1
Nuveen
Credit
Income
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
95.3%
X
–
CORPORATE
BONDS
-
57
.2
%
X
48,221,891
Automobiles
&
Components
-
2.2%
$
350
Dana
Inc
4.500%
2/15/32
$
296,813
300
(b)
Dornoch
Debt
Merger
Sub
Inc
6.625%
10/15/29
259,145
300
(b)
Ford
Otomotiv
Sanayi
AS
7.125%
4/25/29
300,330
250
(b)
Garrett
Motion
Holdings
Inc
/
Garrett
LX
I
Sarl
7.750%
5/31/32
251,640
250
(c)
Goodyear
Tire
&
Rubber
Co
5.250%
7/15/31
226,053
145
(b)
Phinia
Inc
6.750%
4/15/29
146,059
250
(b)
Tenneco
Inc
8.000%
11/17/28
228,319
145
ZF
North
America
Capital
Inc
6.750%
4/23/30
146,751
Total
Automobiles
&
Components
1,855,110
Capital
Goods
-
2.5%
500
(b)
Albion
Financing
2
Sarl
8.750%
4/15/27
504,402
375
(b)
Alta
Equipment
Group
Inc
,
(WI/DD)
9.000%
6/01/29
362,734
350
(b)
EquipmentShare.com
Inc
8.625%
5/15/32
362,448
110
(b)
Gates
Corp/The
,
(WI/DD)
6.875%
7/01/29
111,056
540
(b)
Husky
Injection
Molding
Systems
Ltd
/
Titan
Co-Borrower
LLC
9.000%
2/15/29
554,595
200
(b)
IHS
Netherlands
Holdco
BV
8.000%
9/18/27
193,558
Total
Capital
Goods
2,088,793
Commercial
&
Professional
Services
-
1.5%
200
(b)
Ambipar
Lux
Sarl
9.875%
2/06/31
193,271
200
(b)
Boost
Newco
Borrower
LLC
7.500%
1/15/31
207,292
250
(b)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
6.250%
1/15/28
245,434
300
(b)
SABRE
GLBL
INC
8.625%
6/01/27
276,190
300
(b)
VT
Topco
Inc
8.500%
8/15/30
313,591
Total
Commercial
&
Professional
Services
1,235,778
Consumer
Discretionary
Distribution
&
Retail
-
4.2%
350
(b),(c)
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc
8.000%
2/15/31
345,304
500
(b)
Carvana
Co,
(cash
12.000%,
PIK
12.000%)
12.000%
12/01/28
522,690
250
(b)
Gap
Inc
3.875%
10/01/31
207,528
500
(b)
JSM
Global
Sarl
4.750%
10/20/30
90,765
400
Kohl's
Corp
4.625%
5/01/31
322,572
200
(b)
LCM
Investments
Holdings
II
LLC
8.250%
8/01/31
207,509
250
(b)
Macy's
Retail
Holdings
LLC
6.125%
3/15/32
237,852
750
(b)
Michaels
Cos
Inc/The
7.875%
5/01/29
510,071
350
(b)
Michaels
Cos
Inc/The
5.250%
5/01/28
283,892
375
(b)
Staples
Inc
10.750%
4/15/27
333,869
250
(b)
Staples
Inc
,
(WI/DD)
10.750%
9/01/29
241,902
210
(b)
Velocity
Vehicle
Group
LLC
8.000%
6/01/29
213,412
Total
Consumer
Discretionary
Distribution
&
Retail
3,517,366
Consumer
Services
-
1.3%
300
Fortune
Star
BVI
Ltd,
Reg
S
6.850%
7/02/24
298,500
200
(b)
Merlin
Entertainments
Group
US
Holdings
Inc
7.375%
2/15/31
202,704
200
(b)
Six
Flags
Entertainment
Corp
0.000%
4/30/32
200,146
200
(b)
Studio
City
Finance
Ltd
6.500%
1/15/28
189,519
250
(b)
Wynn
Macau
Ltd
5.625%
8/26/28
233,624
Total
Consumer
Services
1,124,493
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Energy
-
8.1%
$
260
(b)
Baytex
Energy
Corp
7.375%
3/15/32
$
263,009
40
(b)
Blue
Racer
Midstream
LLC
/
Blue
Racer
Finance
Corp
7.250%
7/15/32
40,754
80
(b)
Blue
Racer
Midstream
LLC
/
Blue
Racer
Finance
Corp
7.000%
7/15/29
80,839
385
(b)
Borr
IHC
Ltd
/
Borr
Finance
LLC
10.000%
11/15/28
402,352
300
(b)
Citgo
Petroleum
Corp
8.375%
1/15/29
310,548
110
(b)
Civitas
Resources
Inc
8.625%
11/01/30
117,665
155
(b)
Civitas
Resources
Inc
8.750%
7/01/31
165,480
230
(b)
CNX
Midstream
Partners
LP
4.750%
4/15/30
206,859
250
(b)
Delek
Logistics
Partners
LP
/
Delek
Logistics
Finance
Corp
8.625%
3/15/29
255,634
125
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
7.875%
5/15/32
125,239
250
(b)
Global
Partners
LP
/
GLP
Finance
Corp
8.250%
1/15/32
257,208
375
(b)
Harvest
Midstream
I
LP
7.500%
5/15/32
380,086
450
(b)
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co
8.375%
11/01/33
481,371
160
(b)
Kodiak
Gas
Services
LLC
7.250%
2/15/29
162,429
300
(b),(c)
Kosmos
Energy
Ltd
7.750%
5/01/27
292,181
250
(b)
Medco
Laurel
Tree
Pte
Ltd
6.950%
11/12/28
242,819
295
(b)
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.875%
9/15/30
303,032
200
Petroleos
Mexicanos
5.950%
1/28/31
162,309
300
(b)
SierraCol
Energy
Andina
LLC
6.000%
6/15/28
269,022
225
(b)
Sunoco
LP
7.000%
5/01/29
229,750
350
(b)
Talos
Production
Inc
9.000%
2/01/29
367,177
125
(b)
Transocean
Aquila
Ltd
8.000%
9/30/28
127,083
115
(b)
Transocean
Inc
8.250%
5/15/29
114,985
115
Transocean
Inc
Term
Loan
8.500%
5/15/31
114,883
355
(b)
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
7.125%
3/15/29
355,402
765
(b)
Venture
Global
LNG
Inc
9.875%
2/01/32
820,306
200
YPF
SA,
Reg
S
9.500%
1/17/31
202,170
Total
Energy
6,850,592
Equity
Real
Estate
Investment
Trusts
(REITs)
-
0.9%
378
(c)
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
5.000%
10/15/27
309,813
290
(b)
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC
10.500%
2/15/28
290,047
125
(b)
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC
10.500%
2/15/28
125,020
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
724,880
Financial
Services
-
5.8%
270
(b)
Block
Inc
6.500%
5/15/32
272,509
750
(b)
Encore
Capital
Group
Inc
8.500%
5/15/30
750,790
425
(b)
FirstCash
Inc
6.875%
3/01/32
421,446
450
(b)
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
9.000%
6/15/30
444,078
250
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
5.250%
5/15/27
229,364
200
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
4.375%
2/01/29
166,680
785
(b)
NCR
Corp
ATM
9.500%
4/01/29
846,904
250
OneMain
Finance
Corp
6.625%
1/15/28
248,362
250
OneMain
Finance
Corp
3.875%
9/15/28
222,381
150
OneMain
Finance
Corp
7.875%
3/15/30
152,816
500
(b)
PennyMac
Financial
Services
Inc
7.875%
12/15/29
511,923
440
(b)
Starwood
Property
Trust
Inc
7.250%
4/01/29
437,583
200
(b),(c)
VistaJet
Malta
Finance
PLC
/
Vista
Management
Holding
Inc
6.375%
2/01/30
160,595
Total
Financial
Services
4,865,431
Food,
Beverage
&
Tobacco
-
0.8%
280
(b)
Fiesta
Purchaser
Inc
7.875%
3/01/31
287,695
400
(b)
Triton
Water
Holdings
Inc
6.250%
4/01/29
369,614
Total
Food,
Beverage
&
Tobacco
657,309
3
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Health
Care
Equipment
&
Services
-
4.2%
$
300
(b)
AHP
Health
Partners
Inc
5.750%
7/15/29
$
276,654
525
(b)
CHS/Community
Health
Systems
Inc
,
(WI/DD)
10.875%
1/15/32
542,453
625
(b)
CHS/Community
Health
Systems
Inc
6.125%
4/01/30
445,675
500
(b)
CHS/Community
Health
Systems
Inc
5.250%
5/15/30
415,051
200
(b)
DaVita
Inc
4.625%
6/01/30
179,176
505
(b)
Global
Medical
Response
Inc
10.000%
10/31/28
491,161
355
(b)
Heartland
Dental
LLC
/
Heartland
Dental
Finance
Corp
10.500%
4/30/28
377,738
415
(b)
LifePoint
Health
Inc
10.000%
6/01/32
416,506
400
(b)
Star
Parent
Inc
9.000%
10/01/30
417,097
Total
Health
Care
Equipment
&
Services
3,561,511
Household
&
Personal
Products
-
0.3%
300
(b)
Kronos
Acquisition
Holdings
Inc
/
KIK
Custom
Products
Inc
7.000%
12/31/27
294,751
Total
Household
&
Personal
Products
294,751
Insurance
-
1.5%
475
(b)
Acrisure
LLC
/
Acrisure
Finance
Inc
8.250%
2/01/29
477,294
260
(b)
Ardonagh
Finco
Ltd
7.750%
2/15/31
258,191
210
(b)
Ardonagh
Group
Finance
Ltd
8.875%
2/15/32
206,955
325
(b)
Panther
Escrow
Issuer
LLC
7.125%
6/01/31
327,705
Total
Insurance
1,270,145
Materials
-
4.5%
200
(b)
Arsenal
AIC
Parent
LLC
8.000%
10/01/30
208,028
200
(b)
Braskem
Idesa
SAPI
6.990%
2/20/32
148,690
125
(b)
Cleveland-Cliffs
Inc
7.000%
3/15/32
123,277
450
(b)
Herens
Holdco
Sarl
4.750%
5/15/28
383,688
680
(b)
Mineral
Resources
Ltd
9.250%
10/01/28
714,902
345
(b)
Mineral
Resources
Ltd
8.500%
5/01/30
357,208
125
(b),(c)
NOVA
Chemicals
Corp
4.250%
5/15/29
109,665
200
(b)
OCP
SA
6.750%
5/01/34
201,569
250
(b),(c)
Olympus
Water
US
Holding
Corp
6.250%
10/01/29
231,741
520
(b)
SunCoke
Energy
Inc
4.875%
6/30/29
467,284
555
(b)
Tronox
Inc
4.625%
3/15/29
503,604
200
(b)
Vibrantz
Technologies
Inc
9.000%
2/15/30
184,449
225
(b)
WR
Grace
Holdings
LLC
5.625%
8/15/29
207,003
Total
Materials
3,841,108
Media
&
Entertainment
-
5.6%
500
(b)
Cablevision
Lightpath
LLC
5.625%
9/15/28
393,722
750
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
7.375%
3/03/31
725,649
500
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.250%
1/15/34
372,545
450
(b)
Clear
Channel
Outdoor
Holdings
Inc
7.500%
6/01/29
369,452
400
(b)
CSC
Holdings
LLC
4.125%
12/01/30
246,663
250
(b)
CSC
Holdings
LLC
11.250%
5/15/28
201,720
800
(b)
DISH
Network
Corp
11.750%
11/15/27
802,650
535
(b)
Gray
Television
Inc
,
(WI/DD)
10.500%
7/15/29
531,452
100
(b)
Gray
Television
Inc
4.750%
10/15/30
56,889
225
(b)
LCPR
Senior
Secured
Financing
DAC
5.125%
7/15/29
188,879
250
(b)
Sirius
XM
Radio
Inc
3.875%
9/01/31
199,635
250
(b)
Sunrise
HoldCo
IV
BV
5.500%
1/15/28
240,314
250
(b),(c)
Univision
Communications
Inc
7.375%
6/30/30
236,908
200
(b)
VZ
Secured
Financing
BV
5.000%
1/15/32
169,736
Total
Media
&
Entertainment
4,736,214
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
1.2%
$
500
(b)
Bausch
Health
Cos
Inc
5.500%
11/01/25
$
471,545
450
(b),(c)
Grifols
SA
4.750%
10/15/28
391,513
125
(b)
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV
7.875%
5/15/34
127,035
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
990,093
Real
Estate
Management
&
Development
-
0.4%
354
(b)
Anywhere
Real
Estate
Group
LLC
/
Anywhere
Co-Issuer
Corp
7.000%
4/15/30
307,326
Total
Real
Estate
Management
&
Development
307,326
Software
&
Services
-
2.2%
350
(b)
Ahead
DB
Holdings
LLC
6.625%
5/01/28
324,625
500
(b)
Cloud
Software
Group
Inc
8.250%
6/30/32
504,984
500
(b)
Cloud
Software
Group
Inc
6.500%
3/31/29
474,204
300
(b)
Condor
Merger
Sub
Inc
7.375%
2/15/30
277,700
240
Rocket
Software
Inc
9.000%
11/28/28
243,776
Total
Software
&
Services
1,825,289
Technology
Hardware
&
Equipment
-
0.4%
150
(b)
Commscope
Inc
6.000%
3/01/26
133,875
250
(b)
Xerox
Holdings
Corp
5.500%
8/15/28
219,696
Total
Technology
Hardware
&
Equipment
353,571
Telecommunication
Services
-
4.1%
400
(b)
Altice
France
SA
8.125%
2/01/27
308,327
625
(b)
Frontier
Communications
Holdings
LLC
8.625%
3/15/31
640,695
250
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
215,672
320
(b)
Iliad
Holding
SASU
8.500%
4/15/31
323,908
650
(b)
Level
3
Financing
Inc
10.500%
4/15/29
648,376
350
(b)
Level
3
Financing
Inc
10.500%
5/15/30
346,315
400
(b)
Level
3
Financing
Inc
4.875%
6/15/29
239,556
400
(b)
Virgin
Media
Finance
PLC
5.000%
7/15/30
332,339
575
(b)
Zayo
Group
Holdings
Inc
4.000%
3/01/27
448,378
Total
Telecommunication
Services
3,503,566
Transportation
-
3.5%
115
(b)
American
Airlines
Inc
8.500%
5/15/29
118,614
750
(b)
Brightline
East
LLC
11.000%
1/31/30
711,145
300
(b)
Cargo
Aircraft
Management
Inc
4.750%
2/01/28
274,989
900
(b),(c)
GN
Bondco
LLC
9.500%
10/15/31
819,934
850
(b)
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd
5.750%
1/20/26
783,789
250
(c)
VistaJet
Malta
Finance
PLC
/
Vista
Management
Holding
Inc
9.500%
6/01/28
227,372
Total
Transportation
2,935,843
Utilities
-
2.0%
500
(b)
Ferrellgas
LP
/
Ferrellgas
Finance
Corp
5.875%
4/01/29
472,064
213
(b)
India
Cleantech
Energy2021
1
4.700%
8/10/26
199,996
135
(b)
NextEra
Energy
Operating
Partners
LP
7.250%
1/15/29
138,199
200
(b)
ReNew
Wind
Energy
AP2
/
ReNew
Power
Pvt
Ltd
other
9
Subsidiaries
4.500%
7/14/28
180,326
500
(b)
Talen
Energy
Supply
LLC
8.625%
6/01/30
536,276
150
(b)
Vistra
Operations
Co
LLC
7.750%
10/15/31
155,861
Total
Utilities
1,682,722
Total
Corporate
Bonds
(cost
$48,135,315)
48,221,891
5
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
MORTGAGE-BACKED
SECURITIES
-
12.6%
X
10,625,672
$
1,000
(b),(d)
Ashford
Hospitality
Trust
2018-KEYS,
(1-Month
LIBOR
reference
rate
+
0.029%
spread),
2018
KEYS
2.860%
6/15/35
$
977,928
1,000
(b)
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3
4.767%
6/10/47
472,056
900
(b)
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
3.000%
3/10/48
703,291
485
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
436,988
850
(b),(d)
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
0.060%
spread),
2022
R01
11.324%
12/25/41
902,313
565
(b),(d)
Connecticut
Avenue
Securities
Trust
2023-R06,
(SOFR30A
reference
rate
+
0.059%
spread),
2023
R06
11.224%
7/25/43
610,088
1,000
(b),(d)
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
0.075%
spread),
2021
DNA6
12.824%
10/25/41
1,091,290
1,000
(b),(d)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
0.071%
spread),
2022
DNA1
12.424%
1/25/42
1,079,869
1,098
(b),(d)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
0.085%
spread),
2022
DNA2
13.788%
2/25/42
1,223,128
450
(b),(d)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
0.048%
spread),
2022
DNA2
10.074%
2/25/42
479,230
920
(b),(d)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
0.098%
spread),
2022
DNA3
15.087%
4/25/42
1,058,989
800
JPMBB
Commercial
Mortgage
Securities
Trust
2014-C22,
2014
C22
4.554%
9/15/47
699,760
1,000
(b)
VNDO
Trust
2016-350P,
2016
350P
3.903%
1/10/35
890,742
Total
Mortgage-Backed
Securities
(cost
$10,973,037)
10,625,672
Principal
Amount
(000)
Description
(a)
Coupon
(e)
Reference
Rate
(e)
Spread
(e)
Maturity
(f)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
8
.2
%
(e)
X
6,885,676
Capital
Goods
-
0.9%
$
250
Foundation
Building
Materials
Holding
Company
LLC,
Term
Loan
B2
9.387%
TSFR3M
+
SOFR30A
4.000%
1/27/31
$
251,620
453
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.320%
TSFR1M
4.000%
8/01/30
458,625
Total
Capital
Goods
710,245
Commercial
&
Professional
Services
-
0.5%
430
GTCR
W
Merger
Sub
LLC,
Term
Loan
B
8.309%
SOFR30A
3.000%
1/31/31
432,358
Total
Commercial
&
Professional
Services
432,358
Consumer
Services
-
1.0%
186
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien
,
(WI/DD)
TBD
TBD
TBD
TBD
187,001
417
ClubCorp
Holdings,
Inc.,
Term
Loan
B2
10.564%
SOFR90A
5.262%
9/18/26
419,623
241
Life
Time
Fitness
Inc
,
Term
Loan
B
9.591%
TSFR3M
4.000%
1/15/26
242,229
Total
Consumer
Services
848,853
Food,
Beverage
&
Tobacco
-
0.6%
237
City
Brewing
Company,
LLC,
First
Lien
10.590%
TSFR1M
3.500%
4/14/28
183,239
236
City
Brewing
Company,
LLC,
Term
Loan
9.090%
TSFR3M
3.500%
4/14/28
217,523
90
City
Brewing
Company,
LLC,
Term
Loan
11.574%
SOFR90A
6.250%
4/05/28
91,257
Total
Food,
Beverage
&
Tobacco
492,019
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Coupon
(e)
Reference
Rate
(e)
Spread
(e)
Maturity
(f)
Value
Health
Care
Equipment
&
Services
-
1.7%
$
491
Bausch
&
Lomb,
Inc.,
Term
Loan
8.670%
SOFR30A
3.250%
5/05/27
$
487,291
1
Da
Vinci
Purchaser
Corp.,
Term
Loan
9.444%
SOFR30A
4.000%
11/26/26
882
450
Medline
Borrower,
LP,
Term
Loan
B
8.079%
SOFR30A
2.750%
10/23/28
453,778
2
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.194%
SOFR30A
4.750%
2/28/28
2,449
293
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.694%
SOFR30A
3.250%
11/15/28
294,776
175
Select
Medical
Corporation,
Term
Loan
B1
8.329%
SOFR30A
3.000%
3/05/27
175,929
2
US
Radiology
Specialists,
Inc.,
Term
Loan
10.702%
SOFR90A
5.250%
12/15/27
1,837
Total
Health
Care
Equipment
&
Services
1,416,942
Insurance
-
0.7%
250
Asurion
LLC,
Term
Loan
B3,
Second
Lien
10.694%
SOFR30A
5.250%
2/03/28
236,094
300
USI,
Inc.,
Term
Loan
B
,
(WI/DD)
TBD
TBD
TBD
TBD
301,188
Total
Insurance
537,282
Materials
-
0.3%
280
Lonza
Group
AG,
Term
Loan
B
,
(DD1)
TBD
TBD
TBD
TBD
272,722
Total
Materials
272,722
Media
&
Entertainment
-
0.4%
125
Virgin
Media
Bristol
LLC,
Term
Loan
Q
8.681%
SOFR30A
3.250%
1/31/29
122,536
215
Wood
Mackenzie
Limited,
Term
Loan
B
,
(WI/DD)
TBD
TBD
TBD
TBD
216,822
Total
Media
&
Entertainment
339,358
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.7%
585
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
B
8.444%
1-Month
LIBOR
3.000%
5/05/28
590,601
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
590,601
Real
Estate
Management
&
Development
-
0.3%
262
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.679%
SOFR30A
3.250%
1/31/30
263,109
19
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
8.194%
SOFR30A
2.750%
8/21/25
19,162
Total
Real
Estate
Management
&
Development
282,271
Software
&
Services
-
0.2%
175
Cotiviti
Corporation,
Term
Loan
8.563%
TSFR2M
3.250%
4/30/31
175,985
Total
Software
&
Services
175,985
Utilities
-
0.9%
707
Talen
Energy
Supply,
LLC,
Term
Loan
B
8.827%
SOFR90A
3.500%
5/17/30
715,710
70
Talen
Energy
Supply,
LLC,
Term
Loan
C
8.827%
SOFR90A
3.500%
5/27/30
71,330
Total
Utilities
787,040
Total
Variable
Rate
Senior
Loan
Interests
(cost
$6,763,344)
6,885,676
7
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
ASSET-BACKED
SECURITIES
-
7.6%
X
6,436,173
$
2
(b),(g)
Carvana
Auto
Receivables
Trust
2021-P2,
2021
P2
0.000%
5/10/28
$
499,875
500
(b)
Frontier
Issuer
LLC,
2023
1
11.500%
8/20/53
508,615
500
(b),(d)
GoldentTree
Loan
Management
US
CLO
1
Ltd,
(3-Month
LIBOR
reference
rate
+
0.078%
spread),
2021
11A
8.563%
10/20/34
473,662
750
(b)
Hotwire
Funding
LLC,
2024
1A
9.188%
6/20/54
753,565
1,525
(b),(g)
Mosaic
Solar
Loan
Trust
2019-2,
2019
2A
0.000%
9/20/40
599,477
1,700
(b),(g)
Mosaic
Solar
Loan
Trust
2020-1,
2020
1A
0.000%
4/20/46
923,270
161
(b)
Oportun
Funding
XIV
LLC,
2021
A
5.400%
3/08/28
152,381
1,000
(b),(d)
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
0.053%
spread),
2023
1A
10.625%
1/20/36
1,021,370
750
(b),(d)
Thayer
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
0.091%
spread),
2017
1A
1.000%
4/20/34
724,488
835
(b)
VR
Funding
LLC,
2020
1A
6.420%
11/15/50
779,470
Total
Asset-Backed
Securities
(cost
$7,648,835)
6,436,173
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
4
.0
%
X
3,332,759
Angola
-
0.2%
$
200
(b)
Angolan
Government
International
Bond
8.750%
4/14/32
$
179,105
Total
Angola
179,105
Benin
-
0.2%
200
(b)
Benin
Government
International
Bond
7.960%
2/13/38
187,023
Total
Benin
187,023
Cote
d'Ivoire
-
0.3%
300
(b)
Ivory
Coast
Government
International
Bond
6.125%
6/15/33
266,250
Total
Cote
d'Ivoire
266,250
Ecuador
-
0.3%
400
Ecuador
Government
International
Bond,
Reg
S
3.500%
7/31/35
204,493
Total
Ecuador
204,493
Egypt
-
0.2%
200
(b)
Egypt
Government
International
Bond
8.750%
9/30/51
160,220
Total
Egypt
160,220
El
Salvador
-
0.2%
200
(b)
El
Salvador
Government
International
Bond
7.625%
9/21/34
135,747
Total
El
Salvador
135,747
Honduras
-
0.2%
200
(b)
Honduras
Government
International
Bond
5.625%
6/24/30
173,250
Total
Honduras
173,250
Jordan
-
0.2%
200
(b)
Jordan
Government
International
Bond
5.850%
7/07/30
183,300
Total
Jordan
183,300
Kenya
-
0.2%
200
(b)
Republic
of
Kenya
Government
International
Bond
7.000%
5/22/27
192,621
Total
Kenya
192,621
Namibia
-
0.4%
300
(b)
Namibia
International
Bonds
5.250%
10/29/25
294,692
Total
Namibia
294,692
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Nigeria
-
0.2%
$
200
(b)
Nigeria
Government
International
Bond
6.125%
9/28/28
$
177,500
Total
Nigeria
177,500
Paraguay
-
0.2%
200
(b)
Paraguay
Government
International
Bond
6.000%
2/09/36
198,260
Total
Paraguay
198,260
Rwanda
-
0.2%
200
(b)
Rwanda
International
Government
Bond
5.500%
8/09/31
161,678
Total
Rwanda
161,678
Senegal
-
0.3%
300
(b)
Senegal
Government
International
Bond
6.250%
5/23/33
252,792
Total
Senegal
252,792
South
Africa
-
0.2%
200
Republic
of
South
Africa
Government
International
Bond
4.300%
10/12/28
179,030
Total
South
Africa
179,030
Turkey
-
0.3%
200
Turkiye
Government
International
Bond
7.625%
5/15/34
200,548
Total
Turkey
200,548
Uzbekistan
-
0.2%
200
(b)
Republic
of
Uzbekistan
International
Bond
5.375%
2/20/29
186,250
Total
Uzbekistan
186,250
Total
Sovereign
Debt
(cost
$3,376,691)
3,332,759
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
2
.9
%
X
2,484,223
Automobiles
&
Components
-
0.2%
$
225
(c)
General
Motors
Financial
Co
Inc
5.700%
N/A
(h)
$
211,299
Total
Automobiles
&
Components
211,299
Banks
-
0.2%
150
Huntington
Bancshares
Inc/OH
5.625%
N/A
(h)
139,386
Total
Banks
139,386
Capital
Goods
-
0.5%
250
(b)
AerCap
Global
Aviation
Trust
6.500%
6/15/45
249,523
200
(b)
IRB
Infrastructure
Developers
Ltd
7.110%
3/11/32
197,300
Total
Capital
Goods
446,823
Energy
-
0.3%
235
Energy
Transfer
LP
6.500%
N/A
(h)
230,193
Total
Energy
230,193
Insurance
-
0.4%
310
Enstar
Finance
LLC
5.750%
9/01/40
303,687
Total
Insurance
303,687
Media
&
Entertainment
-
0.3%
330
Paramount
Global
6.375%
3/30/62
300,765
Total
Media
&
Entertainment
300,765
9
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utilities
-
1.0%
$
275
Edison
International
5.375%
N/A
(h)
$
268,043
250
(b)
NRG
Energy
Inc
10.250%
N/A
(h)
273,392
300
(b)
Vistra
Corp
8.875%
N/A
(h)
310,635
Total
Utilities
852,070
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$2,381,281)
2,484,223
Principal
Amount
(000)
Description
(a)
,(i)
Coupon
Maturity
Value
X
–
CONTINGENT
CAPITAL
SECURITIES
-
2
.6
%
X
2,176,369
Banks
-
1.6%
$
200
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
N/A
(h)
$
213,405
200
(b)
Bank
Leumi
Le-Israel
BM,
Reg
S
3.275%
1/29/31
185,408
300
Barclays
PLC
8.000%
N/A
(h)
299,513
300
(b)
Intesa
Sanpaolo
SpA
7.700%
N/A
(h)
299,504
200
(b)
Societe
Generale
SA
9.375%
N/A
(h)
205,844
200
(b)
Turkiye
Vakiflar
Bankasi
TAO
10.117%
N/A
(h)
202,452
Total
Banks
1,406,126
Financial
Services
-
1.0%
350
Deutsche
Bank
AG
6.000%
N/A
(h)
334,127
200
(b)
UBS
Group
AG
9.250%
N/A
(h)
222,580
200
(b)
UBS
Group
AG
9.250%
N/A
(h)
213,536
Total
Financial
Services
770,243
Total
Contingent
Capital
Securities
(cost
$2,051,934)
2,176,369
Shares
Description
(a)
Coupon
Value
X
–
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0
.2
%
X
161,288
Financial
Services
-
0.2%
6,375
Synchrony
Financial
8.250%
$
161,288
Total
Financial
Services
161,288
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$159,375)
161,288
Shares
Description
(a)
Value
–
COMMON
STOCKS
-
0
.0
%
X
170
Semiconductors
&
Semiconductor
Equipment
-
0.0%
130
(j)
Bright
Bidco
BV
$
81
Total
Semiconductors
&
Semiconductor
Equipment
81
Transportation
-
0.0%
8,907
(g),(j)
Jack
Cooper
Enterprises
Inc
89
Total
Transportation
89
Total
Common
Stocks
(cost
$–)
170
Total
Long-Term
Investments
(cost
$81,489,812)
80,324,221
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
10
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:
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
4.1%
3,449,617
(k)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.330%(l)
$
3,449,617
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$3,449,617)
3,449,617
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
7.5%
X
–
REPURCHASE
AGREEMENTS
-
7
.5
%
X
6,276,794
$
3,820
(m)
Fixed
Income
Clearing
Corporation
5.300%
6/03/24
$
3,820,000
2,457
(n)
Fixed
Income
Clearing
Corporation
1.600%
6/03/24
2,456,794
Total
Repurchase
Agreements
(cost
$6,276,794)
6,276,794
Total
Short-Term
Investments
(cost
$6,276,794)
6,276,794
Total
Investments
(cost
$
91,216,223
)
-
106
.9
%
90,050,632
Other
Assets
&
Liabilities,
Net
- (6.9)%
(
5,796,399
)
Net
Assets
-
100%
$
84,254,233
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
5-Year
Note
53
9/24
$
5,610,648
$
5,607,234
$
(
3,414
)
11
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
$
–
$
48,221,891
$
–
$
48,221,891
Mortgage-Backed
Securities
–
10,625,672
–
10,625,672
Variable
Rate
Senior
Loan
Interests
–
6,885,676
–
6,885,676
Asset-Backed
Securities
–
4,413,551
2,022,622
6,436,173
Sovereign
Debt
–
3,332,759
–
3,332,759
$1,000
Par
(or
similar)
Institutional
Preferred
–
2,484,223
–
2,484,223
Contingent
Capital
Securities
–
2,176,369
–
2,176,369
$25
Par
(or
similar)
Retail
Preferred
161,288
–
–
161,288
Common
Stocks
–
81
89
170
Investments
Purchased
with
Collateral
from
Securities
Lending
3,449,617
–
–
3,449,617
Short-Term
Investments:
Repurchase
Agreements
–
6,276,794
–
6,276,794
Investments
in
Derivatives:
Futures
Contracts*
(
3,414
)
–
–
(
3,414
)
Total
$
3,607,491
$
84,417,016
$
2,022,711
$
90,047,218
*
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)
-
(85,090)
Change
in
net
unrealized
appreciation
(depreciation)
28
(358,028)
Purchases
at
cost
-
-
Sales
at
proceeds
-
468,206
Net
discounts
(premiums)
-
(91,957)
Transfers
into
-
-
Transfers
(out
of)
(81)
-
Balance
at
the
end
of
period
89
$2,022,622
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
-
$(358,028)
Fund
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
Weighted
Average
Credit
Income
Asset-Backed
Securities
$2,022,622
Indicative
Trade
Broker
Quote
$39.31
-
$19,995
N/A
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Credit
Income
Common
Stocks
$-
$-
$81
$-
$-
$(81)
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
12
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)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$65,344,324
or
72.6%
of
Total
Investments.
(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
$3,328,847.
(d)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(e)
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.
(f)
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.
(g)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(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,
5.300%
dated
5/31/24
to
be
repurchased
at
$3,821,687
on
6/3/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
0.625%
and
maturity
date
7/15/32,
valued
at
$3,896,486.
(n)
Agreement
with
Fixed
Income
Clearing
Corporation,
1.600%
dated
5/31/24
to
be
repurchased
at
$2,457,122
on
6/3/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
4.625%
and
maturity
date
9/30/30,
valued
at
$2,506,101.
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
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
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
2M
CME
Term
SOFR
2
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
When-issued
or
delayed
delivery
security.
13
Nuveen
Strategic
Income
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.3%
X–
MORTGAGE-BACKED
SECURITIES
-
36.3%
X
293,981,938
$
2,500
(b),(c)
Alen
2021-ACEN
Mortgage
Trust,
(TSFR1M
reference
rate
+
0.041%
spread),
2021
ACEN
9.431%
4/15/34
$
1,237,217
352
(c)
Arroyo
Mortgage
Trust
2019-3,
2019
3
3.416%
10/25/48
325,036
1,300
(b),(c)
Ashford
Hospitality
Trust
2018-KEYS,
(TSFR1M
reference
rate
+
0.020%
spread),
2018
KEYS
7.339%
6/15/35
1,275,202
2,000
(b),(c)
BAMLL
Commercial
Mortgage
Securities
Trust
2022-DKLX,
(TSFR1M
reference
rate
+
0.030%
spread),
2022
DKLX
8.317%
1/15/39
1,976,475
1,200
BANK,
2017
BNK5
4.190%
6/15/60
1,093,688
700
BANK
2017-BNK8,
2017
BNK8
4.093%
11/15/50
542,537
2,700
BANK
2019-BNK18,
2019
BN18
4.214%
5/15/62
2,030,709
2,000
(c)
BANK
2019-BNK21,
2019
BN21
2.500%
10/17/52
1,266,535
2,000
BANK5
2024-5YR5
6.539%
2/15/29
2,031,863
2,000
(c)
BBCMS
Trust
2015-SRCH,
2015
SRCH
4.957%
8/10/35
1,678,819
1,700
Benchmark
2018-B2
Mortgage
Trust,
2018
B2
4.284%
2/15/51
1,405,474
1,000
(c)
Benchmark
2019-B14
Mortgage
Trust,
2019
B14
2.500%
12/15/62
619,222
2,500
Benchmark
2019-B14
Mortgage
Trust,
2019
B14
3.772%
12/15/62
1,847,190
1,500
(c)
Benchmark
2020-B18
Mortgage
Trust,
2020
B18
4.139%
7/15/53
1,378,757
1,000
(c)
Benchmark
2020-IG2
Mortgage
Trust,
2020
IG2
2.791%
9/15/48
807,584
1,000
(c)
Benchmark
2020-IG3
Mortgage
Trust,
2020
IG3
3.536%
9/15/48
891,927
2,000
(c)
BPR
Trust,
2023
STON
7.871%
12/05/39
2,049,289
1,000
(b),(c)
BX
2021-LBA3
Mortgage
Trust,
(TSFR1M
reference
rate
+
0.021%
spread),
2021
PAC
7.379%
10/15/36
986,425
1,269
(b),(c)
BX
Commercial
Mortgage
Trust
2021-XL2,
(TSFR1M
reference
rate
+
0.020%
spread),
2021
XL2
7.277%
10/15/38
1,258,119
1,500
(b),(c)
BX
Trust
2023-DELC,
(TSFR1M
reference
rate
+
0.033%
spread),
2023
DELC
8.656%
5/15/38
1,513,326
1,095
(c)
BXP
Trust
2017-CC,
2017
CC
3.552%
8/13/37
914,815
1,000
(c)
BXP
Trust
2021-601L,
2021
601L
2.775%
1/15/44
676,890
705
CD
2016-CD1
Mortgage
Trust,
2016
CD1
3.631%
8/10/49
501,536
1,440
CD
Mortgage
Trust,
2017
CD3
3.984%
2/10/50
995,418
750
(c)
CF
2020-P1
Mortgage
Trust,
2020
P1
3.603%
4/15/52
499,697
48
(c)
CF
2020-P1
Mortgage
Trust,
2020
P1
2.840%
4/15/25
46,800
1,000
(c)
Citigroup
Commercial
Mortgage
Trust
2014-GC23,
2014
GC23
4.406%
7/10/47
889,074
1,690
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
4.137%
4/10/48
1,588,147
2,750
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
3.758%
4/10/48
2,663,363
850
(b),(c)
Citigroup
Commercial
Mortgage
Trust
2021-PRM2,
(TSFR1M
reference
rate
+
0.020%
spread),
2021
PRM2
7.331%
10/15/38
838,962
2,000
COMM
2014-CCRE17
Mortgage
Trust,
2014
CR17
4.377%
5/10/47
1,873,375
2,000
COMM
2014-LC17
Mortgage
Trust,
2014
LC17
4.490%
10/10/47
1,964,850
1,400
COMM
2014-LC17
Mortgage
Trust,
2014
LC17
4.537%
10/10/47
1,344,987
3,150
Comm
2014-UBS2
Mortgage
Trust,
2014
UBS2
4.947%
3/10/47
2,834,291
2,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3
4.646%
6/10/47
1,470,986
2,000
(c)
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3
4.767%
6/10/47
944,113
2,000
(c)
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
3.000%
3/10/48
1,562,870
1,840
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
4.065%
3/10/48
1,683,953
2,628
COMM
2015-CCRE23
Mortgage
Trust,
2015
CR23
4.287%
5/10/48
2,375,799
500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.349%
8/10/48
456,748
1,500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
3.463%
8/10/48
1,315,661
1,000
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.349%
8/10/48
955,941
550
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
495,554
3,000
COMM
2015-CCRE26
Mortgage
Trust,
2015
CR26
4.464%
10/10/48
2,817,601
900
COMM
2015-LC23
Mortgage
Trust,
2015
LC23
4.545%
10/10/48
850,147
1,900
COMM
2018-COR3
Mortgage
Trust,
2018
COR3
4.512%
5/10/51
1,629,794
2,000
COMM
2019-GC44
Mortgage
Trust,
2019
GC44
3.521%
8/15/57
1,596,912
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
14
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
MORTGAGE-BACKED
SECURITIES
(continued)
$
633
COMM
Mortgage
Trust
4.585%
2/10/47
$
603,362
625
(b),(c)
Connecticut
Avenue
Securities
Trust
2021-R03,
(SOFR30A
reference
rate
+
0.055%
spread),
2021
R03
10.824%
12/25/41
655,809
3,350
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
0.060%
spread),
2022
R01
11.324%
12/25/41
3,556,175
5,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R02,
(SOFR30A
reference
rate
+
0.077%
spread),
2022
R02
12.972%
1/25/42
5,463,464
3,400
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R02,
(SOFR30A
reference
rate
+
0.045%
spread),
2022
R02
9.824%
1/25/42
3,588,766
4,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
0.099%
spread),
2022
R03
14.823%
3/25/42
4,614,807
5,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
0.095%
spread),
2022
R04
14.837%
3/25/42
5,741,908
1,880
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
0.031%
spread),
2022
R04
8.424%
3/25/42
1,961,814
2,650
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
0.053%
spread),
2022
R04
10.574%
3/25/42
2,884,867
5,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R05,
(SOFR30A
reference
rate
+
0.070%
spread),
2022
R05
12.324%
4/25/42
5,486,627
4,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R06,
(SOFR30A
reference
rate
+
0.039%
spread),
2022
R06
9.174%
5/25/42
4,255,904
2,100
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
0.012%
spread),
2022
R07
17.324%
6/25/42
2,556,775
4,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
0.047%
spread),
2022
R07
9.974%
6/25/42
4,349,674
600
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
0.068%
spread),
2022
R09
12.074%
9/25/42
668,824
4,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
0.048%
spread),
2022
R09
10.074%
9/25/42
4,377,700
3,010
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R01,
(SOFR30A
reference
rate
+
0.038%
spread),
2023
R01
9.080%
12/25/42
3,233,250
3,350
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R02,
(SOFR30A
reference
rate
+
0.079%
spread),
2023
R02
13.224%
1/25/43
3,802,488
4,715
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R02,
(SOFR30A
reference
rate
+
0.056%
spread),
2023
R02
10.874%
1/25/43
5,213,460
5,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R04,
(SOFR30A
reference
rate
+
0.083%
spread),
2023
R04
13.574%
5/25/43
5,772,540
3,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R04,
(SOFR30A
reference
rate
+
0.054%
spread),
2023
R04
10.674%
5/25/43
3,319,563
1,415
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R05,
(SOFR30A
reference
rate
+
0.069%
spread),
2023
R05
12.174%
6/25/43
1,575,684
3,999
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R05,
(SOFR30A
reference
rate
+
0.048%
spread),
2023
R05
10.074%
6/25/43
4,353,592
4,000
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R06,
(SOFR30A
reference
rate
+
0.039%
spread),
2023
R06
9.188%
7/25/43
4,243,756
2,550
(b),(c)
Connecticut
Avenue
Securities
Trust
2023-R08,
(SOFR30A
reference
rate
+
0.036%
spread),
2023
R08
8.874%
10/25/43
2,673,754
4,133
(c)
CSMC
2021-INV2
Trust,
2021
INV2
3.284%
11/25/56
3,217,780
1,000
(c)
CSMC
2021-NQM1,
2021
NQM1
2.130%
5/25/65
667,726
1,300
(c)
DBSG
2024-ALTA
Mortgage
Trust,
2024
ALTA
7.296%
6/10/37
1,305,149
30,450
(c)
DOLP
Trust
2021-NYC,
2021
NYC,
(I/O)
0.665%
5/10/41
1,033,347
575
Fannie
Mae
Connecticut
Avenue
Securities,
2017
C06
1.800%
2/25/30
1,688
11
(b)
Fannie
Mae
Pool,
FN
946228,
(12-Month
LIBOR
reference
rate
+
0.016%
spread)
5.837%
9/01/37
10,463
7,500
Fannie
Mae
Pool,
FN
MA5389
6.000%
6/01/54
7,510,711
1
(b)
Fannie
Mae
Pool,
FN
905597,
(12-Month
LIBOR
reference
rate
+
0.019%
spread)
6.125%
12/01/36
686
6,406
Fannie
Mae
Pool,
FN
MA4942
6.000%
3/01/53
6,423,106
4,906
Fannie
Mae
Pool,
FN
MA5039
5.500%
6/01/53
4,828,253
6,707
Fannie
Mae
Pool,
FN
MA4919
5.500%
2/01/53
6,607,499
7,024
Fannie
Mae
Pool,
FN
MA5107
5.500%
8/01/53
6,911,988
7,161
Fannie
Mae
Pool,
FN
MA5165
5.500%
10/01/53
7,045,362
15
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
MORTGAGE-BACKED
SECURITIES
(continued)
$
160
(b)
Fannie
Mae
REMICS,
(SOFR30A
reference
rate
+
0.058%
spread),
2013
98,
(I/O)
0.512%
9/25/43
$
15,412
82
(c)
Flagstar
Mortgage
Trust
2017-2,
2017
2
3.985%
10/25/47
71,117
11,378
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML12,
(I/O)
1.225%
7/25/41
1,080,769
4,000
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
0.075%
spread),
2021
DNA6
12.824%
10/25/41
4,365,160
5,000
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
0.071%
spread),
2022
DNA1
12.424%
1/25/42
5,399,344
2,020
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
0.034%
spread),
2022
DNA1
8.724%
1/25/42
2,091,762
4,574
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
0.048%
spread),
2022
DNA2
10.074%
2/25/42
4,871,104
5,000
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
0.085%
spread),
2022
DNA2
13.788%
2/25/42
5,569,798
1,960
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
0.098%
spread),
2022
DNA3
15.087%
4/25/42
2,256,106
5,000
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
0.057%
spread),
2022
DNA3
8.647%
4/25/42
5,450,284
1,350
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-HQA1,
(SOFR30A
reference
rate
+
0.070%
spread),
2022
HQA1
9.997%
3/25/42
1,507,074
4,000
(b),(c)
Freddie
Mac
STACR
REMIC
Trust
2022-HQA2,
(SOFR30A
reference
rate
+
0.040%
spread),
2022
HQA2
9.324%
7/25/42
4,277,561
123
(b)
Freddie
Mac
Strips,
(SOFR30A
reference
rate
+
0.058%
spread),
2014
327,
(I/O)
0.482%
3/15/44
8,824
6,751
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
0.063%
spread),
2020
133,
(I/O)
0.927%
9/20/50
619,505
3,748
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
0.023%
spread),
2023
111
2.444%
8/20/53
3,563,253
2,282
(b)
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
0.026%
spread),
2023
96
2.943%
7/20/53
2,348,529
1,500
(b),(c)
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(TSFR1M
reference
rate
+
0.019%
spread),
2018
TWR
7.214%
7/15/31
591,300
1,081
(b),(c)
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(1-Month
LIBOR
reference
rate
+
0.015%
spread),
2018
TWR
3.449%
7/15/31
768,699
2,000
(b),(c)
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(TSFR1M
reference
rate
+
0.035%
spread),
2021
ARDN
8.781%
11/15/36
1,968,020
2,600
(b),(c)
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(TSFR1M
reference
rate
+
0.014%
spread),
2021
ARDN
6.681%
11/15/36
2,577,723
1,000
GS
Mortgage
Securities
Trust
2016-GS3,
2016
GS3
3.981%
10/10/49
902,889
1,200
GS
Mortgage
Securities
Trust
2016-GS4,
2016
GS4
3.951%
11/10/49
1,008,053
1,425
GS
Mortgage
Securities
Trust
2019-GC38,
2019
GC38
4.158%
2/10/52
1,308,213
1,000
GS
Mortgage
Securities
Trust
2020-GSA2,
2020
GSA2
2.012%
12/12/53
797,397
5
(c)
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2
4.000%
11/25/49
4,671
106
(c)
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2
4.000%
11/25/49
97,001
2,000
(c)
HTL
Commercial
Mortgage
Trust
2024-T53,
2024
T53
7.088%
5/10/39
2,004,796
1,000
(c)
Hudson
Yards
2019-55HY
Mortgage
Trust,
2019
55HY
2.943%
12/10/41
760,497
1,500
(b),(c)
ILPT
Commercial
Mortgage
Trust
2022-LPF2,
(TSFR1M
reference
rate
+
0.027%
spread),
2022
LPF2
8.061%
10/15/39
1,498,812
391
Impac
Secured
Assets
CMN
Owner
Trust,
2000
3
8.000%
10/25/30
346,818
292
(c)
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1
2.051%
10/25/55
262,894
2,000
(c)
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1
3.531%
10/25/55
1,691,984
366
(c)
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1
1.617%
6/25/56
313,719
450
(c)
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1
2.383%
6/25/56
322,039
2,441
(b),(c)
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2022-NLP,
(TSFR1M
reference
rate
+
0.026%
spread),
2022
NLP
7.918%
4/15/37
2,110,751
4,776
(c)
J.P.
Morgan
Mortgage
Trust
2022-LTV2,
2022
LTV2
3.673%
9/25/52
3,845,282
168
(b)
JP
Morgan
Alternative
Loan
Trust
2007-S1,
(TSFR1M
reference
rate
+
0.067%
spread),
2007
S1
5.999%
4/25/47
158,784
1,374
(c)
JP
Morgan
Mortgage
Trust
2020-INV1,
2020
INV1
4.186%
8/25/50
1,132,921
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
16
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
MORTGAGE-BACKED
SECURITIES
(continued)
$
2,500
JPMBB
Commercial
Mortgage
Securities
Trust
2015-C31,
2015
C31
4.623%
8/15/48
$
2,131,523
1,400
(c)
JPMBB
Commercial
Mortgage
Securities
Trust
2016-C1,
2016
C1
4.201%
3/17/49
1,190,665
2,000
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP6,
2017
JP6
3.703%
7/15/50
1,517,261
1,400
(c)
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7
4.373%
9/15/50
1,106,171
1,335
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7
3.623%
9/15/50
1,126,700
190
(c)
Ladder
Capital
Commercial
Mortgage
2013-GCP
Mortgage
Trust,
2013
GCP
3.985%
2/15/36
169,458
2,000
(b),(c)
MARQ
Trust
2024-HOU,
(TSFR1M
reference
rate
+
0.032%
spread),
2024
1,
(WI/DD)
8.558%
6/15/29
2,003,220
34,356
(c)
MFT
Trust
2020-ABC,
2020
ABC,
(I/O)
0.119%
2/10/42
251,226
750
Morgan
Stanley
Capital
I
Trust
2018-H3,
2018
H3
4.177%
7/15/51
713,909
2,000
(c)
MRCD
2019-MARK
Mortgage
Trust,
2019
PARK
2.718%
12/15/36
1,285,713
500
(c)
MSCG
Trust
2015-ALDR,
2015
ALDR
3.462%
6/07/35
432,137
1,500
(c)
MSCG
Trust
2015-ALDR,
2015
ALDR
3.462%
6/07/35
1,320,634
1,000
(b),(c)
MTN
Commercial
Mortgage
Trust
2022-LPFL,
(TSFR1M
reference
rate
+
0.029%
spread),
2022
LPFL
7.773%
3/15/39
982,175
1,500
(b),(c)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
0.036%
spread),
2019
MILE
8.896%
7/15/36
1,086,838
1,500
(b),(c)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
0.043%
spread),
2019
MILE
9.646%
7/15/36
1,007,343
84
(c)
New
Residential
Mortgage
Loan
Trust
2015-2,
2015
2A
5.366%
8/25/55
80,067
1,000
(c)
NLT
2021-INV2
Trust,
2021
INV2
2.569%
8/25/56
672,727
1,150
(c)
One
Bryant
Park
Trust
2019-OBP,
2019
OBP
2.516%
9/15/54
972,961
2,849
(b),(c)
OPEN
Trust,
(TSFR1M
reference
rate
+
0.052%
spread),
2023
AIR
10.553%
10/15/28
2,882,409
2,000
(b),(c)
PKHL
Commercial
Mortgage
Trust
2021-MF,
(TSFR1M
reference
rate
+
0.099%
spread),
2021
MF
6.311%
7/15/38
1,908,456
1,000
(b),(c)
RLGH
Trust
2021-TROT,
(1-Month
LIBOR
reference
rate
+
0.018%
spread),
2021
TROT
1.821%
4/15/36
981,942
11
(c)
Sequoia
Mortgage
Trust
2018-7,
2018
7
4.000%
9/25/48
10,240
6
(c)
Sequoia
Mortgage
Trust
2019-2,
2019
2
4.000%
6/25/49
5,652
40,180
(c)
SLG
Office
Trust
2021-OVA,
2021
OVA,
(I/O)
0.258%
7/15/41
564,935
1,155
(c)
SLG
Office
Trust
2021-OVA,
2021
OVA
2.851%
7/15/41
881,295
1,855
(b),(c)
SMR
2022-IND
Mortgage
Trust,
(TSFR1M
reference
rate
+
0.040%
spread),
2022
IND
9.267%
2/15/39
1,754,576
2,140
(b),(c)
SREIT
Trust
2021-PALM,
(TSFR1M
reference
rate
+
0.015%
spread),
2021
PALM
6.841%
10/15/34
2,107,781
600
(c)
Verus
Securitization
Trust
2019-4,
2019
4
3.207%
11/25/59
555,158
2,000
(c)
Verus
Securitization
Trust
2021-8,
2021
8
3.288%
11/25/66
1,446,559
36
Washington
Mutual
MSC
Mortgage
Pass-Through
Certificates
Series
2004-RA3
Trust,
2004
RA3
5.676%
8/25/38
34,384
1,615
Wells
Fargo
Commercial
Mortgage
Trust
2015-NXS1,
2015
NXS1
3.658%
5/15/48
1,541,272
948
(c)
Wells
Fargo
Mortgage
Backed
Securities
2021-INV1
Trust,
2021
INV1
3.310%
8/25/51
765,687
Total
Mortgage-Backed
Securities
(cost
$306,281,602)
293,981,938
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
22.0%
X
178,650,101
Automobiles
&
Components
-
0.2%
$
1,000
(c)
Ford
Otomotiv
Sanayi
AS
7.125%
4/25/29
$
1,001,100
850
General
Motors
Financial
Co
Inc
5.850%
4/06/30
857,203
Total
Automobiles
&
Components
1,858,303
17
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Banks
-
2.4%
$
375
(c)
African
Export-Import
Bank/The
2.634%
5/17/26
$
350,205
1,000
(c),(d)
Akbank
TAS
6.800%
2/06/26
1,001,110
500
(c)
Banco
do
Brasil
SA/Cayman
6.000%
3/18/31
486,750
1,050
(c)
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands
2.720%
8/11/31
929,807
500
(c)
Bangkok
Bank
PCL/Hong
Kong
3.466%
9/23/36
416,741
2,625
Bank
of
America
Corp
5.819%
9/15/29
2,669,414
1,000
Bank
of
America
Corp
5.468%
1/23/35
993,429
1,035
(c)
Banque
Ouest
Africaine
de
Developpement
4.700%
10/22/31
892,750
1,300
Barclays
PLC
6.490%
9/13/29
1,344,032
1,000
Citibank
NA
5.570%
4/30/34
1,013,932
1,475
Deutsche
Bank
AG/New
York
NY
3.961%
11/26/25
1,460,759
1,675
(c)
Development
Bank
of
Kazakhstan
JSC
2.950%
5/06/31
1,385,992
375
(c)
Grupo
Aval
Ltd
4.375%
2/04/30
313,276
1,000
JPMorgan
Chase
&
Co
1.470%
9/22/27
915,110
2,335
JPMorgan
Chase
&
Co
5.766%
4/22/35
2,385,355
1,000
Morgan
Stanley
Bank
NA
5.882%
10/30/26
1,012,225
1,500
(c)
NatWest
Markets
PLC
5.410%
5/17/29
1,495,492
500
(c)
Turkiye
Garanti
Bankasi
AS
7.177%
5/24/27
494,066
290
(c)
Turkiye
Garanti
Bankasi
AS
8.375%
2/28/34
289,542
Total
Banks
19,849,987
Capital
Goods
-
1.4%
1,730
AerCap
Holdings
NV
5.875%
10/10/79
1,718,371
1,825
(c)
Albion
Financing
2
Sarl
8.750%
4/15/27
1,841,066
1,000
(c)
Alta
Equipment
Group
Inc
,
(WI/DD)
9.000%
6/01/29
967,290
1,100
Boeing
Co/The
5.805%
5/01/50
984,973
1,000
Honeywell
International
Inc
5.250%
3/01/54
969,460
1,140
(c)
Husky
Injection
Molding
Systems
Ltd
/
Titan
Co-Borrower
LLC
9.000%
2/15/29
1,170,812
1,275
(c)
Sisecam
UK
PLC
8.625%
5/02/32
1,297,313
900
(c)
Sociedad
Quimica
y
Minera
de
Chile
SA
6.500%
11/07/33
927,008
1,065
(c)
Windsor
Holdings
III
LLC
8.500%
6/15/30
1,112,719
Total
Capital
Goods
10,989,012
Consumer
Discretionary
Distribution
&
Retail
-
0.9%
1,450
(c)
JSM
Global
Sarl
4.750%
10/20/30
263,219
635
Kohl's
Corp
4.625%
5/01/31
512,083
850
Lowe's
Cos
Inc
4.250%
4/01/52
667,742
1,125
(c)
Michaels
Cos
Inc/The
5.250%
5/01/28
912,509
1,000
(c)
Michaels
Cos
Inc/The
7.875%
5/01/29
680,095
2,000
(c)
Prosus
NV
3.257%
1/19/27
1,850,663
725
(c)
Prosus
NV
3.680%
1/21/30
633,667
1,000
(c)
Staples
Inc
,
(WI/DD)
10.750%
9/01/29
967,607
500
(c)
Velocity
Vehicle
Group
LLC
8.000%
6/01/29
508,125
Total
Consumer
Discretionary
Distribution
&
Retail
6,995,710
Consumer
Services
-
0.3%
990
(c),(d)
Cinemark
USA
Inc
5.250%
7/15/28
924,300
500
(c)
GENM
Capital
Labuan
Ltd
3.882%
4/19/31
436,281
1,135
Sands
China
Ltd
3.250%
8/08/31
953,310
Total
Consumer
Services
2,313,891
Energy
-
3.0%
1,225
Cheniere
Energy
Partners
LP
4.500%
10/01/29
1,164,147
940
(c)
Civitas
Resources
Inc
8.750%
7/01/31
1,003,557
800
(c)
Cosan
Luxembourg
SA
5.500%
9/20/29
758,651
750
Diamondback
Energy
Inc
4.400%
3/24/51
600,765
450
Ecopetrol
SA
4.625%
11/02/31
366,627
575
Ecopetrol
SA
6.875%
4/29/30
549,995
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
18
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Energy
(continued)
$
1,000
Ecopetrol
SA
5.875%
11/02/51
$
692,529
100
Ecopetrol
SA
5.875%
5/28/45
71,821
2,000
(c)
EIG
Pearl
Holdings
Sarl
3.545%
8/31/36
1,696,044
300
(c)
Empresa
Nacional
del
Petroleo
6.150%
5/10/33
299,732
900
(c)
Empresa
Nacional
del
Petroleo
3.450%
9/16/31
762,613
826
(c)
Energean
Israel
Finance
Ltd,
Reg
S
5.375%
3/30/28
744,895
1,250
Energy
Transfer
LP
5.550%
5/15/34
1,229,109
850
Enterprise
Products
Operating
LLC
5.350%
1/31/33
853,120
1,700
(c)
Galaxy
Pipeline
Assets
Bidco
Ltd
2.625%
3/31/36
1,363,792
985
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.250%
1/15/29
1,009,097
330
Marathon
Oil
Corp
5.300%
4/01/29
330,800
500
(c)
Medco
Laurel
Tree
Pte
Ltd
6.950%
11/12/28
485,637
500
(c)
MEDCO
MAPLE
TREE
PTE
LTD
8.960%
4/27/29
516,822
850
MPLX
LP
2.650%
8/15/30
726,041
990
(c)
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.875%
9/15/30
1,016,956
500
(c)
Pertamina
Persero
PT
1.400%
2/09/26
464,436
200
(c)
Petroleos
del
Peru
SA
4.750%
6/19/32
144,228
1,490
Petroleos
Mexicanos
6.700%
2/16/32
1,248,367
559
Petroleos
Mexicanos
7.690%
1/23/50
407,187
100
Petroleos
Mexicanos
6.750%
9/21/47
67,167
1,000
(c)
SierraCol
Energy
Andina
LLC
6.000%
6/15/28
896,740
1,000
(c)
Thaioil
Treasury
Center
Co
Ltd
2.500%
6/18/30
839,025
270
TotalEnergies
Capital
SA
5.488%
4/05/54
266,881
1,780
Transcanada
Trust
5.500%
9/15/79
1,627,784
1,020
(c)
Venture
Global
LNG
Inc
9.875%
2/01/32
1,093,741
440
(c)
Venture
Global
LNG
Inc
8.125%
6/01/28
449,678
1,000
Williams
Cos
Inc/The
4.900%
3/15/29
982,371
Total
Energy
24,730,355
Equity
Real
Estate
Investment
Trusts
(REITs)
-
0.9%
900
Essential
Properties
LP
2.950%
7/15/31
732,791
1,500
Kite
Realty
Group
LP
4.000%
10/01/26
1,444,487
1,000
Kite
Realty
Group
Trust
4.750%
9/15/30
949,456
2,138
SITE
Centers
Corp
3.625%
2/01/25
2,110,320
591
SITE
Centers
Corp
4.250%
2/01/26
582,125
465
SITE
Centers
Corp
4.700%
6/01/27
461,200
1,000
(c)
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC
10.500%
2/15/28
1,000,162
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
7,280,541
Financial
Services
-
1.6%
1,000
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
903,506
1,200
Apollo
Global
Management
Inc
5.800%
5/21/54
1,186,457
500
(b),(c)
Citrus
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.052%
spread)
5.100%
6/07/25
494,200
600
(c)
DAE
Funding
LLC
3.375%
3/20/28
548,888
1,400
(c)
ENN
Clean
Energy
International
Investment
Ltd
3.375%
5/12/26
1,332,820
1,000
(c)
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC
3.375%
6/15/26
939,753
500
(b),(c)
Hestia
Re
Ltd
(1-Month
U.S.
Treasury
Bill
reference
rate
+
0.094%
spread)
14.765%
4/22/25
483,400
1,000
(c)
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
9.750%
1/15/29
1,025,913
250
(b),(c)
Matterhorn
Re
Ltd
(SOFR
reference
rate
+
0.053%
spread)
5.889%
3/24/25
239,200
1,600
Morgan
Stanley
5.656%
4/18/30
1,620,943
1,095
OneMain
Finance
Corp
3.500%
1/15/27
1,012,760
1,000
(c)
PennyMac
Financial
Services
Inc
7.875%
12/15/29
1,023,847
1,000
(b),(c)
Sanders
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.031%
spread)
3.250%
4/07/25
976,400
900
(c)
UBS
Group
AG
6.301%
9/22/34
939,664
Total
Financial
Services
12,727,751
19
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Food,
Beverage
&
Tobacco
-
1.1%
$
1,200
(c)
Anadolu
Efes
Biracilik
Ve
Malt
Sanayii
AS
3.375%
6/29/28
$
1,041,745
750
Anheuser-Busch
InBev
Worldwide
Inc
4.350%
6/01/40
659,386
625
Anheuser-Busch
InBev
Worldwide
Inc
5.000%
6/15/34
614,315
1,200
(c)
Bimbo
Bakeries
USA
Inc
6.050%
1/15/29
1,230,678
1,200
(c)
Cia
Cervecerias
Unidas
SA
3.350%
1/19/32
1,036,281
1,500
Coca-Cola
Consolidated
Inc
5.450%
6/01/34
1,508,220
950
Constellation
Brands
Inc
2.875%
5/01/30
830,505
1,000
(c)
Triton
Water
Holdings
Inc
6.250%
4/01/29
924,035
1,075
(c)
Ulker
Biskuvi
Sanayi
AS
6.950%
10/30/25
1,068,350
Total
Food,
Beverage
&
Tobacco
8,913,515
Health
Care
Equipment
&
Services
-
0.4%
1,000
(c)
CHS/Community
Health
Systems
Inc
10.875%
1/15/32
1,033,244
700
CVS
Health
Corp
5.050%
3/25/48
603,418
900
HCA
Inc
3.500%
9/01/30
805,356
1,045
(c)
LifePoint
Health
Inc
11.000%
10/15/30
1,151,219
Total
Health
Care
Equipment
&
Services
3,593,237
Insurance
-
1.2%
1,600
(c)
Allianz
SE
6.350%
9/06/53
1,652,728
1,655
(c)
Ardonagh
Group
Finance
Ltd
8.875%
2/15/32
1,631,003
500
(b),(c)
Bonanza
RE
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.049%
spread)
10.318%
12/23/24
478,150
250
(b),(c)
Bonanza
RE
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.058%
spread)
11.175%
3/16/25
234,725
1,300
(c)
Panther
Escrow
Issuer
LLC
7.125%
6/01/31
1,310,818
550
(b),(c)
Residential
Reinsurance
2020
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.060%
spread)
6.510%
12/06/24
529,925
1,000
(c)
Sammons
Financial
Group
Inc
6.875%
4/15/34
1,016,543
500
(b),(c)
Vitality
Re
XII
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.023%
spread)
2.250%
1/07/25
499,800
1,000
(b),(c)
Vitality
Re
XIV
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.035%
spread)
8.888%
1/05/27
1,015,800
1,000
(b),(c)
Vitality
Re
XV
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
0.025%
spread)
7.895%
1/07/28
998,600
Total
Insurance
9,368,092
Materials
-
2.3%
1,700
(c)
Alpek
SAB
de
CV
4.250%
9/18/29
1,556,599
1,500
Amcor
Finance
USA
Inc
3.625%
4/28/26
1,443,810
1,675
AngloGold
Ashanti
Holdings
PLC
3.750%
10/01/30
1,456,649
700
AngloGold
Ashanti
Holdings
PLC
3.375%
11/01/28
627,359
875
(c)
Cemex
SAB
de
CV
9.125%
12/30/49
940,457
325
(c)
Corp
Nacional
del
Cobre
de
Chile
6.440%
1/26/36
331,122
950
(c)
EverArc
Escrow
Sarl
5.000%
10/30/29
843,066
1,120
(c)
Freeport
Indonesia
PT
5.315%
4/14/32
1,080,102
710
(c)
Inversiones
CMPC
SA
6.125%
6/23/33
712,339
1,325
(c)
Mineral
Resources
Ltd
9.250%
10/01/28
1,393,007
225
(c)
Nexa
Resources
SA
6.750%
4/09/34
226,440
1,025
(c)
OCP
SA
3.750%
6/23/31
864,567
1,325
(c)
Orbia
Advance
Corp
SAB
de
CV
1.875%
5/11/26
1,230,775
725
Sasol
Financing
USA
LLC
4.375%
9/18/26
678,778
500
(c)
Sasol
Financing
USA
LLC
8.750%
5/03/29
500,157
1,000
(c)
SunCoke
Energy
Inc
4.875%
6/30/29
898,623
1,500
Suzano
Austria
GmbH
3.125%
1/15/32
1,210,431
990
(c)
Tronox
Inc
4.625%
3/15/29
898,321
900
(c)
UltraTech
Cement
Ltd
2.800%
2/16/31
755,002
1,000
WRKCo
Inc
3.000%
9/15/24
992,010
Total
Materials
18,639,614
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
20
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Media
&
Entertainment
-
0.7%
$
535
(d)
Baidu
Inc
1.625%
2/23/27
$
484,899
1,000
(c)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
6.375%
9/01/29
935,945
750
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.900%
6/01/52
470,692
1,150
Comcast
Corp
2.800%
1/15/51
704,994
350
(c)
CSC
Holdings
LLC
11.250%
5/15/28
282,408
1,430
(c)
Gray
Television
Inc
,
(WI/DD)
10.500%
7/15/29
1,420,516
925
(c)
LCPR
Senior
Secured
Financing
DAC
5.125%
7/15/29
776,504
700
Warnermedia
Holdings
Inc
5.050%
3/15/42
578,504
Total
Media
&
Entertainment
5,654,462
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.6%
750
AbbVie
Inc
5.400%
3/15/54
739,343
1,050
Amgen
Inc
5.650%
3/02/53
1,036,288
1,500
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/28
1,467,909
750
Pfizer
Investment
Enterprises
Pte
Ltd
5.300%
5/19/53
717,022
670
Teva
Pharmaceutical
Finance
Netherlands
III
BV
8.125%
9/15/31
735,504
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
4,696,066
Semiconductors
&
Semiconductor
Equipment
-
0.2%
1,200
(c)
SK
Hynix
Inc
1.500%
1/19/26
1,122,782
675
TSMC
Arizona
Corp
3.875%
4/22/27
651,703
Total
Semiconductors
&
Semiconductor
Equipment
1,774,485
Software
&
Services
-
0.4%
2,075
(c)
Ahead
DB
Holdings
LLC
6.625%
5/01/28
1,924,563
700
Oracle
Corp
5.550%
2/06/53
660,950
1,000
Rocket
Software
Inc
9.000%
11/28/28
1,015,732
Total
Software
&
Services
3,601,245
Telecommunication
Services
-
1.5%
360
(c)
Altice
France
SA
8.125%
2/01/27
277,494
1,185
AT&T
Inc
3.500%
9/15/53
800,334
500
AT&T
Inc
3.800%
12/01/57
348,094
1,400
(c)
C&W
Senior
Finance
Ltd
6.875%
9/15/27
1,334,844
775
(c)
CT
Trust
5.125%
2/03/32
672,421
975
(c)
Empresa
Nacional
de
Telecomunicaciones
SA
3.050%
9/14/32
774,498
865
(c)
Iliad
Holding
SASU
8.500%
4/15/31
875,563
770
(c)
Iliad
Holding
SASU
6.500%
10/15/26
764,538
1,000
(c)
Level
3
Financing
Inc
10.500%
4/15/29
997,502
1,000
(c)
Level
3
Financing
Inc
10.500%
5/15/30
989,471
1,000
(c)
Liberty
Costa
Rica
Senior
Secured
Finance
10.875%
1/15/31
1,053,500
139
(c)
Millicom
International
Cellular
SA2028
2028
5.125%
1/15/28
131,246
875
(c),(d)
Sitios
Latinoamerica
SAB
de
CV
5.375%
4/04/32
808,760
1,000
T-Mobile
USA
Inc
2.250%
11/15/31
811,237
1,690
Verizon
Communications
Inc
1.750%
1/20/31
1,357,772
Total
Telecommunication
Services
11,997,274
Transportation
-
1.0%
500
(c)
Adani
Ports
&
Special
Economic
Zone
Ltd
3.100%
2/02/31
386,263
1,241
American
Airlines
2021-1
Class
A
Pass
Through
Trust2021
2021
2.875%
7/11/34
1,050,154
2,500
(c)
Brightline
East
LLC
11.000%
1/31/30
2,370,482
1,500
(c),(d)
GN
Bondco
LLC
9.500%
10/15/31
1,366,557
500
(c)
Grupo
Aeromexico
SAB
de
CV
8.500%
3/17/27
499,070
1,000
(c)
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd
5.750%
1/20/26
922,104
740
(c)
MISC
Capital
Two
Labuan
Ltd
3.750%
4/06/27
706,003
21
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Transportation
(continued)
$
1,000
(c)
Transnet
SOC
Ltd
8.250%
2/06/28
$
986,094
Total
Transportation
8,286,727
Utilities
-
1.9%
1,300
AEP
Transmission
Co
LLC
3.750%
12/01/47
970,043
1,035
(c)
AES
Espana
BV
5.700%
5/04/28
968,941
1,191
(c)
Alfa
Desarrollo
SpA2021
1
4.550%
9/27/51
889,591
900
Duke
Energy
Progress
LLC
5.350%
3/15/53
848,750
800
(c)
Empresas
Publicas
de
Medellin
ESP
4.375%
2/15/31
657,101
1,000
(c)
EnfraGen
Energia
Sur
SA
/
EnfraGen
Spain
SA
/
Prime
Energia
SpA
5.375%
12/30/30
835,031
950
(c)
Eskom
Holdings
SOC
Ltd
6.350%
8/10/28
907,524
1,125
(c)
Ferrellgas
LP
/
Ferrellgas
Finance
Corp
5.875%
4/01/29
1,062,144
1,050
(c)
Ferrellgas
LP
/
Ferrellgas
Finance
Corp
5.375%
4/01/26
1,025,315
750
Interstate
Power
and
Light
Co
3.100%
11/30/51
473,402
875
(c)
Israel
Electric
Corp
Ltd,
Reg
S
3.750%
2/22/32
713,849
250
(c)
NPC
Ukrenergo
6.875%
11/09/28
91,250
1,500
(c)
ReNew
Wind
Energy
AP2
/
ReNew
Power
Pvt
Ltd
other
9
Subsidiaries
4.500%
7/14/28
1,352,445
515
(c)
RWE
Finance
US
LLC
5.875%
4/16/34
515,502
960
(c)
RWE
Finance
US
LLC
6.250%
4/16/54
957,705
712
(c)
Sweihan
PV
Power
Co
PJSC2022
1
3.625%
1/31/49
563,807
1,000
(c)
Talen
Energy
Supply
LLC
8.625%
6/01/30
1,072,552
586
(c)
UEP
Penonome
II
SA2020
1
6.500%
10/01/38
487,732
1,000
Wisconsin
Power
and
Light
Co
5.375%
3/30/34
987,150
Total
Utilities
15,379,834
Total
Corporate
Bonds
(cost
$188,931,002)
178,650,101
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
SECURITIES
-
15.0%
X
121,250,012
1,180
(c)
Aaset
2021-2
Trust,
2021
2A
2.798%
1/15/47
$
1,041,311
600
(b),(c)
ACRE
Commercial
Mortgage
2021-FL4
Ltd,
(TSFR1M
reference
rate
+
0.027%
spread),
2021
FL4
8.035%
12/18/37
573,182
2,000
(c)
Adams
Outdoor
Advertising
LP,
2023
1
6.967%
7/15/53
2,059,446
1,400
(b),(c)
AGL
CLO
19
Ltd,
(TSFR3M
reference
rate
+
0.028%
spread),
2022
19A
8.075%
7/21/35
1,403,340
1,000
(c)
Alterna
Funding
III
LLC,
2024
1A
7.136%
5/16/39
1,000,000
1,000
(c)
Alterna
Funding
III
LLC,
2024
1A
6.260%
5/16/39
1,000,000
578
(b)
Ameriquest
Mortgage
Securities
Inc
Asset
Back
Ser
2004-
R1,
(TSFR1M
reference
rate
+
0.071%
spread),
2004
R1
2.788%
2/25/34
546,724
850
(c)
Avis
Budget
Rental
Car
Funding
AESOP
LLC,
2021
1A
2.130%
8/20/27
778,996
2,947
(c)
Bojangles
Issuer
LLC,
2020
1A
3.832%
10/20/50
2,792,417
2,625
(b),(c)
Boyce
Park
Clo
Ltd,
(TSFR3M
reference
rate
+
0.031%
spread),
2022
1A
8.425%
4/21/35
2,630,502
2,250
(c)
Brex
Commercial
Charge
Card
Master
Trust,
2024
1
6.680%
7/15/27
2,240,992
271
(c)
British
Airways
2020-1
Class
B
Pass
Through
Trust,
2020
A
8.375%
11/15/28
282,413
1,474
(c)
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A
3.100%
12/15/50
1,313,895
1,250
(c)
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A
4.690%
12/15/50
1,091,772
1,150
(c)
CARS-DB4
LP,
2020
1A
4.520%
2/15/50
1,052,836
631
(c)
CARS-DB5
LP,
2021
1A
1.920%
8/15/51
566,482
1,066
Carvana
Auto
Receivables
Trust
2021-N4,
2021
N4
2.300%
9/11/28
1,028,418
675
(c)
CF
Hippolyta
Issuer
LLC,
2020
1
2.600%
7/15/60
557,795
1,349
(c)
CF
Hippolyta
Issuer
LLC,
2020
1
2.280%
7/15/60
1,251,579
1,000
(b),(c)
CIFC
Funding
2018-II
Ltd,
(3-Month
LIBOR
reference
rate
+
0.031%
spread),
2018
2A
5.560%
4/20/31
1,002,569
2,125
(b),(c)
CIFC
Funding
2020-I
Ltd,
(TSFR3M
reference
rate
+
0.034%
spread),
2020
1A
8.690%
7/15/36
2,132,911
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
22
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
SECURITIES
(continued)
$
2,000
(b),(c)
CIFC
Funding
2020-I
Ltd,
(TSFR3M
reference
rate
+
0.023%
spread),
2020
1A
7.590%
7/15/36
$
2,005,038
385
(b),(c)
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
0.068%
spread),
2020
2A
12.086%
10/20/34
387,484
1,760
(b),(c)
CIFC
Funding
2020-II
Ltd,
(TSFR3M
reference
rate
+
0.033%
spread),
2020
2A
8.636%
10/20/34
1,765,539
1,305
(b),(c)
CIFC
Funding
2020-II
Ltd,
(TSFR3M
reference
rate
+
0.023%
spread),
2020
2A
7.636%
10/20/34
1,307,598
2,500
(b),(c)
CIFC
Funding
2022-IV
Ltd,
(SOFR
reference
rate
+
0.036%
spread),
2022
4A
8.878%
7/16/35
2,511,965
2,410
(c)
Cologix
Data
Centers
US
Issuer
LLC,
2021
1A
3.300%
12/26/51
2,206,674
2,000
(c)
Concord
Music
Royalties
LLC,
2022
1A
6.500%
1/20/73
2,002,121
3,000
(c)
Crescendo
Royalty
Funding
LP,
2021
1
3.567%
12/20/51
2,790,718
1,000
(c)
CyrusOne
Data
Centers
Issuer
I
LLC,
2023
2A
5.560%
11/20/48
976,707
1,568
(c)
CyrusOne
Data
Centers
Issuer
I
LLC,
2023
1A
5.450%
4/20/48
1,452,493
1,170
(c)
DB
Master
Finance
LLC,
2021
1A
2.045%
11/20/51
1,069,237
630
(c)
DB
Master
Finance
LLC,
2019
1A
4.021%
5/20/49
607,453
1,170
(c)
DB
Master
Finance
LLC,
2021
1A
2.493%
11/20/51
1,024,112
119
(c)
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A
3.830%
11/21/33
108,819
119
(c)
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A
2.700%
11/21/33
112,613
1,440
(c)
Domino's
Pizza
Master
Issuer
LLC,
2019
1A
3.668%
10/25/49
1,305,144
972
(c)
Domino's
Pizza
Master
Issuer
LLC,
2021
1A
2.662%
4/25/51
857,067
1,300
(b),(c)
Elmwood
CLO
20
Ltd,
(TSFR3M
reference
rate
+
0.037%
spread),
2022
7A
8.973%
1/17/37
1,324,692
1,500
(b),(c)
Elmwood
CLO
26
Ltd,
(TSFR3M
reference
rate
+
0.036%
spread),
2024
1A
8.891%
4/18/37
1,539,904
2,815
(c)
EWC
Master
Issuer
LLC,
2022
1A
5.500%
3/15/52
2,665,871
2,000
(c)
Frontier
Issuer
LLC,
2023
1
6.600%
8/20/53
2,019,600
1,000
(c)
Frontier
Issuer
LLC,
2023
1
11.500%
8/20/53
1,017,230
1,000
(c)
Frontier
Issuer
LLC,
2023
1
8.300%
8/20/53
1,024,607
2,000
(b),(c)
GRACIE
POINT
INTERNATIONAL
FUNDING
2023-2,
(SOFR90A
reference
rate
+
0.054%
spread),
2023
2A
10.749%
3/01/27
2,014,437
2,902
(c)
Hardee's
Funding
LLC,
2020
1A
3.981%
12/20/50
2,602,951
750
(c)
Hertz
Vehicle
Financing
LLC,
2021
1A
2.050%
12/26/25
736,429
1,150
(c)
HI-FI
Music
IP
Issuer
LP,
2022
1A
3.939%
2/01/62
1,077,505
299
(c)
Hilton
Grand
Vacations
Trust
2019-A,
2019
AA
2.840%
7/25/33
286,507
1,499
(c)
Horizon
Aircraft
Finance
II
Ltd,
2019
1
3.721%
7/15/39
1,363,671
816
(c)
Horizon
Aircraft
Finance
III
Ltd,
2019
2
3.425%
11/15/39
703,025
1,000
(c)
Hotwire
Funding
LLC,
2024
1A
6.672%
6/20/54
997,443
1,000
(c)
Hotwire
Funding
LLC,
2021
1
2.658%
11/20/51
902,594
1,025
(c)
Hpefs
Equipment
Trust
2022-2,
2022
2A
4.940%
3/20/30
1,015,003
1,250
(c),(e)
Industrial
DPR
Funding
Ltd,
2022
1A
5.380%
4/15/34
1,055,162
2,205
(c)
Jonah
Energy
Abs
I
LLC,
2022
1
7.200%
11/20/37
2,186,536
1,466
(c)
Lunar
2021-1
Structured
Aircraft
Portfolio
Notes,
2021
1
5.682%
10/15/46
1,310,844
1,500
(b),(c)
Madison
Park
Funding
XXXVI
Ltd,
(TSFR3M
reference
rate
+
0.035%
spread),
2019
36A
5.981%
4/15/35
1,507,363
1,500
(b),(c)
Magnetite
XXIII
Ltd,
(TSFR3M
reference
rate
+
0.023%
spread),
2019
23A
7.635%
1/25/35
1,502,444
70
(c)
MAPS
2018-1
Ltd,
2018
1A
4.212%
5/15/43
65,290
198
(c)
MAPS
2021-1
Trust,
2021
1A
2.521%
6/15/46
176,196
1,000
(c)
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A
9.590%
9/20/27
1,002,391
1,000
(c)
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A
8.040%
9/20/27
1,007,184
2,000
(c)
MetroNet
Infrastructure
Issuer
LLC,
2022
1A
6.350%
10/20/52
2,009,547
1,000
(c)
MetroNet
Infrastructure
Issuer
LLC,
2023
1A
8.010%
4/20/53
1,015,110
410
(c)
MVW
2019-2
LLC,
2019
2A
2.680%
10/20/38
386,437
158
(c)
MVW
2021-1W
LLC,
2021
1WA
1.940%
1/22/41
145,744
298
(c)
MVW
Owner
Trust
2019-1,
2019
1A
3.330%
11/20/36
287,763
660
(b),(c)
Neuberger
Berman
Loan
Advisers
Clo
40
Ltd,
(TSFR3M
reference
rate
+
0.061%
spread),
2021
40A
11.439%
4/16/33
662,699
1,625
(b),(c)
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
0.032%
spread),
2022
48A
8.524%
4/25/36
1,627,485
23
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
SECURITIES
(continued)
$
1,000
(b),(c)
Neuberger
Berman
Loan
Advisers
NBLA
CLO
53
Ltd,
(TSFR3M
reference
rate
+
0.076%
spread),
2023
23-53A
12.948%
10/24/32
$
1,021,262
1,000
(c)
Oak
Street
Investment
Grade
Net
Lease
Fund
Series
2021-1,
2021
1A
4.230%
1/20/51
899,405
2,175
(b),(c)
OHA
Credit
Funding
4
Ltd,
(TSFR3M
reference
rate
+
0.035%
spread),
2019
4A
4.336%
10/22/36
2,179,567
161
(c)
Oportun
Funding
XIV
LLC,
2021
A
5.400%
3/08/28
152,381
161
(c)
Oportun
Funding
XIV
LLC,
2021
A
3.440%
3/08/28
154,707
350
(c)
Oportun
Issuance
Trust
2021-C,
2021
C
5.570%
10/08/31
315,095
617
(c)
Oportun
Issuance
Trust
2021-C,
2021
C
3.610%
10/08/31
581,474
1,000
(b),(c)
Palmer
Square
CLO
2021-3
Ltd,
(TSFR3M
reference
rate
+
0.032%
spread),
2021
3A
5.462%
1/15/35
1,002,382
2,500
(b),(c)
Palmer
Square
CLO
2022-1
Ltd,
(TSFR3M
reference
rate
+
0.031%
spread),
2022
1A
8.375%
4/20/35
2,503,978
2,000
(b),(c)
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
0.053%
spread),
2023
1A
10.625%
1/20/36
2,042,740
1,232
(c)
Purewest
Funding
LLC,
2021
1
4.091%
12/22/36
1,191,515
1,981
(c)
Sesac
Finance
LLC,
2019
1
5.216%
7/25/49
1,920,406
318
(c)
Settlement
Fee
Finance
2019-1
LLC,
2019
1A
3.840%
11/01/49
315,454
121
(c)
Sierra
Timeshare
2019-2
Receivables
Funding
LLC,
2019
2A
4.540%
5/20/36
120,041
115
(c)
Sierra
Timeshare
2019-3
Receivables
Funding
LLC,
2019
3A
4.180%
8/20/36
113,345
98
(c)
Sierra
Timeshare
2021-1
Receivables
Funding
LLC,
2021
1A
1.790%
11/20/37
92,548
1,858
(c)
Sonic
Capital
LLC,
2020
1A
3.845%
1/20/50
1,753,205
1,000
(c)
Sotheby's
Artfi
Master
Trust,
2024
1A
8.380%
12/22/31
1,004,387
838
(c)
Start
II
LTD,
2019
1
5.095%
3/15/44
754,748
2,584
(c)
Taco
Bell
Funding
LLC,
2021
1A
2.294%
8/25/51
2,219,640
1,500
(b),(c)
TCW
CLO
2021-2
Ltd,
(3-Month
LIBOR
reference
rate
+
0.071%
spread),
2021
2A
6.985%
7/25/34
1,505,427
1,000
(b),(c)
TICP
CLO
XIV
Ltd,
(TSFR3M
reference
rate
+
0.019%
spread),
2019
14A
7.236%
10/20/32
1,002,611
1,000
(b),(c)
Unity-Peace
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
0.020%
spread),
2022
1A
7.325%
4/20/35
1,003,229
3,000
(c)
VB-S1
Issuer
LLC
-
VBTEL,
2022
1A
4.288%
2/15/52
2,778,344
801
(c)
Vivint
Solar
Financing
V
LLC,
2018
1A
7.370%
4/30/48
742,562
167
(c)
VR
Funding
LLC,
2020
1A
6.420%
11/15/50
155,894
892
(c)
VR
Funding
LLC,
2020
1A
2.790%
11/15/50
796,433
1,406
(c)
Wendy's
Funding
LLC,
2018
1A
3.884%
3/15/48
1,313,061
846
(c)
Wendy's
Funding
LLC,
2021
1A
2.370%
6/15/51
730,480
894
(c)
Willis
Engine
Structured
Trust
VI,
2021
A
3.104%
5/15/46
801,011
1,437
(c)
Willis
Engine
Structured
Trust
VII,
2023
A
8.000%
10/15/48
1,516,132
535
(c)
Zaxbys
Funding
LLC,
2021
1A
3.238%
7/30/51
470,086
1,000
(c)
Ziply
Fiber
Issuer
LLC,
2024
1A
7.810%
4/20/54
1,012,706
1,000
(c)
Ziply
Fiber
Issuer
LLC,
2024
1A
11.170%
4/20/54
1,005,730
Total
Asset-Backed
Securities
(cost
$124,394,067)
121,250,012
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
9.0%
X
72,773,582
Angola
-
0.1%
$
1,050
(c)
Angolan
Government
International
Bond
8.750%
4/14/32
$
940,300
Total
Angola
940,300
Bahrain
-
0.1%
500
(c)
Bahrain
Government
International
Bond
6.000%
9/19/44
411,650
Total
Bahrain
411,650
Benin
-
0.1%
1,050
(c)
Benin
Government
International
Bond
7.960%
2/13/38
981,870
Total
Benin
981,870
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
24
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Brazil
-
0.3%
$
1,575
Brazilian
Government
International
Bond
7.125%
5/13/54
$
1,537,874
570
Brazilian
Government
International
Bond
6.000%
10/20/33
551,497
Total
Brazil
2,089,371
Chile
-
0.1%
1,500
Chile
Government
International
Bond
3.100%
5/07/41
1,085,161
Total
Chile
1,085,161
Colombia
-
0.3%
1,825
Colombia
Government
International
Bond
5.000%
6/15/45
1,276,419
825
Colombia
Government
International
Bond
5.200%
5/15/49
578,169
Total
Colombia
1,854,588
Costa
Rica
-
0.1%
905
(c)
Costa
Rica
Government
International
Bond
5.625%
4/30/43
800,838
Total
Costa
Rica
800,838
Cote
d'Ivoire
-
0.3%
1,175
(c)
Ivory
Coast
Government
International
Bond
6.125%
6/15/33
1,042,813
746
(c)
Ivory
Coast
Government
International
Bond
2032
144A
5.750%
12/31/32
696,958
350
(c)
Ivory
Coast
Government
International
Bond
8.250%
1/30/37
340,812
Total
Cote
d'Ivoire
2,080,583
Dominican
Republic
-
0.2%
1,000
(c)
Dominican
Republic
International
Bond
4.500%
1/30/30
908,619
835
(c)
Dominican
Republic
International
Bond
5.300%
1/21/41
705,960
Total
Dominican
Republic
1,614,579
Ecuador
-
0.0%
380
(c)
Ecuador
Government
International
Bond
5.000%
7/31/30
254,668
Total
Ecuador
254,668
Egypt
-
0.2%
1,650
(c)
Egypt
Government
International
Bond
8.500%
1/31/47
1,285,842
Total
Egypt
1,285,842
Ghana
-
0.0%
650
(c)
Ghana
Government
International
Bond
8.125%
3/26/32
334,750
Total
Ghana
334,750
Guatemala
-
0.1%
500
(c)
Guatemala
Government
Bond
6.600%
6/13/36
498,750
Total
Guatemala
498,750
Honduras
-
0.1%
1,125
(c)
Honduras
Government
International
Bond
5.625%
6/24/30
974,531
Total
Honduras
974,531
Hungary
-
0.1%
800
Hungary
Government
International
Bond
7.625%
3/29/41
901,389
300
(c)
Magyar
Export-Import
Bank
Zrt
6.125%
12/04/27
300,814
Total
Hungary
1,202,203
Indonesia
-
0.1%
950
(c)
Perusahaan
Penerbit
SBSN
Indonesia
III
3.800%
6/23/50
709,423
Total
Indonesia
709,423
Iraq
-
0.2%
1,508
(c)
Iraq
International
Bond
5.800%
1/15/28
1,426,397
Total
Iraq
1,426,397
25
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Israel
-
0.1%
$
600
Israel
Government
International
Bond
5.750%
3/12/54
$
542,124
250
Israel
Government
International
Bond
5.375%
3/12/29
245,062
350
State
of
Israel
3.375%
1/15/50
222,250
Total
Israel
1,009,436
Jamaica
-
0.0%
330
Jamaica
Government
International
Bond
6.750%
4/28/28
335,874
Total
Jamaica
335,874
Jordan
-
0.2%
600
(c)
Jordan
Government
International
Bond
5.850%
7/07/30
549,900
600
(c)
Jordan
Government
International
Bond
7.375%
10/10/47
521,633
Total
Jordan
1,071,533
Kazakhstan
-
0.1%
975
(c)
Kazakhstan
Government
International
Bond
6.500%
7/21/45
1,092,086
Total
Kazakhstan
1,092,086
Kenya
-
0.2%
1,445
(c)
Republic
of
Kenya
Government
International
Bond
6.300%
1/23/34
1,141,101
500
(c)
Republic
of
Kenya
Government
International
Bond
9.750%
2/16/31
498,750
Total
Kenya
1,639,851
Mexico
-
0.8%
3,325
Mexico
Government
International
Bond
4.280%
8/14/41
2,600,246
1,975
Mexico
Government
International
Bond
6.400%
5/07/54
1,900,952
1,966
Mexico
Government
International
Bond
4.750%
3/08/44
1,588,163
1,000
Mexico
Government
International
Bond
4.750%
4/27/32
927,500
Total
Mexico
7,016,861
Mongolia
-
0.1%
795
(c)
Mongolia
Government
International
Bond
4.450%
7/07/31
668,480
Total
Mongolia
668,480
Morocco
-
0.1%
850
(c)
Morocco
Government
International
Bond
5.500%
12/11/42
737,467
Total
Morocco
737,467
Nigeria
-
0.0%
415
(c)
Nigeria
Government
International
Bond
7.875%
2/16/32
365,569
325
(c)
Nigeria
Government
International
Bond
8.375%
3/24/29
309,510
Total
Nigeria
675,079
Oman
-
0.1%
575
(c)
Oman
Government
International
Bond
6.500%
3/08/47
563,212
Total
Oman
563,212
Panama
-
0.2%
1,360
Panama
Bonos
del
Tesoro
3.362%
6/30/31
1,080,520
1,025
Panama
Government
International
Bond
8.000%
3/01/38
1,071,787
Total
Panama
2,152,307
Paraguay
-
0.1%
550
(c)
Paraguay
Government
International
Bond
5.600%
3/13/48
485,922
200
(c)
Paraguay
Government
International
Bond
6.000%
2/09/36
198,260
Total
Paraguay
684,182
Peru
-
0.1%
1,050
Peruvian
Government
International
Bond
3.300%
3/11/41
760,908
Total
Peru
760,908
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
26
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Philippines
-
0.2%
$
550
Philippine
Government
International
Bond
6.375%
10/23/34
$
594,572
495
Philippine
Government
International
Bond
4.200%
3/29/47
398,224
Total
Philippines
992,796
Poland
-
0.1%
630
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
608,309
Total
Poland
608,309
Qatar
-
0.1%
850
(c)
Qatar
Government
International
Bond
4.817%
3/14/49
772,856
Total
Qatar
772,856
Republic
of
Serbia
-
0.1%
1,125
(c)
Serbia
International
Bond
6.500%
9/26/33
1,128,429
Total
Republic
of
Serbia
1,128,429
Romania
-
0.3%
750
(c)
Romanian
Government
International
Bond
5.875%
1/30/29
742,500
600
(c)
Romanian
Government
International
Bond
6.125%
1/22/44
567,802
450
(c)
Romanian
Government
International
Bond
7.625%
1/17/53
487,179
Total
Romania
1,797,481
Rwanda
-
0.1%
1,375
(c)
Rwanda
International
Government
Bond
5.500%
8/09/31
1,111,536
Total
Rwanda
1,111,536
Saudi
Arabia
-
0.1%
1,365
(c)
Saudi
Government
International
Bond
3.750%
1/21/55
952,770
Total
Saudi
Arabia
952,770
Senegal
-
0.1%
700
(c)
Senegal
Government
International
Bond
6.750%
3/13/48
509,068
475
(c)
Senegal
Government
International
Bond
6.250%
5/23/33
400,254
Total
Senegal
909,322
South
Africa
-
0.2%
1,900
Republic
of
South
Africa
Government
International
Bond
5.375%
7/24/44
1,368,000
Total
South
Africa
1,368,000
Turkey
-
0.3%
1,025
Turkiye
Government
International
Bond
7.625%
5/15/34
1,027,808
450
Turkiye
Government
International
Bond
9.125%
7/13/30
488,700
750
(c)
Turkiye
Ihracat
Kredi
Bankasi
AS
5.750%
7/06/26
730,312
Total
Turkey
2,246,820
Ukraine
-
0.0%
225
(c)
Ukraine
Government
International
Bond
7.750%
9/01/29
65,250
Total
Ukraine
65,250
United
States
-
2.8%
15,000
United
States
Treasury
Note/Bond
4.500%
2/15/44
14,557,031
8,000
United
States
Treasury
Note/Bond
4.625%
5/15/44
7,912,500
Total
United
States
22,469,531
Uzbekistan
-
0.1%
1,075
(c)
Republic
of
Uzbekistan
International
Bond
5.375%
2/20/29
1,001,094
Total
Uzbekistan
1,001,094
27
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Vietnam
-
0.0%
$
400
(c)
Vietnam
Government
International
Bond
4.800%
11/19/24
$
396,608
Total
Vietnam
396,608
Total
Sovereign
Debt
(cost
$78,473,243)
72,773,582
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
7.5%
X
60,660,698
Automobiles
&
Components
-
0.2%
$
1,735
General
Motors
Financial
Co
Inc
5.700%
N/A
(f)
$
1,629,348
Total
Automobiles
&
Components
1,629,348
Banks
-
2.6%
500
(c)
Banco
del
Estado
de
Chile
7.950%
N/A
(f)
515,900
1,500
Bank
of
America
Corp
6.125%
N/A
(f)
1,496,241
1,685
Citigroup
Inc
7.625%
N/A
(f)
1,751,032
2,000
CoBank
ACB
6.250%
N/A
(f)
1,976,398
1,560
Huntington
Bancshares
Inc/OH
5.625%
N/A
(f)
1,449,621
2,460
JPMorgan
Chase
&
Co
6.875%
N/A
(f)
2,538,442
2,450
JPMorgan
Chase
&
Co
3.650%
N/A
(f)
2,299,617
2,000
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(f)
1,777,711
2,000
Truist
Financial
Corp
4.800%
N/A
(f)
1,953,965
1,415
Truist
Financial
Corp
5.100%
N/A
(f)
1,311,489
2,900
Wells
Fargo
&
Co
3.900%
N/A
(f)
2,740,799
1,440
(d)
Wells
Fargo
&
Co
7.625%
N/A
(f)
1,516,342
Total
Banks
21,327,557
Energy
-
0.2%
1,400
Energy
Transfer
LP
6.500%
N/A
(f)
1,371,361
Total
Energy
1,371,361
Equity
Real
Estate
Investment
Trusts
(REITs)
-
0.2%
1,500
(c)
Prologis
Targeted
US
Logistics
Fund
LP
5.500%
4/01/34
1,486,703
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
1,486,703
Financial
Services
-
1.2%
2,050
Charles
Schwab
Corp/The
5.375%
N/A
(f)
2,017,585
1,955
(d)
Goldman
Sachs
Group
Inc
7.500%
N/A
(f)
2,036,662
2,000
Goldman
Sachs
Group
Inc/The
3.800%
N/A
(f)
1,875,825
2,610
State
Street
Corp
6.700%
N/A
(f)
2,637,168
1,000
Voya
Financial
Inc
7.758%
N/A
(f)
1,028,313
Total
Financial
Services
9,595,553
Food,
Beverage
&
Tobacco
-
0.3%
2,730
(c)
Land
O'
Lakes
Inc
8.000%
N/A
(f)
2,347,800
Total
Food,
Beverage
&
Tobacco
2,347,800
Insurance
-
1.0%
2,835
AXIS
Specialty
Finance
LLC
4.900%
1/15/40
2,565,066
1,485
Enstar
Finance
LLC
5.500%
1/15/42
1,449,095
1,000
(c)
Hanwha
Life
Insurance
Co
Ltd
3.379%
2/04/32
931,456
1,900
Prudential
Financial
Inc
6.500%
3/15/54
1,904,806
1,500
Prudential
Financial
Inc
6.000%
9/01/52
1,466,290
Total
Insurance
8,316,713
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
28
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Materials
-
0.1%
$
1,125
(c)
Cemex
SAB
de
CV
5.125%
N/A
(f)
$
1,081,857
Total
Materials
1,081,857
Media
&
Entertainment
-
0.3%
2,185
Paramount
Global
6.375%
3/30/62
1,991,427
Total
Media
&
Entertainment
1,991,427
Telecommunication
Services
-
0.2%
1,000
(c)
Network
i2i
Ltd
3.975%
N/A
(f)
950,591
800
(c)
Network
i2i
Ltd
5.650%
N/A
(f)
792,539
Total
Telecommunication
Services
1,743,130
Utilities
-
1.2%
3,050
Dominion
Energy
Inc
7.000%
6/01/54
3,148,703
1,500
Edison
International
5.000%
N/A
(f)
1,428,078
2,035
Sempra
4.875%
N/A
(f)
1,985,734
1,500
Southern
Co/The
4.000%
1/15/51
1,446,467
1,700
(c)
Vistra
Corp
8.875%
N/A
(f)
1,760,267
Total
Utilities
9,769,249
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$62,705,527)
60,660,698
Principal
Amount
(000)
Description
(a)
Coupon
(g)
Reference
Rate
(g)
Spread
(g)
Maturity
(h)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
5.0%
(g)
X
40,822,742
Capital
Goods
-
0.2%
$
225
Titan
Acquisition
Limited,
Term
Loan
B
10.326%
SOFR180A
5.000%
2/01/29
$
226,970
1,492
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.320%
TSFR1M
4.000%
8/01/30
1,511,949
Total
Capital
Goods
1,738,919
Commercial
&
Professional
Services
-
0.1%
138
GFL
Environmental
Inc.,
First
Lien
Term
Loan
7.826%
TSFR3M
2.500%
5/28/27
139,089
910
GTCR
W
Merger
Sub
LLC,
Term
Loan
B
8.309%
SOFR30A
3.000%
1/31/31
914,991
Total
Commercial
&
Professional
Services
1,054,080
Consumer
Discretionary
Distribution
&
Retail
-
1.5%
4,040
CNT
Holdings
I
Corp
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
4,064,704
4,040
CNT
Holdings
I
Corp,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
4,064,705
2,476
CNT
Holdings
I
Corp,
Term
Loan
8.830%
TSFR3M
3.500%
11/08/27
2,490,872
516
Les
Schwab
Tire
Centers,
Term
Loan
B
8.325%
SOFR30A
3.000%
4/16/31
518,857
83
LS
Group
OpCo
Acquisition
LLC,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
83,380
429
PetSmart,
Inc.,
Term
Loan
B
9.179%
SOFR30A
3.750%
2/14/28
427,928
835
Wand
NewCo
3,
Inc.,
Term
Loan
B
9.079%
SOFR30A
3.750%
1/30/31
842,686
Total
Consumer
Discretionary
Distribution
&
Retail
12,493,132
Consumer
Durables
&
Apparel
-
0.1%
436
Weber-Stephen
Products
LLC,
Term
Loan
B
8.694%
SOFR30A
3.250%
10/29/27
408,271
Total
Consumer
Durables
&
Apparel
408,271
29
Principal
Amount
(000)
Description
(a)
Coupon
(g)
Reference
Rate
(g)
Spread
(g)
Maturity
(h)
Value
Consumer
Services
-
0.2%
$
125
Alterra
Mountain
Company,
Term
Loan
B5
8.829%
SOFR30A
3.500%
5/31/30
$
125,836
985
Fleet
Midco
I
Limited,
Term
Loan
B
,
(DD1)
8.579%
SOFR30A
3.250%
2/10/31
992,387
347
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.170%
TSFR3M
2.750%
10/31/29
348,938
Total
Consumer
Services
1,467,161
Food,
Beverage
&
Tobacco
-
0.1%
189
City
Brewing
Company,
LLC,
First
Lien
10.590%
TSFR1M
3.500%
4/14/28
146,591
189
City
Brewing
Company,
LLC,
Term
Loan
9.090%
TSFR3M
3.500%
4/14/28
174,018
73
City
Brewing
Company,
LLC,
Term
Loan
11.574%
SOFR90A
6.250%
4/05/28
73,006
Total
Food,
Beverage
&
Tobacco
393,615
Health
Care
Equipment
&
Services
-
0.8%
1,965
Bausch
&
Lomb,
Inc.,
Term
Loan
8.670%
SOFR30A
3.250%
5/05/27
1,949,162
534
Medline
Borrower,
LP,
Term
Loan
B
8.079%
SOFR30A
2.750%
10/23/28
538,415
980
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.694%
SOFR30A
3.250%
11/15/28
986,791
1,419
Select
Medical
Corporation,
Term
Loan
B1
8.329%
SOFR30A
3.000%
3/05/27
1,426,832
850
Surgery
Center
Holdings,
Inc
4.250%
ICE
Libor
USD
3
Month
3.250%
9/03/24
855,648
850
Surgery
Center
Holdings,
Inc.,
Term
Loan
8.821%
SOFR30A
3.500%
12/19/30
855,648
Total
Health
Care
Equipment
&
Services
6,612,496
Insurance
-
0.4%
3,470
Truist
Insurance
Holdings
LLC,
First
Lien,
Term
Loan
8.586%
SOFR90A
3.250%
3/22/31
3,497,257
Total
Insurance
3,497,257
Materials
-
0.5%
1,741
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
9.104%
SOFR30A
3.675%
3/30/29
1,752,352
223
Ineos
US
Finance
LLC,
Term
Loan
B
8.929%
SOFR30A
3.500%
2/09/30
224,337
485
Plaze,
Inc.,
Term
Loan
B
9.972%
SOFR30A
+
Prime
3.000%
8/03/26
479,060
1,746
Proampac
PG
Borrower
LLC,
Term
Loan
9.308%
TSFR3M
+
SOFR90A
4.000%
9/15/28
1,759,372
68
W.R.
Grace
&
Co.-Conn.,
Term
Loan
B
9.321%
SOFR90A
3.750%
9/22/28
68,767
Total
Materials
4,283,888
Media
&
Entertainment
-
0.1%
394
DirecTV
Financing,
LLC,
Term
Loan
10.444%
SOFR30A
5.000%
8/02/27
396,499
215
Wood
Mackenzie
Limited,
Term
Loan
B
8.823%
SOFR90A
3.500%
2/10/31
216,822
Total
Media
&
Entertainment
613,321
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
30
Principal
Amount
(000)
Description
(a)
Coupon
(g)
Reference
Rate
(g)
Spread
(g)
Maturity
(h)
Value
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.3%
$
962
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
B
8.444%
1-Month
LIBOR
3.000%
5/05/28
$
971,067
1,520
Organon
&
Co,
Term
Loan
B
7.821%
SOFR90A
2.500%
5/14/31
1,534,250
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
2,505,317
Semiconductors
&
Semiconductor
Equipment
-
0.1%
713
Ultra
Clean
Holdings,
Inc,
Term
Loan
B
8.829%
SOFR30A
3.500%
2/25/28
718,455
Total
Semiconductors
&
Semiconductor
Equipment
718,455
Software
&
Services
-
0.4%
2,415
Cotiviti
Corporation,
Term
Loan
8.563%
TSFR2M
3.250%
4/30/31
2,428,597
485
IGT
Holding
IV
AB,
Term
Loan
B2
8.972%
SOFR90A
3.400%
3/29/28
488,334
94
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
8.820%
SOFR30A
3.500%
2/10/31
94,455
Total
Software
&
Services
3,011,386
Technology
Hardware
&
Equipment
-
0.0%
292
Ingram
Micro
Inc.,
Term
Loan
8.571%
SOFR90A
3.000%
7/02/28
293,825
Total
Technology
Hardware
&
Equipment
293,825
Transportation
-
0.0%
228
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.733%
SOFR90A
5.250%
6/21/27
232,981
75
SkyMiles
IP
Ltd.,
Term
Loan
B
9.075%
TSFR3M
3.750%
10/20/27
77,496
Total
Transportation
310,477
Utilities
-
0.2%
1,192
Talen
Energy
Supply,
LLC,
Term
Loan
B
8.827%
SOFR90A
3.500%
5/17/30
1,207,151
211
Talen
Energy
Supply,
LLC,
Term
Loan
C
8.827%
SOFR90A
3.500%
5/27/30
213,991
Total
Utilities
1,421,142
Total
Variable
Rate
Senior
Loan
Interests
(cost
$40,377,380)
40,822,742
Principal
Amount
(000)
Description
(a),(i)
Coupon
Maturity
Value
X
–
CONTINGENT
CAPITAL
SECURITIES
-
2.7%
X
21,612,661
Banks
-
2.2%
$
1,600
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
N/A
(f)
$
1,707,243
200
(c)
Banco
de
Credito
e
Inversiones
SA
8.750%
N/A
(f)
210,042
1,050
(c)
Banco
Mercantil
del
Norte
SA/Grand
Cayman
7.500%
N/A
(f)
1,034,095
2,200
Banco
Santander
SA
9.625%
N/A
(f)
2,413,101
1,375
Bancolombia
SA
4.625%
12/18/29
1,347,655
700
(c)
Bangkok
Bank
PCL/Hong
Kong
5.000%
N/A
(f)
681,625
1,000
(c)
Bank
Hapoalim
BM,
Reg
S
3.255%
1/21/32
901,110
1,340
Barclays
PLC
8.000%
N/A
(f)
1,337,823
1,000
(c)
BBVA
Bancomer
SA/Texas
8.450%
6/29/38
1,050,084
1,500
(c)
BNP
Paribas
SA
9.250%
N/A
(f)
1,602,289
2,000
(c)
Macquarie
Bank
Ltd/London
6.125%
N/A
(f)
1,964,360
1,700
(c)
Mizrahi
Tefahot
Bank
Ltd,
Reg
S
3.077%
4/07/31
1,561,440
2,000
NatWest
Group
PLC
8.000%
N/A
(f)
2,010,926
Total
Banks
17,821,793
31
Investments
in
Derivatives
Principal
Amount
(000)
Description
(a),(i)
Coupon
Maturity
Value
Financial
Services
-
0.5%
$
1,505
Deutsche
Bank
AG
6.000%
N/A
(f)
$
1,436,746
1,060
(c)
UBS
Group
AG
9.250%
N/A
(f)
1,179,676
1,100
(c)
UBS
Group
AG
9.250%
N/A
(f)
1,174,446
Total
Financial
Services
3,790,868
Total
Contingent
Capital
Securities
(cost
$21,749,192)
21,612,661
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(j)
Value
X
–
MUNICIPAL
BONDS
-
0.7%
X
5,372,272
Illinois
-
0.5%
$
4,000
Illinois
Housing
Development
Authority,
5.784%,
10/01/44
4/34
at
100.00
$
3,976,768
Total
Illinois
3,976,768
New
York
-
0.2%
1,383
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2009A-1,
5.871%,
11/15/39
No
Opt.
Call
1,395,504
Total
New
York
1,395,504
Total
Municipal
Bonds
(cost
$5,363,651)
5,372,272
Shares
Description
(a)
Coupon
Value
X
–
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0.1%
X
740,868
Financial
Services
-
0.1%
28,850
Morgan
Stanley
6.500%
$
740,868
Total
Financial
Services
740,868
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$721,250)
740,868
Total
Long-Term
Investments
(cost
$828,996,914)
795,864,874
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.7%
5,347,742
(k)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.330%(l)
$
5,347,742
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$5,347,742)
5,347,742
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
2.5%
–
REPURCHASE
AGREEMENTS
-
2.5%
X
20,357,326
$
18,610
(m)
Fixed
Income
Clearing
Corporation
5.300%
6/03/24
$
18,610,000
1,747
(n)
Fixed
Income
Clearing
Corporation
1.600%
6/03/24
1,747,326
Total
Repurchase
Agreements
(cost
$20,357,326)
20,357,326
Total
Short-Term
Investments
(cost
$20,357,326)
20,357,326
Total
Investments
(cost
$854,701,982
)
-
101.5%
821,569,942
Other
Assets
&
Liabilities,
Net
- (1.5)%
(11,803,330)
Net
Assets
-
100%
$
809,766,612
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
32
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:
The
following
is
a
reconciliation
of
the
Fund’s
Level
3
investments
held
at
the
beginning
and
end
of
the
measurement
period:
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
10-Year
Note
150
9/24
$
16,375,870
$
16,319,531
$
(56,339)
U.S.
Treasury
2-Year
Note
300
9/24
61,221,428
61,110,938
(110,490)
U.S.
Treasury
5-Year
Note
400
9/24
42,437,955
42,318,750
(119,205)
U.S.
Treasury
Long
Bond
275
9/24
32,081,039
31,917,188
(163,851)
U.S.
Treasury
Ultra
Bond
225
9/24
27,814,472
27,548,437
(266,035)
Total
$179,930,764
$179,214,844
$(715,920)
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Mortgage-Backed
Securities
$
–
$
293,981,938
$
–
$
293,981,938
Corporate
Bonds
–
178,650,101
–
178,650,101
Asset-Backed
Securities
–
120,194,850
1,055,162
121,250,012
Sovereign
Debt
–
72,773,582
–
72,773,582
$1,000
Par
(or
similar)
Institutional
Preferred
–
60,660,698
–
60,660,698
Variable
Rate
Senior
Loan
Interests
–
40,822,742
–
40,822,742
Contingent
Capital
Securities
–
21,612,661
–
21,612,661
Municipal
Bonds
–
5,372,272
–
5,372,272
$25
Par
(or
similar)
Retail
Preferred
740,868
–
–
740,868
Investments
Purchased
with
Collateral
from
Securities
Lending
5,347,742
–
–
5,347,742
Short-Term
Investments:
Repurchase
Agreements
–
20,357,326
–
20,357,326
Investments
in
Derivatives:
Futures
Contracts*
(715,920)
–
–
(715,920)
Total
$
5,372,690
$
814,426,170
$
1,055,162
$
820,854,022
*
Represents
net
unrealized
appreciation
(depreciation).
33
The
valuation
techniques
and
significant
unobservable
inputs
used
in
recurring
Level
3
fair
value
measurements
of
assets
as
of
the
end
of
the
reporting
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.
Strategic
Income
Asset-Backed
Securities
Balance
at
the
beginning
of
period
$1,053,313
Gains
(losses):
Net
realized
gains
(losses)
-
Change
in
net
unrealized
appreciation
(depreciation)
1,849
Purchases
at
cost
-
Sales
at
proceeds
-
Net
discounts
(premiums)
-
Transfers
into
-
Transfers
(out
of)
-
Balance
at
the
end
of
period
$1,055,162
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
$1,849
Fund
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
Weighted
Average
Strategic
Income
Asset-Backed
Securities
$1,055,162
Indicative
Trade
Broker
Quote
$84,413
N/A
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Strategic
Income
Common
Stocks
$-
$-
$-
$-
$-
$-
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)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$474,616,631
or
57.8%
of
Total
Investments.
(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
$5,185,650.
(e)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(f)
Perpetual
security.
Maturity
date
is
not
applicable.
(g)
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.
(h)
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.
(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)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(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,
5.300%
dated
5/31/24
to
be
repurchased
at
$18,618,219
on
6/3/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
0.625%
and
maturity
date
7/15/32,
valued
at
$18,982,372.
(n)
Agreement
with
Fixed
Income
Clearing
Corporation,
1.600%
dated
5/31/24
to
be
repurchased
at
$1,747,559
on
6/3/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
4.625%
and
maturity
date
9/30/30,
valued
at
$1,782,422.
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
34
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
I/O
Interest
only
security
LIBOR
London
Inter-Bank
Offered
Rate
Reg
S
Regulation
S
allows
U.S.
companies
to
sell
securities
to
persons
or
entities
located
outside
of
the
United
States
without
registering
those
securities
with
the
Securities
and
Exchange
Commission.
Specifically,
Regulation
S
provides
a
safe
harbor
from
the
registration
requirements
of
the
Securities
Act
for
the
offers
and
sales
of
securities
by
both
foreign
and
domestic
issuers
that
are
made
outside
the
United
States.
REIT
Real
Estate
Investment
Trust
SOFR
Secured
Overnight
Financing
Rate
SOFR
180A
180
Day
Average
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
2M
CME
Term
SOFR
2
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
When-issued
or
delayed
delivery
security.