Nuveen Large Cap Select Fund (FLRYX) NPORT-P Nuveen Credit Income Fund (May 2023 report)

1

Nuveen

Credit

Income

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

101.4%   

X

46,880,195

CORPORATE

BONDS

-

60.8%

X

46,880,195

Aerospace

&

Defense

-

1.6%

$

500

Bombardier

Inc,

144A

7.500%

2/01/29

B

$

485,440

200

Embraer

Netherlands

Finance

BV,

144A

6.950%

1/17/28

BB+

199,137

515

TransDigm

Inc,

144A

6.750%

8/15/28

Ba3

515,593

Total

Aerospace

&

Defense

1,200,170

Air

Freight

&

Logistics

-

0.3%

300

Cargo

Aircraft

Management

Inc,

144A

4.750%

2/01/28

BB

260,261

Total

Air

Freight

&

Logistics

260,261

Automobile

Components

-

2.1%

515

Clarios

Global

LP

/

Clarios

US

Finance

Co,

144A

6.750%

5/15/28

B+

515,000

500

Dana

Inc

4.500%

2/15/32

BB+

401,090

250

Goodyear

Tire

&

Rubber

Co/The

(3)

5.250%

7/15/31

BB-

217,470

500

IHO

Verwaltungs

GmbH,

144A

,

(cash

4.750%,

PIK

5.500%)

4.750%

9/15/26

Ba2

450,441

Total

Automobile

Components

1,584,001

Automobiles

-

1.7%

230

Ford

Motor

Credit

Co

LLC

7.350%

3/06/30

BB+

231,637

340

Ford

Motor

Credit

Co

LLC

6.800%

5/12/28

BB+

336,474

750

Ford

Motor

Credit

Co

LLC

(SOFR

reference

rate

+

2.950%

spread)

(4)

7.526%

3/06/26

BB+

746,671

Total

Automobiles

1,314,782

Beverages

-

0.6%

500

Primo

Water

Holdings

Inc,

144A

4.375%

4/30/29

B1

430,075

Total

Beverages

430,075

Biotechnology

-

0.1%

110

Emergent

BioSolutions

Inc,

144A

3.875%

8/15/28

B

60,458

Total

Biotechnology

60,458

Broadline

Retail

-

0.6%

500

JSM

Global

Sarl,

144A

(5)

4.750%

10/20/30

C

86,088

600

Kohl's

Corp

4.625%

5/01/31

BBB-

390,672

Total

Broadline

Retail

476,760

Capital

Markets

-

1.4%

250

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

220,780

500

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250%

5/15/27

BB

412,079

500

NFP

Corp,

144A

6.875%

8/15/28

CCC+

414,666

Total

Capital

Markets

1,047,525

Chemicals

-

3.4%

300

ASP

Unifrax

Holdings

Inc,

144A

5.250%

9/30/28

BB

225,993

240

Avient

Corp,

144A

7.125%

8/01/30

BB-

242,316

250

EverArc

Escrow

Sarl,

144A

5.000%

10/30/29

B+

198,482

250

Olympus

Water

US

Holding

Corp,

144A

4.250%

10/01/28

B-

200,479

200

Sasol

Financing

USA

LLC,

144A

8.750%

5/03/29

BB+

191,514

385

Star

Energy

Geothermal

Wayang

Windu

Ltd,

144A

6.750%

4/24/33

Ba3

375,884

750

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

5.375%

9/01/25

B3

590,625

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

2

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Chemicals

(continued)

$

200

Tronox

Inc,

144A

4.625%

3/15/29

BB-

$

162,337

475

WR

Grace

Holdings

LLC,

144A

7.375%

3/01/31

BB+

465,500

Total

Chemicals

2,653,130

Commercial

Services

&

Supplies

-

1.4%

500

Allied

Universal

Holdco

LLC/Allied

Universal

Finance

Corp/Atlas

Luxco

4

Sarl,

144A

4.625%

6/01/28

B

414,495

500

Garda

World

Security

Corp,

144A

4.625%

2/15/27

BB

456,639

250

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B

229,621

Total

Commercial

Services

&

Supplies

1,100,755

Communications

Equipment

-

1.4%

250

Commscope

Inc,

144A

6.000%

3/01/26

B1

234,753

400

CommScope

Technologies

LLC,

144A

6.000%

6/15/25

CCC+

375,943

500

Viasat

Inc,

144A

5.625%

9/15/25

B+

480,400

Total

Communications

Equipment

1,091,096

Construction

Materials

-

0.4%

200

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

BB-

200,740

200

Volcan

Cia

Minera

SAA,

144A

4.375%

2/11/26

B+

135,053

Total

Construction

Materials

335,793

Consumer

Finance

-

0.6%

535

Navient

Corp

5.500%

3/15/29

Ba3

442,712

Total

Consumer

Finance

442,712

Consumer

Staples

Distribution

&

Retail

-

1.1%

350

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

6.500%

2/15/28

BB

347,812

500

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

5.875%

2/15/28

BB

488,365

Total

Consumer

Staples

Distribution

&

Retail

836,177

Containers

&

Packaging

-

1.5%

300

LABL

Inc,

144A

5.875%

11/01/28

B2

269,625

350

Mauser

Packaging

Solutions

Holding

Co,

144A

7.875%

8/15/26

B

346,892

220

Owens-Brockway

Glass

Container

Inc,

144A

7.250%

5/15/31

B+

223,850

285

Trident

TPI

Holdings

Inc,

144A

12.750%

12/31/28

CCC+

291,412

Total

Containers

&

Packaging

1,131,779

Diversified

Telecommunication

Services

-

2.4%

350

Altice

France

SA/France,

144A

8.125%

2/01/27

B2

301,629

425

Cablevision

Lightpath

LLC,

144A

3.875%

9/15/27

B1

350,192

500

Frontier

Communications

Holdings

LLC

(3)

5.875%

11/01/29

CCC+

350,115

500

Frontier

Communications

Holdings

LLC,

144A

(3)

6.000%

1/15/30

BB-

350,886

385

Iliad

Holding

SASU,

144A

6.500%

10/15/26

BB-

362,462

200

Virgin

Media

Finance

PLC,

144A

5.000%

7/15/30

B

158,314

Total

Diversified

Telecommunication

Services

1,873,598

Electric

Utilities

-

1.4%

175

Edison

International

5.375%

9/15/71

BB+

153,195

315

NRG

Energy

Inc,

144A

7.000%

3/15/33

BBB-

317,821

610

Talen

Energy

Supply

LLC,

144A

8.625%

6/01/30

BB+

620,858

Total

Electric

Utilities

1,091,874

3

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Electronic

Equipment,

Instruments

&

Components

-

0.6%

$

500

Imola

Merger

Corp,

144A

4.750%

5/15/29

BB+

$

430,105

Total

Electronic

Equipment,

Instruments

&

Components

430,105

Energy

Equipment

&

Services

-

0.4%

300

Transocean

Titan

Financing

Ltd,

144A

8.375%

2/01/28

B2

303,804

Total

Energy

Equipment

&

Services

303,804

Entertainment

-

0.0%

250

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

(5)

5.375%

8/15/26

N/R

10,504

Total

Entertainment

10,504

Financial

Services

-

0.0%

2

Putnam

RE

PTE

Ltd2020

A,

144A

(5),(6)

10.858%

6/07/24

N/R

0

Total

Financial

Services

0

Gas

Utilities

-

0.9%

500

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.375%

4/01/26

B

454,800

250

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.875%

4/01/29

B

208,195

Total

Gas

Utilities

662,995

Ground

Transportation

-

0.2%

200

Transnet

SOC

Ltd,

144A

(3)

8.250%

2/06/28

BB-

191,386

Total

Ground

Transportation

191,386

Health

Care

Providers

&

Services

-

3.1%

300

AdaptHealth

LLC,

144A

5.125%

3/01/30

B1

233,349

500

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

BB-

375,559

500

CHS/Community

Health

Systems

Inc,

144A

4.750%

2/15/31

BB-

359,264

500

DaVita

Inc,

144A

4.625%

6/01/30

B+

428,223

320

IQVIA

Inc,

144A

6.500%

5/15/30

BB

325,411

500

Pediatrix

Medical

Group

Inc,

144A

(3)

5.375%

2/15/30

BB-

460,000

250

Tenet

Healthcare

Corp

(3)

6.125%

10/01/28

B+

236,951

Total

Health

Care

Providers

&

Services

2,418,757

Health

Care

REITs

-

0.3%

300

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

(3)

5.000%

10/15/27

BB+

246,385

Total

Health

Care

REITs

246,385

Hotels,

Restaurants

&

Leisure

-

5.3%

300

Arcos

Dorados

BV,

144A

6.125%

5/27/29

BB+

293,088

485

Caesars

Entertainment

Inc,

144A

7.000%

2/15/30

Ba3

487,224

700

Carnival

Corp,

144A

10.500%

2/01/26

BB-

727,389

300

CDI

Escrow

Issuer

Inc,

144A

5.750%

4/01/30

B+

281,192

250

Churchill

Downs

Inc,

144A

4.750%

1/15/28

B+

231,284

500

Cinemark

USA

Inc,

144A

5.875%

3/15/26

B+

475,000

400

Fortune

Star

BVI

Ltd

,

Reg

S

6.750%

7/02/23

BB-

392,200

250

Life

Time

Inc,

144A

5.750%

1/15/26

BB-

242,184

300

NCL

Corp

Ltd,

144A

5.875%

3/15/26

B-

272,144

345

NCL

Corp

Ltd,

144A

8.375%

2/01/28

BB-

356,822

150

Royal

Caribbean

Cruises

Ltd,

144A

7.250%

1/15/30

B+

151,339

250

Wynn

Macau

Ltd,

144A

5.625%

8/26/28

B+

210,625

Total

Hotels,

Restaurants

&

Leisure

4,120,491

Household

Durables

-

0.5%

500

Newell

Brands

Inc

5.750%

4/01/46

BB+

364,307

Total

Household

Durables

364,307

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

4

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Independent

Power

Producers

&

Energy

Traders

-

0.3%

$

300

EnfraGen

Energia

Sur

SA

/

EnfraGen

Spain

SA

/

Prime

Energia

SpA,

144A

5.375%

12/30/30

BBB-

$

192,339

Total

Independent

Power

Producers

&

Energy

Traders

192,339

Insurance

-

1.2%

400

Acrisure

LLC

/

Acrisure

Finance

Inc,

144A

7.000%

11/15/25

CCC+

379,010

370

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

6.750%

4/15/28

B2

362,982

250

BroadStreet

Partners

Inc,

144A

5.875%

4/15/29

CCC+

216,289

Total

Insurance

958,281

IT

Services

-

0.9%

350

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

284,375

500

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

B1

398,648

Total

IT

Services

683,023

Media

-

6.5%

400

Altice

Financing

SA,

144A

5.000%

1/15/28

B

312,537

500

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.000%

2/01/28

BB+

454,406

500

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

6.375%

9/01/29

BB+

466,335

750

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

7.375%

3/03/31

BB+

717,865

300

CSC

Holdings

LLC,

144A

4.125%

12/01/30

B1

208,248

265

CSC

Holdings

LLC,

144A

11.250%

5/15/28

B1

251,088

125

CSC

Holdings

LLC

(3)

5.250%

6/01/24

CCC+

115,905

500

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc,

144A

5.875%

8/15/27

BBB-

440,409

700

DISH

Network

Corp,

144A

11.750%

11/15/27

Ba3

669,975

300

iHeartCommunications

Inc,

144A

(3)

5.250%

8/15/27

BB-

210,670

225

LCPR

Senior

Secured

Financing

DAC,

144A

5.125%

7/15/29

BB+

186,501

250

UPC

Holding

BV,

144A

5.500%

1/15/28

B

219,375

200

Virgin

Media

Secured

Finance

PLC,

144A

5.500%

5/15/29

BB+

179,758

750

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

BB

596,524

Total

Media

5,029,596

Metals

&

Mining

-

2.3%

500

Cleveland-Cliffs

Inc,

144A

6.750%

4/15/30

BB-

472,251

280

FMG

Resources

August

2006

Pty

Ltd,

144A

5.875%

4/15/30

BB+

264,249

265

Mineral

Resources

Ltd,

144A

8.000%

11/01/27

BB

265,771

345

Mineral

Resources

Ltd,

144A

8.500%

5/01/30

BB

346,294

520

SunCoke

Energy

Inc,

144A

4.875%

6/30/29

BB

428,111

Total

Metals

&

Mining

1,776,676

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0.5%

500

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.625%

3/01/29

Ba1

412,330

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

412,330

Oil,

Gas

&

Consumable

Fuels

-

9.0%

300

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.375%

6/15/29

BB

275,806

540

Baytex

Energy

Corp,

144A

8.500%

4/30/30

BB-

527,748

285

Callon

Petroleum

Co,

144A

7.500%

6/15/30

BB-

264,261

415

Calumet

Specialty

Products

Partners

LP

/

Calumet

Finance

Corp,

144A

8.125%

1/15/27

B-

395,288

380

CNX

Midstream

Partners

LP,

144A

4.750%

4/15/30

BB

314,679

490

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

5.625%

5/01/27

BB

462,094

150

Ecopetrol

SA

8.875%

1/13/33

Baa3

146,683

360

EnLink

Midstream

LLC,

144A

6.500%

9/01/30

BBB-

357,774

5

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Oil,

Gas

&

Consumable

Fuels

(continued)

$

500

EQM

Midstream

Partners

LP

6.500%

7/15/48

BB

$

408,440

250

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.000%

1/15/27

B

243,507

315

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.875%

4/15/30

B

309,772

200

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

5.750%

2/01/29

BB+

181,032

175

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

6.000%

2/01/31

BB+

155,755

300

KazMunayGas

National

Co

JSC,

144A

5.375%

4/24/30

Baa2

271,313

350

Leviathan

Bond

Ltd,

144A

,

Reg

S

6.500%

6/30/27

BB

332,423

335

Matador

Resources

Co,

144A

6.875%

4/15/28

BB-

332,260

250

Medco

Laurel

Tree

Pte

Ltd,

144A

6.950%

11/12/28

B+

219,095

350

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

B+

334,418

370

Parkland

Corp/Canada,

144A

4.625%

5/01/30

BB

319,865

300

Peru

LNG

Srl,

144A

5.375%

3/22/30

B+

238,699

300

Petroleos

Mexicanos,

144A

(3)

10.000%

2/07/33

BBB

269,076

300

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

9/01/27

BB-

280,961

330

Venture

Global

LNG

Inc,

144A

8.125%

6/01/28

BB

331,650

Total

Oil,

Gas

&

Consumable

Fuels

6,972,599

Passenger

Airlines

-

1.0%

265

American

Airlines

Inc,

144A

7.250%

2/15/28

Ba3

259,307

150

American

Airlines

Inc,

144A

11.750%

7/15/25

Ba3

164,308

350

United

Airlines

Inc,

144A

4.625%

4/15/29

Ba1

317,045

Total

Passenger

Airlines

740,660

Personal

Care

Products

-

0.6%

500

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

7.000%

12/31/27

CCC

429,215

Total

Personal

Care

Products

429,215

Pharmaceuticals

-

0.3%

400

Bausch

Health

Cos

Inc,

144A

4.875%

6/01/28

B

241,240

Total

Pharmaceuticals

241,240

Professional

Services

-

0.7%

250

ASGN

Inc,

144A

4.625%

5/15/28

BB-

225,265

300

Verscend

Escrow

Corp,

144A

9.750%

8/15/26

CCC+

300,655

Total

Professional

Services

525,920

Real

Estate

Management

&

Development

-

0.4%

400

Realogy

Group

LLC

/

Realogy

Co-Issuer

Corp,

144A

(3)

5.250%

4/15/30

B

277,470

Total

Real

Estate

Management

&

Development

277,470

Software

-

0.3%

250

Gen

Digital

Inc,

144A

6.750%

9/30/27

BB+

249,714

Total

Software

249,714

Specialized

REITs

-

0.5%

190

Iron

Mountain

Inc,

144A

7.000%

2/15/29

BB-

189,328

190

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

10.500%

2/15/28

BB+

184,343

Total

Specialized

REITs

373,671

Specialty

Retail

-

1.3%

250

LCM

Investments

Holdings

II

LLC,

144A

4.875%

5/01/29

BB-

208,474

650

Michaels

Cos

Inc/The,

144A

7.875%

5/01/29

CCC

399,386

500

Staples

Inc,

144A

7.500%

4/15/26

B

410,987

Total

Specialty

Retail

1,018,847

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

6

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Textiles

-

0.4%

$

270

Hanesbrands

Inc,

144A

(3)

9.000%

2/15/31

BB-

$

270,029

Total

Textiles

270,029

Trading

Companies

&

Distributors

-

1.1%

445

Albion

Financing

1

SARL

/

Aggreko

Holdings

Inc,

144A

6.125%

10/15/26

BB+

399,045

250

Albion

Financing

2SARL,

144A

8.750%

4/15/27

BB-

216,187

250

Ashtead

Capital

Inc,

144A

5.550%

5/30/33

BBB

242,175

Total

Trading

Companies

&

Distributors

857,407

Wireless

Telecommunication

Services

-

0.2%

200

Liberty

Costa

Rica

Senior

Secured

Finance,

144A

10.875%

1/15/31

B+

191,498

Total

Wireless

Telecommunication

Services

191,498

Total

Corporate

Bonds

(cost

$50,435,630)

46,880,195

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X17,424,729.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

22.6%

X

17,424,729

450

Adams

Outdoor

Advertising

LP,

2018

1,

144A

7.356%

11/15/48

BB

$

405,984

750

Affirm

Asset

Securitization

Trust

2021-B,

2021

B,

144A

2.540%

8/17/26

N/R

677,547

1,000

Ashford

Hospitality

Trust

2018-KEYS,

(1-Month

LIBOR

reference

rate

+

2.750%

spread),

2018

KEYS,

144A(4)

2.860%

6/15/35

Baa3

940,557

3

Carvana

Auto

Receivables

Trust

2021-P2,

2021

P2,

144A

0.000%

5/10/28

N/R

672,500

1,000

COMM

2014-UBS3

Mortgage

Trust,

2014

UBS3,

144A

4.767%

6/10/47

N/R

687,387

900

COMM

2015-CCRE22

Mortgage

Trust,

2015

CR22,

144A

3.000%

3/10/48

BB-

652,677

485

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25

3.768%

8/10/48

BB

368,752

1,000

Connecticut

Avenue

Securities

Trust

2021-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2021

R01,

144A(4)

10.973%

10/25/41

N/R

943,181

850

Connecticut

Avenue

Securities

Trust

2022-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2022

R01,

144A(4)

10.973%

12/25/41

N/R

795,288

1,000

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

R05,

144A(4)

6.014%

4/25/42

Ba2

996,418

500

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

R09,

144A(4)

9.731%

9/25/42

Baa3

519,457

500

Elmwood

CLO

16

Ltd,

(TSFR3M

reference

rate

+

7.220%

spread),

2022

3A,

144A(4)

12.268%

4/20/34

BB-

485,271

436

FARM

21-1

Mortgage

Trust,

2021

1,

144A

3.238%

7/25/51

N/R

297,576

1,000

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

7.500%

spread),

2021

DNA6,

144A(4)

12.473%

10/25/41

N/R

948,043

1,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

7.100%

spread),

2022

DNA1,

144A(4)

12.073%

1/25/42

N/R

910,233

650

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

DNA2,

144A(4)

9.723%

2/25/42

B+

632,583

500

GoldentTree

Loan

Management

US

CLO

1

Ltd,

(3-Month

LIBOR

reference

rate

+

7.500%

spread),

2021

11A,

144A(4)

8.563%

10/20/34

B-

388,799

800

JPMBB

Commercial

Mortgage

Securities

Trust

2014-

C22,

2014

C22

4.547%

9/15/47

BBB

649,433

1,284

Mosaic

Solar

Loan

Trust

2019-2,

2019

2A,

144A

0.000%

9/20/40

N/R

516,877

1,455

Mosaic

Solar

Loan

Trust

2020-1,

2020

1A,

144A

0.000%

4/20/46

N/R

1,020,224

436

Oportun

Funding

XIV

LLC,

2021

A,

144A

5.400%

3/08/28

N/R

414,914

1,000

Palmer

Square

CLO

2023-1

Ltd,

(TSFR3M

reference

rate

+

5.300%

spread),

2023

1A,

144A(4)

10.027%

1/20/36

BBB-

1,010,479

250

Purchasing

Power

Funding

2021-A

LLC,

2021

A,

144A

4.370%

10/15/25

N/R

233,859

750

Thayer

Park

CLO

Ltd,

(3-Month

LIBOR

reference

rate

+

8.870%

spread),

2017

1A,

144A(4)

1.000%

4/20/34

B-

611,252

7

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X17,424,729.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

1,000

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

B

$

795,677

927

VR

Funding

LLC,

2020

1A,

144A

6.420%

11/15/50

N/R

849,761

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$19,775,746)

17,424,729

Principal

Amount

(000)

Description

(1)

Coupon

(7)

Reference

Rate

(7)

Spread

(7)

Maturity

(8)

Ratings

(2)

Value

X

7,653,610

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

9.9%

(7)

X

7,653,610

Beverages

-

0.3%

$

492

City

Brewing

Company,

LLC,

Term

Loan

8.760%

3-Month

LIBOR

3.500%

4/05/28

CCC

$

243,787

Total

Beverages

243,787

Chemicals

-

0.5%

280

Herens

US

Holdco

Corp,

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

B2

242,235

176

Lonza

Group

AG,

Term

Loan

B,

First

Lien

9.159%

3-Month

LIBOR

4.000%

7/03/28

N/R

152,369

Total

Chemicals

394,604

Commercial

Services

&

Supplies

-

0.9%

216

Gopher

Resource,

LLC,

Term

Loan,

First

Lien

8.404%

1-Month

LIBOR

3.250%

1/28/25

CCC+

172,411

496

Prime

Security

Services

Borrower,

LLC,

Term

Loan

7.844%

1-Month

LIBOR

2.750%

9/23/26

BB

493,722

Total

Commercial

Services

&

Supplies

666,133

Communications

Equipment

-

0.6%

497

EOS

Finco

Sarl,

Term

Loan

10.909%

TSFR3M

6.000%

8/03/29

B

493,976

Total

Communications

Equipment

493,976

Construction

&

Engineering

-

0.6%

492

Aegion

Corporation,

Term

Loan

9.904%

1-Month

LIBOR

4.750%

5/17/28

B2

484,496

Total

Construction

&

Engineering

484,496

Diversified

Consumer

Services

-

0.1%

195

TMK

Hawk

Parent

Corp.,

Term

Loan

B

8.462%

3-Month

LIBOR

3.500%

8/30/24

CC

111,394

Total

Diversified

Consumer

Services

111,394

Entertainment

-

0.0%

36

Diamond

Sports

Group,

LLC,

Term

Loan

13.064%

SOFR90A

8.150%

5/19/26

N/R

27,631

Total

Entertainment

27,631

Health

Care

Equipment

&

Supplies

-

1.3%

496

Bausch

&

Lomb,

Inc.,

Term

Loan

8.457%

SOFR90A

3.250%

5/05/27

BB-

480,819

500

Medline

Borrower,

LP,

Term

Loan

B

8.404%

1-Month

LIBOR

3.250%

10/21/28

BB-

484,769

Total

Health

Care

Equipment

&

Supplies

965,588

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Coupon

(7)

Reference

Rate

(7)

Spread

(7)

Maturity

(8)

Ratings

(2)

Value

Health

Care

Providers

&

Services

-

0.6%

$

1

Da

Vinci

Purchaser

Corp.,

Term

Loan

9.476%

3-Month

LIBOR

4.000%

11/26/26

B

$

843

2

Onex

TSG

Intermediate

Corp.,

Term

Loan

B

10.057%

3-Month

LIBOR

4.750%

2/26/28

B

2,209

496

Parexel

International

Corporation,

Term

Loan,

First

Lien

8.404%

1-Month

LIBOR

3.250%

11/15/28

B1

480,706

2

US

Radiology

Specialists,

Inc.,

Term

Loan

10.503%

SOFR30A

5.250%

12/15/27

B-

1,737

Total

Health

Care

Providers

&

Services

485,495

Hotels,

Restaurants

&

Leisure

-

1.1%

186

Caesars

Resort

Collection,

LLC,

Term

Loan

B,

First

Lien,

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

BB

184,882

484

ClubCorp

Holdings,

Inc.,

Term

Loan

B

7.904%

1-Month

LIBOR

2.750%

9/18/24

B-

456,076

241

Life

Time

Fitness

Inc

,

Term

Loan

B

9.800%

TSFR3M

4.500%

1/15/26

BB-

240,174

Total

Hotels,

Restaurants

&

Leisure

881,132

Insurance

-

0.3%

250

Asurion

LLC,

Term

Loan

B3,

Second

Lien

10.404%

1-Month

LIBOR

5.250%

2/03/28

B

206,564

Total

Insurance

206,564

Pharmaceuticals

-

0.8%

592

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan

8.654%

1-Month

LIBOR

3.500%

5/05/28

BB+

591,220

Total

Pharmaceuticals

591,220

Real

Estate

Management

&

Development

-

0.6%

264

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

8.503%

SOFR30A

3.250%

1/31/30

BB

246,963

209

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B

7.904%

1-Month

LIBOR

2.750%

8/21/25

BB

203,634

Total

Real

Estate

Management

&

Development

450,597

Software

-

1.0%

493

Ceridian

HCM

Holding

Inc.,

Term

Loan

B

7.763%

1

+

3

Month

LIBOR

2.500%

4/30/25

Ba3

491,442

249

Open

Text

Corporation,

Term

Loan

B

8.753%

SOFR30A

3.500%

8/25/29

BBB-

249,167

Total

Software

740,609

Specialty

Retail

-

0.7%

105

Belron

Finance

US

LLC,

Term

Loan

7.832%

SOFR90A

2.750%

4/06/29

BBB-

104,738

418

PetSmart,

Inc.,

Term

Loan

B

9.003%

SOFR30A

3.750%

2/12/28

BB

412,552

Total

Specialty

Retail

517,290

Transportation

Infrastructure

-

0.5%

398

Brown

Group

Holding,

LLC,

Term

Loan

B2

8.940%

TSFR1M

+

TSFR3M

3.750%

6/09/29

B+

393,094

Total

Transportation

Infrastructure

393,094

Total

Variable

Rate

Senior

Loan

Interests

(cost

$8,070,198)

7,653,610

9

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

2,695,482

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

3.5%

X

2,695,482

Automobiles

-

0.3%

$

225

General

Motors

Financial

Co

Inc

5.700%

N/A

(9)

BB+

$

196,868

Total

Automobiles

196,868

Banks

-

0.8%

300

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

Ba1

254,328

150

Fifth

Third

Bancorp

4.500%

N/A

(9)

Baa3

129,326

150

Huntington

Bancshares

Inc/OH

5.625%

N/A

(9)

Baa3

132,375

70

PNC

Financial

Services

Group

Inc/The

(3)

6.200%

N/A

(9)

Baa2

64,706

80

PNC

Financial

Services

Group

Inc/The

5.000%

N/A

(9)

Baa2

68,278

Total

Banks

649,013

Consumer

Finance

-

0.6%

500

Ally

Financial

Inc

6.700%

2/14/33

Baa3

439,621

Total

Consumer

Finance

439,621

Electric

Utilities

-

0.3%

250

NRG

Energy

Inc,

144A

10.250%

N/A

(9)

Ba3

236,875

Total

Electric

Utilities

236,875

Independent

Power

Producers

&

Energy

Traders

-

0.3%

275

Vistra

Corp,

144A

7.000%

N/A

(9)

Ba3

241,890

Total

Independent

Power

Producers

&

Energy

Traders

241,890

Insurance

-

0.3%

310

Enstar

Finance

LLC

5.750%

9/01/40

BBB-

257,012

Total

Insurance

257,012

Media

-

0.3%

280

Paramount

Global

6.375%

3/30/62

Baa3

224,347

Total

Media

224,347

Oil,

Gas

&

Consumable

Fuels

-

0.3%

235

Energy

Transfer

LP

6.500%

N/A

(9)

BB

205,625

Total

Oil,

Gas

&

Consumable

Fuels

205,625

Trading

Companies

&

Distributors

-

0.3%

250

AerCap

Global

Aviation

Trust,

144A

6.500%

6/15/45

Baa3

244,231

Total

Trading

Companies

&

Distributors

244,231

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$2,851,239)

2,695,482

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

2,387,217

SOVEREIGN

DEBT

-

3.1%

X

2,387,217

Angola

-

0.4%

$

400

Angolan

Government

International

Bond

,

144A

8.750%

4/14/32

B-

$

335,396

Total

Angola

335,396

Colombia

-

0.2%

200

Colombia

Government

International

Bond

7.500%

2/02/34

Baa2

191,619

Total

Colombia

191,619

Costa

Rica

-

0.3%

200

Costa

Rica

Government

International

Bond

,

144A

6.550%

4/03/34

BB-

201,950

Total

Costa

Rica

201,950

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

10

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Ecuador

-

0.2%

$

400

Ecuador

Government

International

Bond

,

Reg

S

2.500%

7/31/35

N/R

$

136,508

Total

Ecuador

136,508

Hungary

-

0.3%

200

Magyar

Export-Import

Bank

Zrt

,

144A

6.125%

12/04/27

BBB

198,464

Total

Hungary

198,464

Jordan

-

0.4%

300

Jordan

Government

International

Bond

,

144A

7.750%

1/15/28

BB-

300,960

Total

Jordan

300,960

Morocco

-

0.3%

210

Morocco

Government

International

Bond

,

144A

6.500%

9/08/33

BB+

213,833

Total

Morocco

213,833

Namibia

-

0.3%

200

Namibia

International

Bonds

,

144A

5.250%

10/29/25

B1

189,500

Total

Namibia

189,500

Oman

-

0.2%

200

Oman

Government

International

Bond

,

144A

6.500%

3/08/47

BB

182,309

Total

Oman

182,309

Republic

of

Serbia

-

0.2%

200

Serbia

International

Bond

,

144A

6.250%

5/26/28

BB+

198,094

Total

Republic

of

Serbia

198,094

Senegal

-

0.3%

300

Senegal

Government

International

Bond

,

144A

6.250%

5/23/33

Ba3

238,584

Total

Senegal

238,584

Total

Sovereign

Debt

(cost

$2,549,375)

2,387,217

Principal

Amount

(000)

Description

(1),(10)

Coupon

Maturity

Ratings

(2)

Value

X

918,181

CONTINGENT

CAPITAL

SECURITIES

-

1.2%

X

918,181

Banks

-

0.8%

$

200

Banco

Bilbao

Vizcaya

Argentaria

SA

6.500%

N/A

(9)

Ba2

$

185,134

300

ING

Groep

NV

6.500%

N/A

(9)

BBB

277,920

200

Societe

Generale

SA,

144A

8.000%

N/A

(9)

BB

187,000

Total

Banks

650,054

Capital

Markets

-

0.4%

350

Deutsche

Bank

AG

6.000%

N/A

(9)

Ba2

268,127

Total

Capital

Markets

268,127

Total

Contingent

Capital

Securities

(cost

$985,024)

918,181

Shares  

Description

(1)

Coupon

Ratings

(2)

Value

X

192,726

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

0.3%

X

192,726

Oil,

Gas

&

Consumable

Fuels

-

0.3%

7,660

NuStar

Energy

LP

12.262%

B2

$

192,726

Total

Oil,

Gas

&

Consumable

Fuels

192,726

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$153,388)

192,726

11

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Shares

Description

(1)

Value

X

313

COMMON

STOCKS

-

0.0%

X

313

Road

&

Rail

-

0.0%

8,907

Jack

Cooper

Enterprises

Inc

(6),(11)

$

89

Total

Road

&

Rail

89

Semiconductors

&

Semiconductor

Equipment

-

0.0%

130

Bright

Bidco

BV

(6),(11)

224

Total

Semiconductors

&

Semiconductor

Equipment

224

Total

Common

Stocks

(cost

$–)

313

Total

Long-Term

Investments

(cost

$84,820,600)

78,152,453

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  4.2%

3,266,418

MONEY

MARKET

FUNDS

-

4.2%

X

3,266,418

3,266,418

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(12)

5.110%(13)

$

3,266,418

Total

Money

Market

Funds

(cost

$3,266,418)

$

3,266,418

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$3,266,418)

3,266,418

Total

Investments

(cost

$88,087,018

)

-

105.6%

81,418,871

Other

Assets

&

Liabilities,

Net

-  (5.6)%

(4,288,818)

Net

Assets

-

100%

$

77,130,053

Nuveen

Credit

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

12

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

46,880,195

$

–

$

46,880,195

Asset-Backed

and

Mortgage-Backed

Securities

–

17,424,729

–

17,424,729

Variable

Rate

Senior

Loan

Interests

–

7,653,610

–

7,653,610

$1,000

Par

(or

similar)

Institutional

Preferred

–

2,695,482

–

2,695,482

Sovereign

Debt

–

2,387,217

–

2,387,217

Contingent

Capital

Securities

–

918,181

–

918,181

$25

Par

(or

similar)

Retail

Preferred

192,726

–

–

192,726

Common

Stocks

–

–

313

313

Investments

Purchased

with

Collateral

from

Securities

Lending

3,266,418

–

–

3,266,418

Total

$

3,459,144

$

77,959,414

$

313

$

81,418,871

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$3,123,287.

(4)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(5)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(6)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(7)

Senior

loans

generally

pay

interest

at

rates

which

are

periodically

adjusted

by

reference

to

a

base

short-term,

floating

lending

rate

(Reference

Rate)

plus

an

assigned

fixed

rate

(Spread).

These

floating

lending

rates

are

generally

(i)

the

lending

rate

referenced

by

the

London

Inter-Bank

Offered

Rate

("LIBOR"),

or

(ii)

the

prime

rate

offered

by

one

or

more

major

United

States

banks.

Senior

loans

may

be

considered

restricted

in

that

the

Fund

ordinarily

is

contractually

obligated

to

receive

approval

from

the

agent

bank

and/or

borrower

prior

to

the

disposition

of

a

senior

loan.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(8)

Senior

loans

generally

are

subject

to

mandatory

and/or

optional

prepayment.

Because

of

these

mandatory

prepayment

conditions

and

because

there

may

be

significant

economic

incentives

for

a

borrower

to

prepay,

prepayments

of

senior

loans

may

occur.

As

a

result,

the

actual

remaining

maturity

of

senior

loans

held

may

be

substantially

less

than

the

stated

maturities

shown.

(9)

Perpetual

security.

Maturity

date

is

not

applicable.

(10)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(11)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(12)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(13)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

LIBOR

London

Inter-Bank

Offered

Rate

PIK

Payment-in-kind

(“PIK”)

security.  Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.  The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR

90A

90

Day

Average

Secured

Overnight

Financing

Rate

TBD

Senior

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

13

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

14

Nuveen

Strategic

Income

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

96.4%   

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

46.8%

X

308,877,990

$

1,269

Aaset

2021-2

Trust,

2021

2A,

144A

2.798%

1/15/47

A1

$

1,086,039

600

ACRE

Commercial

Mortgage

2021-FL4

Ltd,

(1-Month

LIBOR

reference

rate

+

2.600%

spread),

2021

FL4,

144A(3)

7.711%

12/18/37

N/R

574,052

1,500

Adams

Outdoor

Advertising

LP,

2018

1,

144A

7.356%

11/15/48

BB

1,353,280

1,525

Adams

Outdoor

Advertising

LP,

2018

1,

144A

4.810%

11/15/48

A

1,448,159

750

Affirm

Asset

Securitization

Trust

2021-B,

2021

B,

144A

2.540%

8/17/26

N/R

677,547

1,400

AGL

CLO

19

Ltd,

(TSFR3M

reference

rate

+

2.750%

spread),

2022

19A,

144A(3)

7.806%

7/21/35

AA

1,403,965

2,500

Alen

2021-ACEN

Mortgage

Trust,

(1-Month

LIBOR

reference

rate

+

4.000%

spread),

2021

ACEN,

144A(3)

9.107%

4/15/34

BB-

1,615,818

636

Ameriquest

Mortgage

Securities

Inc

Asset

Back

Ser

2004-R1,

(1-Month

LIBOR

reference

rate

+

0.600%

spread),

2004

R1(3)

2.788%

2/25/34

A

586,081

1,000

AMSR

2019-SFR1

Trust,

2019

SFR1,

144A

3.247%

1/19/39

A1

909,218

1,482

AMSR

2020-SFR1

Trust,

2020

SFR1,

144A

2.419%

4/17/37

Aa2

1,375,644

1,000

Angel

Oak

Mortgage

Trust

2019-5,

2019

5,

144A

3.957%

10/25/49

BB+

856,213

1,900

Angel

Oak

Mortgage

Trust

2020-1,

2020

1,

144A

3.161%

12/25/59

A-

1,653,228

420

Arroyo

Mortgage

Trust

2019-3,

2019

3,

144A

3.416%

10/25/48

AA-

386,783

1,300

Ashford

Hospitality

Trust

2018-KEYS,

(1-Month

LIBOR

reference

rate

+

1.850%

spread),

2018

KEYS,

144A(3)

6.958%

6/15/35

A3

1,239,821

850

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2021

1A,

144A

2.130%

8/20/27

BBB

739,756

2,000

BAMLL

Commercial

Mortgage

Securities

Trust

2022-

DKLX,

(TSFR1M

reference

rate

+

3.000%

spread),

2022

DKLX,

144A(3)

8.060%

1/15/39

Baa3

1,917,257

1,115

BANK

2017-BNK5,

2017

BNK5

4.190%

6/15/60

A-

952,675

700

BANK

2017-BNK8,

2017

BNK8

4.095%

11/15/50

A-

559,229

2,700

BANK

2019-BNK18,

2019

BN18

4.214%

5/15/62

A-

2,092,102

2,500

BANK

2019-BNK21,

2019

BN21,

144A

2.500%

10/17/52

BBB

1,428,395

1,700

Benchmark

2018-B2

Mortgage

Trust,

2018

B2

4.293%

2/15/51

A-

1,396,001

1,000

Benchmark

2019-B14

Mortgage

Trust,

2019

B14,

144A

2.500%

12/15/62

BBB

573,771

1,500

Benchmark

2020-B18

Mortgage

Trust,

2020

B18,

144A

4.139%

7/15/53

B-

1,292,047

1,000

Benchmark

2020-IG2

Mortgage

Trust,

2020

IG2,

144A

2.791%

9/15/48

Aaa

813,308

1,000

Benchmark

2020-IG3

Mortgage

Trust,

2020

IG3,

144A

3.536%

9/15/48

N/R

865,487

296

Bojangles

Issuer

LLC,

2020

1A,

144A

3.832%

10/20/50

N/R

269,656

2,625

Boyce

Park

Clo

Ltd,

(TSFR3M

reference

rate

+

3.100%

spread),

2022

1A,

144A(3)

8.156%

4/21/35

BBB-

2,325,199

1,275

BX

Commercial

Mortgage

Trust

2019-XL,

(1-Month

LIBOR

reference

rate

+

2.114%

spread),

2019

XL,

144A(3)

2.110%

10/15/36

N/R

1,242,800

1,622

BX

Commercial

Mortgage

Trust

2021-XL2,

(1-Month

LIBOR

reference

rate

+

1.846%

spread),

2021

XL2,

144A(3)

6.953%

10/15/38

N/R

1,542,153

1,095

BXP

Trust

2017-CC,

2017

CC,

144A

3.552%

8/13/37

BBB-

794,096

1,500

BXP

Trust

2021-601L,

2021

601L,

144A

2.775%

1/15/44

Baa3

920,654

494

Cars

Net

Lease

Mortgage

Notes

Series

2020-1,

2020

1A,

144A

3.100%

12/15/50

A

424,203

1,250

Cars

Net

Lease

Mortgage

Notes

Series

2020-1,

2020

1A,

144A

4.690%

12/15/50

BBB

1,080,690

1,150

CARS-DB4

LP,

2020

1A,

144A

4.520%

2/15/50

BBB

1,021,678

633

CARS-DB5

LP,

2021

1A,

144A

1.920%

8/15/51

A+

547,440

1,775

Carvana

Auto

Receivables

Trust

2021-N4,

2021

N4

2.300%

9/11/28

A-

1,651,236

705

CD

2016-CD1

Mortgage

Trust,

2016

CD1

3.631%

8/10/49

A-

555,165

1,440

CD

2017-CD3

Mortgage

Trust,

2017

CD3

3.984%

2/10/50

A

1,189,987

49

CF

2020-P1

Mortgage

Trust,

2020

P1,

144A

2.840%

4/15/25

N/R

46,850

750

CF

2020-P1

Mortgage

Trust,

2020

P1,

144A

3.603%

4/15/52

N/R

686,967

15

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

675

CF

Hippolyta

Issuer

LLC,

2020

1,

144A

2.600%

7/15/60

A-

$

565,742

1,349

CF

Hippolyta

Issuer

LLC,

2020

1,

144A

2.280%

7/15/60

A-

1,211,476

1,000

CIFC

Funding

2018-II

Ltd,

(3-Month

LIBOR

reference

rate

+

2.850%

spread),

2018

2A,

144A(3)

5.560%

4/20/31

Baa3

942,221

2,125

CIFC

Funding

2020-I

Ltd,

(3-Month

LIBOR

reference

rate

+

3.100%

spread),

2020

1A,

144A(3)

8.360%

7/15/36

BBB-

1,979,975

2,000

CIFC

Funding

2020-I

Ltd,

(3-Month

LIBOR

reference

rate

+

2.000%

spread),

2020

1A,

144A(3)

7.260%

7/15/36

A

1,916,734

500

CIFC

Funding

2020-I

Ltd,

(3-Month

LIBOR

reference

rate

+

6.250%

spread),

2020

1A,

144A(3)

11.510%

7/15/36

Ba3

457,968

1,760

CIFC

Funding

2020-II

Ltd,

(3-Month

LIBOR

reference

rate

+

3.050%

spread),

2020

2A,

144A(3)

8.300%

10/20/34

BBB-

1,630,068

385

CIFC

Funding

2020-II

Ltd,

(3-Month

LIBOR

reference

rate

+

6.500%

spread),

2020

2A,

144A(3)

11.750%

10/20/34

BB-

355,652

1,305

CIFC

Funding

2020-II

Ltd,

(3-Month

LIBOR

reference

rate

+

2.050%

spread),

2020

2A,

144A(3)

7.300%

10/20/34

A

1,243,848

2,500

CIFC

Funding

2022-IV

Ltd,

(SOFR

reference

rate

+

3.550%

spread),

2022

4A,

144A(3)

8.536%

7/16/35

BBB-

2,322,680

1,000

Citigroup

Commercial

Mortgage

Trust

2014-GC23,

2014

GC23,

144A

4.480%

7/10/47

BBB-

850,163

1,690

Citigroup

Commercial

Mortgage

Trust

2015-GC29,

2015

GC29

4.139%

4/10/48

A-

1,533,481

2,750

Citigroup

Commercial

Mortgage

Trust

2015-GC29,

2015

GC29

3.758%

4/10/48

AA-

2,556,271

850

Citigroup

Commercial

Mortgage

Trust

2021-PRM2,

(1-Month

LIBOR

reference

rate

+

1.900%

spread),

2021

PRM2,

144A(3)

7.008%

10/15/38

BBB-

808,310

1,770

Cologix

Data

Centers

US

Issuer

LLC,

2021

1A,

144A

3.300%

12/26/51

N/R

1,587,058

2,000

COMM

2013-CCRE10

Mortgage

Trust,

2013

CR10,

144A

4.820%

8/10/46

Baa3

1,819,056

1,500

COMM

2014-CCRE17

Mortgage

Trust,

2014

CR17

4.377%

5/10/47

AA-

1,380,069

1,400

COMM

2014-LC17

Mortgage

Trust,

2014

LC17

4.543%

10/10/47

A

1,307,847

3,150

Comm

2014-UBS2

Mortgage

Trust,

2014

UBS2

4.947%

3/10/47

Baa1

2,954,148

2,000

COMM

2014-UBS3

Mortgage

Trust,

2014

UBS3

4.734%

6/10/47

A3

1,855,043

2,000

COMM

2014-UBS3

Mortgage

Trust,

2014

UBS3,

144A

4.767%

6/10/47

N/R

1,374,774

2,000

COMM

2015-CCRE22

Mortgage

Trust,

2015

CR22,

144A

3.000%

3/10/48

BB-

1,450,393

1,840

COMM

2015-CCRE22

Mortgage

Trust,

2015

CR22

4.069%

3/10/48

A-

1,649,674

2,628

COMM

2015-CCRE23

Mortgage

Trust,

2015

CR23

4.300%

5/10/48

N/R

2,033,412

1,500

COMM

2015-CCRE24

Mortgage

Trust,

2015

CR24

3.463%

8/10/48

BBB-

1,194,416

500

COMM

2015-CCRE24

Mortgage

Trust,

2015

CR24

4.345%

8/10/48

A-

431,830

1,000

COMM

2015-CCRE24

Mortgage

Trust,

2015

CR24

4.345%

8/10/48

AA-

893,134

550

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25

3.768%

8/10/48

BB

418,173

3,000

COMM

2015-CCRE26

Mortgage

Trust,

2015

CR26

4.466%

10/10/48

A

2,699,277

900

COMM

2015-LC23

Mortgage

Trust,

2015

LC23

4.564%

10/10/48

A-

810,700

1,000

COMM

2019-GC44

Mortgage

Trust,

2019

GC44

3.523%

8/15/57

A-

747,583

1,500

Commercial

Mortgage

Pass

Through

Certificates,

2022

HC,

144A

4.084%

1/10/39

Baa3

1,143,539

47

Connecticut

Avenue

Securities

Trust

2018-R07,

2018

R07,

144A

7.420%

4/25/31

AA-

47,431

625

Connecticut

Avenue

Securities

Trust

2021-R03,

(SOFR30A

reference

rate

+

5.500%

spread),

2021

R03,

144A(3)

10.473%

12/25/41

N/R

579,040

850

Connecticut

Avenue

Securities

Trust

2022-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2022

R01,

144A(3)

10.973%

12/25/41

N/R

795,288

4,000

Connecticut

Avenue

Securities

Trust

2022-R02,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

R02,

144A(3)

9.473%

1/25/42

B+

3,889,331

4,000

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

3.500%

spread),

2022

R03,

144A(3)

8.473%

3/25/42

BBB-

4,089,360

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

3,250

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

6.250%

spread),

2022

R03,

144A(3)

6.349%

3/25/42

BB-

$

3,473,995

1,880

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

3.100%

spread),

2022

R04,

144A(3)

8.073%

3/25/42

BBB-

1,900,998

4,000

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

5.250%

spread),

2022

R04,

144A(3)

10.223%

3/25/42

BB-

4,087,782

3,000

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

R05,

144A(3)

6.014%

4/25/42

Ba2

2,989,254

4,000

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

7.000%

spread),

2022

R05,

144A(3)

11.973%

4/25/42

B3

4,034,803

4,000

Connecticut

Avenue

Securities

Trust

2022-R06,

(SOFR30A

reference

rate

+

3.850%

spread),

2022

R06,

144A(3)

8.823%

5/25/42

BBB-

4,095,452

4,000

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

4.650%

spread),

2022

R07,

144A(3)

9.631%

6/25/42

Aaa

4,215,890

4,000

Connecticut

Avenue

Securities

Trust

2022-R08,

(SOFR30A

reference

rate

+

5.600%

spread),

2022

R08,

144A(3)

9.528%

7/25/42

BB-

4,164,602

4,000

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

R09,

144A(3)

9.731%

9/25/42

Baa3

4,155,658

3,125

Connecticut

Avenue

Securities

Trust

2023-R01,

(SOFR30A

reference

rate

+

3.750%

spread),

2023

R01,

144A(3)

8.731%

12/25/42

BBB-

3,196,172

3,000

Crescendo

Royalty

Funding

LP,

2021

1,

144A

3.567%

12/20/51

N/R

2,723,999

1,000

CSMC

2021-NQM1,

2021

NQM1,

144A

2.130%

5/25/65

BBB

659,633

1,700

CyrusOne

Data

Centers

Issuer

I,

2023

1A,

144A

5.450%

4/20/48

BBB-

1,480,377

1,182

DB

Master

Finance

LLC,

2021

1A,

144A

2.493%

11/20/51

BBB

1,009,745

1,182

DB

Master

Finance

LLC,

2021

1A,

144A

2.045%

11/20/51

BBB

1,038,732

636

DB

Master

Finance

LLC,

2019

1A,

144A

4.021%

5/20/49

BBB

599,156

174

Diamond

Resorts

Owner

Trust

2021-1,

2021

1A,

144A

3.830%

11/21/33

BB

157,196

174

Diamond

Resorts

Owner

Trust

2021-1,

2021

1A,

144A

2.700%

11/21/33

BBB

158,354

30,450

DOLP

Trust

2021-NYC,

2021

NYC,

(I/O),

144A

0.665%

5/10/41

A-

1,183,273

980

Domino's

Pizza

Master

Issuer

LLC,

2021

1A,

144A

2.662%

4/25/51

BBB+

843,656

1,610

DRIVEN

BRANDS

FUNDING

LLC,

2020

1A,

144A

3.786%

7/20/50

BBB-

1,432,952

1,466

DRIVEN

BRANDS

FUNDING

LLC,

2020

2A,

144A

3.237%

1/20/51

BBB-

1,264,739

2,844

EWC

Master

Issuer

LLC,

2022

1A,

144A

5.500%

3/15/52

N/R

2,648,780

2,576

Fannie

Mae

Connecticut

Avenue

Securities,

2017

C06

1.800%

2/25/30

AA+

34,391

4,770

Fannie

Mae

Pool,

FN

MA4785

5.000%

10/01/52

N/R

4,698,629

2,904

Fannie

Mae

Pool,

FN

MA4805,

2022

1

4.500%

11/01/52

N/R

2,812,999

1,942

Fannie

Mae

Pool,

FN

MA4919

5.500%

2/01/53

N/R

1,940,691

16

Fannie

Mae

Pool

FN

256890,

FN

256890

6.000%

9/01/37

N/R

16,440

21

Fannie

Mae

Pool

FN

745101,

FN

745101

6.000%

4/01/32

N/R

21,334

62

Fannie

Mae

Pool

FN

745324,

FN

745324

6.000%

3/01/34

N/R

61,914

1

Fannie

Mae

Pool

FN

905597,

FN

905597,

(12-Month

LIBOR

reference

rate

+

1.875%

spread)(3)

4.125%

12/01/36

N/R

709

11

Fannie

Mae

Pool

FN

946228,

FN

946228,

(12-Month

LIBOR

reference

rate

+

1.587%

spread)(3)

3.837%

9/01/37

N/R

10,826

0(4)

Fannie

Mae

Pool

FN

AL1187,

FN

AL1187

5.500%

7/01/24

N/R

2

21

Fannie

Mae

Pool

FN

FM1108,

FN

FM1108,

2019

1108

5.000%

11/01/44

N/R

20,935

136

Fannie

Mae

Pool

FN

FM1136,

FN

FM1136,

2019

1136

5.500%

3/01/39

N/R

139,909

25

Fannie

Mae

Pool

FN

FM1137,

FN

FM1137,

2019

1137

6.000%

9/01/39

N/R

25,562

179

Fannie

Mae

REMICS,

(1-Month

LIBOR

reference

rate

+

5.950%

spread),

2013

98,

(I/O)(3)

0.812%

9/25/43

N/R

19,483

87

Flagstar

Mortgage

Trust

2017-2,

2017

2,

144A

4.013%

10/25/47

Aa2

77,475

1,303

Flagstar

Mortgage

Trust

2021-10INV,

2021

10INV,

144A

3.000%

10/25/51

Aa1

1,062,185

17

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

2,624

Flagstar

Mortgage

Trust

2021-4,

2021

4,

144A

2.500%

6/01/51

AAA

$

2,053,093

11,521

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML12,

(I/O)

1.223%

7/25/41

AA+

1,159,918

943

Freddie

Mac

STACR

REMIC

Trust

2021-DNA5,

(SOFR30A

reference

rate

+

1.650%

spread),

2021

DNA5,

144A(3)

6.623%

1/25/34

BBB

935,426

2,000

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

7.500%

spread),

2021

DNA6,

144A(3)

12.473%

10/25/41

N/R

1,896,085

2,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

3.400%

spread),

2022

DNA1,

144A(3)

8.373%

1/25/42

B+

1,886,251

2,550

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

2.500%

spread),

2022

DNA1,

144A(3)

7.473%

1/25/42

BB

2,429,801

1,355

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

DNA2,

144A(3)

9.723%

2/25/42

B+

1,318,693

4,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

3.750%

spread),

2022

DNA2,

144A(3)

8.723%

2/25/42

BB

3,987,270

1,239

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

2.400%

spread),

2022

DNA2,

144A(3)

7.373%

2/25/42

BBB

1,224,460

4,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

4.350%

spread),

2022

DNA3,

144A(3)

9.323%

4/25/42

BB

4,047,990

4,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

2.900%

spread),

2022

DNA3,

144A(3)

7.873%

4/25/42

BBB

3,992,229

4,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

5.650%

spread),

2022

DNA3,

144A(3)

8.647%

4/25/42

B+

3,978,135

4,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA6,

(SOFR30A

reference

rate

+

3.700%

spread),

2022

DNA6,

144A(3)

8.673%

9/25/42

BBB-

4,131,984

2,900

Freddie

Mac

STACR

REMIC

Trust

2022-HQA1,

(SOFR30A

reference

rate

+

7.000%

spread),

2022

HQA1,

144A(3)

9.997%

3/25/42

B-

2,937,252

920

Freddie

Mac

STACR

REMIC

Trust

2022-HQA1,

(SOFR30A

reference

rate

+

3.500%

spread),

2022

HQA1,

144A(3)

8.473%

3/25/42

BBB-

931,352

137

Freddie

Mac

Strips,

(1-Month

LIBOR

reference

rate

+

5.920%

spread),

2014

327,

(I/O)(3)

0.813%

3/15/44

N/R

12,673

845

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

(SOFR30A

reference

rate

+

3.650%

spread),

2021

DNA7,

144A(3)

8.210%

11/25/41

B+

834,010

4,000

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

(SOFR30A

reference

rate

+

4.000%

spread),

2022

HQA2,

144A(3)

8.973%

7/25/42

Baa3

4,095,989

500

Goldentree

Loan

Opportunities

IX

Ltd,

(3-Month

LIBOR

reference

rate

+

5.660%

spread),

2014

9A,

144A(3)

10.959%

10/29/29

BB-

459,625

7,541

Government

National

Mortgage

Association,

(SOFR30A

reference

rate

+

6.250%

spread),

2020

133,

(I/O)(3)

1.319%

9/20/50

N/R

947,946

1,081

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

1.450%

spread),

2018

TWR,

144A(3)

3.449%

7/15/31

A-

906,418

1,500

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

1.850%

spread),

2018

TWR,

144A(3)

6.957%

7/15/31

B+

1,042,500

2,600

GS

Mortgage

Securities

Corp

Trust

2021-ARDN,

(1-Month

LIBOR

reference

rate

+

1.250%

spread),

2021

ARDN,

144A(3)

6.357%

11/15/36

AAA

2,525,305

2,000

GS

Mortgage

Securities

Corp

Trust

2021-ARDN,

(1-Month

LIBOR

reference

rate

+

3.350%

spread),

2021

ARDN,

144A(3)

8.457%

11/15/36

N/R

1,884,229

1,000

GS

Mortgage

Securities

Trust

2016-GS3,

2016

GS3

3.989%

10/10/49

A-

821,591

1,200

GS

Mortgage

Securities

Trust

2016-GS4,

2016

GS4

3.953%

11/10/49

A-

978,667

1,425

GS

Mortgage

Securities

Trust

2019-GC38,

2019

GC38

4.158%

2/10/52

AAA

1,291,815

1,000

GS

Mortgage

Securities

Trust

2020-GSA2,

2020

GSA2

2.012%

12/12/53

AAA

798,079

138

GS

Mortgage-Backed

Securities

Corp

Trust

2019-PJ2,

2019

PJ2,

144A

4.000%

11/25/49

Aaa

129,741

7

GS

Mortgage-Backed

Securities

Corp

Trust

2019-PJ2,

2019

PJ2,

144A

4.000%

11/25/49

Aaa

6,250

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

169

GS

Mortgage-Backed

Securities

Corp

Trust

2021-PJ5,

2021

PJ5,

144A

2.500%

10/25/51

AAA

$

132,519

2,568

GS

Mortgage-Backed

Securities

Trust

2021-PJ6,

2021

PJ6,

144A

2.500%

11/25/51

Aa1

2,009,188

1,727

GS

Mortgage-Backed

Securities

Trust

2021-PJ7,

2021

PJ7,

144A

2.500%

1/25/52

AAA

1,350,913

349

GS

Mortgage-Backed

Securities

Trust

2021-PJ8,

2021

PJ8,

144A

2.500%

1/25/52

Aaa

273,293

2,933

Hardee's

Funding

LLC,

2020

1A,

144A

3.981%

12/20/50

BBB

2,508,827

750

Hertz

Vehicle

Financing

LLC,

2021

1A,

144A

2.050%

12/26/25

Baa2

696,707

1,000

HI-FI

Music

IP

Issuer

LP,

2022

1A,

144A

3.939%

2/01/62

N/R

917,143

435

Hilton

Grand

Vacations

Trust

2019-A,

2019

AA,

144A

2.840%

7/25/33

A-

404,005

1,900

Horizon

Aircraft

Finance

II

Ltd,

2019

1,

144A

3.721%

7/15/39

BBB

1,624,221

890

Horizon

Aircraft

Finance

III

Ltd,

2019

2,

144A

3.425%

11/15/39

BBB+

709,608

1,000

Hotwire

Funding

LLC,

2021

1,

144A

2.658%

11/20/51

BBB

857,653

1,025

Hpefs

Equipment

Trust

2022-2,

2022

2A,

144A

4.940%

3/20/30

Aa1

1,003,572

1,000

Hudson

Yards

2019-55HY

Mortgage

Trust,

2019

55HY,

144A

2.943%

12/10/41

N/R

669,778

1,000

ILPT

Commercial

Mortgage

Trust

2022-LPF2,

(TSFR1M

reference

rate

+

2.744%

spread),

2022

LPF2,

144A(3)

7.803%

10/15/39

Aaa

990,175

509

Impac

Secured

Assets

CMN

Owner

Trust,

2000

3

8.000%

10/25/30

N/R

452,039

353

Imperial

Fund

Mortgage

Trust

2020-NQM1,

2020

NQM1,

144A

2.051%

10/25/55

AA

315,882

2,000

Imperial

Fund

Mortgage

Trust

2020-NQM1,

2020

NQM1,

144A

3.531%

10/25/55

A

1,688,412

450

Imperial

Fund

Mortgage

Trust

2021-NQM1,

2021

NQM1,

144A

2.383%

6/25/56

BBB+

296,967

385

Imperial

Fund

Mortgage

Trust

2021-NQM1,

2021

NQM1,

144A

1.617%

6/25/56

AA-

321,811

1,250

Industrial

DPR

Funding

Ltd,

2022

1A,

144A

5.380%

4/15/34

BBB

1,073,163

2,488

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2022-NLP,

(TSFR1M

reference

rate

+

2.608%

spread),

2022

NLP,

144A(3)

6.943%

4/15/37

N/R

2,185,921

1,662

Jonah

Energy

Abs

I

LLC,

2022

1,

144A

7.200%

11/20/37

A-

1,644,441

186

JP

Morgan

Alternative

Loan

Trust

2007-S1,

(1-Month

LIBOR

reference

rate

+

0.560%

spread),

2007

S1(3)

5.698%

4/25/47

BBB+

174,993

388

JP

Morgan

Mortgage

Trust

2018-3,

2018

3,

144A

3.500%

9/25/48

Aaa

340,556

125

JP

Morgan

Mortgage

Trust

2018-4,

2018

4,

144A

3.500%

10/25/48

Aaa

110,462

517

JP

MORGAN

MORTGAGE

TRUST

2018-5,

2018

5,

144A

3.500%

10/25/48

Aaa

450,442

870

JP

Morgan

Mortgage

Trust

2018-6,

2018

6,

144A

3.893%

12/25/48

Baa3

733,168

79

JP

Morgan

Mortgage

Trust

2019-1,

2019

1,

144A

4.000%

5/25/49

AAA

73,864

37

JP

Morgan

Mortgage

Trust

2019-INV1,

(1-Month

LIBOR

reference

rate

+

0.950%

spread),

2019

INV1,

144A(3)

5.970%

10/25/49

Aaa

35,339

232

JP

Morgan

Mortgage

Trust

2020-1,

2020

1,

144A

3.832%

6/25/50

Aa1

199,013

422

JP

Morgan

Mortgage

Trust

2021-11,

2021

11,

144A

2.500%

1/25/52

Aa1

330,407

292

JP

Morgan

Mortgage

Trust

2021-7,

2021

7,

144A

2.500%

11/25/51

Aaa

228,798

192

JP

Morgan

Mortgage

Trust

2021-8,

2021

8,

144A

2.500%

12/25/51

AAA

150,814

2,500

JPMBB

Commercial

Mortgage

Securities

Trust

2015-

C31,

2015

C31

4.622%

8/15/48

N/R

2,189,728

1,400

JPMBB

Commercial

Mortgage

Securities

Trust

2016-C1,

2016

C1,

144A

4.202%

3/17/49

BBB

1,140,577

2,000

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

2017

JP6

3.706%

7/15/50

A-

1,591,516

1,335

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP7,

2017

JP7

3.632%

9/15/50

A-

1,082,798

1,400

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP7,

2017

JP7,

144A

4.382%

9/15/50

BBB

966,813

190

Ladder

Capital

Commercial

Mortgage

2013-GCP

Mortgage

Trust,

2013

GCP,

144A

3.985%

2/15/36

AAA

171,696

1,514

Lunar

2021-1

Structured

Aircraft

Portfolio

Notes,

2021

1,

144A

5.682%

10/15/46

Ba3

1,296,192

19

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

1,500

Madison

Park

Funding

LIX

Ltd,

(3-Month

LIBOR

reference

rate

+

2.100%

spread),

2021

59A,

144A(3)

7.362%

1/18/34

A+

$

1,455,188

1,500

Madison

Park

Funding

XXXVI

Ltd,

(TSFR3M

reference

rate

+

3.500%

spread),

2019

36A,

144A(3)

5.981%

4/15/35

BBB+

1,401,733

1,500

Magnetite

XXIII

Ltd,

(3-Month

LIBOR

reference

rate

+

2.050%

spread),

2019

23A,

144A(3)

7.305%

1/25/35

A

1,433,001

123

MAPS

2018-1

Ltd,

2018

1A,

144A

4.212%

5/15/43

BBB+

110,208

405

MAPS

2021-1

Trust,

2021

1A,

144A

2.521%

6/15/46

A1

351,524

1,000

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

8.040%

9/20/27

N/R

998,921

1,000

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

9.590%

9/20/27

N/R

976,124

1,000

MetroNet

Infrastructure

Issuer

LLC,

2023

1A,

144A

8.010%

4/20/53

BBB

986,731

34,356

MFT

Trust

2020-ABC,

2020

ABC,

(I/O),

144A

0.119%

2/10/42

N/R

298,669

750

Morgan

Stanley

Capital

I

Trust

2018-H3,

2018

H3

4.177%

7/15/51

AAA

707,365

270

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2021-5,

2021

5,

144A

2.500%

8/25/51

AAA

211,599

2,000

MRCD

2019-MARK

Mortgage

Trust,

2019

PARK,

144A

2.718%

12/15/36

N/R

1,721,569

1,500

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

A-

1,295,476

500

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

BBB-

416,155

1,000

MTN

Commercial

Mortgage

Trust

2022-LPFL,

(TSFR1M

reference

rate

+

2.943%

spread),

2022

LPFL,

144A(3)

7.773%

3/15/39

Baa3

962,915

587

MVW

2019-2

LLC,

2019

2A,

144A

2.680%

10/20/38

BBB+

539,703

236

MVW

2021-1W

LLC,

2021

1WA,

144A

1.940%

1/22/41

BBB

213,531

436

MVW

Owner

Trust

2019-1,

2019

1A,

144A

3.330%

11/20/36

BBB+

410,117

1,500

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(TSFR1M

reference

rate

+

4.329%

spread),

2019

MILE,

144A(3)

9.389%

7/15/36

N/R

1,082,190

1,500

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(TSFR1M

reference

rate

+

3.579%

spread),

2019

MILE,

144A(3)

8.639%

7/15/36

N/R

1,225,509

1,100

Navistar

Financial

Dealer

Note

Master

Owner

Trust

II,

(SOFR30A

reference

rate

+

1.800%

spread),

2022

1,

144A(3)

6.731%

5/25/27

Aa1

1,102,884

1,000

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd,

(3-Month

LIBOR

reference

rate

+

2.750%

spread),

2021

40A,

144A(3)

8.010%

4/16/33

BBB-

933,366

660

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd,

(3-Month

LIBOR

reference

rate

+

5.850%

spread),

2021

40A,

144A(3)

11.110%

4/16/33

BB-

605,258

1,625

Neuberger

Berman

Loan

Advisers

CLO

48

Ltd,

(TSFR3M

reference

rate

+

3.200%

spread),

2022

48A,

144A(3)

8.268%

4/25/36

BBB-

1,471,681

101

New

Residential

Mortgage

Loan

Trust

2015-2,

2015

2A,

144A

5.375%

8/25/55

Baa1

96,043

1,000

NLT

2021-INV2

Trust,

2021

INV2,

144A

2.569%

8/25/56

BBB

661,644

1,000

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2021-1,

2021

1A,

144A

4.230%

1/20/51

BBB+

897,056

44

OBX

2018-1

Trust,

(1-Month

LIBOR

reference

rate

+

0.650%

spread),

2018

1,

144A(3)

5.788%

6/25/57

AAA

41,283

863

OBX

2021-J2

Trust,

2021

J2,

144A

2.500%

7/25/51

Aa1

675,151

2,175

OHA

Credit

Funding

4

Ltd,

(3-Month

LIBOR

reference

rate

+

3.200%

spread),

2019

4A,

144A(3)

4.336%

10/22/36

BBB-

2,054,936

1,150

One

Bryant

Park

Trust

2019-OBP,

2019

OBP,

144A

2.516%

9/15/54

Aaa

945,364

436

Oportun

Funding

XIV

LLC,

2021

A,

144A

5.400%

3/08/28

N/R

414,914

436

Oportun

Funding

XIV

LLC,

2021

A,

144A

3.440%

3/08/28

N/R

417,090

350

Oportun

Issuance

Trust

2021-C,

2021

C,

144A

5.570%

10/08/31

N/R

301,796

617

Oportun

Issuance

Trust

2021-C,

2021

C,

144A

3.610%

10/08/31

N/R

540,859

1,000

Palmer

Square

CLO

2021-3

Ltd,

(3-Month

LIBOR

reference

rate

+

2.950%

spread),

2021

3A,

144A(3)

5.462%

1/15/35

Baa3

943,635

2,500

Palmer

Square

CLO

2022-1

Ltd,

(TSFR3M

reference

rate

+

3.050%

spread),

2022

1A,

144A(3)

8.098%

4/20/35

Baa3

2,358,325

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X308,877,990.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

2,000

Palmer

Square

CLO

2023-1

Ltd,

(TSFR3M

reference

rate

+

5.300%

spread),

2023

1A,

144A(3)

10.027%

1/20/36

BBB-

$

2,020,958

250

Purchasing

Power

Funding

2021-A

LLC,

2021

A,

144A

4.370%

10/15/25

N/R

233,859

1,896

Purewest

Funding

LLC,

2021

1,

144A

4.091%

12/22/36

A-

1,798,186

15

Sequoia

Mortgage

Trust

2018-7,

2018

7,

144A

4.000%

9/25/48

Aaa

13,741

7

Sequoia

Mortgage

Trust

2019-2,

2019

2,

144A

4.000%

6/25/49

Aaa

6,830

290

Sequoia

Mortgage

Trust

2020-3,

2020

3,

144A

3.000%

4/25/50

AAA

244,293

1,444

Sesac

Finance

LLC,

2019

1,

144A

5.216%

7/25/49

N/R

1,358,853

1,167

Settlement

Fee

Finance

2019-1

LLC,

2019

1A,

144A

3.840%

11/01/49

N/R

1,134,961

200

Sierra

Timeshare

2019-2

Receivables

Funding

LLC,

2019

2A,

144A

4.540%

5/20/36

BB

189,596

183

Sierra

Timeshare

2019-3

Receivables

Funding

LLC,

2019

3A,

144A

4.180%

8/20/36

BB

173,265

156

Sierra

Timeshare

2021-1

Receivables

Funding

LLC,

2021

1A,

144A

1.790%

11/20/37

BBB

142,961

1,155

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

2.851%

7/15/41

N/R

838,290

40,180

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

0.258%

7/15/41

AA-

624,506

1,855

SMR

2022-IND

Mortgage

Trust,

(TSFR1M

reference

rate

+

3.950%

spread),

2022

IND,

144A(3)

9.009%

2/15/39

Baa3

1,733,205

1,877

Sonic

Capital

LLC,

2020

1A,

144A

3.845%

1/20/50

BBB

1,711,022

1,500

Spruce

Hill

Mortgage

Loan

Trust

2020-SH1,

2020

SH1,

144A

3.827%

1/28/50

BBB

1,313,053

934

Start

II

LTD,

2019

1,

144A

5.095%

3/15/44

BB

725,302

2,591

Taco

Bell

Funding

LLC,

2021

1A,

144A

2.294%

8/25/51

BBB

2,153,491

1,724

Taco

Bell

Funding

LLC,

2021

1A,

144A

1.946%

8/25/51

BBB

1,494,924

1,500

TCW

CLO

2021-2

Ltd,

(3-Month

LIBOR

reference

rate

+

6.860%

spread),

2021

2A,

144A(3)

6.985%

7/25/34

BB-

1,358,281

1,000

TICP

CLO

XIV

Ltd,

(3-Month

LIBOR

reference

rate

+

1.650%

spread),

2019

14A,

144A(3)

6.900%

10/20/32

AA

973,555

700

Tricon

American

Homes

2020-SFR1,

2020

SFR1,

144A

2.548%

7/17/38

A3

626,647

491

UBS-Barclays

Commercial

Mortgage

Trust

2013-C5,

2013

C5,

144A

3.649%

3/10/46

A

452,010

1,000

Unity-Peace

Park

CLO

Ltd,

(TSFR3M

reference

rate

+

2.000%

spread),

2022

1A,

144A(3)

7.048%

4/20/35

AA

976,986

3,000

VB-S1

Issuer

LLC

-

VBTEL,

2022

1A,

144A

4.288%

2/15/52

BBB-

2,717,221

600

Verus

Securitization

Trust

2019-4,

2019

4,

144A

3.207%

11/25/59

A+

531,862

806

Verus

Securitization

Trust

2020-1,

2020

1,

144A

2.724%

1/25/60

AA

760,103

249

Verus

Securitization

Trust

2020-4,

2020

4,

144A

2.321%

5/25/65

AA

232,213

2,000

Verus

Securitization

Trust

2021-8,

2021

8,

144A

3.288%

11/25/66

BBB

1,416,780

1,011

Vivint

Solar

Financing

V

LLC,

2018

1A,

144A

7.370%

4/30/48

N/R

932,657

700

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

B

556,974

1,020

VR

Funding

LLC,

2020

1A,

144A

2.790%

11/15/50

N/R

894,679

185

VR

Funding

LLC,

2020

1A,

144A

6.420%

11/15/50

N/R

169,952

47

Washington

Mutual

MSC

Mortgage

Pass-Through

Certificates

Series

2004-RA3

Trust,

2004

RA3

5.799%

8/25/38

A

45,583

968

Wells

Fargo

Mortgage

Backed

Securities

2021-INV1

Trust,

2021

INV1,

144A

3.316%

8/25/51

A

770,931

855

Wendy's

Funding

LLC,

2021

1A,

144A

2.370%

6/15/51

BBB

716,583

7

WFRBS

Commercial

Mortgage

Trust

2013-C14,

2013

C14

3.337%

6/15/46

Aaa

6,570

540

ZAXBY'S

FUNDING

LLC,

2021

1A,

144A

3.238%

7/30/51

N/R

450,906

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$338,076,720)

308,877,990

21

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

181,283,206

CORPORATE

BONDS

-

27.5%

X

181,283,206

Aerospace

&

Defense

-

0.2%

$

750

Boeing

Co/The

5.705%

5/01/40

Baa2

$

738,877

900

Raytheon

Technologies

Corp

1.900%

9/01/31

A-

722,811

Total

Aerospace

&

Defense

1,461,688

Automobile

Components

-

0.2%

1,500

Goodyear

Tire

&

Rubber

Co/The

(5)

5.000%

7/15/29

BB-

1,350,710

Total

Automobile

Components

1,350,710

Automobiles

-

0.6%

450

Ford

Motor

Credit

Co

LLC

7.350%

3/06/30

BB+

453,203

1,040

Ford

Motor

Credit

Co

LLC

3.375%

11/13/25

BB+

959,241

1,000

General

Motors

Financial

Co

Inc

3.600%

6/21/30

BBB

866,443

1,500

Hyundai

Capital

Services

Inc,

144A

2.125%

4/24/25

BBB+

1,406,096

Total

Automobiles

3,684,983

Banks

-

3.2%

1,200

Access

Bank

PLC,

144A

6.125%

9/21/26

B-

944,880

375

African

Export-Import

Bank/The,

144A

2.634%

5/17/26

Baa1

336,915

1,000

Akbank

TAS,

144A

(5)

6.800%

2/06/26

B3

919,000

1,050

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

Ba1

890,148

500

Bangkok

Bank

PCL/Hong

Kong,

144A

3.466%

9/23/36

Baa3

404,797

2,685

Bank

of

America

Corp

1.898%

7/23/31

AA-

2,136,123

950

Bank

of

America

Corp

1.922%

10/24/31

AA-

750,245

1,675

Bank

of

America

Corp

3.248%

10/21/27

AA-

1,566,935

1,035

Banque

Ouest

Africaine

de

Developement,

144A

4.700%

10/22/31

Baa1

838,350

550

Caelus

Re

VI

Ltd2020

A

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.380%

spread),

144A

(3)

10.751%

6/07/23

N/R

548,625

1,000

Citigroup

Inc

2.572%

6/03/31

A

837,225

1,350

Citigroup

Inc

1.122%

1/28/27

A

1,206,976

310

Credit

Suisse

AG/New

York

NY

3.625%

9/09/24

A-

296,682

1,475

Deutsche

Bank

AG/New

York

NY

3.961%

11/26/25

Baa1

1,401,110

1,675

Development

Bank

of

Kazakhstan

JSC,

144A

2.950%

5/06/31

Baa2

1,319,063

375

Grupo

Aval

Ltd,

144A

4.375%

2/04/30

BB+

278,329

1,000

HSBC

Holdings

PLC

4.583%

6/19/29

A+

948,409

3,050

JPMorgan

Chase

&

Co

1.953%

2/04/32

AA-

2,428,466

1,400

JPMorgan

Chase

&

Co

1.470%

9/22/27

AA-

1,240,737

1,000

Turkiye

Garanti

Bankasi

AS,

144A

7.177%

5/24/27

Caa2

881,780

800

Turkiye

Vakiflar

Bankasi

TAO,

144A

5.500%

10/01/26

B-

672,000

Total

Banks

20,846,795

Beverages

-

0.7%

1,200

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS,

144A

3.375%

6/29/28

BB+

928,642

900

Anheuser-Busch

InBev

Worldwide

Inc

4.350%

6/01/40

A-

825,463

1,200

Cia

Cervecerias

Unidas

SA,

144A

3.350%

1/19/32

A-

1,018,800

950

Constellation

Brands

Inc

2.875%

5/01/30

BBB

828,964

1,125

Primo

Water

Holdings

Inc,

144A

4.375%

4/30/29

B1

967,669

Total

Beverages

4,569,538

Biotechnology

-

0.1%

750

Amgen

Inc

5.250%

3/02/33

BBB+

752,649

Total

Biotechnology

752,649

Broadline

Retail

-

0.4%

1,450

JSM

Global

Sarl,

144A

(6)

4.750%

10/20/30

C

249,655

725

Prosus

NV,

144A

3.680%

1/21/30

BBB

603,437

2,000

Prosus

NV,

144A

3.257%

1/19/27

BBB

1,814,172

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

22

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Broadline

Retail

(continued)

$

200

Prosus

NV,

144A

4.850%

7/06/27

BBB

$

191,687

Total

Broadline

Retail

2,858,951

Capital

Markets

-

1.2%

1,000

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

883,118

860

Credit

Suisse

Group

AG

3.750%

3/26/25

Baa2

807,540

1,750

ENN

Clean

Energy

International

Investment

Ltd,

144A

3.375%

5/12/26

BBB-

1,609,730

2,300

Goldman

Sachs

Group

Inc/The

1.542%

9/10/27

A2

2,028,683

1,475

Morgan

Stanley

1.593%

5/04/27

A1

1,326,564

750

Morgan

Stanley

Bank

NA

4.754%

4/21/26

Aa3

747,081

665

NFP

Corp,

144A

7.500%

10/01/30

B1

641,346

Total

Capital

Markets

8,044,062

Chemicals

-

0.9%

1,700

Alpek

SAB

de

CV,

144A

4.250%

9/18/29

BBB-

1,521,500

950

EverArc

Escrow

Sarl,

144A

5.000%

10/30/29

B+

754,234

1,025

OCP

SA,

144A

3.750%

6/23/31

BB+

839,577

1,325

Orbia

Advance

Corp

SAB

de

CV,

144A

1.875%

5/11/26

BBB

1,194,487

500

Sasol

Financing

USA

LLC,

144A

8.750%

5/03/29

BB+

478,785

725

Sasol

Financing

USA

LLC

4.375%

9/18/26

BB+

633,957

490

Tronox

Inc,

144A

4.625%

3/15/29

BB-

397,726

Total

Chemicals

5,820,266

Commercial

Services

&

Supplies

-

0.2%

1,670

ADT

Security

Corp/The,

144A

4.875%

7/15/32

BB

1,422,589

Total

Commercial

Services

&

Supplies

1,422,589

Communications

Equipment

-

0.2%

1,250

T-Mobile

USA

Inc

2.250%

11/15/31

BBB+

1,004,987

Total

Communications

Equipment

1,004,987

Construction

Materials

-

0.4%

875

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

BB-

878,237

750

Gates

Global

LLC

/

Gates

Corp,

144A

(5)

6.250%

1/15/26

B

735,000

1,250

UltraTech

Cement

Ltd,

144A

2.800%

2/16/31

Baa3

1,024,372

Total

Construction

Materials

2,637,609

Consumer

Finance

-

0.1%

1,095

OneMain

Finance

Corp

3.500%

1/15/27

BB

911,686

Total

Consumer

Finance

911,686

Consumer

Staples

Distribution

&

Retail

-

0.4%

800

CVS

Health

Corp

4.250%

4/01/50

BBB

650,106

925

Target

Corp

2.350%

2/15/30

A

808,307

1,000

Walmart

Inc

1.050%

9/17/26

AA

901,076

Total

Consumer

Staples

Distribution

&

Retail

2,359,489

Containers

&

Packaging

-

0.3%

785

Amcor

Flexibles

North

America

Inc

2.690%

5/25/31

BBB

642,155

1,000

LABL

Inc,

144A

5.875%

11/01/28

B2

898,750

715

Mauser

Packaging

Solutions

Holding

Co,

144A

7.875%

8/15/26

B

708,650

Total

Containers

&

Packaging

2,249,555

Diversified

REITs

-

0.2%

900

Essential

Properties

LP

2.950%

7/15/31

BBB

658,959

500

SBA

Tower

Trust,

144A

1.631%

11/15/26

A2

435,919

270

SBA

Tower

Trust,

144A

1.884%

1/15/26

A2

243,793

23

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Diversified

REITs

(continued)

$

240

SBA

Tower

Trust,

144A

2.836%

1/15/25

A2

$

227,844

Total

Diversified

REITs

1,566,515

Diversified

Telecommunication

Services

-

0.4%

770

Iliad

Holding

SASU,

144A

6.500%

10/15/26

BB-

724,925

2,275

Verizon

Communications

Inc

1.750%

1/20/31

A-

1,796,386

Total

Diversified

Telecommunication

Services

2,521,311

Electric

Utilities

-

1.8%

750

AEP

Transmission

Co

LLC

5.400%

3/15/53

A2

762,495

900

AEP

Transmission

Co

LLC

3.650%

4/01/50

A2

691,845

1,035

AES

Espana

BV,

144A

5.700%

5/04/28

BB-

933,839

910

Duke

Energy

Carolinas

LLC

5.350%

1/15/53

Aa3

910,225

1,000

Duke

Energy

Carolinas

LLC

4.950%

1/15/33

Aa3

1,003,574

800

Empresas

Publicas

de

Medellin

ESP,

144A

4.375%

2/15/31

Baa3

582,042

950

Eskom

Holdings

SOC

Ltd,

144A

6.350%

8/10/28

Ba2

857,603

990

Florida

Power

&

Light

Co

4.800%

5/15/33

Aa2

989,580

1,175

Georgia

Power

Co

2.650%

9/15/29

BBB+

1,020,755

750

Interstate

Power

and

Light

Co

3.100%

11/30/51

A-

494,823

250

NPC

Ukrenergo,

144A

6.875%

11/09/28

Ca

40,625

750

Public

Service

Co

of

Colorado

2.700%

1/15/51

A1

485,715

1,500

ReNew

Wind

Energy

AP2

/

ReNew

Power

Pvt

Ltd

other

9

Subsidiaries,

144A

4.500%

7/14/28

Ba3

1,253,931

1,780

Talen

Energy

Supply

LLC,

144A

8.625%

6/01/30

BB+

1,811,684

Total

Electric

Utilities

11,838,736

Electronic

Equipment,

Instruments

&

Components

-

0.2%

1,150

Imola

Merger

Corp,

144A

4.750%

5/15/29

BB+

989,241

Total

Electronic

Equipment,

Instruments

&

Components

989,241

Energy

Equipment

&

Services

-

0.6%

1,100

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.875%

4/01/27

B+

1,051,058

2,000

EIG

Pearl

Holdings

Sarl,

144A

3.545%

8/31/36

A1

1,699,144

1,700

Galaxy

Pipeline

Assets

Bidco

Ltd,

144A

2.625%

3/31/36

Aa2

1,378,682

Total

Energy

Equipment

&

Services

4,128,884

Entertainment

-

0.1%

1,000

Warnermedia

Holdings

Inc

5.050%

3/15/42

BBB-

809,072

Total

Entertainment

809,072

Equity

Real

Estate

Investment

Trusts

-

0.3%

900

Regency

Centers

LP

2.950%

9/15/29

BBB+

782,686

1,000

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

10.500%

2/15/28

BB+

970,223

Total

Equity

Real

Estate

Investment

Trusts

1,752,909

Financial

Services

-

0.5%

500

Citrus

Re

Ltd

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.100%

spread),

144A

(3)

5.100%

6/07/25

N/R

485,000

600

DAE

Funding

LLC,

144A

3.375%

3/20/28

Baa3

545,336

500

Hestia

Re

Ltd

(1-Month

U.S.

Treasury

Bill

reference

rate

+

9.500%

spread),

144A

(3)

14.858%

4/22/25

N/R

429,700

1,000

Indian

Railway

Finance

Corp

Ltd,

144A

3.570%

1/21/32

BBB-

877,120

250

Matterhorn

Re

Ltd

(SOFR

reference

rate

+

5.250%

spread),

144A

(3)

5.889%

3/24/25

N/R

233,100

1

Putnam

RE

PTE

Ltd2020

A,

144A

(6),(7)

10.858%

6/07/24

N/R

0

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

24

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financial

Services

(continued)

$

1,000

Sanders

Re

Ltd

(3-Month

U.S.

Treasury

Bill

reference

rate

+

3.090%

spread),

144A

(3)

3.250%

4/07/25

N/R

$

956,000

Total

Financial

Services

3,526,256

Food

Products

-

0.2%

750

BRF

SA,

144A

4.875%

1/24/30

BB

604,500

1,075

Ulker

Biskuvi

Sanayi

AS,

144A

6.950%

10/30/25

B

907,526

Total

Food

Products

1,512,026

Gas

Utilities

-

0.3%

1,125

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.875%

4/01/29

B

936,876

1,050

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.375%

4/01/26

B

955,080

Total

Gas

Utilities

1,891,956

Ground

Transportation

-

0.1%

1,000

Transnet

SOC

Ltd,

144A

8.250%

2/06/28

BB-

956,930

Total

Ground

Transportation

956,930

Health

Care

Equipment

&

Supplies

-

0.1%

760

Medtronic

Global

Holdings

SCA

4.500%

3/30/33

A

749,971

Total

Health

Care

Equipment

&

Supplies

749,971

Hotels,

Restaurants

&

Leisure

-

0.5%

990

Cinemark

USA

Inc,

144A

(5)

5.250%

7/15/28

B+

866,636

750

GENM

Capital

Labuan

Ltd,

144A

3.882%

4/19/31

BBB

600,422

1,000

NCL

Corp

Ltd,

144A

5.875%

3/15/26

B-

907,147

1,135

Sands

China

Ltd

3.750%

8/08/31

Baa2

912,341

Total

Hotels,

Restaurants

&

Leisure

3,286,546

Household

Products

-

0.1%

875

Clorox

Co/The

1.800%

5/15/30

BBB+

719,599

Total

Household

Products

719,599

Independent

Power

And

Renewable

Electricity

Producers

-

0.1%

875

Israel

Electric

Corp

Ltd,

144A

,

Reg

S

3.750%

2/22/32

BBB+

753,252

Total

Independent

Power

And

Renewable

Electricity

Producers

753,252

Independent

Power

Producers

&

Energy

Traders

-

0.5%

1,194

Alfa

Desarrollo

SpA2021

1,

144A

4.550%

9/27/51

BBB-

863,920

1,500

EnfraGen

Energia

Sur

SA

/

EnfraGen

Spain

SA

/

Prime

Energia

SpA,

144A

5.375%

12/30/30

BBB-

961,697

1,461

Sweihan

PV

Power

Co

PJSC2022

1,

144A

3.625%

1/31/49

BBB+

1,179,152

617

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

BB

462,855

Total

Independent

Power

Producers

&

Energy

Traders

3,467,624

Insurance

-

0.7%

1,000

Berkshire

Hathaway

Finance

Corp

2.875%

3/15/32

AA

886,615

500

Bonanza

RE

Ltd2020

A

(3-Month

U.S.

Treasury

Bill

reference

rate

+

4.870%

spread),

144A

(3)

10.245%

12/23/24

N/R

430,150

250

Bonanza

RE

Ltd

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.750%

spread),

144A

(3)

11.108%

3/16/25

N/R

206,525

900

Hartford

Financial

Services

Group

Inc/The

2.800%

8/19/29

BBB+

784,091

250

Kendall

Re

Ltd2020

A

(3-Month

U.S.

Treasury

Bill

reference

rate

+

4.000%

spread),

144A

(3)

4.040%

5/02/24

N/R

237,575

550

Residential

Reinsurance

2020

Ltd2020

A

(3-Month

U.S.

Treasury

Bill

reference

rate

+

6.180%

spread),

144A

(3)

6.510%

12/06/24

N/R

523,325

500

Vitality

Re

XII

Ltd2020

A

(3-Month

U.S.

Treasury

Bill

reference

rate

+

2.250%

spread),

144A

(3)

2.250%

1/07/25

BBB+

489,350

25

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Insurance

(continued)

$

1,000

Vitality

Re

XIV

Ltd

(3-Month

U.S.

Treasury

Bill

reference

rate

+

3.500%

spread),

144A

(3)

8.863%

1/05/27

BBB+

$

999,500

Total

Insurance

4,557,131

Interactive

Media

&

Services

-

0.2%

1,100

Arches

Buyer

Inc,

144A

4.250%

6/01/28

B1

931,379

535

Baidu

Inc

1.625%

2/23/27

A

473,896

Total

Interactive

Media

&

Services

1,405,275

IT

Services

-

0.3%

2,075

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

1,685,937

Total

IT

Services

1,685,937

Marine

Transportation

-

0.2%

1,740

MISC

Capital

Two

Labuan

Ltd,

144A

3.750%

4/06/27

BBB

1,644,100

Total

Marine

Transportation

1,644,100

Media

-

0.8%

1,000

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

6.375%

9/01/29

BB+

932,670

1,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.900%

6/01/52

BBB-

629,037

1,300

Comcast

Corp

2.800%

1/15/51

A-

850,229

350

CSC

Holdings

LLC,

144A

11.250%

5/15/28

B1

331,625

1,500

CSC

Holdings

LLC,

144A

4.125%

12/01/30

B1

1,041,238

925

LCPR

Senior

Secured

Financing

DAC,

144A

5.125%

7/15/29

BB+

766,728

1,000

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

BB

837,352

Total

Media

5,388,879

Metals

&

Mining

-

0.8%

700

AngloGold

Ashanti

Holdings

PLC

3.375%

11/01/28

Baa3

618,527

1,675

AngloGold

Ashanti

Holdings

PLC

3.750%

10/01/30

Baa3

1,433,353

750

Antofagasta

PLC,

144A

5.625%

5/13/32

BBB+

736,759

1,120

Freeport

Indonesia

PT,

144A

5.315%

4/14/32

Baa3

1,048,465

2,000

SunCoke

Energy

Inc,

144A

4.875%

6/30/29

BB

1,646,582

Total

Metals

&

Mining

5,483,686

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0.3%

2,000

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.625%

3/01/29

Ba1

1,649,321

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

1,649,321

Multi-Utilities

-

0.1%

900

Ameren

Illinois

Co

4.950%

6/01/33

A1

901,820

Total

Multi-Utilities

901,820

Office

REITs

-

0.3%

2,000

Piedmont

Operating

Partnership

LP

3.400%

6/01/23

BBB

2,000,000

Total

Office

REITs

2,000,000

Oil,

Gas

&

Consumable

Fuels

-

3.1%

800

Cosan

SA,

144A

5.500%

9/20/29

BB

728,542

575

Ecopetrol

SA

6.875%

4/29/30

Baa3

514,705

450

Ecopetrol

SA

4.625%

11/02/31

Baa3

342,051

1,000

Ecopetrol

SA

5.875%

11/02/51

Baa3

641,326

100

Ecopetrol

SA

5.875%

5/28/45

Baa3

65,828

300

Empresa

Nacional

del

Petroleo,

144A

6.150%

5/10/33

A-

298,005

900

Empresa

Nacional

del

Petroleo,

144A

3.450%

9/16/31

A-

746,663

826

Energean

Israel

Finance

Ltd,

144A

,

Reg

S

5.375%

3/30/28

BB-

735,884

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

26

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Oil,

Gas

&

Consumable

Fuels

(continued)

$

750

Energy

Transfer

LP

5.000%

5/15/50

BBB-

$

613,509

1,000

Enterprise

Products

Operating

LLC

5.350%

1/31/33

A-

1,019,293

900

Enterprise

Products

Operating

LLC

4.450%

2/15/43

A-

772,743

1,000

EQM

Midstream

Partners

LP

6.500%

7/15/48

BB

816,881

1,175

Kinder

Morgan

Energy

Partners

LP

5.800%

3/15/35

BBB

1,163,761

500

Medco

Laurel

Tree

Pte

Ltd,

144A

6.950%

11/12/28

B+

438,189

1,000

MEG

Energy

Corp,

144A

5.875%

2/01/29

BB-

944,279

850

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

B+

812,157

1,010

Parkland

Corp/Canada,

144A

4.625%

5/01/30

BB

873,145

500

Pertamina

Persero

PT,

144A

1.400%

2/09/26

Baa2

452,997

200

Petroleos

del

Peru

SA,

144A

4.750%

6/19/32

BB+

143,222

559

Petroleos

Mexicanos

7.690%

1/23/50

BBB

362,311

1,490

Petroleos

Mexicanos

6.700%

2/16/32

BBB

1,116,687

100

Petroleos

Mexicanos

6.750%

9/21/47

BBB

60,354

950

Phillips

66

2.150%

12/15/30

A3

775,644

1,665

Saka

Energi

Indonesia

PT,

144A

4.450%

5/05/24

B+

1,625,456

1,000

SierraCol

Energy

Andina

LLC,

144A

6.000%

6/15/28

B1

732,700

1,000

Thaioil

Treasury

Center

Co

Ltd,

144A

2.500%

6/18/30

BBB

819,101

1,780

Transcanada

Trust

5.500%

9/15/79

BBB-

1,500,817

975

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

9/01/27

BB-

913,122

440

Venture

Global

LNG

Inc,

144A

8.125%

6/01/28

BB

442,200

Total

Oil,

Gas

&

Consumable

Fuels

20,471,572

Paper

&

Forest

Products

-

0.2%

1,500

Suzano

Austria

GmbH

3.125%

1/15/32

BBB-

1,189,887

Total

Paper

&

Forest

Products

1,189,887

Passenger

Airlines

-

0.4%

1,314

American

Airlines

2021-1

Class

A

Pass

Through

Trust2021

2021

2.875%

7/11/34

A

1,087,824

389

British

Airways

2020-1

Class

A

Pass

Through

Trust2020

A,

144A

4.250%

11/15/32

A

361,323

324

British

Airways

2020-1

Class

B

Pass

Through

Trust2020

A,

144A

8.375%

11/15/28

A-

330,036

1,000

Grupo

Aeromexico

SAB

de

CV,

144A

8.500%

3/17/27

B

897,400

Total

Passenger

Airlines

2,676,583

Pharmaceuticals

-

0.8%

825

CVS

Health

Corp

1.750%

8/21/30

BBB

663,073

750

Merck

&

Co

Inc

2.350%

6/24/40

A+

530,330

1,475

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV,

144A

5.125%

4/30/31

BB-

1,251,614

1,110

Pfizer

Investment

Enterprises

Pte

Ltd

4.750%

5/19/33

A+

1,114,452

990

Teva

Pharmaceutical

Finance

Netherlands

III

BV

(5)

5.125%

5/09/29

Ba2

892,048

670

Teva

Pharmaceutical

Finance

Netherlands

III

BV

(5)

8.125%

9/15/31

Ba2

695,686

Total

Pharmaceuticals

5,147,203

Professional

Services

-

0.1%

750

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

B1

597,972

Total

Professional

Services

597,972

Retail

REITs

-

0.4%

1,000

Brixmor

Operating

Partnership

LP

2.250%

4/01/28

BBB

845,703

1,000

Kite

Realty

Group

Trust

4.750%

9/15/30

BBB

898,940

888

SITE

Centers

Corp

3.625%

2/01/25

BBB

836,546

Total

Retail

REITs

2,581,189

27

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Semiconductors

&

Semiconductor

Equipment

-

0.4%

$

1,000

Broadcom

Inc,

144A

3.469%

4/15/34

BBB-

$

815,957

1,200

SK

Hynix

Inc,

144A

1.500%

1/19/26

Baa2

1,061,159

675

TSMC

Arizona

Corp

3.875%

4/22/27

AA-

656,333

Total

Semiconductors

&

Semiconductor

Equipment

2,533,449

Software

-

0.3%

500

Condor

Merger

Sub

Inc,

144A

7.375%

2/15/30

CCC+

420,533

775

Oracle

Corp

4.900%

2/06/33

BBB

748,600

750

Salesforce

Inc

2.700%

7/15/41

A+

541,431

Total

Software

1,710,564

Specialized

REITs

-

0.3%

2,200

SBA

Tower

Trust,

144A

1.840%

4/15/27

A2

1,915,702

Total

Specialized

REITs

1,915,702

Specialty

Retail

-

0.5%

1,125

Michaels

Cos

Inc/The,

144A

5.250%

5/01/28

B2

866,250

1,000

Michaels

Cos

Inc/The,

144A

7.875%

5/01/29

CCC

614,440

1,150

O'Reilly

Automotive

Inc

1.750%

3/15/31

Baa1

917,073

1,000

Staples

Inc,

144A

7.500%

4/15/26

B

821,974

Total

Specialty

Retail

3,219,737

Technology

Hardware,

Storage

&

Peripherals

-

0.2%

1,175

Apple

Inc

2.450%

8/04/26

Aaa

1,112,550

Total

Technology

Hardware,

Storage

&

Peripherals

1,112,550

Textiles

-

0.1%

930

Hanesbrands

Inc,

144A

(5)

9.000%

2/15/31

BB-

930,099

Total

Textiles

930,099

Trading

Companies

&

Distributors

-

0.6%

880

AerCap

Holdings

NV

(5)

5.875%

10/10/79

BB+

818,793

1,750

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000%

10/29/28

BBB

1,517,308

1,825

Albion

Financing

2SARL,

144A

8.750%

4/15/27

BB-

1,578,166

Total

Trading

Companies

&

Distributors

3,914,267

Transportation

Infrastructure

-

0.1%

500

Adani

Ports

&

Special

Economic

Zone

Ltd,

144A

3.100%

2/02/31

BBB-

351,736

Total

Transportation

Infrastructure

351,736

Wireless

Telecommunication

Services

-

1.2%

1,410

AT&T

Inc

3.500%

9/15/53

BBB+

978,826

1,400

C&W

Senior

Financing

DAC,

144A

6.875%

9/15/27

BB-

1,204,280

775

CT

Trust,

144A

5.125%

2/03/32

Ba1

610,868

975

Empresa

Nacional

de

Telecomunicaciones

SA,

144A

3.050%

9/14/32

BBB

771,469

1,000

Liberty

Costa

Rica

Senior

Secured

Finance,

144A

10.875%

1/15/31

B+

957,490

1,386

Millicom

International

Cellular

SA2028

2028,

144A

5.125%

1/15/28

BB+

1,193,799

1,375

Sitios

Latinoamerica

SAB

de

CV,

144A

5.375%

4/04/32

Baa3

1,233,236

995

Vmed

O2

UK

Financing

I

PLC,

144A

4.750%

7/15/31

BB+

818,194

Total

Wireless

Telecommunication

Services

7,768,162

Total

Corporate

Bonds

(cost

$203,702,367)

181,283,206

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

55,123,031

SOVEREIGN

DEBT

-

8.4%

X

55,123,031

Angola

-

0.1%

$

1,050

Angolan

Government

International

Bond

,

144A

8.750%

4/14/32

B-

$

880,415

Total

Angola

880,415

Bermuda

-

0.1%

625

Bermuda

Government

International

Bond

,

144A

2.375%

8/20/30

A+

526,812

Total

Bermuda

526,812

Brazil

-

0.1%

570

Brazilian

Government

International

Bond

6.000%

10/20/33

Ba2

558,853

Total

Brazil

558,853

Colombia

-

0.1%

850

Colombia

Government

International

Bond

5.000%

6/15/45

Baa2

563,231

Total

Colombia

563,231

Costa

Rica

-

0.1%

905

Costa

Rica

Government

International

Bond

,

144A

5.625%

4/30/43

BB-

779,262

Total

Costa

Rica

779,262

Cote

d'Ivoire

-

0.4%

1,313

Ivory

Coast

Government

International

Bond

,

144A

5.750%

12/31/32

BB-

1,211,841

1,750

Ivory

Coast

Government

International

Bond

,

144A

6.125%

6/15/33

BB-

1,512,759

Total

Cote

d'Ivoire

2,724,600

Dominican

Republic

-

0.2%

1,000

Dominican

Republic

International

Bond

,

144A

4.500%

1/30/30

BB

861,927

835

Dominican

Republic

International

Bond

,

144A

5.300%

1/21/41

BB

646,266

12,000

DOP

Dominican

Republic

International

Bond

,

144A

9.750%

6/05/26

BB

219,174

Total

Dominican

Republic

1,727,367

Ecuador

-

0.0%

380

Ecuador

Government

International

Bond

,

144A

5.000%

7/31/30

B-

183,418

Total

Ecuador

183,418

Ghana

-

0.0%

650

Ghana

Government

International

Bond

,

144A

8.125%

3/26/32

Ca

260,585

Total

Ghana

260,585

Hungary

-

0.2%

425

Hungary

Government

International

Bond

,

144A

5.250%

6/16/29

Baa2

411,187

300

Magyar

Export-Import

Bank

Zrt

,

144A

6.125%

12/04/27

BBB

297,695

Total

Hungary

708,882

Indonesia

-

0.1%

950

Perusahaan

Penerbit

SBSN

Indonesia

III

,

144A

3.800%

6/23/50

BBB

751,414

Total

Indonesia

751,414

Iraq

-

0.3%

1,884

Iraq

International

Bond

,

144A

5.800%

1/15/28

N/R

1,741,351

Total

Iraq

1,741,351

Jamaica

-

0.1%

805

Jamaica

Government

International

Bond

6.750%

4/28/28

B+

845,135

Total

Jamaica

845,135

Jordan

-

0.2%

1,300

Jordan

Government

International

Bond

,

144A

5.850%

7/07/30

BB-

1,161,875

Total

Jordan

1,161,875

29

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Kazakhstan

-

0.1%

$

400

Kazakhstan

Government

International

Bond

,

144A

6.500%

7/21/45

Baa2

$

413,469

Total

Kazakhstan

413,469

Kenya

-

0.3%

400

Republic

of

Kenya

Government

International

Bond

,

144A

7.000%

5/22/27

B

342,449

1,445

Republic

of

Kenya

Government

International

Bond

,

144A

6.300%

1/23/34

B

1,030,490

Total

Kenya

1,372,939

Mexico

-

0.5%

1,000

Mexico

Government

International

Bond

4.750%

4/27/32

BBB

955,604

1,640

Mexico

Government

International

Bond

4.750%

3/08/44

BBB

1,382,126

1,950

Mexico

Government

International

Bond

4.280%

8/14/41

BBB

1,583,938

275

Mexico

Government

International

Bond

5.400%

2/09/28

BBB

280,867

Total

Mexico

4,202,535

Mongolia

-

0.1%

795

Mongolia

Government

International

Bond

,

144A

(5)

4.450%

7/07/31

B

594,262

Total

Mongolia

594,262

Morocco

-

0.2%

850

Morocco

Government

International

Bond

,

144A

5.500%

12/11/42

BB+

721,060

920

Morocco

Government

International

Bond

,

144A

3.000%

12/15/32

BB+

724,500

280

Morocco

Government

International

Bond

,

144A

5.950%

3/08/28

BB+

283,227

Total

Morocco

1,728,787

Nigeria

-

0.1%

325

Nigeria

Government

International

Bond

,

144A

8.375%

3/24/29

B-

281,189

415

Nigeria

Government

International

Bond

,

144A

7.875%

2/16/32

B-

325,128

Total

Nigeria

606,317

Oman

-

0.1%

850

Oman

Government

International

Bond

,

144A

6.000%

8/01/29

Ba2

851,062

250

Oman

Government

International

Bond

,

144A

6.750%

10/28/27

Ba2

258,788

Total

Oman

1,109,850

Panama

-

0.2%

1,360

Panama

Bonos

del

Tesoro

3.362%

6/30/31

BBB

1,168,920

Total

Panama

1,168,920

Peru

-

0.1%

925

Peruvian

Government

International

Bond

2.783%

1/23/31

Baa1

788,446

Total

Peru

788,446

Philippines

-

0.3%

600

Philippine

Government

International

Bond

5.000%

7/17/33

BBB+

612,742

550

Philippine

Government

International

Bond

6.375%

10/23/34

BBB+

618,901

495

Philippine

Government

International

Bond

4.200%

3/29/47

BBB+

428,409

Total

Philippines

1,660,052

Poland

-

0.2%

360

Republic

of

Poland

Government

International

Bond

3.250%

4/06/26

A2

349,005

630

Republic

of

Poland

Government

International

Bond

5.500%

4/04/53

A2

632,835

Total

Poland

981,840

Qatar

-

0.1%

850

Qatar

Government

International

Bond

,

144A

4.817%

3/14/49

AA

807,582

Total

Qatar

807,582

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

30

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Republic

of

Serbia

-

0.1%

$

375

Serbia

International

Bond

,

144A

6.500%

9/26/33

BB+

$

363,885

Total

Republic

of

Serbia

363,885

Rwanda

-

0.2%

1,375

Rwanda

International

Government

Bond

,

144A

5.500%

8/09/31

B+

999,432

Total

Rwanda

999,432

Saudi

Arabia

-

0.2%

1,890

Saudi

Government

International

Bond

,

144A

3.750%

1/21/55

A1

1,410,465

Total

Saudi

Arabia

1,410,465

South

Africa

-

0.2%

1,900

Republic

of

South

Africa

Government

International

Bond

5.375%

7/24/44

Ba2

1,287,250

Total

South

Africa

1,287,250

Turkey

-

0.1%

750

Turkiye

Ihracat

Kredi

Bankasi

AS

,

144A

5.750%

7/06/26

B3

649,479

Total

Turkey

649,479

Ukraine

-

0.0%

225

Ukraine

Government

International

Bond

,

144A

7.750%

9/01/29

Caa1

42,602

Total

Ukraine

42,602

United

States

-

3.3%

12,000

United

States

Treasury

Note/Bond

3.875%

2/15/43

Aaa

11,778,750

5,000

United

States

Treasury

Note/Bond

3.500%

2/15/33

Aaa

4,940,625

5,000

United

States

Treasury

Note/Bond

3.625%

2/15/53

Aaa

4,802,344

Total

United

States

21,521,719

Total

Sovereign

Debt

(cost

$62,757,733)

55,123,031

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

52,577,483

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

8.0%

X

52,577,483

Automobiles

-

0.2%

$

1,235

General

Motors

Financial

Co

Inc

5.700%

N/A

(8)

BB+

$

1,080,586

Total

Automobiles

1,080,586

Banks

-

3.6%

1,100

Banco

de

Credito

del

Peru

S.A,

144A

3.125%

7/01/30

BBB-

1,007,865

1,500

Bank

of

America

Corp

6.100%

N/A

(8)

BBB+

1,462,500

1,500

Bank

of

America

Corp

(5)

6.125%

N/A

(8)

BBB+

1,463,625

1,875

Citigroup

Inc

7.375%

N/A

(8)

BBB-

1,860,938

320

Citigroup

Inc

6.174%

5/25/34

BBB+

324,527

2,000

CoBank

ACB

6.250%

N/A

(8)

BBB+

1,870,004

2,000

Goldman

Sachs

Group

Inc/The

3.800%

N/A

(8)

BBB-

1,588,600

1,560

Huntington

Bancshares

Inc/OH

5.625%

N/A

(8)

Baa3

1,376,700

1,275

JPMorgan

Chase

&

Co

5.000%

N/A

(8)

BBB+

1,220,016

2,450

JPMorgan

Chase

&

Co

3.650%

N/A

(8)

BBB+

2,161,562

2,000

PNC

Financial

Services

Group

Inc/The

3.400%

N/A

(8)

Baa2

1,495,000

1,415

Truist

Financial

Corp

5.100%

N/A

(8)

Baa2

1,245,200

2,000

Truist

Financial

Corp

4.800%

N/A

(8)

Baa2

1,670,000

1,230

Wells

Fargo

&

Co

5.875%

N/A

(8)

Baa2

1,214,932

1,300

Wells

Fargo

&

Co

5.900%

N/A

(8)

Baa2

1,282,125

2,900

Wells

Fargo

&

Co

3.900%

N/A

(8)

Baa2

2,540,400

Total

Banks

23,783,994

31

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Building

Products

-

0.1%

$

1,125

Cemex

SAB

de

CV,

144A

5.125%

N/A

(8)

BB-

$

990,506

Total

Building

Products

990,506

Capital

Markets

-

0.7%

2,500

Bank

of

New

York

Mellon

Corp/The

4.700%

N/A

(8)

Baa1

2,448,100

2,050

Charles

Schwab

Corp/The

5.375%

N/A

(8)

Baa2

1,970,604

Total

Capital

Markets

4,418,704

Diversified

Telecommunication

Services

-

0.2%

800

Network

i2i

Ltd,

144A

5.650%

N/A

(8)

BB

773,000

1,000

Network

i2i

Ltd,

144A

(5)

3.975%

N/A

(8)

BB

885,322

Total

Diversified

Telecommunication

Services

1,658,322

Electric

Utilities

-

0.4%

1,500

Edison

International

5.000%

N/A

(8)

BB+

1,283,733

1,500

Southern

Co/The

4.000%

1/15/51

BBB-

1,397,595

Total

Electric

Utilities

2,681,328

Financial

Services

-

0.1%

1,000

Voya

Financial

Inc

6.125%

N/A

(8)

BBB-

940,000

Total

Financial

Services

940,000

Food

Products

-

0.4%

2,730

Land

O'

Lakes

Inc,

144A

8.000%

N/A

(8)

BB

2,484,300

Total

Food

Products

2,484,300

Independent

Power

Producers

&

Energy

Traders

-

0.2%

1,304

Vistra

Corp,

144A

7.000%

N/A

(8)

Ba3

1,146,998

Total

Independent

Power

Producers

&

Energy

Traders

1,146,998

Insurance

-

0.9%

2,835

AXIS

Specialty

Finance

LLC

4.900%

1/15/40

BBB

2,250,412

1,485

Enstar

Finance

LLC

5.500%

1/15/42

BBB-

1,071,024

1,000

Hanwha

Life

Insurance

Co

Ltd,

144A

3.379%

2/04/32

A-

888,005

1,500

Prudential

Financial

Inc

(5)

6.000%

9/01/52

BBB+

1,464,300

Total

Insurance

5,673,741

Media

-

0.3%

2,185

Paramount

Global

6.375%

3/30/62

Baa3

1,750,709

Total

Media

1,750,709

Multi-Utilities

-

0.3%

2,035

Sempra

Energy

4.875%

N/A

(8)

BBB-

1,922,424

Total

Multi-Utilities

1,922,424

Oil,

Gas

&

Consumable

Fuels

-

0.5%

2,235

Enbridge

Inc

5.750%

7/15/80

BBB-

2,014,908

1,400

Energy

Transfer

LP

6.500%

N/A

(8)

BB

1,225,000

Total

Oil,

Gas

&

Consumable

Fuels

3,239,908

Trading

Companies

&

Distributors

-

0.1%

825

AerCap

Global

Aviation

Trust,

144A

6.500%

6/15/45

Baa3

805,963

Total

Trading

Companies

&

Distributors

805,963

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$59,312,422)

52,577,483

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(1),(9)

Coupon

Maturity

Ratings

(2)

Value

X

18,116,245

CONTINGENT

CAPITAL

SECURITIES

-

2.7%

X

18,116,245

Banks

-

2.5%

$

1,650

Banco

Bilbao

Vizcaya

Argentaria

SA

6.500%

N/A

(8)

Ba2

$

1,527,353

1,480

Banco

Mercantil

del

Norte

SA/Grand

Cayman,

144A

6.750%

N/A

(8)

Ba2

1,380,864

1,460

Banco

Santander

SA

4.750%

N/A

(8)

Ba1

1,129,675

1,375

Bancolombia

SA

4.625%

12/18/29

Ba3

1,144,687

1,250

Bangkok

Bank

PCL/Hong

Kong,

144A

5.000%

N/A

(8)

Ba1

1,171,323

1,000

Bank

Hapoalim

BM,

144A

,

Reg

S

3.255%

1/21/32

BBB

847,464

1,840

Barclays

PLC

8.000%

N/A

(8)

BBB-

1,596,200

1,500

BNP

Paribas

SA,

144A

9.250%

N/A

(8)

BBB

1,556,250

1,500

Lloyds

Banking

Group

PLC

7.500%

N/A

(8)

Baa3

1,443,375

2,000

Macquarie

Bank

Ltd/London,

144A

6.125%

N/A

(8)

BB+

1,722,155

1,700

Mizrahi

Tefahot

Bank

Ltd,

144A

,

Reg

S

3.077%

4/07/31

BBB

1,476,450

2,000

NatWest

Group

PLC

8.000%

N/A

(8)

BBB-

1,967,500

Total

Banks

16,963,296

Capital

Markets

-

0.2%

1,505

Deutsche

Bank

AG

6.000%

N/A

(8)

Ba2

1,152,949

Total

Capital

Markets

1,152,949

Total

Contingent

Capital

Securities

(cost

$21,081,036)

18,116,245

Principal

Amount

(000)

Description

(1)

Coupon

(10)

Reference

Rate

(10)

Spread

(10)

Maturity

(11)

Ratings

(2)

Value

X

17,866,685

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

2.7%

(10)

X

17,866,685

Beverages

-

0.0%

$

394

City

Brewing

Company,

LLC,

Term

Loan

8.760%

3-Month

LIBOR

3.500%

4/05/28

CCC

$

195,030

Total

Beverages

195,030

Building

Products

-

0.1%

421

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B

8.409%

TSFR1M

3.250%

4/12/28

B

384,457

Total

Building

Products

384,457

Chemicals

-

0.2%

225

Ineos

US

Finance

LLC,

Term

Loan

B

8.753%

SOFR90A

3.500%

2/09/30

BB

223,407

973

Messer

Industries

GmbH,

Term

Loan

7.660%

SOFR90A

2.500%

3/01/26

BB-

971,240

69

W.R.

Grace

&

Co.-Conn.,

Term

Loan

B

8.938%

3-Month

LIBOR

3.750%

9/22/28

BB+

68,498

Total

Chemicals

1,263,145

Commercial

Services

&

Supplies

-

0.0%

244

GFL

Environmental

Inc.,

Term

Loan

8.145%

SOFR30A

3.000%

5/30/25

BB-

244,312

Total

Commercial

Services

&

Supplies

244,312

Containers

&

Packaging

-

0.1%

490

Plaze,

Inc.,

Term

Loan

B

8.768%

SOFR30A

3.500%

8/03/26

B

448,847

203

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B2

8.518%

SOFR30A

3.250%

2/05/26

B+

202,034

Total

Containers

&

Packaging

650,881

33

Principal

Amount

(000)

Description

(1)

Coupon

(10)

Reference

Rate

(10)

Spread

(10)

Maturity

(11)

Ratings

(2)

Value

Diversified

Telecommunication

Services

-

0.0%

$

171

Cablevision

Lightpath

LLC,

Term

Loan

B

8.357%

1-Month

LIBOR

3.250%

12/01/27

B1

$

164,781

156

Zayo

Group

Holdings,

Inc.,

Term

Loan

8.154%

1-Month

LIBOR

3.000%

3/09/27

B-

120,368

Total

Diversified

Telecommunication

Services

285,149

Electronic

Equipment,

Instruments

&

Components

-

0.1%

393

Ingram

Micro

Inc.,

Term

Loan

B

8.659%

3-Month

LIBOR

3.500%

7/02/28

BB+

379,147

Total

Electronic

Equipment,

Instruments

&

Components

379,147

Health

Care

Equipment

&

Supplies

-

0.5%

1,985

Bausch

&

Lomb,

Inc.,

Term

Loan

8.457%

SOFR90A

3.250%

5/05/27

BB-

1,923,277

465

CNT

Holdings

I

Corp,

Term

Loan

8.459%

SOFR90A

3.500%

11/08/27

B

453,911

593

Medline

Borrower,

LP,

Term

Loan

B

8.404%

1-Month

LIBOR

3.250%

10/21/28

BB-

575,186

Total

Health

Care

Equipment

&

Supplies

2,952,374

Health

Care

Providers

&

Services

-

0.4%

990

Parexel

International

Corporation,

Term

Loan,

First

Lien

8.404%

1-Month

LIBOR

3.250%

11/15/28

B1

959,008

1,483

Select

Medical

Corporation,

Term

Loan

B

7.654%

1-Month

LIBOR

2.500%

3/06/25

Ba2

1,478,053

Total

Health

Care

Providers

&

Services

2,437,061

Hotels,

Restaurants

&

Leisure

-

0.1%

490

IRB

Holding

Corp,

Term

Loan

B

8.253%

TSFR1M

3.000%

12/15/27

B+

476,356

Total

Hotels,

Restaurants

&

Leisure

476,356

Household

Durables

-

0.1%

441

Weber-Stephen

Products

LLC,

Term

Loan

B

8.350%

SOFR30A

3.250%

10/30/27

CCC+

386,857

Total

Household

Durables

386,857

Media

-

0.1%

908

DirecTV

Financing,

LLC,

Term

Loan

10.154%

1-Month

LIBOR

5.000%

8/02/27

BBB-

864,400

Total

Media

864,400

Passenger

Airlines

-

0.3%

297

Mileage

Plus

Holdings

LLC,

Term

Loan

B

10.213%

3-Month

LIBOR

5.250%

6/20/27

Baa3

308,516

158

SkyMiles

IP

Ltd.,

Term

Loan

B

8.798%

SOFR90A

3.750%

10/20/27

Baa1

163,319

1,470

United

Airlines,

Inc.,

Term

Loan

B

8.888%

1-Month

LIBOR

3.750%

4/21/28

Ba1

1,464,892

Total

Passenger

Airlines

1,936,727

Pharmaceuticals

-

0.3%

973

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan

8.654%

1-Month

LIBOR

3.500%

5/05/28

BB+

972,085

1,273

Organon

&

Co,

Term

Loan

7.986%

3-Month

LIBOR

3.000%

6/02/28

BB

1,270,592

Total

Pharmaceuticals

2,242,677

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Coupon

(10)

Reference

Rate

(10)

Spread

(10)

Maturity

(11)

Ratings

(2)

Value

Semiconductors

&

Semiconductor

Equipment

-

0.1%

$

736

Ultra

Clean

Holdings,

Inc,

Term

Loan

B

8.904%

1-Month

LIBOR

3.750%

8/27/25

B1

$

736,999

Total

Semiconductors

&

Semiconductor

Equipment

736,999

Software

-

0.1%

266

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B

8.154%

1-Month

LIBOR

3.000%

10/31/26

B+

262,571

490

IGT

Holding

IV

AB,

Term

Loan

B2

8.462%

SOFR90A

3.400%

3/29/28

B

485,509

122

Ultimate

Software

Group

Inc

(The),

Term

Loan

8.271%

SOFR90A

3.250%

5/03/26

B1

117,575

Total

Software

865,655

Specialty

Retail

-

0.2%

522

Les

Schwab

Tire

Centers,

Term

Loan

B

8.284%

1-Month

LIBOR

3.250%

11/02/27

B

513,131

83

LS

Group

OpCo

Acquisition

LLC,

Term

Loan,

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

N/R

81,617

982

PetSmart,

Inc.,

Term

Loan

B

9.003%

SOFR30A

3.750%

2/12/28

BB

970,710

Total

Specialty

Retail

1,565,458

Total

Variable

Rate

Senior

Loan

Interests

(cost

$18,328,558)

17,866,685

Shares  

Description

(1)

Coupon

Ratings

(2)

Value

X

2,213,562

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

0.3%

X

2,213,562

Capital

Markets

-

0.1%

28,850

Morgan

Stanley

6.500%

BBB

$

753,562

Total

Capital

Markets

753,562

35

Investments

in

Derivatives

Shares  

Description

(1)

Coupon

Ratings

(2)

Value

Financial

Services

-

0.2%

14,600

AgriBank

FCB

6.875%

BBB+

$

1,460,000

Total

Financial

Services

1,460,000

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$2,181,250)

2,213,562

Total

Long-Term

Investments

(cost

$705,440,086)

636,058,202

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  1.2%

X

7,764,596

MONEY

MARKET

FUNDS

-

1.2%

X

7,764,596

7,764,596

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(12)

5.110%(13)

$

7,764,596

Total

Money

Market

Funds

(cost

$7,764,596)

$

7,764,596

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$7,764,596)

7,764,596

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 3.0%  

19,613,145

REPURCHASE

AGREEMENTS

-

3.0%

X

19,613,145

$

1,581

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

5/31/23,

repurchase

price

$1,581,212

collateralized

by

$1,851,900,

U.S.

Treasury

Notes,

1.000%,

due

7/31/28,

value

$1,612,807

1.520%

6/01/23

$

1,581,145

18,032

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

5/31/23,

repurchase

price

$18,034,509

collateralized

by

$19,603,300,

U.S.

Treasury

Notes,

2.875%,

due

5/15/32,

value

$18,392,643

5.010%

6/01/23

18,032,000

Total

Repurchase

Agreements

(cost

$19,613,145)

19,613,145

Total

Short-Term

Investments

(cost

$19,613,145)

19,613,145

Total

Investments

(cost

$732,817,827

)

-

100.6%

663,435,943

Other

Assets

&

Liabilities,

Net

-  (0.6)%(14)

(3,784,026)

Net

Assets

-

100%

$

659,651,917

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

Long

Bond

350

9/23

$

44,476,295

$

44,920,313

$

444,018

U.S.

Treasury

Ultra

10-Year

Note

50

9/23

5,998,508

6,022,656

24,148

U.S.

Treasury

Ultra

Bond

325

9/23

43,916,068

44,484,375

568,307

Total

$94,390,871

$95,427,344

$1,036,473

Futures

Contracts

-

Short

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

3-Month

SOFR

(20)

12/23

$

(4,739,512)

$

(4,741,500)

$

(1,988)

3-Month

SOFR

(20)

3/24

(4,754,912)

(4,757,750)

(2,838)

3-Month

SOFR

(20)

6/24

(4,776,825)

(4,781,000)

(4,175)

3-Month

SOFR

(20)

9/24

(4,799,262)

(4,804,750)

(5,488)

3-Month

SOFR

(20)

12/24

(4,817,887)

(4,824,250)

(6,363)

3-Month

SOFR

(20)

3/25

(4,831,387)

(4,837,750)

(6,363)

3-Month

SOFR

(20)

6/25

(4,839,225)

(4,845,250)

(6,025)

Nuveen

Strategic

Income

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

36

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

3-Month

SOFR

(20)

9/25

$

(4,842,125)

$

(4,848,000)

$

(5,875)

U.S.

Treasury

2-Year

Note

(50)

9/23

(10,309,279)

(10,291,406)

17,873

U.S.

Treasury

5-Year

Note

(50)

9/23

(5,454,200)

(5,453,906)

294

Total

$(54,164,614)

$(54,185,562)

$(20,948)

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Asset-Backed

and

Mortgage-Backed

Securities

$

–

$

308,877,990

$

–

$

308,877,990

Corporate

Bonds

–

181,283,206

–

181,283,206

Sovereign

Debt

–

55,123,031

–

55,123,031

$1,000

Par

(or

similar)

Institutional

Preferred

–

52,577,483

–

52,577,483

Contingent

Capital

Securities

–

18,116,245

–

18,116,245

Variable

Rate

Senior

Loan

Interests

–

17,866,685

–

17,866,685

$25

Par

(or

similar)

Retail

Preferred

753,562

1,460,000

–

2,213,562

Investments

Purchased

with

Collateral

from

Securities

Lending

7,764,596

–

–

7,764,596

Short-Term

Investments:

Repurchase

Agreements

–

19,613,145

–

19,613,145

Investments

in

Derivatives:

Futures

Contracts*

1,015,525

–

–

1,015,525

Total

$

9,533,683

$

654,917,785

$

–

$

664,451,468

*

Represents

net

unrealized

appreciation

(depreciation)

as

reported

in

Fund's

Portfolio

of

Investments.

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(4)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(5)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$7,431,992.

37

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(7)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(8)

Perpetual

security.

Maturity

date

is

not

applicable.

(9)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(10)

Senior

loans

generally

pay

interest

at

rates

which

are

periodically

adjusted

by

reference

to

a

base

short-term,

floating

lending

rate

(Reference

Rate)

plus

an

assigned

fixed

rate

(Spread).

These

floating

lending

rates

are

generally

(i)

the

lending

rate

referenced

by

the

London

Inter-Bank

Offered

Rate

("LIBOR"),

or

(ii)

the

prime

rate

offered

by

one

or

more

major

United

States

banks.

Senior

loans

may

be

considered

restricted

in

that

the

Fund

ordinarily

is

contractually

obligated

to

receive

approval

from

the

agent

bank

and/or

borrower

prior

to

the

disposition

of

a

senior

loan.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(11)

Senior

loans

generally

are

subject

to

mandatory

and/or

optional

prepayment.

Because

of

these

mandatory

prepayment

conditions

and

because

there

may

be

significant

economic

incentives

for

a

borrower

to

prepay,

prepayments

of

senior

loans

may

occur.

As

a

result,

the

actual

remaining

maturity

of

senior

loans

held

may

be

substantially

less

than

the

stated

maturities

shown.

(12)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(13)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(14)

Other

assets

less

liabilities

includes

the

unrealized

appreciation

(depreciation)

of

certain

over-the-counter

("OTC")

derivatives

as

well

as

the

OTC

cleared

and

exchange-traded

derivatives,

when

applicable.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

DOP

Dominican

Peso

I/O

Interest

only

security

LIBOR

London

Inter-Bank

Offered

Rate

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

SOFR

Secured

Overnight

Financing

Rate

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR

90A

90

Day

Average

Secured

Overnight

Financing

Rate

TBD

Senior

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.