

11,543

Marathon

Petroleum

Corp

1,146,566

6,966

Murphy

Oil

Corp

244,994

7,370

Occidental

Petroleum

Corp

452,887

4,403

Ovintiv

Inc

202,538

5,237

PBF

Energy

Inc,

Class

A

(2)

184,133

2,566

PDC

Energy

Inc

148,289

8,289

Phillips

66

669,088

4,093

Range

Resources

Corp

103,389

2,100

Scorpio

Tankers

Inc

88,284

2,040

SM

Energy

Co

76,724

14,618

Southwestern

Energy

Co

(2)

89,462

2,864

Talos

Energy

Inc

(2)

47,686

Total

Oil,

Gas

&

Consumable

Fuels

9,306,674

Paper

&

Forest

Products

-

0.0%

658

Louisiana-Pacific

Corp

33,683

Personal

Products

-

0.0%

1,115

BellRing

Brands

Inc

(2)

22,980

Pharmaceuticals

-

4.5%

7,744

Eli

Lilly

&

Co

2,504,022

1,326

Jazz

Pharmaceuticals

PLC

(2)

176,743

24,661

Johnson

&

Johnson

4,028,621

26,004

Merck

&

Co

Inc

2,239,465

55,221

Pfizer

Inc

2,416,471

1,490

Royalty

Pharma

PLC

59,868

Total

Pharmaceuticals

11,425,190

Professional

Services

-

0.2%

558

ASGN

Inc

(2)

50,427

969

Booz

Allen

Hamilton

Holding

Corp

89,487

270

CACI

International

Inc,

Class

A

(2)

70,486

1,040

CoStar

Group

Inc

(2)

72,436

488

Exponent

Inc

42,783

1,196

KBR

Inc

51,691

596

Science

Applications

International

Corp

52,704

1,386

TransUnion

82,453

Total

Professional

Services

512,467

Real

Estate

Management

&

Development

-

0.1%

1,786

Anywhere

Real

Estate

Inc

(2)

14,484

588

eXp

World

Holdings

Inc

(3)

6,592

538

Howard

Hughes

Corp

(2)

29,800

654

Jones

Lang

LaSalle

Inc

(2)

98,800

2,209

Kennedy-Wilson

Holdings

Inc

34,151

Total

Real

Estate

Management

&

Development

183,827

Road

&

Rail

-

0.8%

979

Knight-Swift

Transportation

Holdings

Inc

47,902

505

Landstar

System

Inc

72,907

2,429

Schneider

National

Inc,

Class

B

49,309

1,498

Uber

Technologies

Inc

(2)

39,697

9,444

Union

Pacific

Corp

1,839,880

1,807

Werner

Enterprises

Inc

67,943

Total

Road

&

Rail

2,117,638

11

Shares

Description

(1)

Value

Semiconductors

&

Semiconductor

Equipment

-

4.5%

13,679

Advanced

Micro

Devices

Inc

(2)

$

866,701

8,397

Analog

Devices

Inc

1,170,038

196

ASML

Holding

NV

81,408

580

Diodes

Inc

(2)

37,648

2,085

Enphase

Energy

Inc

(2)

578,525

743

Entegris

Inc

61,684

1,162

GLOBALFOUNDRIES

Inc

(2),(3)

56,183

40,583

Intel

Corp

1,045,824

1,989

KLA

Corp

601,931

741

Lattice

Semiconductor

Corp

(2)

36,465

1,025

Marvell

Technology

Inc

43,983

9,964

Microchip

Technology

Inc

608,103

650

MKS

INSTRUMENTS

INC

53,716

360

Monolithic

Power

Systems

Inc

130,824

22,301

NVIDIA

Corp

2,707,118

973

ON

Semiconductor

Corp

(2)

60,647

11,276

QUALCOMM

Inc

1,273,962

644

Semtech

Corp

(2)

18,940

352

Silicon

Laboratories

Inc

(2)

43,451

11,924

Texas

Instruments

Inc

1,845,597

Total

Semiconductors

&

Semiconductor

Equipment

11,322,748

Software

-

8.9%

3,169

Adobe

Inc

(2)

872,109

249

Atlassian

Corp

PLC,

Class

A

(2)

52,437

2,833

Autodesk

Inc

(2)

529,204

2,276

Black

Knight

Inc

(2)

147,325

499

Blackline

Inc

(2)

29,890

330

Datadog

Inc,

Class

A

(2)

29,297

365

DocuSign

Inc

(2)

19,517

2,055

Dropbox

Inc,

Class

A

(2)

42,580

866

Dynatrace

Inc

(2)

30,145

135

Fair

Isaac

Corp

(2)

55,621

10,051

Fortinet

Inc

(2)

493,806

721

Guidewire

Software

Inc

(2)

44,399

79

HubSpot

Inc

(2)

21,339

3,220

Intuit

Inc

1,247,170

66,073

Microsoft

Corp

15,388,402

55

MicroStrategy

Inc,

Class

A

(2),(3)

11,674

16,855

Oracle

Corp

1,029,335

540

Palo

Alto

Networks

Inc

(2)

88,447

592

Pegasystems

Inc

19,027

454

Rapid7

Inc

(2)

19,477

8,882

Salesforce

Inc

(2)

1,277,587

1,962

ServiceNow

Inc

(2)

740,871

558

Splunk

Inc

(2)

41,962

1,105

Verint

Systems

Inc

(2)

37,106

474

Workday

Inc,

Class

A

(2)

72,152

219

Zscaler

Inc

(2)

35,997

Total

Software

22,376,876

Specialty

Retail

-

2.5%

3,818

Best

Buy

Co

Inc

241,832

291

Burlington

Stores

Inc

(2)

32,560

113

Dick's

Sporting

Goods

Inc

(3)

11,824

280

Five

Below

Inc

(2)

38,548

517

Floor

&

Decor

Holdings

Inc,

Class

A

(2)

36,325

11,249

Home

Depot

Inc

3,104,049

8,430

Lowe's

Cos

Inc

1,583,238

542

Penske

Automotive

Group

Inc

53,349

19,493

TJX

Cos

Inc

1,210,905

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

12

SPXX

Shares

Description

(1)

Value

Specialty

Retail

(continued)

2,594

Urban

Outfitters

Inc

(2)

$

50,972

Total

Specialty

Retail

6,363,602

Technology

Hardware,

Storage

&

Peripherals

-

7.3%

133,397

Apple

Inc

18,435,465

1,850

Dell

Technologies

Inc,

Class

C

63,215

Total

Technology

Hardware,

Storage

&

Peripherals

18,498,680

Textiles,

Apparel

&

Luxury

Goods

-

0.5%

896

Columbia

Sportswear

Co

60,301

154

Deckers

Outdoor

Corp

(2)

48,142

1,936

Kontoor

Brands

Inc

65,069

11,264

NIKE

Inc,

Class

B

936,263

1,536

Skechers

USA

Inc,

Class

A

(2)

48,722

Total

Textiles,

Apparel

&

Luxury

Goods

1,158,497

Thrifts

&

Mortgage

Finance

-

0.0%

2,768

MGIC

Investment

Corp

35,486

440

PennyMac

Financial

Services

Inc

18,876

1,111

Radian

Group

Inc

21,431

3,026

TFS

Financial

Corp

39,338

Total

Thrifts

&

Mortgage

Finance

115,131

Tobacco

-

0.7%

17,306

Altria

Group

Inc

698,816

12,846

Philip

Morris

International

Inc

1,066,347

Total

Tobacco

1,765,163

Trading

Companies

&

Distributors

-

0.4%

635

Applied

Industrial

Technologies

Inc

65,265

911

MSC

Industrial

Direct

Co

Inc,

Class

A

66,330

271

SiteOne

Landscape

Supply

Inc

(2)

28,222

394

Watsco

Inc

101,439

1,505

WW

Grainger

Inc

736,231

Total

Trading

Companies

&

Distributors

997,487

Water

Utilities

-

0.1%

1,309

American

States

Water

Co

102,037

1,428

California

Water

Service

Group

75,241

3,897

Essential

Utilities

Inc

161,258

Total

Water

Utilities

338,536

Wireless

Telecommunication

Services

-

0.0%

1,094

United

States

Cellular

Corp

(2)

28,477

Total

Common

Stocks

(cost

$119,183,153)

247,044,206

13

Investments

in

Derivatives

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.

Shares

Description

(1)

Value

X

4,666,220

EXCHANGE-TRADED

FUNDS

-

1.8%

X

4,666,220

26,000

Vanguard

Total

Stock

Market

ETF

(3)

$

4,666,220

Total

Exchange-Traded

Funds

(cost

$4,797,441)

4,666,220

Total

Long-Term

Investments

(cost

$123,980,594)

251,710,426

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  0.5

%

1,212,176

MONEY

MARKET

FUNDS

-

0.5%

X

1,212,176

1,212,176

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(4)

3.070%(5)

$

1,212,176

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$1,212,176)

1,212,176

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 2.3% 

5,852,475

REPURCHASE

AGREEMENTS

-

2.3%

5,852,475

$

5,852

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

9/30/22,

repurchase

price

$5,852,880,

collateralized

by

$6,458,000.00,

U.S.

Treasury

Note,

2.25%,

due

8/15/27,

value

$5,969,610

0.830%

10/03/22

$

5,852,475

Total

Short-Term

Investments

(cost

$5,852,475)

5,852,475

Total

Investments

(cost

$

131,045,245

)

-

102

.7

%

258,775,077

Other

Assets

Less

Liabilities

-  (2.7)%(6)

(

6,924,449

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

251,850,628

Options

Purchased

Description

(7)

Type

Number

of

Contracts

Notional

Amount

(8)

Exercise

Price

Expiration

Date

Value

CBOE

SPX

Volatility

Index

Put

100

$

240,000

$

24

10/19/22

$

1,250

NIKE

Inc

Call

50

525,000

105

10/21/22

275

Total

Options

Purchased

(premiums

paid

$13,382)

150

$765,000

$1,525

Options

Written

Description

(7)

Type

Number

of

Contracts

Notional

Amount

(8)

Exercise

Price

Expiration

Date

Value

S&P

500®

Index

Put

(30)

$

(

10,500,000

)

$

3,500

10/21/22

$

(

196,500

)

S&P

500®

Index

Call

(350)

(

134,925,000

)

3,855

10/21/22

(

453,250

)

S&P

500

Index

Call

(20)

(

7,800,000

)

3,900

10/21/22

(

15,800

)

Total

Options

Written

(premiums

received

$4,253,580)

(400)

$(153,225,000)

$(665,550)

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(continued)

Portfolio

of

Investments

September

30,

2022

(Unaudited)

14

SPXX

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:

Common

Stocks

$

247,044,207

$

–

$

–

$

247,044,207

Exchange-Traded

Funds

4,666,219

–

–

4,666,219

Investments

Purchased

with

Collateral

from

Securities

Lending

1,212,176

–

–

1,212,176

Short-Term

Investments:

Repurchase

Agreements

–

5,852,475

–

5,852,475

Investments

in

Derivatives:

Options

Purchased*

1,525

–

–

1,525

Options

Written*

(665,550)

–

–

(665,550)

Total

$

252,258,577

$

5,852,475

$

–

$

258,111,052

*

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.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(2)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(3)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$1,166,980.

(4)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(5)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(6)

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.

(7)

Exchange-traded,

unless

otherwise

noted.

(8)

For

disclosure

purposes,

Notional

Amount

is

calculated

by

multiplying

the

Number

of

Contracts

by

the

Exercise

Price

by

100.

ADR

American

Depositary

Receipt

CBOE

Chicago

Board

Options

Exchange

ETF

Exchange-Traded

Fund

REIT

Real

Estate

Investment

Trust

S&P

Standard

&

Poor's