1
Nuveen
Credit
Income
Fund
Portfolio
of
Investments
November
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.4%
X
–
CORPORATE
BONDS
-
59
.4
%
X
49,578,973
Automobiles
&
Components
-
2.0%
$
500
Dana
Inc
4.500%
2/15/32
$
409,975
750
(b)
Ford
Motor
Credit
Co
LLC
(SOFR
reference
rate
+
2.950%
spread)
7.526%
3/06/26
757,397
250
(c)
Goodyear
Tire
&
Rubber
Co/The
5.250%
7/15/31
216,875
300
IHO
Verwaltungs
GmbH,
144A
,
(cash
4.750%,
PIK
5.500%)
4.750%
9/15/26
282,449
Total
Automobiles
&
Components
1,666,696
Banks
-
0.3%
200
Yapi
ve
Kredi
Bankasi
AS,
144A
9.250%
10/16/28
205,614
Total
Banks
205,614
Capital
Goods
-
2.8%
445
Albion
Financing
1
SARL
/
Aggreko
Holdings
Inc,
144A
6.125%
10/15/26
434,409
250
Albion
Financing
2SARL,
144A
8.750%
4/15/27
237,797
150
Brand
Industrial
Services
Inc,
144A
10.375%
8/01/30
155,525
400
(c)
GrafTech
Global
Enterprises
Inc,
144A
9.875%
12/15/28
314,000
50
Howmet
Aerospace
Inc
5.950%
2/01/37
49,152
200
IHS
Netherlands
Holdco
BV,
144A
8.000%
9/18/27
175,000
170
Spirit
AeroSystems
Inc,
144A
9.750%
11/15/30
179,020
250
TransDigm
Inc,
144A
6.875%
12/15/30
250,312
90
TransDigm
Inc,
144A
7.125%
12/01/31
91,543
50
United
Rentals
North
America
Inc
4.000%
7/15/30
44,553
400
Windsor
Holdings
III
LLC,
144A
8.500%
6/15/30
411,446
Total
Capital
Goods
2,342,757
Commercial
&
Professional
Services
-
3.3%
50
ADT
Security
Corp/The,
144A
4.875%
7/15/32
43,816
500
Allied
Universal
Holdco
LLC/Allied
Universal
Finance
Corp/
Atlas
Luxco
4
Sarl,
144A
4.625%
6/01/28
433,733
250
ASGN
Inc,
144A
4.625%
5/15/28
232,645
400
Garda
World
Security
Corp,
144A
4.625%
2/15/27
380,330
110
GFL
Environmental
Inc,
144A
6.750%
1/15/31
110,962
250
Gtcr
W-2
Merger
Sub,
LLC,
144A
7.500%
1/15/31
254,687
300
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
260,625
250
MPH
Acquisition
Holdings
LLC,
144A
5.750%
11/01/28
193,580
250
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
240,067
300
Verscend
Escrow
Corp,
144A
9.750%
8/15/26
301,126
300
VT
Topco
Inc,
144A
8.500%
8/15/30
307,179
Total
Commercial
&
Professional
Services
2,758,750
Consumer
Discretionary
Distribution
&
Retail
-
2.5%
50
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
43,614
250
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
8.000%
2/15/31
244,348
500
(d)
JSM
Global
Sarl,
144A
4.750%
10/20/30
91,875
600
Kohl's
Corp
4.625%
5/01/31
438,750
250
LCM
Investments
Holdings
LLC,
144A
4.875%
5/01/29
218,459
200
LCM
Investments
Holdings
II
LLC,
144A
8.250%
8/01/31
201,044
250
Macy's
Retail
Holdings
LLC,
144A
6.125%
3/15/32
224,201
300
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
170,544
500
Staples
Inc,
144A
7.500%
4/15/26
442,497
Total
Consumer
Discretionary
Distribution
&
Retail
2,075,332
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Consumer
Services
-
3.2%
$
50
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
$
44,529
300
Arcos
Dorados
BV,
144A
6.125%
5/27/29
291,750
300
CDI
Escrow
Issuer
Inc,
144A
5.750%
4/01/30
281,668
300
Fortune
Star
BVI
Ltd
,
Reg
S
6.850%
7/02/24
282,150
50
Hilton
Domestic
Operating
Co
Inc,
144A
3.625%
2/15/32
41,992
315
NCL
Corp
Ltd,
144A
8.125%
1/15/29
320,753
300
NCL
Corp
Ltd,
144A
5.875%
3/15/26
284,250
100
NCL
Corp
Ltd,
144A
8.375%
2/01/28
103,444
335
Raising
Cane's
Restaurants
LLC,
144A
9.375%
5/01/29
351,765
400
Royal
Caribbean
Cruises
Ltd,
144A
8.250%
1/15/29
418,354
250
Wynn
Macau
Ltd,
144A
5.625%
8/26/28
221,667
50
Yum!
Brands
Inc
5.375%
4/01/32
47,316
Total
Consumer
Services
2,689,638
Consumer
Staples
Distribution
&
Retail
-
1.1%
500
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
493,283
350
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
6.500%
2/15/28
351,447
100
US
Foods
Inc,
144A
6.875%
9/15/28
101,388
Total
Consumer
Staples
Distribution
&
Retail
946,118
Energy
-
8.2%
225
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
219,656
440
Baytex
Energy
Corp,
144A
8.500%
4/30/30
449,948
200
BORR
IHC
LTD
/
BORR
FIN,
144A
10.000%
11/15/28
202,500
285
(c)
Callon
Petroleum
Co,
144A
7.500%
6/15/30
281,367
300
Citgo
Petroleum
Corp,
144A
8.375%
1/15/29
302,429
155
Civitas
Resources
Inc,
144A
8.750%
7/01/31
160,420
160
Civitas
Resources
Inc,
144A
8.625%
11/01/30
165,716
380
CNX
Midstream
Partners
LP,
144A
4.750%
4/15/30
330,876
50
DT
Midstream
Inc,
144A
4.375%
6/15/31
43,874
250
EQM
Midstream
Partners
LP
6.500%
7/15/48
229,987
315
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.875%
4/15/30
320,259
250
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.000%
1/15/27
250,230
200
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
5.750%
2/01/29
187,968
200
Hunt
Oil
Co
of
Peru
LLC
Sucursal
Del
Peru,
144A
8.550%
9/18/33
207,719
300
Kosmos
Energy
Ltd,
144A
7.750%
5/01/27
275,760
250
Medco
Laurel
Tree
Pte
Ltd,
144A
6.950%
11/12/28
232,316
250
Nabors
Industries
Inc,
144A
9.125%
1/31/30
250,650
295
PBF
Holding
Co
LLC
/
PBF
Finance
Corp,
144A
7.875%
9/15/30
295,000
50
Permian
Resources
Operating
LLC,
144A
7.000%
1/15/32
50,137
300
Peru
LNG
Srl,
144A
5.375%
3/22/30
233,315
50
Southwestern
Energy
Co
4.750%
2/01/32
44,593
125
TRANSOCEAN
AQUILA
LTD,
144A
8.000%
9/30/28
125,246
300
Transocean
Titan
Financing
Ltd,
144A
8.375%
2/01/28
306,000
300
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
296,138
50
Venture
Global
Calcasieu
Pass
LLC,
144A
6.250%
1/15/30
49,068
330
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
327,184
965
Venture
Global
LNG
Inc,
144A
9.875%
2/01/32
988,973
Total
Energy
6,827,329
Equity
Real
Estate
Investment
Trusts
(REITs)
-
1.0%
50
CTR
Partnership
LP
/
CareTrust
Capital
Corp,
144A
3.875%
6/30/28
45,225
300
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
271,568
50
Iron
Mountain
Inc,
144A
7.000%
2/15/29
50,397
300
(c)
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
5.000%
10/15/27
239,078
3
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Equity
Real
Estate
Investment
Trusts
(REITs)
(continued)
$
190
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
$
186,888
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
793,156
Financial
Services
-
3.6%
250
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
228,337
500
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
5.250%
5/15/27
452,500
535
Navient
Corp
5.500%
3/15/29
467,696
500
NFP
Corp,
144A
6.875%
8/15/28
445,178
300
NFP
Corp,
144A
8.500%
10/01/31
309,857
500
OneMain
Finance
Corp
3.875%
9/15/28
429,364
250
OneMain
Finance
Corp
6.625%
1/15/28
242,966
250
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
219,583
200
UBS
Group
AG,
144A
9.250%
5/13/72
208,955
Total
Financial
Services
3,004,436
Food,
Beverage
&
Tobacco
-
1.2%
405
B&G
Foods
Inc,
144A
8.000%
9/15/28
413,912
200
Minerva
Luxembourg
SA,
144A
8.875%
9/13/33
201,680
200
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
177,451
250
Triton
Water
Holdings
Inc,
144A
6.250%
4/01/29
214,062
Total
Food,
Beverage
&
Tobacco
1,007,105
Health
Care
Equipment
&
Services
-
4.6%
300
(c)
AdaptHealth
LLC,
144A
5.125%
3/01/30
238,863
750
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
550,260
500
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
393,507
750
DaVita
Inc,
144A
4.625%
6/01/30
633,911
500
Global
Medical
Response
Inc,
144A
6.500%
10/01/25
370,000
82
(c)
Heartland
Dental
LLC
/
Heartland
Dental
Finance
Corp,
144A
8.500%
5/01/26
77,467
355
Heartland
Dental,
LLC
10.500%
4/30/28
360,325
50
IQVIA
Inc,
144A
6.500%
5/15/30
50,422
300
LifePoint
Health
Inc,
144A
9.875%
8/15/30
291,735
400
(c)
Star
Parent
Inc,
144A
9.000%
10/01/30
415,424
250
Tenet
Healthcare
Corp,
144A
6.750%
5/15/31
250,281
250
Tenet
Healthcare
Corp
6.125%
10/01/28
242,375
Total
Health
Care
Equipment
&
Services
3,874,570
Household
&
Personal
Products
-
0.6%
500
(c)
Kronos
Acquisition
Holdings
Inc
/
KIK
Custom
Products
Inc,
144A
7.000%
12/31/27
462,915
Total
Household
&
Personal
Products
462,915
Insurance
-
0.9%
400
Acrisure
LLC
/
Acrisure
Finance
Inc,
144A
7.000%
11/15/25
394,959
370
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
6.750%
4/15/28
369,654
Total
Insurance
764,613
Materials
-
7.5%
250
(c)
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC,
144A
4.000%
9/01/29
198,665
600
Arsenal
AIC
Parent
LLC,
144A
8.000%
10/01/30
612,185
50
Avient
Corp,
144A
7.125%
8/01/30
50,289
50
Axalta
Coating
Systems
LLC,
144A
3.375%
2/15/29
43,562
50
Ball
Corp
6.000%
6/15/29
49,892
200
Braskem
Idesa
SAPI,
144A
6.990%
2/20/32
129,244
200
Cemex
SAB
de
CV,
144A
9.125%
12/30/49
208,814
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Materials
(continued)
$
500
Cleveland-Cliffs
Inc,
144A
6.750%
4/15/30
$
486,415
300
Clydesdale
Acquisition
Holdings
Inc,
144A
8.750%
4/15/30
269,200
250
Clydesdale
Acquisition
Holdings
Inc,
144A
6.625%
4/15/29
240,556
280
FMG
Resources
August
2006
Pty
Ltd,
144A
5.875%
4/15/30
269,192
250
Herens
Holdco
Sarl,
144A
4.750%
5/15/28
193,899
575
INEOS
Quattro
Finance
2
Plc,
144A
9.625%
3/15/29
593,641
350
Mauser
Packaging
Solutions
Holding
Co,
144A
7.875%
8/15/26
347,684
345
Mineral
Resources
Ltd,
144A
8.500%
5/01/30
348,781
330
Mineral
Resources
Ltd,
144A
9.250%
10/01/28
341,286
120
NOVA
Chemicals
Corp,
144A
8.500%
11/15/28
123,960
250
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.000%
10/15/27
228,750
120
Sealed
Air
Corp/Sealed
Air
Corp
US,
144A
7.250%
2/15/31
122,844
385
Star
Energy
Geothermal
Wayang
Windu
Ltd,
144A
6.750%
4/24/33
377,613
100
Summit
Materials
LLC
,
(WI/DD)
7.250%
1/15/31
100,674
520
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
447,276
450
(c)
Tronox
Inc,
144A
4.625%
3/15/29
382,617
200
Volcan
Cia
Minera
SAA,
144A
4.375%
2/11/26
106,362
Total
Materials
6,273,401
Media
&
Entertainment
-
7.4%
200
Altice
Financing
SA,
144A
5.000%
1/15/28
171,251
250
Cablevision
Lightpath
LLC,
144A
5.625%
9/15/28
186,905
750
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
7.375%
3/03/31
750,356
500
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.000%
2/01/28
468,539
50
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
2/01/31
41,710
500
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
6.375%
9/01/29
482,415
125
(c)
CSC
Holdings
LLC
5.250%
6/01/24
119,075
300
CSC
Holdings
LLC,
144A
4.125%
12/01/30
213,513
500
CSC
Holdings
LLC,
144A
4.500%
11/15/31
353,840
335
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
301,447
450
DISH
Network
Corp,
144A
11.750%
11/15/27
446,682
500
Getty
Images
Inc,
144A
9.750%
3/01/27
500,601
475
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
398,732
275
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
7.375%
2/15/31
282,013
450
UPC
Holding
BV,
144A
5.500%
1/15/28
408,623
200
Virgin
Media
Secured
Finance
PLC,
144A
5.500%
5/15/29
188,211
750
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
615,124
300
Ziggo
Bond
Co
BV,
144A
6.000%
1/15/27
285,784
Total
Media
&
Entertainment
6,214,821
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.5%
400
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
203,569
20
Emergent
BioSolutions
Inc,
144A
3.875%
8/15/28
7,875
200
Jazz
Securities
DAC,
144A
4.375%
1/15/29
179,925
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
391,369
Real
Estate
Management
&
Development
-
0.3%
304
Anywhere
Real
Estate
Group
LLC
/
Anywhere
Co-Issuer
Corp,
144A
7.000%
4/15/30
262,580
Total
Real
Estate
Management
&
Development
262,580
Software
&
Services
-
0.6%
350
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
300,401
200
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
172,770
50
Open
Text
Holdings
Inc,
144A
4.125%
12/01/31
42,704
Total
Software
&
Services
515,875
5
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Technology
Hardware
&
Equipment
-
1.1%
$
300
Commscope
Inc,
144A
8.250%
3/01/27
$
149,250
200
(c)
CommScope
Technologies
LLC,
144A
6.000%
6/15/25
157,000
325
Imola
Merger
Corp,
144A
4.750%
5/15/29
295,291
235
NCR
Atleos
Escrow
Corp,
144A
9.500%
4/01/29
242,682
50
Sensata
Technologies
BV,
144A
4.000%
4/15/29
44,876
Total
Technology
Hardware
&
Equipment
889,099
Telecommunication
Services
-
2.1%
350
Altice
France
SA/France,
144A
8.125%
2/01/27
301,060
250
Altice
France
SA/France,
144A
5.500%
1/15/28
191,290
175
Cablevision
Lightpath
LLC,
144A
3.875%
9/15/27
148,285
500
(c)
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
400,195
185
Iliad
Holding
SASU,
144A
6.500%
10/15/26
180,489
250
Level
3
Financing
Inc,
144A
3.400%
3/01/27
236,250
400
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
334,011
Total
Telecommunication
Services
1,791,580
Transportation
-
2.1%
750
Allegiant
Travel
Co,
144A
7.250%
8/15/27
712,500
265
(c)
American
Airlines
Inc,
144A
7.250%
2/15/28
261,726
165
American
Airlines
Inc
,
(WI/DD)
8.500%
5/15/29
170,205
300
(c)
Cargo
Aircraft
Management
Inc,
144A
4.750%
2/01/28
263,517
300
Forward
Air
Corp,
144A
9.500%
10/15/31
284,955
50
United
Airlines
Inc,
144A
4.625%
4/15/29
44,635
Total
Transportation
1,737,538
Utilities
-
2.5%
50
Calpine
Corp,
144A
3.750%
3/01/31
42,843
275
Edison
International
5.375%
9/15/72
254,308
500
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
477,692
250
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
230,117
221
India
Cleantech
Energy2021
1,
144A
4.700%
8/10/26
197,242
310
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
324,762
50
TerraForm
Power
Operating
LLC,
144A
4.750%
1/15/30
45,000
500
Vistra
Operations
Co
LLC,
144A
7.750%
10/15/31
511,717
Total
Utilities
2,083,681
Total
Corporate
Bonds
(cost
$50,814,956)
49,578,973
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
21.5%
X
18,002,469
1,000
(b)
Ashford
Hospitality
Trust
2018-KEYS,
(1-Month
LIBOR
reference
rate
+
2.922%
spread),
2018
KEYS,
144A
2.860%
6/15/35
$
960,759
2
(e)
Carvana
Auto
Receivables
Trust
2021-P2,
2021
P2,
144A
0.000%
5/10/28
549,375
1,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3,
144A
4.767%
6/10/47
608,605
900
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22,
144A
3.000%
3/10/48
608,356
485
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
397,063
1,000
(b)
Connecticut
Avenue
Securities
Trust
2021-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2021
R01,
144A
11.328%
10/25/41
1,026,211
850
(b)
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2022
R01,
144A
11.328%
12/25/41
858,689
500
(b)
Connecticut
Avenue
Securities
Trust
2023-R01,
(SOFR30A
reference
rate
+
5.100%
spread),
2023
R01,
144A
10.429%
12/25/42
535,827
1,000
(b)
Connecticut
Avenue
Securities
Trust
2023-R04,
(SOFR30A
reference
rate
+
5.350%
spread),
2023
R04,
144A
10.679%
5/25/43
1,074,045
565
(b)
Connecticut
Avenue
Securities
Trust
2023-R06,
(SOFR30A
reference
rate
+
5.900%
spread),
2023
R06,
144A
11.228%
7/25/43
582,213
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
500
(b)
Elmwood
CLO
16
Ltd,
(TSFR3M
reference
rate
+
7.220%
spread),
2022
3A,
144A
12.636%
4/20/34
$
505,470
426
FARM
21-1
Mortgage
Trust,
2021
1,
144A
3.240%
7/25/51
303,250
1,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
7.500%
spread),
2021
DNA6,
144A
12.828%
10/25/41
1,051,534
1,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
7.100%
spread),
2022
DNA1,
144A
12.428%
1/25/42
1,015,720
650
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
DNA2,
144A
10.078%
2/25/42
671,239
500
Frontier
Issuer
LLC,
2023
1,
144A
11.500%
8/20/53
489,506
500
(b)
GoldentTree
Loan
Management
US
CLO
1
Ltd,
(3-Month
LIBOR
reference
rate
+
7.762%
spread),
2021
11A,
144A
8.563%
10/20/34
421,233
800
JPMBB
Commercial
Mortgage
Securities
Trust
2014-C22,
2014
C22
4.712%
9/15/47
592,035
500
MetroNet
Infrastructure
Issuer
LLC,
2022
1A,
144A
6.350%
10/20/52
483,556
1,277
(e)
Mosaic
Solar
Loan
Trust
2019-2,
2019
2A,
144A
0.000%
9/20/40
495,189
1,316
(e)
Mosaic
Solar
Loan
Trust
2020-1,
2020
1A,
144A
0.000%
4/20/46
944,131
276
Oportun
Funding
XIV
LLC,
2021
A,
144A
5.400%
3/08/28
264,990
1,000
(b)
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
5.300%
spread),
2023
1A,
144A
10.716%
1/20/36
1,013,191
250
Purchasing
Power
Funding
2021-A
LLC,
2021
A,
144A
4.370%
10/15/25
244,073
750
(b)
Thayer
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
9.132%
spread),
2017
1A,
144A
1.000%
4/20/34
677,907
1,000
VNDO
Trust
2016-350P,
2016
350P,
144A
4.033%
1/10/35
775,721
927
VR
Funding
LLC,
2020
1A,
144A
6.420%
11/15/50
852,581
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$19,874,870)
18,002,469
Principal
Amount
(000)
Description
(a)
Coupon
(f)
Reference
Rate
(f)
Spread
(f)
Maturity
(g)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
8
.2
%
(f)
X
6,851,508
Capital
Goods
-
0.8%
$
125
Emrld
Borrower
LP,
Term
Loan
B
8.348%
SOFR30A
3.000%
5/04/30
$
125,473
125
Osmose
Utilities
Services,
Inc.,
Term
Loan
8.713%
SOFR30A
3.250%
6/22/28
123,906
455
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.820%
SOFR30A
4.500%
8/01/30
456,927
Total
Capital
Goods
706,306
Consumer
Discretionary
Distribution
&
Retail
-
0.6%
105
Belron
Finance
US
LLC,
Term
Loan
8.245%
TSFR3M
2.750%
4/06/29
105,039
415
PetSmart,
Inc.,
Term
Loan
B
9.198%
SOFR30A
3.750%
2/12/28
409,725
Total
Consumer
Discretionary
Distribution
&
Retail
514,764
Consumer
Services
-
1.0%
186
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien
,
(WI/DD)
TBD
TBD
TBD
TBD
186,588
454
ClubCorp
Holdings,
Inc.,
Term
Loan
B2
10.649%
TSFR2M
5.000%
9/18/26
436,644
241
Life
Time
Fitness
Inc
,
Term
Loan
B
10.611%
TSFR3M
4.750%
1/15/26
241,257
Total
Consumer
Services
864,489
Food,
Beverage
&
Tobacco
-
0.5%
490
City
Brewing
Company,
LLC,
Term
Loan
9.164%
TSFR1M
3.500%
4/05/28
398,370
Total
Food,
Beverage
&
Tobacco
398,370
7
Principal
Amount
(000)
Description
(a)
Coupon
(f)
Reference
Rate
(f)
Spread
(f)
Maturity
(g)
Value
Health
Care
Equipment
&
Services
-
1.8%
$
494
Bausch
&
Lomb,
Inc.,
Term
Loan
8.755%
SOFR90A
3.250%
5/05/27
$
479,678
1
Da
Vinci
Purchaser
Corp.,
Term
Loan
9.463%
SOFR30A
4.000%
11/26/26
869
497
Medline
Borrower,
LP,
Term
Loan
B
8.463%
SOFR30A
3.000%
10/21/28
497,504
2
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.395%
TSFR3M
4.750%
2/28/28
2,309
494
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.593%
SOFR30A
3.250%
11/15/28
493,875
2
US
Radiology
Specialists,
Inc.,
Term
Loan
10.740%
SOFR90A
5.250%
12/15/27
1,766
Total
Health
Care
Equipment
&
Services
1,476,001
Insurance
-
0.3%
250
Asurion
LLC,
Term
Loan
B3,
Second
Lien
10.713%
SOFR30A
5.250%
2/03/28
225,446
Total
Insurance
225,446
Materials
-
0.5%
175
Herens
US
Holdco
.,
Term
Loan
B
9.415%
TSFR3M
4.500%
7/03/28
149,761
280
Lonza
Group
AG,
Term
Loan
B
9.415%
TSFR3M
3.250%
7/03/28
239,284
Total
Materials
389,045
Media
&
Entertainment
-
0.0%
36
Diamond
Sports
Group,
LLC,
Term
Loan
0.000%
12-Month
LIBOR
0.000%
5/19/26
26,612
Total
Media
&
Entertainment
26,612
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
1.3%
589
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.963%
SOFR30A
3.500%
5/05/28
590,087
495
Organon
&
Co,
Term
Loan
8.436%
SOFR30A
3.000%
6/02/28
494,938
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
1,085,025
Real
Estate
Management
&
Development
-
0.3%
263
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.698%
SOFR30A
3.250%
1/31/30
255,883
26
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
8.213%
SOFR30A
2.750%
8/21/25
25,793
Total
Real
Estate
Management
&
Development
281,676
Software
&
Services
-
0.1%
48
Open
Text
Corporation,
Term
Loan
B
8.198%
SOFR30A
2.750%
1/31/30
47,727
Total
Software
&
Services
47,727
Transportation
-
0.2%
146
Brown
Group
Holding,
LLC,
Term
Loan
B2
9.115%
SOFR30A
+
SOFR90A
3.750%
6/09/29
146,391
Total
Transportation
146,391
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Coupon
(f)
Reference
Rate
(f)
Spread
(f)
Maturity
(g)
Value
Utilities
-
0.8%
$
658
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.869%
SOFR90A
4.500%
5/17/30
$
661,350
28
Talen
Energy
Supply,
LLC,
Term
Loan
C
9.869%
SOFR90A
4.500%
5/27/30
28,306
Total
Utilities
689,656
Total
Variable
Rate
Senior
Loan
Interests
(cost
$6,989,847)
6,851,508
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
3
.6
%
X
3,018,175
Angola
-
0.2%
$
200
Angolan
Government
International
Bond
,
144A
8.750%
4/14/32
$
167,000
Total
Angola
167,000
Costa
Rica
-
0.2%
200
Costa
Rica
Government
International
Bond
,
144A
6.550%
4/03/34
201,250
Total
Costa
Rica
201,250
Cote
d'Ivoire
-
0.3%
300
Ivory
Coast
Government
International
Bond
,
144A
6.125%
6/15/33
263,106
Total
Cote
d'Ivoire
263,106
Dominican
Republic
-
0.3%
300
Dominican
Republic
International
Bond
,
144A
4.875%
9/23/32
258,410
Total
Dominican
Republic
258,410
Ecuador
-
0.2%
400
Ecuador
Government
International
Bond
,
Reg
S
3.500%
7/31/35
139,909
Total
Ecuador
139,909
Jordan
-
0.4%
300
Jordan
Government
International
Bond
,
144A
7.750%
1/15/28
303,810
Total
Jordan
303,810
Kenya
-
0.2%
200
Republic
of
Kenya
Government
International
Bond
,
144A
7.000%
5/22/27
180,008
Total
Kenya
180,008
Morocco
-
0.3%
210
Morocco
Government
International
Bond
,
144A
6.500%
9/08/33
212,197
Total
Morocco
212,197
Namibia
-
0.4%
300
Namibia
International
Bonds
,
144A
5.250%
10/29/25
290,106
Total
Namibia
290,106
Oman
-
0.2%
200
(c)
Oman
Government
International
Bond
,
144A
6.500%
3/08/47
191,473
Total
Oman
191,473
9
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Republic
of
Serbia
-
0.2%
$
200
Serbia
International
Bond
,
144A
6.250%
5/26/28
$
200,286
Total
Republic
of
Serbia
200,286
Senegal
-
0.3%
300
Senegal
Government
International
Bond
,
144A
6.250%
5/23/33
248,310
Total
Senegal
248,310
South
Africa
-
0.2%
200
Republic
of
South
Africa
Government
International
Bond
5.875%
4/20/32
179,242
Total
South
Africa
179,242
Uzbekistan
-
0.2%
200
Republic
of
Uzbekistan
International
Bond
,
144A
5.375%
2/20/29
183,068
Total
Uzbekistan
183,068
Total
Sovereign
Debt
(cost
$3,115,458)
3,018,175
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
3
.5
%
X
2,901,634
Automobiles
&
Components
-
0.2%
$
225
General
Motors
Financial
Co
Inc
5.700%
N/A
(h)
$
197,251
Total
Automobiles
&
Components
197,251
Banks
-
0.9%
300
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands,
144A
2.720%
8/11/31
252,361
150
Citigroup
Inc
7.625%
N/A
(h)
149,183
150
Huntington
Bancshares
Inc/OH
5.625%
N/A
(h)
130,958
170
(c)
Wells
Fargo
&
Co
7.625%
N/A
(h)
174,252
Total
Banks
706,754
Capital
Goods
-
0.3%
250
AerCap
Global
Aviation
Trust,
144A
6.500%
6/15/45
249,910
Total
Capital
Goods
249,910
Energy
-
0.3%
235
Energy
Transfer
LP
6.500%
N/A
(h)
220,052
Total
Energy
220,052
Financial
Services
-
0.6%
500
Ally
Financial
Inc
6.700%
2/14/33
464,886
Total
Financial
Services
464,886
Insurance
-
0.3%
310
Enstar
Finance
LLC
5.750%
9/01/40
288,244
Total
Insurance
288,244
Media
&
Entertainment
-
0.3%
330
Paramount
Global
6.375%
3/30/62
265,650
Total
Media
&
Entertainment
265,650
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
10
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utilities
-
0.6%
$
250
NRG
Energy
Inc,
144A
10.250%
N/A
(h)
$
247,637
275
Vistra
Corp,
144A
7.000%
N/A
(h)
261,250
Total
Utilities
508,887
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$2,953,138)
2,901,634
Principal
Amount
(000)
Description
(a)
,(i)
Coupon
Maturity
Value
X
–
CONTINGENT
CAPITAL
SECURITIES
-
2
.0
%
X
1,680,601
Banks
-
1.3%
$
200
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
N/A
(h)
$
203,545
200
Bancolombia
SA
6.909%
10/18/27
194,345
300
Barclays
PLC
8.000%
N/A
(h)
279,934
300
(c)
ING
Groep
NV
6.500%
N/A
(h)
288,186
200
Societe
Generale
SA,
144A
8.000%
N/A
(h)
196,304
Total
Banks
1,162,314
Financial
Services
-
0.7%
350
(c)
Deutsche
Bank
AG
6.000%
N/A
(h)
306,302
200
UBS
Group
AG,
144A
9.250%
N/A
(h)
211,985
Total
Financial
Services
518,287
Total
Contingent
Capital
Securities
(cost
$1,648,382)
1,680,601
Shares
Description
(a)
Coupon
Value
X
–
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0
.2
%
X
197,245
Energy
-
0.2%
7,660
NuStar
Energy
LP
12.438%
$
197,245
Total
Energy
197,245
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$153,388)
197,245
Shares
Description
(a)
Value
–
COMMON
STOCKS
-
0
.0
%
X
139
Semiconductors
&
Semiconductor
Equipment
-
0.0%
130
(j)
Bright
Bidco
BV
$
50
Total
Semiconductors
&
Semiconductor
Equipment
50
Transportation
-
0.0%
8,907
(e),(j)
Jack
Cooper
Enterprises
Inc
89
Total
Transportation
89
Total
Common
Stocks
(cost
$–)
139
Total
Long-Term
Investments
(cost
$85,550,039)
82,230,744
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
5.3%
X
–
4,391,939
(k)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.370%(l)
$
4,391,939
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$4,391,939)
4,391,939
11
Investments
in
Derivatives
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
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:
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
1.0%
X
–
REPURCHASE
AGREEMENTS
-
1
.0
%
X
860,000
$
860
(m)
Fixed
Income
Clearing
Corp
(FICC)
5.290%
12/01/23
$
860,000
Total
Repurchase
Agreements
(cost
$860,000)
860,000
Total
Short-Term
Investments
(cost
$860,000)
860,000
Total
Investments
(cost
$
90,801,978
)
-
104
.7
%
87,482,683
Other
Assets
&
Liabilities,
Net
- (4.7)%
(
3,957,475
)
Net
Assets
-
100%
$
83,525,208
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
5-Year
Note
49
3/24
$
5,212,852
$
5,235,727
$
22,875
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
12
The
following
is
a
reconciliation
of
the
Fund’s
Level
3
investments
held
at
the
beginning
and
end
of
the
measurement
period:
The
valuation
techniques
and
significant
unobservable
inputs
used
in
recurring
Level
3
fair
value
measurements
of
assets
as
of
the
end
of
the
report-
ing
period,
were
as
follows:
The
table
below
presents
the
transfers
in
and
out
of
the
three
valuation
levels
for
the
Fund
as
of
the
end
of
the
reporting
period
when
compared
to
the
valuation
levels
at
the
end
of
the
previous
fiscal
year.
Changes
in
valuation
inputs
or
methodologies
may
result
in
transfers
into
or
out
of
an
assigned
level
within
the
fair
value
hierarchy.
Transfers
in
or
out
of
levels
are
generally
due
to
the
availability
of
publicly
available
information
and
to
the
significance
or
extent
the
Adviser
determines
that
the
valuation
inputs
or
methodologies
may
impact
the
valuation
of
those
securities.
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Bonds
$
–
$
49,578,973
$
–
$
49,578,973
Asset-Backed
and
Mortgage-Backed
Securities
–
16,013,774
1,988,695
18,002,469
Variable
Rate
Senior
Loan
Interests
–
6,851,508
–
6,851,508
Sovereign
Debt
–
3,018,175
–
3,018,175
$1,000
Par
(or
similar)
Institutional
Preferred
–
2,901,634
–
2,901,634
Contingent
Capital
Securities
–
1,680,601
–
1,680,601
$25
Par
(or
similar)
Retail
Preferred
197,245
–
–
197,245
Common
Stocks
–
50
89
139
Investments
Purchased
with
Collateral
from
Securities
Lending
4,391,939
–
–
4,391,939
Short-Term
Investments:
Repurchase
Agreements
–
860,000
–
860,000
Investments
in
Derivatives:
Futures
Contracts*
22,875
–
–
22,875
Total
$
4,612,059
$
80,904,715
$
1,988,784
$
87,505,558
*
Represents
net
unrealized
appreciation
(depreciation).
Level
3
Credit
Income
Common
Stocks
Asset-Backed
and
Mortgage-Backed
Securities
Balance
at
the
beginning
of
period
$142
$2,089,491
Gains
(losses):
Net
realized
gains
(losses)
-
10,509
Change
in
net
unrealized
appreciation
(depreciation)
(3)
3,873
Purchases
at
cost
-
-
Sales
at
proceeds
-
(78,065)
Net
discounts
(premiums)
-
(37,113)
Transfers
into
-
-
Transfers
(out
of)
(50)
-
Balance
at
the
end
of
period
89
$1,988,695
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
-
$3,873
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
Weighted
Average
Asset-Backed
and
Mortgage-Backed
Securities
$1,988,695
Third
Party
Vendor
Broker
Quote
$38.78
-
$21,975
24.90%
-
47.47%
Common
Stocks
89
Expected
Recovery
Recovery
Proceeds
$0.01
N/A
Total
$1,988,784
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Credit
Income
Common
Stocks
$-
$-
$50
$-
$-
$(50)
13
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(c)
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
$4,207,687.
(d)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(e)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(f)
Senior
loans
generally
pay
interest
at
rates
which
are
periodically
adjusted
by
reference
to
a
base
short-term,
floating
lending
rate
(Reference
Rate)
plus
an
assigned
fixed
rate
(Spread).
These
floating
lending
rates
are
generally
(i)
the
lending
rate
referenced
by
the
London
Inter-Bank
Offered
Rate
("LIBOR"),
or
(ii)
the
prime
rate
offered
by
one
or
more
major
United
States
banks.
Senior
loans
may
be
considered
restricted
in
that
the
Fund
ordinarily
is
contractually
obligated
to
receive
approval
from
the
agent
bank
and/or
borrower
prior
to
the
disposition
of
a
senior
loan.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(g)
Senior
loans
generally
are
subject
to
mandatory
and/or
optional
prepayment.
Because
of
these
mandatory
prepayment
conditions
and
because
there
may
be
significant
economic
incentives
for
a
borrower
to
prepay,
prepayments
of
senior
loans
may
occur.
As
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
(h)
Perpetual
security.
Maturity
date
is
not
applicable.
(i)
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.
(j)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(k)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
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
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(l)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(m)
Agreement
with
Fixed
Income
Clearing
Corporation,
5.290%
dated
12/1/23
to
be
repurchased
at
$860,126
on
12/1/23,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
3.875%
and
maturity
date
12/31/29,
valued
at
$877,297.
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.
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
When-issued
or
delayed
delivery
security.
14
Nuveen
Strategic
Income
Fund
Portfolio
of
Investments
November
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
95.8%
X
–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
49.9%
X
360,588,577
$
1,224
Aaset
2021-2
Trust,
2021
2A,
144A
2.798%
1/15/47
$
1,047,864
600
(b)
ACRE
Commercial
Mortgage
2021-FL4
Ltd,
(TSFR1M
reference
rate
+
2.714%
spread),
2021
FL4,
144A
8.046%
12/18/37
560,431
2,000
Adams
Outdoor
Advertising
LP,
2023
1,
144A
6.967%
7/15/53
1,992,517
1,400
(b)
AGL
CLO
19
Ltd,
(TSFR3M
reference
rate
+
2.750%
spread),
2022
19A,
144A
8.162%
7/21/35
1,404,861
2,500
(b)
Alen
2021-ACEN
Mortgage
Trust,
(TSFR1M
reference
rate
+
4.114%
spread),
2021
ACEN,
144A
9.437%
4/15/34
1,280,269
611
(b)
Ameriquest
Mortgage
Securities
Inc
Asset
Back
Ser
2004-
R1,
(TSFR1M
reference
rate
+
0.714%
spread),
2004
R1
2.788%
2/25/34
565,974
1,000
AMSR
2019-SFR1
Trust,
2019
SFR1,
144A
3.247%
1/19/39
910,372
1,482
AMSR
2020-SFR1
Trust,
2020
SFR1,
144A
2.419%
4/17/37
1,399,186
1,900
Angel
Oak
Mortgage
Trust
2020-1,
2020
1,
144A
3.161%
12/25/59
1,625,370
388
Arroyo
Mortgage
Trust
2019-3,
2019
3,
144A
3.416%
10/25/48
354,326
1,300
(b)
Ashford
Hospitality
Trust
2018-KEYS,
(TSFR1M
reference
rate
+
2.022%
spread),
2018
KEYS,
144A
7.345%
6/15/35
1,252,185
850
Avis
Budget
Rental
Car
Funding
AESOP
LLC,
2021
1A,
144A
2.130%
8/20/27
746,870
2,000
(b)
BAMLL
Commercial
Mortgage
Securities
Trust
2022-DKLX,
(TSFR1M
reference
rate
+
3.000%
spread),
2022
DKLX,
144A
8.323%
1/15/39
1,935,063
1,200
BANK,
2017
BNK5
4.190%
6/15/60
970,645
700
BANK
2017-BNK8,
2017
BNK8
4.231%
11/15/50
436,542
2,700
BANK
2019-BNK18,
2019
BN18
4.214%
5/15/62
1,859,834
2,500
BANK
2019-BNK21,
2019
BN21,
144A
2.500%
10/17/52
1,248,510
1,700
Benchmark
2018-B2
Mortgage
Trust,
2018
B2
4.433%
2/15/51
1,278,358
1,000
Benchmark
2019-B14
Mortgage
Trust,
2019
B14,
144A
2.500%
12/15/62
483,959
1,500
Benchmark
2020-B18
Mortgage
Trust,
2020
B18,
144A
4.139%
7/15/53
1,314,468
1,000
Benchmark
2020-IG2
Mortgage
Trust,
2020
IG2,
144A
2.791%
9/15/48
768,874
1,000
Benchmark
2020-IG3
Mortgage
Trust,
2020
IG3,
144A
3.654%
9/15/48
868,092
295
Bojangles
Issuer
LLC,
2020
1A,
144A
3.832%
10/20/50
272,203
2,625
(b)
Boyce
Park
Clo
Ltd,
(TSFR3M
reference
rate
+
3.100%
spread),
2022
1A,
144A
8.512%
4/21/35
2,516,391
1,275
(b)
BX
Commercial
Mortgage
Trust
2019-XL,
(1-Month
LIBOR
reference
rate
+
2.114%
spread),
2019
XL,
144A
2.110%
10/15/36
1,259,467
1,368
(b)
BX
Commercial
Mortgage
Trust
2021-XL2,
(TSFR1M
reference
rate
+
1.960%
spread),
2021
XL2,
144A
7.283%
10/15/38
1,321,338
1,500
(b)
BX
Trust
2023-DELC,
(TSFR1M
reference
rate
+
3.339%
spread),
2023
DELC,
144A
8.671%
5/15/38
1,505,535
1,095
BXP
Trust
2017-CC,
2017
CC,
144A
3.552%
8/13/37
797,049
1,500
BXP
Trust
2021-601L,
2021
601L,
144A
2.868%
1/15/44
889,061
493
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A,
144A
3.100%
12/15/50
411,967
1,250
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A,
144A
4.690%
12/15/50
1,047,588
1,150
CARS-DB4
LP,
2020
1A,
144A
4.520%
2/15/50
1,029,396
632
CARS-DB5
LP,
2021
1A,
144A
1.920%
8/15/51
550,296
1,719
Carvana
Auto
Receivables
Trust
2021-N4,
2021
N4
2.300%
9/11/28
1,642,878
705
CD
2016-CD1
Mortgage
Trust,
2016
CD1
3.631%
8/10/49
442,965
1,440
CD
Mortgage
Trust,
2017
CD3
3.984%
2/10/50
850,611
750
CF
2020-P1
Mortgage
Trust,
2020
P1,
144A
3.603%
4/15/52
473,614
49
CF
2020-P1
Mortgage
Trust,
2020
P1,
144A
2.840%
4/15/25
46,219
675
CF
Hippolyta
Issuer
LLC,
2020
1,
144A
2.600%
7/15/60
540,194
1,349
CF
Hippolyta
Issuer
LLC,
2020
1,
144A
2.280%
7/15/60
1,204,345
1,000
(b)
CIFC
Funding
2018-II
Ltd,
(3-Month
LIBOR
reference
rate
+
3.112%
spread),
2018
2A,
144A
5.560%
4/20/31
993,450
2,125
(b)
CIFC
Funding
2020-I
Ltd,
(TSFR3M
reference
rate
+
3.362%
spread),
2020
1A,
144A
8.755%
7/15/36
2,084,028
15
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
2,000
(b)
CIFC
Funding
2020-I
Ltd,
(TSFR3M
reference
rate
+
2.262%
spread),
2020
1A,
144A
7.655%
7/15/36
$
1,964,212
385
(b)
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
6.762%
spread),
2020
2A,
144A
12.177%
10/20/34
378,318
1,760
(b)
CIFC
Funding
2020-II
Ltd,
(TSFR3M
reference
rate
+
3.312%
spread),
2020
2A,
144A
8.727%
10/20/34
1,732,046
1,305
(b)
CIFC
Funding
2020-II
Ltd,
(TSFR3M
reference
rate
+
2.312%
spread),
2020
2A,
144A
7.727%
10/20/34
1,284,004
2,500
(b)
CIFC
Funding
2022-IV
Ltd,
(SOFR
reference
rate
+
3.550%
spread),
2022
4A,
144A
8.944%
7/16/35
2,467,893
1,000
Citigroup
Commercial
Mortgage
Trust
2014-GC23,
2014
GC23,
144A
4.625%
7/10/47
860,225
2,750
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
3.758%
4/10/48
2,575,585
1,690
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
4.276%
4/10/48
1,550,665
850
(b)
Citigroup
Commercial
Mortgage
Trust
2021-PRM2,
(TSFR1M
reference
rate
+
2.014%
spread),
2021
PRM2,
144A
7.337%
10/15/38
817,824
2,410
Cologix
Data
Centers
US
Issuer
LLC,
2021
1A,
144A
3.300%
12/26/51
2,126,717
1,755
COMM
2014-CCRE17
Mortgage
Trust,
2014
CR17
4.377%
5/10/47
1,627,605
1,400
COMM
2014-LC17
Mortgage
Trust,
2014
LC17
4.689%
10/10/47
1,300,301
3,150
Comm
2014-UBS2
Mortgage
Trust,
2014
UBS2
4.947%
3/10/47
2,763,493
2,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3
4.894%
6/10/47
1,412,366
2,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3,
144A
4.767%
6/10/47
1,217,211
1,840
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
4.203%
3/10/48
1,634,346
2,000
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22,
144A
3.000%
3/10/48
1,351,902
2,628
COMM
2015-CCRE23
Mortgage
Trust,
2015
CR23
4.430%
5/10/48
2,123,499
1,500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
3.463%
8/10/48
1,200,724
1,000
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.492%
8/10/48
924,496
500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.492%
8/10/48
439,515
550
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
450,278
3,000
COMM
2015-CCRE26
Mortgage
Trust,
2015
CR26
4.614%
10/10/48
2,748,584
900
COMM
2015-LC23
Mortgage
Trust,
2015
LC23
4.697%
10/10/48
810,172
1,000
COMM
2019-GC44
Mortgage
Trust,
2019
GC44
3.640%
8/15/57
711,088
1,120
COMM
Mortgage
Trust,
2014
CR14
4.585%
2/10/47
992,049
1,500
Commercial
Mortgage
Pass
Through
Certificates,
2022
HC,
144A
4.084%
1/10/39
1,153,187
17
Connecticut
Avenue
Securities
Trust
2018-R07,
2018
R07,
144A
7.835%
4/25/31
16,628
625
(b)
Connecticut
Avenue
Securities
Trust
2021-R03,
(SOFR30A
reference
rate
+
5.500%
spread),
2021
R03,
144A
10.828%
12/25/41
623,595
850
(b)
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2022
R01,
144A
11.328%
12/25/41
858,689
3,400
(b)
Connecticut
Avenue
Securities
Trust
2022-R02,
(SOFR30A
reference
rate
+
4.500%
spread),
2022
R02,
144A
9.828%
1/25/42
3,497,694
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
9.850%
spread),
2022
R03,
144A
14.823%
3/25/42
4,513,919
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
3.500%
spread),
2022
R03,
144A
8.828%
3/25/42
4,163,368
3,250
(b)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
6.250%
spread),
2022
R03,
144A
6.349%
3/25/42
3,548,823
1,880
(b)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
3.100%
spread),
2022
R04,
144A
8.428%
3/25/42
1,938,247
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
5.250%
spread),
2022
R04,
144A
10.578%
3/25/42
4,242,151
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R06,
(SOFR30A
reference
rate
+
3.850%
spread),
2022
R06,
144A
9.178%
5/25/42
4,209,121
2,100
(b)
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
12.000%
spread),
2022
R07,
144A
17.296%
6/25/42
2,474,585
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
4.650%
spread),
2022
R07,
144A
9.979%
6/25/42
4,312,262
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
16
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
600
(b)
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
6.750%
spread),
2022
R09,
144A
12.079%
9/25/42
$
651,882
4,000
(b)
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
R09,
144A
10.079%
9/25/42
4,299,039
4,000
(b)
Connecticut
Avenue
Securities
Trust
2023-R01,
(SOFR30A
reference
rate
+
3.750%
spread),
2023
R01,
144A
9.079%
12/25/42
4,210,162
3,000
(b)
Connecticut
Avenue
Securities
Trust
2023-R04,
(SOFR30A
reference
rate
+
5.350%
spread),
2023
R04,
144A
10.679%
5/25/43
3,222,136
800
(b)
Connecticut
Avenue
Securities
Trust
2023-R05,
(SOFR30A
reference
rate
+
6.850%
spread),
2023
R05,
144A
12.179%
6/25/43
834,938
1,000
(b)
Connecticut
Avenue
Securities
Trust
2023-R05,
(SOFR30A
reference
rate
+
4.750%
spread),
2023
R05,
144A
10.079%
6/25/43
1,050,506
4,000
(b)
Connecticut
Avenue
Securities
Trust
2023-R06,
(SOFR30A
reference
rate
+
3.900%
spread),
2023
R06,
144A
9.188%
7/25/43
4,068,624
3,000
Crescendo
Royalty
Funding
LP,
2021
1,
144A
3.567%
12/20/51
2,725,818
1,000
CSMC
2021-NQM1,
2021
NQM1,
144A
2.130%
5/25/65
622,763
1,653
CyrusOne
Data
Centers
Issuer
I,
2023
1A,
144A
5.450%
4/20/48
1,448,002
1,000
CyrusOne
Data
Centers
Issuer
I,
2023
2A,
144A,
(WI/DD)
5.560%
11/20/48
932,259
1,176
DB
Master
Finance
LLC,
2021
1A,
144A
2.493%
11/20/51
1,007,659
633
DB
Master
Finance
LLC,
2019
1A,
144A
4.021%
5/20/49
599,779
1,176
DB
Master
Finance
LLC,
2021
1A,
144A
2.045%
11/20/51
1,051,337
142
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A,
144A
3.830%
11/21/33
128,842
142
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A,
144A
2.700%
11/21/33
129,895
30,450
DOLP
Trust
2021-NYC,
2021
NYC,
(I/O),
144A
0.665%
5/10/41
1,101,608
975
Domino's
Pizza
Master
Issuer
LLC,
2021
1A,
144A
2.662%
4/25/51
837,578
1,601
DRIVEN
BRANDS
FUNDING
LLC,
2020
1A,
144A
3.786%
7/20/50
1,438,222
1,459
DRIVEN
BRANDS
FUNDING
LLC,
2020
2A,
144A
3.237%
1/20/51
1,267,452
2,829
EWC
Master
Issuer
LLC,
2022
1A,
144A
5.500%
3/15/52
2,630,389
4,715
(b)
Fannie
Mae
-
CAS,
(SOFR30A
reference
rate
+
5.550%
spread),
2023
R02,
144A
10.878%
1/25/43
5,058,330
1,438
Fannie
Mae
Connecticut
Avenue
Securities,
2017
C06
1.800%
2/25/30
9,163
6,112
Fannie
Mae
Pool,
FN
MA4805,
2022
1
4.500%
11/01/52
5,727,424
5,941
Fannie
Mae
Pool,
FN
MA4785
5.000%
10/01/52
5,727,705
5,874
Fannie
Mae
Pool,
FN
MA4942
6.000%
3/01/53
5,894,877
2,964
Fannie
Mae
Pool,
FN
MA5165
5.500%
10/01/53
2,920,781
2,851
Fannie
Mae
Pool,
FN
MA4918
5.000%
2/01/53
2,743,671
6,050
Fannie
Mae
Pool,
FN
MA4919
5.500%
2/01/53
5,963,136
56
Fannie
Mae
Pool
FN
745324,
FN
745324
6.000%
3/01/34
56,319
1
(b)
Fannie
Mae
Pool
FN
905597,
FN
905597,
(12-Month
LIBOR
reference
rate
+
1.875%
spread)
4.125%
12/01/36
699
11
(b)
Fannie
Mae
Pool
FN
946228,
FN
946228,
(12-Month
LIBOR
reference
rate
+
1.587%
spread)
5.837%
9/01/37
10,639
171
(b)
Fannie
Mae
REMICS,
(SOFR30A
reference
rate
+
5.836%
spread),
2013
98,
(I/O)
0.507%
9/25/43
16,349
84
Flagstar
Mortgage
Trust
2017-2,
2017
2,
144A
3.992%
10/25/47
72,967
1,245
Flagstar
Mortgage
Trust
2021-10INV,
2021
10IN,
144A
3.000%
10/25/51
986,586
2,558
Flagstar
Mortgage
Trust
2021-4,
2021
4,
144A
2.500%
6/01/51
1,942,206
11,447
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML12,
(I/O)
1.303%
7/25/41
1,101,585
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
7.500%
spread),
2021
DNA6,
144A
12.828%
10/25/41
4,206,135
2,550
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
2.500%
spread),
2022
DNA1,
144A
7.828%
1/25/42
2,545,625
2,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
3.400%
spread),
2022
DNA1,
144A
8.728%
1/25/42
2,002,454
2,365
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
DNA2,
144A
10.078%
2/25/42
2,442,279
1,148
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
8.500%
spread),
2022
DNA2,
144A
13.788%
2/25/42
1,206,775
3,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
3.750%
spread),
2022
DNA2,
144A
9.078%
2/25/42
3,081,772
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
4.350%
spread),
2022
DNA3,
144A
9.678%
4/25/42
4,193,425
17
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
2.900%
spread),
2022
DNA3,
144A
8.228%
4/25/42
$
4,093,976
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
5.650%
spread),
2022
DNA3,
144A
8.647%
4/25/42
4,238,448
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA6,
(SOFR30A
reference
rate
+
3.700%
spread),
2022
DNA6,
144A
9.028%
9/25/42
4,207,604
4,000
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-HQA1,
(SOFR30A
reference
rate
+
7.000%
spread),
2022
HQA1,
144A
9.997%
3/25/42
4,354,876
129
(b)
Freddie
Mac
Strips,
(SOFR30A
reference
rate
+
5.806%
spread),
2014
327,
(I/O)
0.481%
3/15/44
11,068
4,000
(b)
Freddie
Mac
Structured
Agency
Credit
Risk
Debt
Notes,
(SOFR30A
reference
rate
+
4.000%
spread),
2022
HQA2,
144A
9.328%
7/25/42
4,194,728
1,000
Frontier
Issuer
LLC,
2023
1,
144A
6.600%
8/20/53
967,262
1,000
Frontier
Issuer
LLC,
2023
1,
144A
11.500%
8/20/53
979,011
1,000
Frontier
Issuer
LLC,
2023
1,
144A
8.300%
8/20/53
973,245
500
(b)
Goldentree
Loan
Opportunities
IX
Ltd,
(TSFR3M
reference
rate
+
0.059%
spread),
2014
9A,
144A
11.312%
10/29/29
500,865
2,614
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
26.100%
spread),
2023
96
2.936%
7/20/53
2,715,814
3,973
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
23.205%
spread),
2023
111
2.437%
8/20/53
3,957,414
7,040
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
6.250%
spread),
2020
133,
(I/O)
0.925%
9/20/50
807,728
2,000
(b)
GRACIE
POINT
INTERNATIONAL
FUNDING
2023-2,
(SOFR90A
reference
rate
+
5.400%
spread),
2023
2A,
144A
0.000%
3/01/27
1,999,954
1,081
(b)
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(1-Month
LIBOR
reference
rate
+
1.497%
spread),
2018
TWR,
144A
3.449%
7/15/31
793,540
1,500
(b)
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(TSFR1M
reference
rate
+
1.897%
spread),
2018
TWR,
144A
7.220%
7/15/31
716,225
2,000
(b)
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(TSFR1M
reference
rate
+
3.464%
spread),
2021
ARDN,
144A
8.787%
11/15/36
1,864,370
2,600
(b)
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(TSFR1M
reference
rate
+
1.364%
spread),
2021
ARDN,
144A
6.687%
11/15/36
2,522,592
1,000
GS
Mortgage
Securities
Trust
2016-GS3,
2016
GS3
4.111%
10/10/49
787,292
1,200
GS
Mortgage
Securities
Trust
2016-GS4,
2016
GS4
4.077%
11/10/49
963,100
1,425
GS
Mortgage
Securities
Trust
2019-GC38,
2019
GC38
4.158%
2/10/52
1,264,513
1,000
GS
Mortgage
Securities
Trust
2020-GSA2,
2020
GSA2
2.012%
12/12/53
772,884
116
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2,
144A
4.000%
11/25/49
105,106
6
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2,
144A
4.000%
11/25/49
5,082
164
GS
Mortgage-Backed
Securities
Corp
Trust
2021-PJ5,
2021
PJ5,
144A
2.500%
10/25/51
124,262
2,491
GS
Mortgage-Backed
Securities
Trust
2021-PJ6,
2021
PJ6,
144A
2.500%
11/25/51
1,900,545
1,682
GS
Mortgage-Backed
Securities
Trust
2021-PJ7,
2021
PJ7,
144A
2.500%
1/25/52
1,276,853
338
GS
Mortgage-Backed
Securities
Trust
2021-PJ8,
2021
PJ8,
144A
2.500%
1/25/52
256,658
2,917
Hardee's
Funding
LLC,
2020
1A,
144A
3.981%
12/20/50
2,526,858
750
Hertz
Vehicle
Financing
LLC,
2021
1A,
144A
2.050%
12/26/25
717,304
1,000
HI-FI
Music
IP
Issuer
LP,
2022
1A,
144A
3.939%
2/01/62
919,252
358
Hilton
Grand
Vacations
Trust
2019-A,
2019
AA,
144A
2.840%
7/25/33
334,940
1,731
Horizon
Aircraft
Finance
II
Ltd,
2019
1,
144A
3.721%
7/15/39
1,512,971
861
Horizon
Aircraft
Finance
III
Ltd,
2019
2,
144A
3.425%
11/15/39
668,800
1,000
Hotwire
Funding
LLC,
2021
1,
144A
2.658%
11/20/51
860,710
1,025
Hpefs
Equipment
Trust
2022-2,
2022
2A,
144A
4.940%
3/20/30
999,563
1,000
Hudson
Yards
2019-55HY
Mortgage
Trust,
2019
55HY,
144A
3.041%
12/10/41
688,838
1,500
(b)
ILPT
Commercial
Mortgage
Trust
2022-LPF2,
(TSFR1M
reference
rate
+
2.744%
spread),
2022
LPF2,
144A
8.067%
10/15/39
1,471,294
436
Impac
Secured
Assets
CMN
Owner
Trust,
2000
3
8.000%
10/25/30
384,320
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
18
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
2,000
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1,
144A
3.531%
10/25/55
$
1,638,143
324
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1,
144A
2.051%
10/25/55
288,492
450
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1,
144A
2.383%
6/25/56
306,136
396
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1,
144A
1.617%
6/25/56
322,678
1,250
(c)
Industrial
DPR
Funding
Ltd,
2022
1A,
144A
5.380%
4/15/34
1,057,488
2,441
(b)
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2022-NLP,
(TSFR1M
reference
rate
+
2.608%
spread),
2022
NLP,
144A
7.918%
4/15/37
2,065,545
2,448
Jonah
Energy
Abs
I
LLC,
2022
1,
144A
7.200%
11/20/37
2,437,548
177
(b)
JP
Morgan
Alternative
Loan
Trust
2007-S1,
(TSFR1M
reference
rate
+
0.674%
spread),
2007
S1
6.017%
4/25/47
167,491
379
JP
Morgan
Mortgage
Trust
2018-3,
2018
3,
144A
3.500%
9/25/48
321,885
123
JP
Morgan
Mortgage
Trust
2018-4,
2018
4,
144A
3.500%
10/25/48
102,440
505
JP
MORGAN
MORTGAGE
TRUST
2018-5,
2018
5,
144A
3.500%
10/25/48
421,616
848
JP
Morgan
Mortgage
Trust
2018-6,
2018
6,
144A
3.887%
12/25/48
696,016
71
JP
Morgan
Mortgage
Trust
2019-1,
2019
1,
144A
4.000%
5/25/49
63,689
32
(b)
JP
Morgan
Mortgage
Trust
2019-INV1,
(TSFR1M
reference
rate
+
1.064%
spread),
2019
INV1,
144A
6.407%
10/25/49
30,654
229
JP
Morgan
Mortgage
Trust
2020-1,
2020
1,
144A
3.829%
6/25/50
191,008
409
JP
Morgan
Mortgage
Trust
2021-11,
2021
11,
144A
2.500%
1/25/52
310,659
284
JP
Morgan
Mortgage
Trust
2021-7,
2021
7,
144A
2.500%
11/25/51
215,779
185
JP
Morgan
Mortgage
Trust
2021-8,
2021
8,
144A
2.500%
12/25/51
140,611
2,500
JPMBB
Commercial
Mortgage
Securities
Trust
2015-C31,
2015
C31
4.776%
8/15/48
1,888,658
1,400
JPMBB
Commercial
Mortgage
Securities
Trust
2016-C1,
2016
C1,
144A
4.358%
3/17/49
1,116,623
2,000
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP6,
2017
JP6
3.853%
7/15/50
1,264,039
1,400
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7,
144A
4.528%
9/15/50
938,141
1,335
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7
3.778%
9/15/50
1,012,017
190
Ladder
Capital
Commercial
Mortgage
2013-GCP
Mortgage
Trust,
2013
GCP,
144A
3.985%
2/15/36
164,582
1,472
Lunar
2021-1
Structured
Aircraft
Portfolio
Notes,
2021
1,
144A
5.682%
10/15/46
1,217,963
1,500
(b)
Madison
Park
Funding
LIX
Ltd,
(TSFR3M
reference
rate
+
2.362%
spread),
2021
59A,
144A
7.757%
1/18/34
1,490,990
1,500
(b)
Madison
Park
Funding
XXXVI
Ltd,
(TSFR3M
reference
rate
+
3.500%
spread),
2019
36A,
144A
5.981%
4/15/35
1,476,821
1,500
(b)
Magnetite
XXIII
Ltd,
(TSFR3M
reference
rate
+
2.312%
spread),
2019
23A,
144A
7.690%
1/25/35
1,487,388
96
MAPS
2018-1
Ltd,
2018
1A,
144A
4.212%
5/15/43
86,240
252
MAPS
2021-1
Trust,
2021
1A,
144A
2.521%
6/15/46
220,716
1,000
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A,
144A
8.040%
9/20/27
1,006,912
1,000
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A,
144A
9.590%
9/20/27
1,003,985
2,000
MetroNet
Infrastructure
Issuer
LLC,
2022
1A,
144A
6.350%
10/20/52
1,934,223
1,000
MetroNet
Infrastructure
Issuer
LLC,
2023
1A,
144A
8.010%
4/20/53
977,400
34,356
MFT
Trust
2020-ABC,
2020
ABC,
(I/O),
144A
0.235%
2/10/42
273,512
750
Morgan
Stanley
Capital
I
Trust
2018-H3,
2018
H3
4.177%
7/15/51
699,315
257
Morgan
Stanley
Residential
Mortgage
Loan
Trust
2021-5,
2021
5,
144A
2.500%
8/25/51
195,257
2,000
MRCD
2019-MARK
Mortgage
Trust,
2019
PARK,
144A
2.718%
12/15/36
1,179,598
500
MSCG
Trust
2015-ALDR,
2015
ALDR,
144A
3.577%
6/07/35
421,839
1,500
MSCG
Trust
2015-ALDR,
2015
ALDR,
144A
3.577%
6/07/35
1,295,426
1,000
(b)
MTN
Commercial
Mortgage
Trust
2022-LPFL,
(TSFR1M
reference
rate
+
2.943%
spread),
2022
LPFL,
144A
7.773%
3/15/39
950,921
491
MVW
2019-2
LLC,
2019
2A,
144A
2.680%
10/20/38
455,052
19
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
194
MVW
2021-1W
LLC,
2021
1WA,
144A
1.940%
1/22/41
$
176,094
363
MVW
Owner
Trust
2019-1,
2019
1A,
144A
3.330%
11/20/36
344,750
1,500
(b)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
4.329%
spread),
2019
MILE,
144A
9.652%
7/15/36
988,491
1,500
(b)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
3.579%
spread),
2019
MILE,
144A
8.902%
7/15/36
1,067,098
1,000
(b)
Neuberger
Berman
Loan
Advisers
Clo
40
Ltd,
(TSFR3M
reference
rate
+
3.012%
spread),
2021
40A,
144A
8.405%
4/16/33
978,771
660
(b)
Neuberger
Berman
Loan
Advisers
Clo
40
Ltd,
(TSFR3M
reference
rate
+
6.112%
spread),
2021
40A,
144A
11.505%
4/16/33
647,024
1,625
(b)
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
0.032%
spread),
2022
48A,
144A
8.578%
4/25/36
1,570,810
1,000
Neuberger
Berman
Loan
Advisers
NBLA
CLO
53
Ltd,
144A
0.000%
10/24/32
999,868
92
New
Residential
Mortgage
Loan
Trust
2015-2,
2015
2A,
144A
5.369%
8/25/55
87,351
1,000
NLT
2021-INV2
Trust,
2021
INV2,
144A
2.569%
8/25/56
628,511
1,000
Oak
Street
Investment
Grade
Net
Lease
Fund
Series
2021-1,
2021
1A,
144A
4.230%
1/20/51
867,707
39
(b)
OBX
2018-1
Trust,
(TSFR1M
reference
rate
+
0.764%
spread),
2018
1,
144A
4.658%
6/25/57
36,813
835
OBX
2021-J2
Trust,
2021
J2,
144A
2.500%
7/25/51
634,027
2,175
(b)
OHA
Credit
Funding
4
Ltd,
(TSFR3M
reference
rate
+
3.462%
spread),
2019
4A,
144A
4.336%
10/22/36
2,153,709
1,150
One
Bryant
Park
Trust
2019-OBP,
2019
OBP,
144A
2.516%
9/15/54
937,525
3,000
OPEN
Trust
2023-AIR,
2023
AIR,
144A
10.560%
10/15/28
3,009,141
276
Oportun
Funding
XIV
LLC,
2021
A,
144A
5.400%
3/08/28
264,990
276
Oportun
Funding
XIV
LLC,
2021
A,
144A
3.440%
3/08/28
263,550
350
Oportun
Issuance
Trust
2021-C,
2021
C,
144A
5.570%
10/08/31
309,906
617
Oportun
Issuance
Trust
2021-C,
2021
C,
144A
3.610%
10/08/31
555,436
1,000
(b)
Palmer
Square
CLO
2021-3
Ltd,
(TSFR3M
reference
rate
+
3.212%
spread),
2021
3A,
144A
5.462%
1/15/35
974,133
2,500
(b)
Palmer
Square
CLO
2022-1
Ltd,
(TSFR3M
reference
rate
+
3.050%
spread),
2022
1A,
144A
8.466%
4/20/35
2,480,408
2,000
(b)
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
5.300%
spread),
2023
1A,
144A
10.716%
1/20/36
2,026,382
4,000
(b)
PNMAC
GMSR
ISSUER
TRUST
2018-GT1,
(TSFR1M
reference
rate
+
3.965%
spread),
2018
GT1,
144A
9.308%
2/25/25
4,003,181
1,000
(b)
PNMAC
GMSR
ISSUER
TRUST
2018-GT2,
(TSFR1M
reference
rate
+
3.515%
spread),
2018
GT2,
144A
8.858%
8/25/25
1,001,339
250
Purchasing
Power
Funding
2021-A
LLC,
2021
A,
144A
4.370%
10/15/25
244,074
1,574
Purewest
Funding
LLC,
2021
1,
144A
4.091%
12/22/36
1,502,094
1,000
(b)
RLGH
Trust
2021-TROT,
(1-Month
LIBOR
reference
rate
+
1.828%
spread),
2021
TROT,
144A
1.821%
4/15/36
953,998
12
Sequoia
Mortgage
Trust
2018-7,
2018
7,
144A
4.000%
9/25/48
10,741
7
Sequoia
Mortgage
Trust
2019-2,
2019
2,
144A
4.000%
6/25/49
6,309
278
Sequoia
Mortgage
Trust
2020-3,
2020
3,
144A
3.000%
4/25/50
225,349
1,992
Sesac
Finance
LLC,
2019
1,
144A
5.216%
7/25/49
1,910,952
763
Settlement
Fee
Finance
2019-1
LLC,
2019
1A,
144A
3.840%
11/01/49
751,617
155
Sierra
Timeshare
2019-2
Receivables
Funding
LLC,
2019
2A,
144A
4.540%
5/20/36
149,347
144
Sierra
Timeshare
2019-3
Receivables
Funding
LLC,
2019
3A,
144A
4.180%
8/20/36
138,243
123
Sierra
Timeshare
2021-1
Receivables
Funding
LLC,
2021
1A,
144A
1.790%
11/20/37
114,633
1,155
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
2.851%
7/15/41
815,955
40,180
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
0.258%
7/15/41
563,902
1,855
(b)
SMR
2022-IND
Mortgage
Trust,
(TSFR1M
reference
rate
+
3.950%
spread),
2022
IND,
144A
9.273%
2/15/39
1,658,860
1,867
Sonic
Capital
LLC,
2020
1A,
144A
3.845%
1/20/50
1,716,881
1,500
Spruce
Hill
Mortgage
Loan
Trust
2020-SH1,
2020
SH1,
144A
3.827%
1/28/50
1,328,559
886
Start
II
LTD,
2019
1,
144A
5.095%
3/15/44
764,541
2,584
Taco
Bell
Funding
LLC,
2021
1A,
144A
2.294%
8/25/51
2,157,061
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
20
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
1,719
Taco
Bell
Funding
LLC,
2021
1A,
144A
1.946%
8/25/51
$
1,509,735
1,500
(b)
TCW
CLO
2021-2
Ltd,
(3-Month
LIBOR
reference
rate
+
7.122%
spread),
2021
2A,
144A
6.985%
7/25/34
1,439,832
1,000
(b)
TICP
CLO
XIV
Ltd,
(TSFR3M
reference
rate
+
1.912%
spread),
2019
14A,
144A
7.327%
10/20/32
986,392
700
Tricon
American
Homes
2020-SFR1,
2020
SFR1,
144A
2.548%
7/17/38
632,667
488
UBS-Barclays
Commercial
Mortgage
Trust
2013-C5,
2013
C5,
144A
3.649%
3/10/46
425,027
1,000
(b)
Unity-Peace
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
2.000%
spread),
2022
1A,
144A
7.416%
4/20/35
995,784
3,000
VB-S1
Issuer
LLC
-
VBTEL,
2022
1A,
144A
4.288%
2/15/52
2,659,095
600
Verus
Securitization
Trust
2019-4,
2019
4,
144A
3.207%
11/25/59
532,964
722
Verus
Securitization
Trust
2020-1,
2020
1,
144A
2.724%
1/25/60
682,161
215
Verus
Securitization
Trust
2020-4,
2020
4,
144A
2.321%
5/25/65
201,866
2,000
Verus
Securitization
Trust
2021-8,
2021
8,
144A
3.288%
11/25/66
1,333,141
886
Vivint
Solar
Financing
V
LLC,
2018
1A,
144A
7.370%
4/30/48
817,444
700
VNDO
Trust
2016-350P,
2016
350P,
144A
4.033%
1/10/35
543,005
968
VR
Funding
LLC,
2020
1A,
144A
2.790%
11/15/50
854,019
185
VR
Funding
LLC,
2020
1A,
144A
6.420%
11/15/50
170,516
41
Washington
Mutual
MSC
Mortgage
Pass-Through
Certificates
Series
2004-RA3
Trust,
2004
RA3
5.714%
8/25/38
39,348
959
Wells
Fargo
Mortgage
Backed
Securities
2021-INV1
Trust,
2021
INV1,
144A
3.314%
8/25/51
740,507
850
Wendy's
Funding
LLC,
2021
1A,
144A
2.370%
6/15/51
714,946
1,500
Willis
Engine
Structured
Trust
VII,
2023
A,
144A
8.000%
10/15/48
1,491,840
538
ZAXBY'S
FUNDING
LLC,
2021
1A,
144A
3.238%
7/30/51
452,452
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$389,492,426)
360,588,577
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
27
.0
%
X
194,867,443
Automobiles
&
Components
-
0.5%
$
1,200
General
Motors
Financial
Co
Inc
5.850%
4/06/30
$
1,196,353
1,500
(d)
Goodyear
Tire
&
Rubber
Co/The
5.000%
7/15/29
1,368,523
1,500
Hyundai
Capital
Services
Inc,
144A
2.125%
4/24/25
1,427,627
Total
Automobiles
&
Components
3,992,503
Banks
-
3.3%
1,200
Access
Bank
PLC,
144A
6.125%
9/21/26
1,022,640
375
African
Export-Import
Bank/The,
144A
2.634%
5/17/26
341,737
1,000
(d)
Akbank
TAS,
144A
6.800%
2/06/26
985,064
1,050
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands,
144A
2.720%
8/11/31
883,265
500
Bangkok
Bank
PCL/Hong
Kong,
144A
3.466%
9/23/36
401,733
2,250
Bank
of
America
Corp
5.872%
9/15/34
2,257,536
1,675
Bank
of
America
Corp
3.248%
10/21/27
1,563,246
1,035
Banque
Ouest
Africaine
de
Developpement,
144A
4.700%
10/22/31
842,697
1,300
Barclays
PLC
6.490%
9/13/29
1,314,614
1,255
Citibank
NA
5.803%
9/29/28
1,280,104
310
Credit
Suisse
AG/New
York
NY
3.625%
9/09/24
303,842
335
Deutsche
Bank
AG/New
York
NY
6.819%
11/20/29
341,303
1,475
Deutsche
Bank
AG/New
York
NY
3.961%
11/26/25
1,435,931
1,675
Development
Bank
of
Kazakhstan
JSC,
144A
2.950%
5/06/31
1,314,875
375
Grupo
Aval
Ltd,
144A
4.375%
2/04/30
296,607
1,000
HSBC
Holdings
PLC
4.583%
6/19/29
951,937
1,400
JPMorgan
Chase
&
Co
1.470%
9/22/27
1,254,776
2,125
JPMorgan
Chase
&
Co
5.350%
6/01/34
2,075,096
2,300
Morgan
Stanley
Bank
NA
5.882%
10/30/26
2,336,799
21
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Banks
(continued)
$
500
Turkiye
Garanti
Bankasi
AS,
144A
7.177%
5/24/27
$
478,024
800
Turkiye
Vakiflar
Bankasi
TAO,
144A
5.500%
10/01/26
747,000
1,375
Wells
Fargo
Bank
NA
5.450%
8/07/26
1,382,958
Total
Banks
23,811,784
Capital
Goods
-
1.1%
880
(d)
AerCap
Holdings
NV
5.875%
10/10/79
850,395
1,825
Albion
Financing
2SARL,
144A
8.750%
4/15/27
1,735,921
900
Boeing
Co/The
5.805%
5/01/50
877,782
950
(d)
GrafTech
Global
Enterprises
Inc,
144A
9.875%
12/15/28
745,750
750
John
Deere
Capital
Corp
4.950%
7/14/28
751,288
750
L3Harris
Technologies
Inc
5.400%
7/31/33
747,545
900
Sociedad
Quimica
y
Minera
de
Chile
SA,
144A
6.500%
11/07/33
905,625
1,065
Windsor
Holdings
III
LLC,
144A
8.500%
6/15/30
1,095,476
Total
Capital
Goods
7,709,782
Commercial
&
Professional
Services
-
0.3%
1,170
ADT
Security
Corp/The,
144A
4.875%
7/15/32
1,025,294
415
Gtcr
W-2
Merger
Sub,
LLC,
144A
7.500%
1/15/31
422,781
750
(d)
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
651,563
Total
Commercial
&
Professional
Services
2,099,638
Consumer
Discretionary
Distribution
&
Retail
-
0.9%
1,450
(e)
JSM
Global
Sarl,
144A
4.750%
10/20/30
266,438
1,000
Kohl's
Corp
4.625%
5/01/31
731,250
850
Lowe's
Cos
Inc
4.250%
4/01/52
667,386
1,125
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
821,171
1,000
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
568,480
2,000
Prosus
NV,
144A
3.257%
1/19/27
1,813,853
725
Prosus
NV,
144A
3.680%
1/21/30
612,669
200
Prosus
NV,
144A
4.850%
7/06/27
189,863
1,000
Staples
Inc,
144A
7.500%
4/15/26
884,993
Total
Consumer
Discretionary
Distribution
&
Retail
6,556,103
Consumer
Services
-
0.5%
990
Cinemark
USA
Inc,
144A
5.250%
7/15/28
891,099
750
GENM
Capital
Labuan
Ltd,
144A
3.882%
4/19/31
612,044
1,000
NCL
Corp
Ltd,
144A
5.875%
3/15/26
947,500
1,135
Sands
China
Ltd
3.500%
8/08/31
905,350
Total
Consumer
Services
3,355,993
Consumer
Staples
Distribution
&
Retail
-
0.1%
850
CVS
Health
Corp
5.050%
3/25/48
745,136
Total
Consumer
Staples
Distribution
&
Retail
745,136
Energy
-
3.8%
1,100
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
1,089,938
720
Civitas
Resources
Inc,
144A
8.375%
7/01/28
737,418
940
Civitas
Resources
Inc,
144A
8.750%
7/01/31
972,871
800
Cosan
Luxembourg
SA,
144A
5.500%
9/20/29
745,176
750
Diamondback
Energy
Inc
4.400%
3/24/51
585,634
450
Ecopetrol
SA
4.625%
11/02/31
360,788
575
Ecopetrol
SA
6.875%
4/29/30
547,782
1,000
Ecopetrol
SA
5.875%
11/02/51
684,500
100
Ecopetrol
SA
5.875%
5/28/45
71,245
2,000
EIG
Pearl
Holdings
Sarl,
144A
3.545%
8/31/36
1,662,560
300
Empresa
Nacional
del
Petroleo,
144A
6.150%
5/10/33
290,858
900
Empresa
Nacional
del
Petroleo,
144A
3.450%
9/16/31
729,899
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
22
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Energy
(continued)
$
826
Energean
Israel
Finance
Ltd,
144A
,
Reg
S
5.375%
3/30/28
$
718,703
750
Energy
Transfer
LP
5.000%
5/15/50
632,707
800
Enterprise
Products
Operating
LLC
4.200%
1/31/50
653,595
800
Enterprise
Products
Operating
LLC
5.350%
1/31/33
806,879
1,000
EQM
Midstream
Partners
LP
6.500%
7/15/48
919,946
1,700
Galaxy
Pipeline
Assets
Bidco
Ltd,
144A
2.625%
3/31/36
1,350,766
985
Genesis
Energy
LP
8.250%
1/15/29
974,766
500
Medco
Laurel
Tree
Pte
Ltd,
144A
6.950%
11/12/28
464,632
500
MEDCO
MAPLE
TREE
PTE
LTD
8.960%
4/27/29
495,816
950
MPLX
LP
2.650%
8/15/30
794,159
1,010
Parkland
Corp/Canada,
144A
4.625%
5/01/30
901,425
990
PBF
Holding
Co
LLC
/
PBF
Finance
Corp,
144A
7.875%
9/15/30
990,000
500
Pertamina
Persero
PT,
144A
1.400%
2/09/26
456,320
200
Petroleos
del
Peru
SA,
144A
4.750%
6/19/32
139,965
559
Petroleos
Mexicanos
7.690%
1/23/50
371,349
100
Petroleos
Mexicanos
6.750%
9/21/47
61,193
1,490
Petroleos
Mexicanos
6.700%
2/16/32
1,162,925
800
Phillips
66
Co
5.300%
6/30/33
791,745
553
Saka
Energi
Indonesia
PT,
144A
4.450%
5/05/24
545,938
1,000
SierraCol
Energy
Andina
LLC,
144A
6.000%
6/15/28
807,497
1,000
Thaioil
Treasury
Center
Co
Ltd,
144A
2.500%
6/18/30
815,160
1,780
Transcanada
Trust
5.500%
9/15/79
1,483,533
495
TRANSOCEAN
AQUILA
LTD,
144A
8.000%
9/30/28
495,975
975
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
962,447
440
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
436,246
1,020
Venture
Global
LNG
Inc,
144A
9.875%
2/01/32
1,045,339
Total
Energy
27,757,695
Equity
Real
Estate
Investment
Trusts
(REITs)
-
1.6%
1,325
American
Tower
Corp
2.750%
1/15/27
1,219,631
1,000
Brixmor
Operating
Partnership
LP
2.250%
4/01/28
862,088
900
Essential
Properties
LP
2.950%
7/15/31
675,640
1,000
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
905,229
1,000
Kite
Realty
Group
Trust
4.750%
9/15/30
910,426
900
Regency
Centers
LP
2.950%
9/15/29
784,415
2,200
SBA
Tower
Trust,
144A
1.840%
4/15/27
1,920,473
500
SBA
Tower
Trust,
144A
1.631%
11/15/26
439,767
270
SBA
Tower
Trust,
144A
1.884%
1/15/26
246,963
240
SBA
Tower
Trust,
144A
2.836%
1/15/25
231,020
1,638
SITE
Centers
Corp
3.625%
2/01/25
1,581,985
465
SITE
Centers
Corp
4.700%
6/01/27
449,151
375
SITE
Centers
Corp
4.250%
2/01/26
361,490
1,000
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
983,620
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
11,571,898
Financial
Services
-
1.7%
1,725
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
6.100%
1/15/27
1,733,788
500
(b)
Citrus
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
5.240%
spread),
144A
5.100%
6/07/25
501,600
1,000
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
913,347
600
DAE
Funding
LLC,
144A
3.375%
3/20/28
540,034
1,750
ENN
Clean
Energy
International
Investment
Ltd,
144A
3.375%
5/12/26
1,622,724
500
(b)
Hestia
Re
Ltd
(1-Month
U.S.
Treasury
Bill
reference
rate
+
9.370%
spread),
144A
14.756%
4/22/25
465,000
250
(b)
Matterhorn
Re
Ltd
(SOFR
reference
rate
+
5.250%
spread),
144A
5.889%
3/24/25
244,675
665
NFP
Corp,
144A
7.500%
10/01/30
659,124
600
NFP
Corp,
144A
8.500%
10/01/31
619,713
23
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financial
Services
(continued)
$
1,095
OneMain
Finance
Corp
3.500%
1/15/27
$
978,468
1,000
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
878,333
1,000
(b)
Sanders
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
3.050%
spread),
144A
3.250%
4/07/25
954,100
1,100
UBS
Group
AG,
144A
9.250%
5/13/72
1,149,255
860
UBS
Group
AG
3.750%
3/26/25
834,409
Total
Financial
Services
12,094,570
Food,
Beverage
&
Tobacco
-
1.3%
1,200
Anadolu
Efes
Biracilik
Ve
Malt
Sanayii
AS,
144A
3.375%
6/29/28
990,432
900
Anheuser-Busch
InBev
Worldwide
Inc
4.350%
6/01/40
797,226
1,250
BAT
International
Finance
PLC
4.448%
3/16/28
1,199,062
1,200
Bimbo
Bakeries
USA
Inc,
144A
6.050%
1/15/29
1,226,484
750
BRF
SA,
144A
4.875%
1/24/30
641,393
1,200
Cia
Cervecerias
Unidas
SA,
144A
3.350%
1/19/32
996,000
950
Constellation
Brands
Inc
2.875%
5/01/30
823,180
1,125
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
998,160
1,000
Triton
Water
Holdings
Inc,
144A
6.250%
4/01/29
856,250
1,075
(d)
Ulker
Biskuvi
Sanayi
AS,
144A
6.950%
10/30/25
1,024,260
Total
Food,
Beverage
&
Tobacco
9,552,447
Health
Care
Equipment
&
Services
-
0.4%
1,150
HCA
Inc
3.500%
9/01/30
1,011,088
1,045
LifePoint
Health
Inc,
144A
11.000%
10/15/30
1,047,787
750
UnitedHealth
Group
Inc
5.050%
4/15/53
710,623
Total
Health
Care
Equipment
&
Services
2,769,498
Insurance
-
0.9%
1,600
Allianz
SE,
144A
6.350%
9/06/53
1,601,893
1,000
Berkshire
Hathaway
Finance
Corp
2.875%
3/15/32
865,701
500
(b)
Bonanza
RE
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
4.910%
spread),
144A
10.288%
12/23/24
471,000
250
(b)
Bonanza
RE
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
5.780%
spread),
144A
11.161%
3/16/25
237,725
900
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
792,539
250
(b)
Kendall
Re
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
4.000%
spread),
144A
4.040%
5/02/24
247,875
550
(b)
Residential
Reinsurance
2020
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
6.010%
spread),
144A
6.510%
12/06/24
546,645
500
(b)
Vitality
Re
XII
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
2.250%
spread),
144A
2.250%
1/07/25
496,750
1,000
(b)
Vitality
Re
XIV
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
3.500%
spread),
144A
8.908%
1/05/27
1,005,900
Total
Insurance
6,266,028
Materials
-
2.8%
1,700
Alpek
SAB
de
CV,
144A
4.250%
9/18/29
1,519,049
1,675
AngloGold
Ashanti
Holdings
PLC
3.750%
10/01/30
1,410,536
700
AngloGold
Ashanti
Holdings
PLC
3.375%
11/01/28
610,301
750
Antofagasta
PLC,
144A
5.625%
5/13/32
719,800
875
Cemex
SAB
de
CV,
144A
9.125%
12/30/49
913,560
950
EverArc
Escrow
Sarl,
144A
5.000%
10/30/29
772,003
1,120
Freeport
Indonesia
PT,
144A
5.315%
4/14/32
1,057,679
710
Inversiones
CMPC
SA,
144A
6.125%
6/23/33
704,604
715
Mauser
Packaging
Solutions
Holding
Co,
144A
7.875%
8/15/26
710,268
1,325
Mineral
Resources
Ltd,
144A
9.250%
10/01/28
1,370,315
355
NOVA
Chemicals
Corp,
144A
8.500%
11/15/28
366,715
1,025
OCP
SA,
144A
3.750%
6/23/31
845,686
1,325
Orbia
Advance
Corp
SAB
de
CV,
144A
1.875%
5/11/26
1,196,176
500
Sasol
Financing
USA
LLC,
144A
8.750%
5/03/29
498,440
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
24
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Materials
(continued)
$
725
Sasol
Financing
USA
LLC
4.375%
9/18/26
$
658,681
300
Summit
Materials
LLC
,
(WI/DD)
7.250%
1/15/31
302,023
2,000
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
1,720,291
1,500
Suzano
Austria
GmbH
3.125%
1/15/32
1,188,640
990
(d)
Tronox
Inc,
144A
4.625%
3/15/29
841,758
1,250
UltraTech
Cement
Ltd,
144A
2.800%
2/16/31
1,010,746
1,500
WRKCo
Inc
3.000%
9/15/24
1,465,452
Total
Materials
19,882,723
Media
&
Entertainment
-
1.1%
1,100
Arches
Buyer
Inc,
144A
4.250%
6/01/28
958,418
535
Baidu
Inc
1.625%
2/23/27
477,723
1,000
(d)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
6.375%
9/01/29
964,831
1,200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.900%
6/01/52
767,712
1,350
Comcast
Corp
2.800%
1/15/51
845,353
1,500
CSC
Holdings
LLC,
144A
4.125%
12/01/30
1,067,565
350
CSC
Holdings
LLC,
144A
11.250%
5/15/28
349,385
925
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
776,478
1,000
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
893,491
800
Warnermedia
Holdings
Inc
5.050%
3/15/42
660,506
Total
Media
&
Entertainment
7,761,462
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.7%
1,000
Amgen
Inc
5.650%
3/02/53
986,131
825
CVS
Health
Corp
1.750%
8/21/30
659,700
1,200
Pfizer
Investment
Enterprises
Pte
Ltd
5.300%
5/19/53
1,170,042
1,000
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/28
981,637
990
(d)
Teva
Pharmaceutical
Finance
Netherlands
III
BV
5.125%
5/09/29
920,333
670
Teva
Pharmaceutical
Finance
Netherlands
III
BV
8.125%
9/15/31
706,802
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
5,424,645
Semiconductors
&
Semiconductor
Equipment
-
0.4%
1,400
Broadcom
Corp
/
Broadcom
Cayman
Finance
Ltd
3.875%
1/15/27
1,345,339
1,200
SK
Hynix
Inc,
144A
1.500%
1/19/26
1,091,788
675
TSMC
Arizona
Corp
3.875%
4/22/27
651,943
Total
Semiconductors
&
Semiconductor
Equipment
3,089,070
Software
&
Services
-
0.3%
2,075
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
1,780,952
700
Oracle
Corp
5.550%
2/06/53
659,893
Total
Software
&
Services
2,440,845
Technology
Hardware
&
Equipment
-
0.3%
1,150
Imola
Merger
Corp,
144A
4.750%
5/15/29
1,044,878
1,700
T-Mobile
USA
Inc
2.250%
11/15/31
1,355,210
Total
Technology
Hardware
&
Equipment
2,400,088
Telecommunication
Services
-
1.5%
360
Altice
France
SA/France,
144A
8.125%
2/01/27
309,661
2,035
AT&T
Inc
3.500%
9/15/53
1,354,830
1,400
C&W
Senior
Financing
DAC,
144A
6.875%
9/15/27
1,277,458
775
CT
Trust,
144A
5.125%
2/03/32
643,870
975
Empresa
Nacional
de
Telecomunicaciones
SA,
144A
3.050%
9/14/32
741,000
770
Iliad
Holding
SASU,
144A
6.500%
10/15/26
751,223
1,000
Liberty
Costa
Rica
Senior
Secured
Finance,
144A
10.875%
1/15/31
983,615
1,386
Millicom
International
Cellular
SA2028
2028,
144A
5.125%
1/15/28
1,251,777
1,375
(d)
Sitios
Latinoamerica
SAB
de
CV,
144A
5.375%
4/04/32
1,222,788
1,690
Verizon
Communications
Inc
1.750%
1/20/31
1,332,095
25
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Telecommunication
Services
(continued)
$
995
Vmed
O2
UK
Financing
I
PLC,
144A
4.750%
7/15/31
$
850,138
Total
Telecommunication
Services
10,718,455
Transportation
-
0.9%
500
Adani
Ports
&
Special
Economic
Zone
Ltd,
144A
3.100%
2/02/31
359,262
1,278
American
Airlines
2021-1
Class
A
Pass
Through
Trust2021
2021
2.875%
7/11/34
1,037,168
665
American
Airlines
Inc
,
(WI/DD)
8.500%
5/15/29
685,976
375
British
Airways
2020-1
Class
A
Pass
Through
Trust2020
A,
144A
4.250%
11/15/32
338,401
298
British
Airways
2020-1
Class
B
Pass
Through
Trust2020
A,
144A
8.375%
11/15/28
304,762
1,000
Grupo
Aeromexico
SAB
de
CV,
144A
8.500%
3/17/27
953,710
1,740
MISC
Capital
Two
Labuan
Ltd,
144A
3.750%
4/06/27
1,648,783
1,000
Transnet
SOC
Ltd,
144A
8.250%
2/06/28
972,480
Total
Transportation
6,300,542
Utilities
-
2.6%
900
AEP
Transmission
Co
LLC
3.650%
4/01/50
649,299
750
AEP
Transmission
Co
LLC
5.400%
3/15/53
721,696
1,035
AES
Espana
BV,
144A
5.700%
5/04/28
910,779
1,192
Alfa
Desarrollo
SpA2021
1,
144A
4.550%
9/27/51
856,727
900
Ameren
Illinois
Co
4.950%
6/01/33
875,321
1,000
Duke
Energy
Carolinas
LLC
4.950%
1/15/33
979,891
760
Duke
Energy
Carolinas
LLC
5.350%
1/15/53
720,153
800
Empresas
Publicas
de
Medellin
ESP,
144A
4.375%
2/15/31
620,685
1,500
EnfraGen
Energia
Sur
SA
/
EnfraGen
Spain
SA
/
Prime
Energia
SpA,
144A
5.375%
12/30/30
1,124,632
950
Eskom
Holdings
SOC
Ltd,
144A
6.350%
8/10/28
893,000
1,125
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
1,035,526
1,050
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
1,003,153
990
Florida
Power
&
Light
Co
4.800%
5/15/33
959,782
1,175
Georgia
Power
Co
2.650%
9/15/29
1,027,688
750
Interstate
Power
and
Light
Co
3.100%
11/30/51
466,175
875
Israel
Electric
Corp
Ltd,
144A
,
Reg
S
3.750%
2/22/32
713,125
250
NPC
Ukrenergo,
144A
6.875%
11/09/28
66,350
750
Public
Service
Co
of
Colorado
2.700%
1/15/51
436,504
1,500
ReNew
Wind
Energy
AP2
/
ReNew
Power
Pvt
Ltd
other
9
Subsidiaries,
144A
4.500%
7/14/28
1,285,574
1,454
Sweihan
PV
Power
Co
PJSC2022
1,
144A
3.625%
1/31/49
1,115,785
1,580
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
1,655,241
599
UEP
Penonome
II
SA2020
1,
144A
6.500%
10/01/38
449,452
Total
Utilities
18,566,538
Total
Corporate
Bonds
(cost
$212,351,095)
194,867,443
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
7
.8
%
X
56,326,158
Automobiles
&
Components
-
0.2%
$
1,735
General
Motors
Financial
Co
Inc
5.700%
N/A
(f)
$
1,521,026
Total
Automobiles
&
Components
1,521,026
Banks
-
3.4%
1,100
Banco
de
Credito
del
Peru
S.A,
144A
3.125%
7/01/30
1,032,539
1,500
Bank
of
America
Corp
6.100%
N/A
(f)
1,482,352
1,500
Bank
of
America
Corp
6.125%
N/A
(f)
1,458,142
1,685
Citigroup
Inc
7.625%
N/A
(f)
1,675,818
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
26
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Banks
(continued)
$
750
Citigroup
Inc
6.174%
5/25/34
$
744,238
2,000
CoBank
ACB
6.250%
N/A
(f)
1,899,520
2,000
Goldman
Sachs
Group
Inc/The
3.800%
N/A
(f)
1,685,569
1,560
Huntington
Bancshares
Inc/OH
5.625%
N/A
(f)
1,361,967
2,450
JPMorgan
Chase
&
Co
3.650%
N/A
(f)
2,205,609
1,275
JPMorgan
Chase
&
Co
5.000%
N/A
(f)
1,255,388
2,000
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(f)
1,532,861
2,000
Truist
Financial
Corp
4.800%
N/A
(f)
1,766,907
1,415
Truist
Financial
Corp
5.100%
N/A
(f)
1,216,900
2,900
Wells
Fargo
&
Co
3.900%
N/A
(f)
2,616,299
1,440
(d)
Wells
Fargo
&
Co
7.625%
N/A
(f)
1,476,013
1,230
Wells
Fargo
&
Co
5.875%
N/A
(f)
1,211,607
Total
Banks
24,621,729
Capital
Goods
-
0.3%
825
AerCap
Global
Aviation
Trust,
144A
6.500%
6/15/45
824,705
1,125
Cemex
SAB
de
CV,
144A
5.125%
N/A
(f)
1,055,140
Total
Capital
Goods
1,879,845
Energy
-
0.5%
2,235
Enbridge
Inc
5.750%
7/15/80
1,942,215
1,400
Energy
Transfer
LP
6.500%
N/A
(f)
1,310,948
Total
Energy
3,253,163
Financial
Services
-
1.0%
2,500
Bank
of
New
York
Mellon
Corp/The
4.700%
N/A
(f)
2,437,970
2,050
(d)
Charles
Schwab
Corp/The
5.375%
N/A
(f)
1,980,778
1,955
(d)
Goldman
Sachs
Group
Inc/The
7.500%
N/A
(f)
1,983,449
1,000
Voya
Financial
Inc
7.748%
N/A
(f)
991,900
Total
Financial
Services
7,394,097
Food,
Beverage
&
Tobacco
-
0.3%
2,730
Land
O'
Lakes
Inc,
144A
8.000%
N/A
(f)
2,361,450
Total
Food,
Beverage
&
Tobacco
2,361,450
Insurance
-
0.8%
2,835
AXIS
Specialty
Finance
LLC
4.900%
1/15/40
2,326,662
1,485
Enstar
Finance
LLC
5.500%
1/15/42
1,219,286
1,000
Hanwha
Life
Insurance
Co
Ltd,
144A
3.379%
2/04/32
904,692
1,500
Prudential
Financial
Inc
6.000%
9/01/52
1,417,559
Total
Insurance
5,868,199
Media
&
Entertainment
-
0.2%
2,185
Paramount
Global
6.375%
3/30/62
1,758,925
Total
Media
&
Entertainment
1,758,925
Telecommunication
Services
-
0.2%
1,000
Network
i2i
Ltd,
144A
3.975%
N/A
(f)
915,522
800
Network
i2i
Ltd,
144A
5.650%
N/A
(f)
787,496
Total
Telecommunication
Services
1,703,018
Utilities
-
0.9%
1,500
Edison
International
5.000%
N/A
(f)
1,371,843
2,035
Sempra
4.875%
N/A
(f)
1,949,880
1,500
Southern
Co/The
4.000%
1/15/51
1,404,183
27
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utilities
(continued)
$
1,304
Vistra
Corp,
144A
7.000%
N/A
(f)
$
1,238,800
Total
Utilities
5,964,706
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$61,999,902)
56,326,158
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
5
.0
%
X
36,081,625
Angola
-
0.1%
$
1,050
Angolan
Government
International
Bond
,
144A
8.750%
4/14/32
$
876,750
Total
Angola
876,750
Bahrain
-
0.1%
500
Bahrain
Government
International
Bond
,
144A
6.000%
9/19/44
395,495
Total
Bahrain
395,495
Bermuda
-
0.1%
625
Bermuda
Government
International
Bond
,
144A
2.375%
8/20/30
510,500
Total
Bermuda
510,500
Brazil
-
0.1%
570
(d)
Brazilian
Government
International
Bond
6.000%
10/20/33
554,471
Total
Brazil
554,471
Chile
-
0.0%
450
Chile
Government
International
Bond
3.100%
5/07/41
321,609
Total
Chile
321,609
Colombia
-
0.2%
1,150
Colombia
Government
International
Bond
5.000%
6/15/45
813,318
825
Colombia
Government
International
Bond
5.200%
5/15/49
584,507
Total
Colombia
1,397,825
Costa
Rica
-
0.1%
905
Costa
Rica
Government
International
Bond
,
144A
5.625%
4/30/43
780,466
Total
Costa
Rica
780,466
Cote
d'Ivoire
-
0.3%
1,247
Ivory
Coast
Government
International
Bond
,
144A
2032
144A
5.750%
12/31/32
1,151,650
1,175
Ivory
Coast
Government
International
Bond
,
144A
6.125%
6/15/33
1,030,498
Total
Cote
d'Ivoire
2,182,148
Dominican
Republic
-
0.2%
1,000
Dominican
Republic
International
Bond
,
144A
4.500%
1/30/30
882,677
835
Dominican
Republic
International
Bond
,
144A
5.300%
1/21/41
673,514
Total
Dominican
Republic
1,556,191
Ecuador
-
0.0%
380
Ecuador
Government
International
Bond
,
144A
5.000%
7/31/30
174,850
Total
Ecuador
174,850
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
28
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Ghana
-
0.0%
$
650
Ghana
Government
International
Bond
,
144A
8.125%
3/26/32
$
277,875
Total
Ghana
277,875
Guatemala
-
0.1%
500
Guatemala
Government
Bond
,
144A
6.600%
6/13/36
481,352
Total
Guatemala
481,352
Hungary
-
0.1%
425
Hungary
Government
International
Bond
,
144A
5.250%
6/16/29
414,985
300
Magyar
Export-Import
Bank
Zrt
,
144A
6.125%
12/04/27
297,600
Total
Hungary
712,585
Indonesia
-
0.1%
950
Perusahaan
Penerbit
SBSN
Indonesia
III
,
144A
3.800%
6/23/50
715,185
Total
Indonesia
715,185
Iraq
-
0.2%
1,696
Iraq
International
Bond
,
144A
5.800%
1/15/28
1,559,387
Total
Iraq
1,559,387
Jamaica
-
0.1%
805
Jamaica
Government
International
Bond
6.750%
4/28/28
853,284
Total
Jamaica
853,284
Jordan
-
0.1%
675
Jordan
Government
International
Bond
,
144A
5.850%
7/07/30
614,209
Total
Jordan
614,209
Kazakhstan
-
0.1%
975
Kazakhstan
Government
International
Bond
,
144A
6.500%
7/21/45
1,023,614
Total
Kazakhstan
1,023,614
Kenya
-
0.3%
1,445
Republic
of
Kenya
Government
International
Bond
,
144A
6.300%
1/23/34
1,074,768
400
Republic
of
Kenya
Government
International
Bond
,
144A
7.000%
5/22/27
360,017
Total
Kenya
1,434,785
Mexico
-
0.5%
1,950
Mexico
Government
International
Bond
4.280%
8/14/41
1,522,848
1,640
Mexico
Government
International
Bond
4.750%
3/08/44
1,323,633
1,000
Mexico
Government
International
Bond
4.750%
4/27/32
930,534
275
Mexico
Government
International
Bond
5.400%
2/09/28
276,852
Total
Mexico
4,053,867
Mongolia
-
0.1%
795
Mongolia
Government
International
Bond
,
144A
4.450%
7/07/31
638,385
Total
Mongolia
638,385
Morocco
-
0.2%
920
Morocco
Government
International
Bond
,
144A
3.000%
12/15/32
722,550
850
Morocco
Government
International
Bond
,
144A
5.500%
12/11/42
722,500
Total
Morocco
1,445,050
29
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Nigeria
-
0.0%
$
415
Nigeria
Government
International
Bond
,
144A
7.875%
2/16/32
$
350,600
325
Nigeria
Government
International
Bond
,
144A
8.375%
3/24/29
298,649
Total
Nigeria
649,249
Oman
-
0.1%
850
Oman
Government
International
Bond
,
144A
6.000%
8/01/29
860,603
250
Oman
Government
International
Bond
,
144A
6.750%
10/28/27
259,907
Total
Oman
1,120,510
Panama
-
0.1%
1,360
Panama
Bonos
del
Tesoro
3.362%
6/30/31
1,037,000
Total
Panama
1,037,000
Paraguay
-
0.1%
550
Paraguay
Government
International
Bond
,
144A
5.600%
3/13/48
459,750
Total
Paraguay
459,750
Peru
-
0.1%
925
Peruvian
Government
International
Bond
2.783%
1/23/31
778,477
Total
Peru
778,477
Philippines
-
0.2%
550
Philippine
Government
International
Bond
6.375%
10/23/34
596,063
495
Philippine
Government
International
Bond
4.200%
3/29/47
400,614
Total
Philippines
996,677
Poland
-
0.1%
630
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
607,348
Total
Poland
607,348
Qatar
-
0.1%
850
Qatar
Government
International
Bond
,
144A
4.817%
3/14/49
756,046
Total
Qatar
756,046
Republic
of
Serbia
-
0.1%
375
Serbia
International
Bond
,
144A
6.500%
9/26/33
368,513
Total
Republic
of
Serbia
368,513
Romania
-
0.1%
450
Romanian
Government
International
Bond
,
144A
7.625%
1/17/53
471,879
Total
Romania
471,879
Rwanda
-
0.1%
1,375
Rwanda
International
Government
Bond
,
144A
5.500%
8/09/31
1,066,535
Total
Rwanda
1,066,535
Saudi
Arabia
-
0.1%
1,365
Saudi
Government
International
Bond
,
144A
3.750%
1/21/55
939,205
Total
Saudi
Arabia
939,205
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
30
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Senegal
-
0.1%
$
700
Senegal
Government
International
Bond
,
144A
6.750%
3/13/48
$
491,890
475
Senegal
Government
International
Bond
,
144A
6.250%
5/23/33
393,158
Total
Senegal
885,048
South
Africa
-
0.2%
1,900
(d)
Republic
of
South
Africa
Government
International
Bond
5.375%
7/24/44
1,362,034
Total
South
Africa
1,362,034
Turkey
-
0.1%
750
Turkiye
Ihracat
Kredi
Bankasi
AS
,
144A
5.750%
7/06/26
711,177
Total
Turkey
711,177
Ukraine
-
0.0%
225
Ukraine
Government
International
Bond
,
144A
7.750%
9/01/29
63,562
Total
Ukraine
63,562
Uzbekistan
-
0.2%
525
Republic
of
Uzbekistan
International
Bond
,
144A
5.375%
2/20/29
480,553
370
Republic
of
Uzbekistan
International
Bond
,
144A
7.850%
10/12/28
374,779
Total
Uzbekistan
855,332
Vietnam
-
0.1%
400
Vietnam
Government
International
Bond
,
144A
4.800%
11/19/24
393,400
Total
Vietnam
393,400
Total
Sovereign
Debt
(cost
$42,918,195)
36,081,625
Principal
Amount
(000)
Description
(a)
,(g)
Coupon
Maturity
Value
X
–
CONTINGENT
CAPITAL
SECURITIES
-
3
.1
%
X
22,171,612
Banks
-
2.7%
$
1,600
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
N/A
(f)
$
1,628,360
1,000
Banco
Mercantil
del
Norte
SA/Grand
Cayman,
144A
6.750%
N/A
(f)
983,800
2,060
Banco
Santander
SA
4.750%
N/A
(f)
1,605,032
1,200
Banco
Santander
SA
9.625%
N/A
(f)
1,252,500
1,375
Bancolombia
SA
4.625%
12/18/29
1,245,239
700
Bangkok
Bank
PCL/Hong
Kong,
144A
5.000%
N/A
(f)
663,845
1,000
Bank
Hapoalim
BM,
144A
,
Reg
S
3.255%
1/21/32
848,174
2,340
Barclays
PLC
8.000%
N/A
(f)
2,183,485
1,000
BBVA
Bancomer
SA/Texas,
144A
8.450%
6/29/38
1,002,839
1,500
(d)
BNP
Paribas
SA,
144A
9.250%
N/A
(f)
1,574,816
1,500
Lloyds
Banking
Group
PLC
7.500%
N/A
(f)
1,472,423
2,000
Macquarie
Bank
Ltd/London,
144A
6.125%
N/A
(f)
1,808,216
1,700
Mizrahi
Tefahot
Bank
Ltd,
144A
,
Reg
S
3.077%
4/07/31
1,478,660
2,000
NatWest
Group
PLC
8.000%
N/A
(f)
1,983,600
Total
Banks
19,730,989
31
Principal
Amount
(000)
Description
(a),(g)
Coupon
Maturity
Value
Financial
Services
-
0.4%
$
1,505
(d)
Deutsche
Bank
AG
6.000%
N/A
(f)
$
1,317,101
1,060
UBS
Group
AG,
144A
9.250%
N/A
(f)
1,123,522
Total
Financial
Services
2,440,623
Total
Contingent
Capital
Securities
(cost
$24,001,207)
22,171,612
Principal
Amount
(000)
Description
(a)
Coupon
(h)
Reference
Rate
(h)
Spread
(h)
Maturity
(i)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
2
.7
%
(h)
X
19,354,721
Capital
Goods
-
0.3%
$
419
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.673%
SOFR30A
3.250%
4/12/28
$
409,941
1,500
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.820%
SOFR30A
4.500%
8/01/30
1,506,352
Total
Capital
Goods
1,916,293
Commercial
&
Professional
Services
-
0.1%
257
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.463%
SOFR30A
3.000%
10/31/26
257,231
139
GFL
Environmental
Inc.,
First
Lien
Term
Loan
7.912%
TSFR3M
2.500%
5/31/27
139,325
Total
Commercial
&
Professional
Services
396,556
Consumer
Discretionary
Distribution
&
Retail
-
0.2%
519
Les
Schwab
Tire
Centers,
Term
Loan
B
8.694%
TSFR1M
3.250%
11/02/27
519,589
83
LS
Group
OpCo
Acquisition
LLC,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
83,069
978
PetSmart,
Inc.,
Term
Loan
B
9.198%
SOFR30A
3.750%
2/12/28
964,059
Total
Consumer
Discretionary
Distribution
&
Retail
1,566,717
Consumer
Durables
&
Apparel
-
0.1%
438
Weber-Stephen
Products
LLC,
Term
Loan
B
8.713%
SOFR30A
3.250%
10/29/27
377,842
Total
Consumer
Durables
&
Apparel
377,842
Consumer
Services
-
0.1%
349
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.990%
SOFR90A
3.500%
10/31/29
350,139
488
IRB
Holding
Corp,
Term
Loan
B
8.448%
SOFR30A
3.000%
12/15/27
487,443
Total
Consumer
Services
837,582
Food,
Beverage
&
Tobacco
-
0.0%
392
City
Brewing
Company,
LLC,
Term
Loan
9.164%
TSFR1M
3.500%
4/05/28
318,696
Total
Food,
Beverage
&
Tobacco
318,696
Health
Care
Equipment
&
Services
-
0.8%
1,975
Bausch
&
Lomb,
Inc.,
Term
Loan
8.755%
SOFR90A
3.250%
5/05/27
1,918,712
463
CNT
Holdings
I
Corp,
Term
Loan
8.926%
SOFR90A
3.500%
11/08/27
464,392
589
Medline
Borrower,
LP,
Term
Loan
B
8.463%
SOFR30A
3.000%
10/21/28
590,297
985
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.593%
SOFR30A
3.250%
11/15/28
985,281
1,479
Select
Medical
Corporation,
Term
Loan
B1
8.348%
SOFR30A
3.000%
3/06/27
1,481,057
Total
Health
Care
Equipment
&
Services
5,439,739
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
32
Principal
Amount
(000)
Description
(a)
Coupon
(h)
Reference
Rate
(h)
Spread
(h)
Maturity
(i)
Value
Materials
-
0.1%
$
225
Ineos
US
Finance
LLC,
Term
Loan
B
8.843%
SOFR30A
3.500%
2/09/30
$
222,842
487
Plaze,
Inc.,
Term
Loan
B
9.921%
Prime
3.000%
8/03/26
469,432
138
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.713%
SOFR30A
3.250%
2/05/26
138,484
69
W.R.
Grace
&
Co.-Conn.,
Term
Loan
B
9.402%
SOFR90A
3.750%
9/22/28
68,689
Total
Materials
899,447
Media
&
Entertainment
-
0.1%
861
DirecTV
Financing,
LLC,
Term
Loan
10.556%
SOFR30A
+
SOFR90A
5.000%
8/02/27
848,455
Total
Media
&
Entertainment
848,455
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.3%
968
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.963%
SOFR30A
3.500%
5/05/28
970,221
1,273
Organon
&
Co,
Term
Loan
8.436%
SOFR30A
3.000%
6/02/28
1,273,215
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
2,243,436
Semiconductors
&
Semiconductor
Equipment
-
0.1%
724
Ultra
Clean
Holdings,
Inc,
Term
Loan
B
9.213%
SOFR30A
3.750%
8/27/25
726,352
Total
Semiconductors
&
Semiconductor
Equipment
726,352
Software
&
Services
-
0.1%
487
IGT
Holding
IV
AB,
Term
Loan
B2
8.962%
SOFR90A
3.400%
3/29/28
488,109
122
Ultimate
Software
Group
Inc
(The),
Term
Loan
8.764%
SOFR90A
3.250%
5/03/26
121,815
Total
Software
&
Services
609,924
Technology
Hardware
&
Equipment
-
0.0%
292
Ingram
Micro
Inc.,
Term
Loan
B
8.653%
SOFR90A
3.000%
7/02/28
292,121
Total
Technology
Hardware
&
Equipment
292,121
Telecommunication
Services
-
0.0%
170
Cablevision
Lightpath
LLC,
Term
Loan
B
8.687%
SOFR30A
3.250%
12/01/27
169,235
Total
Telecommunication
Services
169,235
Transportation
-
0.2%
262
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.798%
SOFR90A
5.250%
6/21/27
271,031
140
SkyMiles
IP
Ltd.,
Term
Loan
B
9.166%
SOFR90A
3.750%
10/20/27
143,291
1,164
United
Airlines,
Inc.,
Term
Loan
B
9.207%
TSFR1M
3.750%
4/21/28
1,166,277
Total
Transportation
1,580,599
Utilities
-
0.2%
1,042
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.869%
SOFR90A
4.500%
5/17/30
1,046,808
84
Talen
Energy
Supply,
LLC,
Term
Loan
C
9.869%
SOFR90A
4.500%
5/27/30
84,919
Total
Utilities
1,131,727
Total
Variable
Rate
Senior
Loan
Interests
(cost
$19,418,506)
19,354,721
33
Investments
in
Derivatives
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
Shares
Description
(a)
Coupon
Value
X
–
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0
.3
%
X
2,204,330
Financial
Services
-
0.3%
14,600
AgriBank
FCB
6.875%
$
1,460,000
28,850
Morgan
Stanley
6.500%
744,330
Total
Financial
Services
2,204,330
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$2,181,250)
2,204,330
Total
Long-Term
Investments
(cost
$752,362,581)
691,594,466
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
2.0%
X
–
14,488,371
(j)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.370%(k)
$
14,488,371
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$14,488,371)
14,488,371
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
3.2%
–
REPURCHASE
AGREEMENTS
-
3
.2
%
22,824,865
$
21,420
(l)
Fixed
Income
Clearing
Corp
(FICC)
5.290%
12/01/23
$
21,420,000
1,405
(m)
Fixed
Income
Clearing
Corp
(FICC)
1.600%
12/01/23
1,404,865
Total
Repurchase
Agreements
(cost
$22,824,865)
22,824,865
Total
Short-Term
Investments
(cost
$22,824,865)
22,824,865
Total
Investments
(cost
$
789,675,817
)
-
101
.0
%
728,907,702
Other
Assets
&
Liabilities,
Net
- (1.0)%
(
6,944,115
)
Net
Assets
-
100%
$
721,963,587
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
10-Year
Note
25
3/24
$
2,735,208
$
2,744,922
$
9,714
U.S.
Treasury
Long
Bond
550
3/24
63,779,263
64,040,625
261,362
U.S.
Treasury
Ultra
Bond
350
3/24
42,477,305
43,050,000
572,695
Total
$108,991,776
$109,835,547
$843,771
Futures
Contracts
-
Short
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
5-Year
Note
(25)
3/24
$
(
2,661,671
)
$
(
2,671,289
)
$
(
9,618
)
Total
$(2,661,671)
$(2,671,289)
$(9,618)
Credit
Default
Swaps
-
Centrally
Cleared
Counterparty
Referenced
Entity
Buy/Sell
Protection
(n)
Current
Credit
Spread
(o)
Notional
Amount
Fixed
Rate
(Annualized)
Fixed
Rate
Payment
Frequency
Maturity
Date
Value
Premiums
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Citigroup
Global
Markets,
Inc
CDX.NA.IG.40
Buy
0
.64
%
$
6,930,000
5
.000
%
Quarterly
12/20/28
$
(
338,352
)
$
(
253,374
)
$
(
84,978
)
Total
$
6,930,000
$
(
338,352
)
$(253,374)
$
(
84,978
)
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
November
30,
2023
(Unaudited)
34
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Asset-Backed
and
Mortgage-Backed
Securities
$
–
$
359,531,089
$
1,057,488
$
360,588,577
Corporate
Bonds
–
194,867,443
–
194,867,443
$1,000
Par
(or
similar)
Institutional
Preferred
–
56,326,158
–
56,326,158
Sovereign
Debt
–
36,081,625
–
36,081,625
Contingent
Capital
Securities
–
22,171,612
–
22,171,612
Variable
Rate
Senior
Loan
Interests
–
19,354,721
–
19,354,721
$25
Par
(or
similar)
Retail
Preferred
744,330
1,460,000
–
2,204,330
Investments
Purchased
with
Collateral
from
Securities
Lending
14,488,371
–
–
14,488,371
Short-Term
Investments:
Repurchase
Agreements
–
22,824,865
–
22,824,865
Investments
in
Derivatives:
Futures
Contracts*
834,153
–
–
834,153
Credit
Default
Swaps
-
Centrally
Cleared*
–
(
84,978
)
–
(
84,978
)
Total
$
16,066,854
$
712,532,535
$
1,057,488
$
729,656,877
*
Represents
net
unrealized
appreciation
(depreciation).
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(c)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(d)
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
$13,985,320.
(e)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(f)
Perpetual
security.
Maturity
date
is
not
applicable.
(g)
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.
(h)
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.
(i)
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
35
(j)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
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
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(k)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(l)
Agreement
with
Fixed
Income
Clearing
Corporation,
5.290%
dated
12/1/23
to
be
repurchased
at
$21,423,148
on
12/1/23,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
3.875%
and
maturity
date
12/31/29,
valued
at
$21,848,416.
(m)
Agreement
with
Fixed
Income
Clearing
Corporation,
1.600%
dated
12/1/23
to
be
repurchased
at
$1,404,927
on
12/1/23,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
4.500%
and
maturity
date
7/15/26,
valued
at
$1,433,012.
(n)
The
Fund
entered
into
the
credit
default
swaps
to
gain
investment
exposure
to
the
referenced
entity.
Selling
protection
has
a
similar
credit
risk
position
to
owning
the
referenced
entity.
Buying
protection
has
a
similar
credit
risk
position
to
selling
the
referenced
entity
short.
(o)
The
credit
spread
generally
serves
as
an
indication
of
the
current
status
of
the
payment/performance
risk
and
therefore
the
likelihood
of
default
of
the
credit
derivative.
The
credit
spread
also
reflects
the
cost
of
buying/selling
protection
and
may
include
upfront
payments
required
to
be
made
to
enter
into
a
credit
default
swap
contract.
Higher
credit
spreads
are
indicative
of
higher
likelihood
of
performance
by
the
seller
of
protection.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
I/O
Interest
only
security
LIBOR
London
Inter-Bank
Offered
Rate
Reg
S
Regulation
S
allows
U.S.
companies
to
sell
securities
to
persons
or
entities
located
outside
of
the
United
States
without
registering
those
securities
with
the
Securities
and
Exchange
Commission.
Specifically,
Regulation
S
provides
a
safe
harbor
from
the
registration
requirements
of
the
Securities
Act
for
the
offers
and
sales
of
securities
by
both
foreign
and
domestic
issuers
that
are
made
outside
the
United
States.
REIT
Real
Estate
Investment
Trust
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
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
When-issued
or
delayed
delivery
security.