JTA / Nuveen Tax-Advantaged Total Return Strategy Fund - SEC 보고서, 연례 보고, 기업 사업 설명서

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SEC Filings
All companies that sell securities in the United States must register with the Securities and Exchange Commission (SEC) and file reports on a regular basis. These reports include company annual reports (10K, 10Q), news updates (8K), investor presentations (found in 8Ks), insider trades (form 4), ownership reports (13D, and 13G), and reports related to the specific securities sold, such as registration statements and prospectus. This page shows recent SEC filings related to Nuveen Tax-Advantaged Total Return Strategy Fund
SEC Filings (Chronological Order)
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November 3, 2023 N-8F

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form N-8F

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form N-8F Application for Deregistration of Certain Registered Investment Companies. I. General Identifying Information 1. Reason fund is applying to deregister (check only one: for descriptions, see Instruction 1 above): ☒ Merger ☐ Liquidation ☐ Abandonment of Registration (Note: Abandonments of Registration answer only quest

November 24, 2021 NPORT-EX

Nuveen Tax-Advantaged Total Return

JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments September 30, 2021 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 145.

November 22, 2021 EX-99.25

EX-99.25

EX-99.25 2 ruleprovisionnotice.htm NOTIFICATION OF THE REMOVAL FROM LISTING AND REGISTRATION OF THE STATED SECURITIES The New York Stock Exchange hereby notifies the SEC of its intention to remove the entire class of the stated securities from listing and registration on the Exchange at the opening of business on December 03, 2021, pursuant to the provisions of Rule 12d2-2 (a). [ X ] 17 CFR 240.12

August 20, 2021 425

Nuveen Diversified Dividend and Income Fund (JDD) Nuveen Tax-Advantaged Dividend Growth Fund (JTD) Nuveen Tax-Advantaged Total Return Strategy Fund (JTA) YOUR vote makes a difference. Please vote TODAY

Nuveen Multi-Asset Income Fund Filed by Nuveen Multi-Asset Income Fund (Commission File No.

July 27, 2021 425

Nuveen Diversified Dividend and Income Fund (JDD) Nuveen Tax-Advantaged Dividend Growth Fund (JTD) Nuveen Tax-Advantaged Total Return Strategy Fund (JTA) Your vote makes a difference. Please vote TODAY!

Filed by Nuveen Multi-Asset Income Fund (Commission File No. 333-256163) pursuant to Rule 425 under the Securities Act of 1933, as amended and deemed filed pursuant to Rule 14a-6 under the Securities Exchange Act of 1934, as amended Subject Companies: Nuveen Diversified Dividend and Income Fund (Commission File No. 811-21407) Nuveen Tax-Advantaged Dividend Growth Fund (Commission File No. 811-2205

July 21, 2021 425

Filed by Nuveen Multi-Asset Income Fund (Commission File

425 1 d55127d425.htm NUVEEN MULTI-ASSET INCOME FUND Filed by Nuveen Multi-Asset Income Fund (Commission File No. 333-256163) pursuant to Rule 425 under the Securities Act of 1933, as amended and deemed filed pursuant to Rule 14a-6 under the Securities Exchange Act of 1934, as amended Subject Companies: Nuveen Diversified Dividend and Income Fund (Commission File No. 811-21407) Nuveen Tax-Advantage

May 27, 2021 NPORT-EX

Return Strategy Fund

JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments March 31, 2021 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 134.

April 23, 2021 425

Merger Prospectus - 425

Filed pursuant to Rule 425 of the Securities Act of 1933, as amended, and deemed filed pursuant to Rule 14a-12 under the Securities Exchange Act of 1934, as amended Subject Companies: Nuveen Diversified Dividend and Income Fund Commission File No.

April 9, 2021 CORRESP

APPENDIX A Registrant Series/Fund Name CIK File Number Series ID Annual Report Reviewed 1 Nuveen Core Equity Alpha Fund Nuveen Core Equity Alpha Fund 0001385763 811-22003 CEF0001187 12/31/2019 2 Nuveen Diversified Dividend and Income Fund Nuveen Dive

April 9, 2021 Ms. Megan Miller U.S. Securities and Exchange Commission Division of Investment Management, Disclosure Review & Accounting Office 100 F Street N.E. Washington DC 20549 Nuveen Closed-End and Open-End Funds – Sarbanes Oxley Review Dear Ms. Miller, This letter addresses the comments you provided in a telephone discussion on March 5, 2021, regarding reviews performed by the staff of the

March 4, 2021 DEF 14A

- NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant ? Filed by a Party other than the Registrant ? Check the appropriate box: ? Preliminary Proxy Statement. ? Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). ? Def

February 12, 2021 SC 13G/A

AMENDED SCHEDULE 13G

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 14)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2020 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate th

February 12, 2021 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 8, 2021 SC 13G/A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 2) Nuveen Tax Advantaged Total Return Strategy Fund (Name of Issuer) Common Shares (Title of Class of Securi

SC 13G/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 2) Nuveen Tax Advantaged Total Return Strategy Fund (Name of Issuer) Common Shares (Title of Class of Securities) 67090H102 (CUSIP Number) December 31, 2020 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designa

December 1, 2020 8-K

Other Events

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): December 1, 2020 (December 1, 2020) Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in its charter) Massachusetts 811-21471 20-0591876 (State o

November 25, 2020 NPORT-EX

Nuveen Tax-Advantaged Total

JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments September 30, 2020 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 140.

October 6, 2020 EX-99.1

Advance Notice Deadlines Non-14a-8 Deadline Fund 14a-8 Deadline Earliest Date Latest Date Nuveen AMT-Free Municipal Credit Income Fund (NVG) March 2, 2021 April 1, 2021 April 16, 2021 Nuveen AMT-Free Municipal Value Fund (NUW) March 2, 2021 April 1,

EX-99.1 Exhibit 99.1 Certain Nuveen Closed-End Funds Announce the Board’s Approval of Amended and Restated By-Laws of the Funds Nuveen AMT-Free Municipal Credit Income Fund (NYSE: NVG), Nuveen AMT-Free Municipal Value Fund (NYSE: NUW), Nuveen AMT-Free Quality Municipal Income Fund (NYSE: NEA), Nuveen Arizona Quality Municipal Income Fund (NYSE: NAZ), Nuveen California AMT-Free Quality Municipal In

October 6, 2020 EX-3.1

Amended and Restated By-Laws

EX-3.1 Exhibit 3.1 BY-LAWS OF NUVEEN CLOSED-END FUNDS ORGANIZED AS MASSACHUSETTS BUSINESS TRUSTS (Amended and Restated as of October 5, 2020) ARTICLE I DECLARATION OF TRUST AND OFFICES Section 1.1 The Trust; Declaration of Trust. These are the By-Laws of each Nuveen Closed-End Fund listed on Exhibit A, each a Massachusetts business trust established by its own Declaration of Trust (each such fund

October 6, 2020 8-K

Regulation FD Disclosure, Financial Statements and Exhibits - 8-K

8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): October 5, 2020 (October 5, 2020) NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Exact name of registrant as specified in its charter) Massachusetts 811-21471 20-0591876 (State

May 29, 2020 NPORT-EX

Return Strategy Fund

FOR VALIDATION PURPOSES ONLY - [915586.TX] JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments March 31, 2020 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 141.0% (100.0% of Total Investments) COMMON STOCKS – 94.1% (66.7% of Total Investments) Aerospace & Defense – 3.4% 13,370 General Dynamics Corp, (2) $ 1,768,985 23,183 Thales SA, (3) 1,919,917 Total

April 9, 2020 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / UBS Group AG - SC 13G/A Passive Investment

SC 13G/A UNITED STATES Securities and Exchange Commission Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* Nuveen Tax Advantaged Total Return Strategy Fund (Name of Issuer) Common Shares (Title of Class of Securities) 67090H102 (CUSIP Number) March 31, 2020 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate

April 2, 2020 DEFA14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund DEFA14A - - NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

March 2, 2020 DEF 14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund DEF 14A - - NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

February 11, 2020 SC 13G

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / UBS Group AG - SC 13G Passive Investment

SC 13G UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. ) Nuveen Tax Advantaged Total Return Strategy Fund (Name of Issuer) Common Shares (Title of Class of Securities) 67090H102 (CUSIP Number) December 31, 2019 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate

January 31, 2020 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

January 31, 2020 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 13)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2019 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate th

November 27, 2019 NPORT-EX

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NPORT-EX - -

FOR VALIDATION PURPOSES ONLY - [827590.TX] JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments September 30, 2019 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 140.9% (95.7% of Total Investments) COMMON STOCKS – 101.0% (68.6% of Total Investments) Air Freight & Logistics – 3.5% 169,405 Deutsche Post AG, (2) $ 5,645,456 Airlines – 3.3% 93,082 Delta Air L

May 30, 2019 NPORT-EX

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NPORT-EX - -

HTML JTA Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments March 31, 2019 (Unaudited) Shares Description (1) Value LONG-TERM INVESTMENTS – 141.

February 26, 2019 DEF 14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

February 15, 2019 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / UBS Group AG - SC 13G/A Passive Investment

SC 13G/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Common Stock (Title of Class of Securities) 67090H102 (CUSIP Number) December 31, 2018 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designa

February 8, 2019 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 12)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) January 31, 2019 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

February 8, 2019 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 1, 2019 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 1, 2019 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 11)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2018 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate th

November 29, 2018 EX-99.CERT

CERTIFICATIONS

Exhibit 99.CERT CERTIFICATIONS I, Cedric H. Antosiewicz, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were mad

November 29, 2018 N-Q

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Quarterly Schedule of Portfolio Holdings)

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Gifford R.

October 10, 2018 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

October 10, 2018 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 10)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) September 30, 2018 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate t

May 30, 2018 N-Q

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Quarterly Schedule of Portfolio Holdings)

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Gifford R.

May 30, 2018 EX-99.CERT

CERTIFICATIONS

Exhibit 99.CERT CERTIFICATIONS I, Cedric H. Antosiewicz, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were mad

February 23, 2018 DEF 14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant ☒ Filed by a Party other than the Registrant ☐ Check the appropriate box: ☐ Preliminary Proxy Statement. ☐ Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). ☒ Def

February 13, 2018 SC 13G

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / UBS Group AG - SC 13G Passive Investment

SC 13G UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. )* Nuveen Tax-Advantaged Total Return Strategy Fund. (Name of Issuer) Common Stock (Title of Class of Securities) 67090H102 (CUSIP Number) December 29, 2017 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate

January 22, 2018 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 9)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2017 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

January 22, 2018 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

November 29, 2017 N-Q

Nuveen Tax Advantaged Total Return Strategy Fund - NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Gifford R.

November 29, 2017 EX-99.CERT

CERTIFICATIONS

Exhibit 99.CERT CERTIFICATIONS I, Cedric H. Antosiewicz, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were mad

May 30, 2017 N-Q

Nuveen Tax Advantaged Total Return Strategy Fund - NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Gifford R.

May 30, 2017 EX-99.CERT

CERTIFICATIONS

Exhibit 99.CERT CERTIFICATIONS I, Cedric H. Antosiewicz, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were mad

February 24, 2017 DEF 14A

Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

January 17, 2017 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

January 17, 2017 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 8)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2016 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

November 29, 2016 N-Q

Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Quarterly Schedule of Portfolio Holdings)

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Gifford R.

November 29, 2016 EX-99.CERT

CERTIFICATIONS

Certifications Exhibit 99.CERT CERTIFICATIONS I, Cedric H. Antosiewicz, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such stat

May 27, 2016 EX-99.CERT

CERTIFICATIONS

Certifications Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such state

May 27, 2016 N-Q

Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Quarterly Schedule of Portfolio Holdings)

N-Q 1 d173243dnq.htm NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive

March 10, 2016 DEF 14A

Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND FUND

Nuveen Tax-Advantaged Total Return Strategy Fund Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.

February 10, 2016 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / Advisors Asset Management, Inc. - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 4 )* Nuveen Tax Advantaged Total Return Strategy Fund - (NAME OF ISSUER) Common Stock - (TITLE OF CLASS OF SECURITIES) 67090H102 - (CUSIP NUMBER) December 31, 2015 - (DATE OF EVENT WHICH REQUIRES FILING OF THIS STATEMENT) Check the appropriate box to designa

January 14, 2016 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 7)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2015 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

January 14, 2016 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

November 27, 2015 N-Q

Nuveen Tax-Advantaged Total Return Strategy Fund NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND (Quarterly Schedule of Portfolio Holdings)

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 27, 2015 EX-99.CERT

CERTIFICATIONS

Certifications Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such state

August 31, 2015 EX-99.77D POLICIES

EX-99.77D POLICIES

Form N-SAR, Sub-Item 77D Policies with respect to security investments Nuveen Tax-Advantaged Total Return Strategy Fund 811-21471 The Board of the above referenced fund approved investment policy changes that apply overall to the fund as a whole: At least 60% of the funds managed assets will be invested in tax-advantaged income-producing equity securities, including DRD preferred securities; The fund has greater flexibility to invest (up to 70% of the funds managed assets) in non-U.

August 12, 2015 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / Advisors Asset Management, Inc. - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 3 )* Nuveen Tax Advantaged Total Return Strategy Fund - (NAME OF ISSUER) Common Stock - (TITLE OF CLASS OF SECURITIES) 67090H102 - (CUSIP NUMBER) July 31, 2015 - (DATE OF EVENT WHICH REQUIRES FILING OF THIS STATEMENT) Check the appropriate box to designate t

July 21, 2015 CORRESP

Page 1 of 8

Nuveen Investments July 21, 2015 Mr. Jason P. Fox U.S. Securities and Exchange Commission Division of Investment Management, Insured Investments Office 100 F Street N.E. Washington DC 20549 Re: Nuveen Closed-End and Open-End Funds - Sarbanes Oxley Review Dear Mr. Fox: This letter addresses the comments you provided in a telephone discussion on June 18, 2015, regarding reviews performed by the staf

May 29, 2015 N-Q

Nuveen Tax-Advantaged Total Return Strategy Fund N-Q (Quarterly Schedule of Portfolio Holdings)

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 29, 2015 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

February 17, 2015 DEF 14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund DEF 14A - - NUVEEN TAX-ADVANTAGE TOTAL RETURN STRATEGY FUND

Nuveen Tax-Advantage Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.

February 11, 2015 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 11, 2015 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / Advisors Asset Management, Inc. - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 2 )* Nuveen Tax Advantaged Total Return Strategy Fund - (NAME OF ISSUER) Common Stock - (TITLE OF CLASS OF SECURITIES) 67090H102 - (CUSIP NUMBER) December 31, 2014 - (DATE OF EVENT WHICH REQUIRES FILING OF THIS STATEMENT) Check the appropriate box to designa

February 11, 2015 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 6)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2014 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

November 28, 2014 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

November 28, 2014 N-Q

Nuveen Tax Advantaged Total Return Strategy Fund - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

August 29, 2014 EX-99.77K CHNG ACCNT

EX-99.77K CHNG ACCNT

Securities and Exchange Commission 100 F Street N.E. Washington, DC 20549 Ladies and Gentlemen: We have read the statements made by Nuveen Tax -Advantaged Total Return Strategy Fund and are in agreement with the statements contained in Sub-Item 102J of Form N-SAR. We have no basis to agree or disagree with other statements of the registrant contained therein. /s/ ERNST & YOUNG LLP Chicago, Illinoi

August 29, 2014 EX-99.77K CHNG ACCNT

EX-99.77K CHNG ACCNT

SUB-ITEM 77K Changes in registrants certifying accountant Nuveen Tax-Advantaged Total Return Strategy Fund 811-21471 During the current fiscal period, the Board of Trustees of the above-referenced Fund, upon recommendation of the Audit Committee, engaged KPMG LLP ( KPMG ) as the independent registered public accounting firm to the Fund as Ernst & Young LLP ( Ernst & Young ) resigned effective August 11, 2014.

August 29, 2014 EX-99.77K CHNG ACCNT

EX-99.77K CHNG ACCNT

SUB-ITEM 102J Changes in registrants certifying accountant Nuveen Tax-Advantaged Total Return Strategy Fund 811-21471 During the current fiscal period, the Board of Trustees of the above-referenced Fund, upon recommendation of the Audit Committee, engaged KPMG LLP ( KPMG ) as the independent registered public accounting firm to the Fund as Ernst & Young LLP ( Ernst & Young ) resigned effective August 11, 2014.

July 3, 2014 DEFA14A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund DEFA14A - - PRESS RELEASE

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ? Check the appropriate box: ? Preliminary Proxy Statement ? Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)) ? Defin

June 19, 2014 DEFA14A

- PRESS RELEASE

Press Release UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: ¨ Preliminary Proxy Statement ¨ Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(

June 19, 2014 DEF 14A

- CLOSED-END PROXY

Closed-End Proxy UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: ¨ Preliminary Proxy Statement ¨ Confidential, for Use of the Commission Only (as permitted by Rule 14a

June 18, 2014 DEFA14A

- PRESS RELEASE

Press Release UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement [ ] Confidential, for use of the Commission Only (as permitted by Rul

June 18, 2014 DEFA14A

- PRESS RELEASE

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement [ ] Confidential, for use of the Commission Only (as permitted by Rule 14a-6(e)(2))

May 30, 2014 N-Q

Quarterly Schedule of Portfolio Holdings - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 30, 2014 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

May 19, 2014 PRE 14A

- CLOSED-END PROXY

Closed-End Proxy UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: x Preliminary Proxy Statement ¨ Confidential, for Use of the Commission Only (as permitted by Rule 14a

May 1, 2014 DEFA14A

- PRESS RELEASE

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement [ ] Confidential, for use of the Commission Only (as permitted by Rule 14a-6(e)(2))

February 12, 2014 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / Advisors Asset Management, Inc. - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 1 )* Nuveen Tax Advantaged Total Return Strategy Fund - (NAME OF ISSUER) Common Stock - (TITLE OF CLASS OF SECURITIES) 67090H102 - (CUSIP NUMBER) December 31, 2013 - (DATE OF EVENT WHICH REQUIRES FILING OF THIS STATEMENT) Check the appropriate box to designa

February 3, 2014 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 3, 2014 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 5)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2013 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

November 27, 2013 N-Q

Quarterly Schedule of Portfolio Holdings - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 27, 2013 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

November 5, 2013 SC 13G

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / Advisors Asset Management, Inc. - SCHEDULE 13G Passive Investment

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. )* Nuveen Tax Advantaged Total Return Strategy Fund - (NAME OF ISSUER) Common Stock - (TITLE OF CLASS OF SECURITIES) 67090H102 - (CUSIP NUMBER) October 31, 2013 - (DATE OF EVENT WHICH REQUIRES FILING OF THIS STATEMENT) Check the appropriate box to designate

May 30, 2013 N-Q

Quarterly Schedule of Portfolio Holdings - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 30, 2013 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

April 19, 2013 CORRESP

-

April 19, 2013 Ms. Christina DiAngelo U.S. Securities and Exchange Commission 450 5th Street, NW Washington, D.C. 20549 Re: Nuveen Closed-End and Open-End Funds - Sarbanes Oxley Review Follow-Up Discussion Dear Christina: This letter addresses your comments provided in a telephone discussion on February 13, 2013. This was a follow-up discussion to our December 11, 2012, correspondence filing perta

February 28, 2013 DEF 14A

- NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

DEF 14A 1 d483081ddef14a.htm NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: ¨ Preliminary Proxy Statement. ¨ Confiden

January 31, 2013 EX-99.1

EX-99.1

EX-99.1 2 ex993.txt JOINT FILING AGREEMENT Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but n

January 31, 2013 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 4)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2012 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

December 11, 2012 CORRESP

-

Nuveen Investments December 11, 2012 Ms. Christina DiAngelo U.S. Securities and Exchange Commission 450 5th Street, NW Washington, D.C. 20549 Re: Nuveen Closed-End and Open-End Funds - Sarbanes Oxley Review Dear Christina: This letter addresses your comments provided in a telephone discussion on September 25, 2012. Each comment is shown below followed by our response. Unless otherwise noted, the r

November 29, 2012 N-Q

Quarterly Schedule of Portfolio Holdings - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 29, 2012 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

May 30, 2012 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

May 30, 2012 N-Q

Quarterly Schedule of Portfolio Holdings - N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

March 1, 2012 DEF 14A

- FINAL PROXY DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: ¨ Preliminary Proxy Statement. ¨ Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). x Def

February 17, 2012 CORRESP

-

CORRESP February 17, 2012 Securities and Exchange Commission Division of Investment Management 100 F Street, N.

February 14, 2012 SC 13G/A

JTA / Nuveen Tax-Advantaged Total Return Strategy Fund / FIRST TRUST PORTFOLIOS LP - AMENDED SCHEDULE 13G Passive Investment

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 3)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2011 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the

February 14, 2012 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

February 2, 2012 PRE 14A

- NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant x Filed by a Party other than the Registrant ¨ Check the appropriate box: x Preliminary Proxy Statement. ¨ Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). ¨ Def

November 29, 2011 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 29, 2011 EX-99.CERT

/s/ Gifford R. Zimmerman

Exhibit 99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made

October 7, 2011 SC 13G/A

AMENDED SCHEDULE 13G

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 2)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common - (Title of Class of Securities) 67090H102 - (CUSIP Number) September 30, 2011 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate th

October 7, 2011 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

May 27, 2011 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 27, 2011 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

March 30, 2011 DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

def14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2))

January 20, 2011 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

January 20, 2011 SC 13G/A

AMENDED SCHEDULE 13G

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common Stock - (Title of Class of Securities) 67090H102 - (CUSIP Number) December 31, 2010 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designa

December 9, 2010 SC 13G

SCHEDULE 13G

UNITED STATES* SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. )* Nuveen Tax-Advantaged Total Return Strategy Fund - (Name of Issuer) Common Stock - (Title of Class of Securities) 67090H102 - (CUSIP Number) November 30, 2010 - (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designat

December 9, 2010 EX-99.1

EX-99.1

Exhibit 99.1 EXHIBIT 99.1 - JOINT FILING AGREEMENT The undersigned hereby agree that they are filing this statement jointly pursuant to Rule 13d-1(k)(1). Each of them is responsible for the timely filing of such Schedule 13G and any amendments thereto, and for the completeness and accuracy of the information concerning such person contained therein; but none of them is responsible for the complete

November 29, 2010 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

November 29, 2010 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 28, 2010 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

May 28, 2010 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

April 22, 2010 CORRESP

8 Appendix A CIK File No. Name Symbol 1 0001087783 811-09459 NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNI FUND NFZ 2 0001161069 811-10553 NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNI FUND 2 NKR 3 0001177212 811-21157 NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNI FUND 3

April 16, 2010 Ms. Christina DiAngelo U.S. Securities and Exchange Commission 450 5th Street, NW Washington, D.C. 20549 Re: Nuveen Closed-End and Open-End Funds - Sarbanes Oxley Review Dear Christina: This letter addresses your comments provided in a telephone discussion on September 29, 2009. Each comment is shown below followed by our response. Unless otherwise noted, the responses relate to all

February 26, 2010 DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

def14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2))

February 5, 2010 SC 13G/A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 2)* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Auction Preferred Stock (Title of Clas

sc13gza UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 2)* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Auction Preferred Stock (Title of Class of Securities) 67090H201 (CUSIP Number) December 31, 2009 (Date of Event Which Requires Filing of this Statement) Check the appropriate box

November 27, 2009 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 27, 2009 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

October 13, 2009 SC 13G/A

NUVEEN TAX ADVANTAGED TOTAL RETURN STRATEGY FUND SC13G A 9-30-2009

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 2)* NUVEEN TAX ADVANTAGED TOTAL RETURN STRATEGY FUND - - (Name of Issuer) Auction Rate Preferred - - (Title of Class of Securities) 67090H-20-1 (See Item 2(e)) - (CUSIP Number) September 30, 2009 - - (Date of Event Which Requires Filing of this Statement) Ch

October 13, 2009 EX-99.1

EX-99.1

EXHIBIT 1 - AGREEMENT AS TO JOINT FILING OF SCHEDULE 13G - Each of the undersigned hereby affirms that it is individually eligible to use Schedule 13G, and agrees that this Schedule 13G is filed on its behalf.

September 10, 2009 APP ORDR

APP ORDR

UNITED STATES OF AMERICA BEFORE THE SECURITIES AND EXCHANGE COMMISSION INVESTMENT COMPANY ACT OF 1940 Release No.

June 10, 2009 APP NTC

APP NTC

May 29, 2009 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

FORM N-Q UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 29, 2009 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

EX-99.CERT CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

April 2, 2009 DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

DEF 14A 1 d49698udef14a.htm DEFINITIVE PROXY STATEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Co

March 23, 2009 PRER14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. 1)

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. 1) Filed by the Registrant ? Filed by a Party other than the Registrant o Check the appropriate box: ? Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). o De

March 10, 2009 SC 13G/A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Auction Preferred Stock (Title of Clas

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. 1)* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Auction Preferred Stock (Title of Class of Securities) 67090H201 (CUSIP Number) February 28, 2009 (Date of Event Which Requires Filing of this Statement) Check the appropriate box to desig

March 2, 2009 PRE 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

pre14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: þ Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2))

February 13, 2009 EX-99.1

EX-99.1

EXHIBIT 1 - AGREEMENT AS TO JOINT FILING OF SCHEDULE 13G - Each of the undersigned hereby affirms that it is individually eligible to use Schedule 13G, and agrees that this Schedule 13G is filed on its behalf.

February 13, 2009 SC 13G/A

SC 13G/A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO. 1)* NUVEEN TAX ADVANTAGED TOTAL RETURN STRATEGY FUND - - (Name of Issuer) Auction Rate Preferred - - (Title of Class of Securities) 67090H-20-1 (See Item 2(e)) - (CUSIP Number) December 31, 2008 - - (Date of Event Which Requires Filing of this Statement) Che

February 10, 2009 SC 13G

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G Under the Securities Exchange Act of 1934 (Amendment No. )* Nuveen Tax-Advantaged Total Return Strategy Fund (Name of Issuer) Auction Preferred Stock (Title of Class

SC 13G OMB APPROVAL OMB Number: 3235-0145 Expires: February 28, 2009 Estimated average burden hours per response.

December 10, 2008 EX-99.1

EX-99.1

EXHIBIT 1 - AGREEMENT AS TO JOINT FILING OF SCHEDULE 13G - Each of the undersigned hereby affirms that it is individually eligible to use Schedule 13G, and agrees that this Schedule 13G is filed on its behalf.

December 10, 2008 SC 13G

SC 13G

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 13G UNDER THE SECURITIES EXCHANGE ACT OF 1934 (AMENDMENT NO.)* NUVEEN TAX ADVANTAGED TOTAL RETURN STRATEGY FUND - - (Name of Issuer) Auction Rate Preferred - - (Title of Class of Securities) 67090H-20-1 (See Item 2(e)) - (CUSIP Number) November 30, 2008 - - (Date of Event Which Requires Filing of this Statement) Check

November 28, 2008 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq Table of Contents UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 28, 2008 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

August 29, 2008 EX-99.77O RULE 10F-3

EX-99.77O RULE 10F-3

Rule 10f-3 Transaction Exhibit Nuveen Tax Advantaged Total Return Strategy Fund FILE #811-21471 ATTACHMENT 77O TRADE DATE DESCRIPTION OF SECURITY/ISSUER ISSUE SIZE AMOUNT PURCHASED LIST OF UNDERWRITERS NAME OF AFFILIATED BROKER-DEALER 1/18/08 Citigroup $3,250,000,000 $1,875,000 Citigroup Global Markets, Inc.

May 30, 2008 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq Table of Contents UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax–Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 30, 2008 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax–Advantaged Total Return Strategy Fund 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

May 16, 2008 DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). þ Def

May 16, 2008 CORRESP

-

corresp JENNIFER M. GOODMAN 312-609-7732 [email protected] May 16, 2008 Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Attn: Jim O’Connor Re: Nuveen New York Dividend Advantage Municipal Fund, Nuveen New York Dividend Advantage Municipal Fund 2, Nuveen New York Investment Quality Municipal Fund, Inc., Nuveen New York Municipal Value Fund, Inc., Nuveen New York

April 25, 2008 PRE 14A

- PRELIMINARY PROXY STATEMENT

PRE 14A 1 c25627aapre14a.htm PRELIMINARY PROXY STATEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: þ Preliminary Proxy Statement. o Confidential, for Use of the

April 25, 2008 CORRESP

-

VEDDER PRICE (LOGO) VEDDER PRICE P.C. 222 NORTH LASALLE STREET CHICAGO, ILLINOIS 60601 312-609-7500 JENNIFER M. GOODMAN FAX: 312-609-5005 312-609-7732 [email protected] CHICAGO - NEW YORK CITY - WASHINGTON, DC - ROSELAND, NJ April 25, 2008 Securities and Exchange Commission 100 F Street, N.E. Washington, D.C. 20549 Re: Preliminary Proxy Materials for: Nuveen New York Dividend Advantage Muni

November 29, 2007 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Table of Contents UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

November 29, 2007 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

November 13, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). o Def

October 15, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

defa14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)

September 5, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). o Def

August 29, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

defa14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)

August 27, 2007 DEF 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). þ Def

August 13, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

defa14a UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)

August 10, 2007 PRE 14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: þ Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). o Def

August 10, 2007 DEFA14A

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. )

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant þ Filed by a Party other than the Registrant o Check the appropriate box: o Preliminary Proxy Statement. o Confidential, for Use of the Commission Only (as permitted by Rule 14a-6(e)(2)). o Def

May 30, 2007 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Kevin J.

May 30, 2007 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

March 2, 2007 DEF 14A

DEFINITIVE PROXY STATEMENT

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement. [ ] CONFIDENTIAL, FOR USE OF THE COMMISSION ONLY (AS PERMITTED BY RULE 14a-6(e)(2)

November 28, 2006 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Table of Contents UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Jessica R.

November 28, 2006 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax Advantaged Total Return Strategy Fund 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

May 30, 2006 EX-99.CERT

/s/ Gifford R. Zimmerman Gifford R. Zimmerman Chief Administrative Officer (principal executive officer)

exv99wcert CERTIFICATIONS I, Gifford R. Zimmerman, certify that: 1. I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not

May 30, 2006 N-Q

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

nvq Table of Contents UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Jessica R.

February 13, 2006 DEF 14A

DEFINITIVE NOTICE AND PROXY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement. [ ] CONFIDENTIAL, FOR USE OF THE COMMISSION ONLY (AS PERMITTED BY RULE 14a-6(e)(2)

November 29, 2005 EX-99.CERT

CERTIFICATIONS CERTIFICATIONS

Certifications CERTIFICATIONS I, Gifford R. Zimmerman, certify that: I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not m

November 29, 2005 N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Jessica R.

June 20, 2005 DEF 14A

DEFINITIVE NOTICE AND PROXY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement. [ ] CONFIDENTIAL, FOR USE OF THE COMMISSION ONLY (AS PERMITTED BY RULE 14a-6(e)(2)

May 27, 2005 EX-99.CERT

CERTIFICATIONS CERTIFICATIONS

Certifications CERTIFICATIONS I, Gifford R. Zimmerman, certify that: I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not m

May 27, 2005 N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Nuveen Tax-Advantaged Total Return Strategy Fund UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois 60606 (Address of principal executive offices) (Zip code) Jessica R.

May 27, 2005 PRE 14A

PRELIMINARY PROXY STATEMENT

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [X] Preliminary Proxy Statement. [ ] CONFIDENTIAL, FOR USE OF THE COMMISSION ONLY (AS PERMITTED BY RULE 14a-6(e)(2)

February 18, 2005 DEF 14A

DEFINITIVE NOTICE AND PROXY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 SCHEDULE 14A Proxy Statement Pursuant to Section 14(a) of the Securities Exchange Act of 1934 (Amendment No. ) Filed by the Registrant [X] Filed by a Party other than the Registrant [ ] Check the appropriate box: [ ] Preliminary Proxy Statement. [ ] CONFIDENTIAL, FOR USE OF THE COMMISSION ONLY (AS PERMITTED BY RULE 14a-6(e)(2)

November 29, 2004 N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-21471 Nuveen Tax-Advantaged Total Return Strategy Fund (Exact name of registrant as specified in charter) 333 West Wacker Drive, Chicago, Illinois, 60606 Address of principal executive offices) (Zip code) Jessica R.

November 29, 2004 EX-99.CERT

CERTIFICATIONS CERTIFICATIONS

Certifications CERTIFICATIONS I, Gifford R. Zimmerman, certify that: I have reviewed this report on Form N-Q of Nuveen Tax-Advantaged Total Return Strategy Fund; Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not m

August 26, 2004 EX-99

EX-99

Form N-SAR, Sub-Item 77I Copies of any material amendments to the registrants charter Nuveen Tax-Advantaged Total Return Fund 333-114106, 811-21471 On May 4, 2004, under Conformed Submission Type 497, accession number, 0000950137- 04-003549, a copy of the final prospectus containing a description of the preferred securities was filed and is incorporated herein by reference as an exhibit under Sub-Item 77I of Form N-SAR.

August 26, 2004 EX-99

EX-99

Form N-SAR, Sub-Item 77Q1(a) Copies of any material amendments to the registrants charter Nuveen Tax-Advantaged Total Return Fund 333-114106, 811-21471 On May 4, 2004, under Conformed Submission Type 497, accession number, 0000950137- 04-003549, a copy of the Statement Establishing and Fixing the Rights and Preferences of Municipal Auction Rate Cumulative Preferred Shares (Munipreferred), considered to be an amendment to the Declaration of Trust of the above-referenced fund, was filed with the SEC and is herein incorporated by reference as an exhibit to the Sub-Item 77Q1(a) of Form N-SAR.

January 29, 2004 EX-99.N

EX-99.N

Exhibit n CONSENT OF INDEPENDENT AUDITORS We consent to the reference to our firm under the caption "Experts" and to the use of our report dated January 7, 2004 in the Registration Statement (Form N-2) and related prospectus and statement of additional information of the Nuveen Tax-Advantaged Total Return Strategy Fund filed with the Securities and Exchange Commission in the Post-effective Amendment No.

January 29, 2004 EX-99.H.3

EX-99.H.3

Form of: NUVEEN EXCHANGE-TRADED FUNDS - MASTER SELECTED DEALER AGREEMENT - [DATED] Dear Ladies and Gentlemen: In connection with public offerings of securities ("Securities") of registered investment companies sponsored by Nuveen Investments ("Nuveen") which are underwritten by a group of underwriters ("Underwriters") which are represented by Nuveen alone or in conjunction with other firms (the "R

January 29, 2004 EX-99.H.4

EX-99.H.4

MASTER AGREEMENT AMONG UNDERWRITERS Registered SEC Offerings (including Multiple Syndicate Offerings), Standby Underwritings and Exempt Offerings (other than Offerings of Municipal Securities) July 1, 1999 Ladies and Gentlemen: From time to time Salomon Smith Barney Inc.

January 29, 2004 EX-99.H.1

EX-99.H.1

NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND Common Shares ($.01 par value) UNDERWRITING AGREEMENT - New York, New York January, 2004 Citigroup Global Markets Inc. Nuveen Investments, LLC As Representatives of the several Underwriters c/o Citigroup Global Markets Inc. 388 Greenwich Street New York, New York 10013 Ladies and Gentlemen: The undersigned, Nuveen Tax-Advantaged Total Return Strateg

January 29, 2004 EX-99.S

EX-99.S

NUVEEN TAX-ADVANTAGED DIVIDEND AND TOTAL RETURN FUND POWER OF ATTORNEY KNOW ALL MEN BY THESE PRESENTS, that the undersigned, a trustee of the above-referenced organizations, hereby constitutes and appoints JESSICA R.

January 29, 2004 EX-99.H.2

EX-99.H.2

MASTER SELECTED DEALER AGREEMENT July 1, 1999 Ladies and Gentlemen: In connection with registered public offerings of securities for which we are acting as manager or co-manager of an underwriting syndicate or unregistered offerings of securities for which we are acting as manager or co-manager of the initial purchasers, you may be offered the right as a selected dealer to purchase as principal a portion of such securities.

January 29, 2004 EX-99.H.5

EX-99.H.5

Nuveen Investments 333 West Wacker Drive Chicago, IL 60606 January , 2004 Michael S.

January 29, 2004 POS EX

NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

As filed with the Securities and Exchange Commission on January 29, 2004 ================================================================================ 1933 Act File No.

January 29, 2004 EX-99.L.3

EX-99.L.3

Exhibit l.3 BELL, BOYD & LLOYD LLC Three First National Plaza 70 West Madison Street, Suite 3300 Chicago, Illinois 60602-4207 312 372-1121 Fax 312 372-2098 January 29, 2004 As counsel for Nuveen Tax-Advantaged Total Return Strategy Fund (the "Registrant"), we consent to the incorporation by reference of our opinion, filed with pre-effective amendment no. 2 to the Registrant's registration statemen

January 29, 2004 EX-99.L.4

EX-99.L.4

Exhibit l.4 BINGHAM McCUTCHEN LLP 150 Federal St. Boston, MA 02110 617.951.8000 617.951.8736 Fax bingham.com January 29, 2004 Bell, Boyd & Lloyd LLC Three First National Plaza Suite 3300 Chicago, Illinois 60602 RE: Nuveen Tax-Advantaged Total Return Strategy Fund Ladies and Gentlemen: As special Massachusetts counsel for Nuveen Tax-Advantaged Total Return Strategy Fund (the "Registrant"), we conse

January 29, 2004 EX-99.E

EX-99.E

NUVEEN EQUITY-BASED EXCHANGE-TRADED FUNDS Terms and Conditions of the Automatic Dividend Reinvestment Plan - This Dividend Reinvestment Plan ("Plan") for the Nuveen Equity-Based Exchange-Traded Funds set forth on Exhibit A attached hereto (each, a "Fund") provides for reinvestment of Fund distributions to shareholders, consisting of income dividends, returns of capital and capital gain distributio

December 11, 2003 8-A12B

NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

================================================================================ SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.

November 26, 2003 N-8A

NUVEEN TAX-ADVANTAGED TOTAL RETURN STRATEGY FUND

SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-8A NOTIFICATION OF REGISTRATION FILED PURSUANT TO SECTION 8(a) OF THE INVESTMENT COMPANY ACT OF 1940 The undersigned investment company hereby notifies the Securities and Exchange Commission that it registers under and pursuant to the provisions of Section 8(a) of the Investment Company Act of 1940 and in connection with such notific

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