NPORT-EX 2 Inv_Tr_III.htm
Nuveen Symphony High Yield Income Fund
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    LONG-TERM INVESTMENTS – 97.3%            
    CORPORATE BONDS – 70.5%            
    Aerospace & Defense – 0.9%            
$900   BBA US Holdings Inc, 144A     4.000% 3/01/28 BB $887,670
2,000   TransDigm Inc, 144A     6.250% 3/15/26 Ba3 2,165,220
2,900   TransDigm Inc, 144A     5.500% 11/15/27 B- 2,932,567
5,800   Total Aerospace & Defense           5,985,457
    Auto Components – 0.7%            
1,800   Allison Transmission Inc, 144A     5.875% 6/01/29 BB 1,971,000
2,650   Panther BF Aggregator 2 LP / Panther Finance Co Inc, 144A     6.250% 5/15/26 BB 2,855,375
4,450   Total Auto Components           4,826,375
    Beverages – 0.6%            
3,700   Cott Holdings Inc, 144A     5.500% 4/01/25 B1 3,866,500
    Building Products – 0.9%            
2,969   Builders FirstSource Inc, 144A     5.625% 9/01/24 BB- 3,087,760
2,700   Hillman Group Inc/The, 144A     6.375% 7/15/22 CCC 2,511,000
5,669   Total Building Products           5,598,760
    Capital Markets – 0.9%            
900   Eagle Holding Co II LLC, 144A, (cash 7.750%, PIK 7.750%)     7.750% 5/15/22 CCC+ 913,842
3,700   LPL Holdings Inc, 144A     5.750% 9/15/25 BB 3,871,125
1,000   LPL Holdings Inc, 144A     4.625% 11/15/27 BB 1,020,000
5,600   Total Capital Markets           5,804,967
    Chemicals – 0.6%            
3,600   PQ Corp, 144A     5.750% 12/15/25 B 3,762,000
    Commercial Services & Supplies – 0.9%            
1,750   Allied Universal Holdco LLC / Allied Universal Finance Corp, 144A     6.625% 7/15/26 BB- 1,880,725
900   GFL Environmental Inc, 144A     7.000% 6/01/26 CCC+ 950,760
900   GFL Environmental Inc, 144A     5.125% 12/15/26 B+ 946,242
1,650   Ritchie Bros Auctioneers Inc, 144A     5.375% 1/15/25 BB+ 1,720,125
590   Tervita Corp, 144A     7.625% 12/01/21 B+ 593,688
5,790   Total Commercial Services & Supplies           6,091,540
      0

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Communications Equipment – 1.6%            
$3,600   CommScope Inc, 144A     6.000% 3/01/26 Ba3 $3,829,500
4,000   Intelsat Jackson Holdings SA, 144A     9.750% 7/15/25 CCC+ 3,700,000
850   ViaSat Inc., 144A     5.625% 9/15/25 B 875,500
1,800   ViaSat Inc., 144A     5.625% 4/15/27 BB+ 1,926,000
10,250   Total Communications Equipment           10,331,000
    Construction & Engineering – 0.5%            
3,000   Great Lakes Dredge & Dock Corp     8.000% 5/15/22 B 3,172,500
    Construction Materials – 0.1%            
850   Summit Materials LLC / Summit Materials Finance Corp, 144A     5.125% 6/01/25 BB 873,375
    Consumer Finance – 1.5%            
930   Curo Group Holdings Corp, 144A     8.250% 9/01/25 B- 818,381
1,700   DAE Funding LLC, 144A     4.500% 8/01/22 BBB- 1,725,500
2,000   Navient Corp     6.625% 7/26/21 BB 2,115,000
850   Provident Funding Associates LP / PFG Finance Corp, 144A     6.375% 6/15/25 B2 833,000
2,750   Refinitiv US Holdings Inc, 144A     6.250% 5/15/26 BB+ 3,000,938
1,100   Verscend Escrow Corp, 144A     9.750% 8/15/26 CCC+ 1,203,125
9,330   Total Consumer Finance           9,695,944
    Containers & Packaging – 2.2%            
4,400   Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A     6.000% 2/15/25 B 4,614,500
900   Cascades Inc/Cascades USA Inc, 144A     5.125% 1/15/26 BB- 924,750
1,890   Graphic Packaging International LLC     4.125% 8/15/24 BB+ 1,960,875
5,627   Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 144A     5.125% 7/15/23 B+ 5,760,641
900   Trivium Packaging Finance BV, 144A     5.500% 8/15/26 B+ 948,375
13,717   Total Containers & Packaging           14,209,141
    Distributors – 0.1%            
900   American Builders & Contractors Supply Co Inc, 144A     4.000% 1/15/28 BB+ 913,500
    Diversified Consumer Services – 0.1%            
900   Kronos Acquisition Holdings Inc, 144A     9.000% 8/15/23 Caa2 859,500
    Diversified Financial Services – 1.2%            
2,300   ASP AMC Merger Sub Inc, 144A     8.000% 5/15/25 CCC 1,529,500
3,825   MSCI Inc, 144A     4.750% 8/01/26 BB+ 4,006,687
2,000   PetSmart Inc, 144A, (WI/DD)     7.125% 3/15/23 CCC+ 1,960,000
8,125   Total Diversified Financial Services           7,496,187
1      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Diversified Telecommunication Services – 1.8%            
$3,000   CenturyLink Inc     5.800% 3/15/22 BB $3,153,810
750   Cogent Communications Group Inc, 144A     5.625% 4/15/21 B- 756,562
1,800   Consolidated Communications Inc     6.500% 10/01/22 CCC+ 1,629,000
2,820   Intelsat Luxembourg SA     7.750% 6/01/21 C 2,227,800
1,455   Level 3 Financing Inc     5.125% 5/01/23 BB 1,464,094
1,900   Qualitytech LP / QTS Finance Corp, 144A     4.750% 11/15/25 BB 1,968,875
750   Virgin Media Finance PLC, 144A     6.000% 10/15/24 B 772,500
12,475   Total Diversified Telecommunication Services           11,972,641
    Electric Utilities – 0.9%            
1,800   Pacific Gas & Electric Co, (3)     6.050% 3/01/34 D 1,885,500
2,250   Talen Energy Supply LLC, 144A     6.625% 1/15/28 BB 2,295,000
1,800   TerraForm Power Operating LLC, 144A     5.000% 1/15/30 BB 1,831,500
5,850   Total Electric Utilities           6,012,000
    Electronic Equipment, Instruments & Components – 0.3%            
1,800   MTS Systems Corp, 144A     5.750% 8/15/27 B+ 1,881,000
    Energy Equipment & Services – 1.3%            
900   Archrock Partners LP / Archrock Partners Finance Corp, 144A     6.250% 4/01/28 B+ 927,000
3,315   FTS International Inc     6.250% 5/01/22 CCC+ 2,154,750
1,300   Oceaneering International Inc     6.000% 2/01/28 BB 1,274,000
801   Transocean Guardian Ltd, 144A     5.875% 1/15/24 B1 819,022
801   Transocean Pontus Ltd, 144A     6.125% 8/01/25 B1 821,025
2,400   USA Compression Partners LP / USA Compression Finance Corp     6.875% 4/01/26 BB- 2,520,000
9,517   Total Energy Equipment & Services           8,515,797
    Equity Real Estate Investment Trust – 1.1%            
4,775   GLP Capital LP / GLP Financing II Inc     5.375% 4/15/26 BBB- 5,278,285
1,800   MPT Operating Partnership LP / MPT Finance Corp     4.625% 8/01/29 BBB- 1,854,000
6,575   Total Equity Real Estate Investment Trust           7,132,285
    Food & Staples Retailing – 1.2%            
915   Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     6.625% 6/15/24 BB- 957,694
2,250   Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 144A     5.875% 2/15/28 BB- 2,390,625
1,620   New Albertsons LP     8.000% 5/01/31 B+ 1,679,130
2,695   Performance Food Group Inc, 144A     5.500% 6/01/24 BB- 2,762,375
7,480   Total Food & Staples Retailing           7,789,824
    Food Products – 1.9%            
1,370   Chobani LLC / Chobani Finance Corp Inc, 144A     7.500% 4/15/25 CCC 1,376,850
      2

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Food Products (continued)            
$573   JBS Investments GmbH, 144A     6.250% 2/05/23 BB $578,730
2,250   JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 144A     5.500% 1/15/30 BB 2,416,725
2,820   Pilgrim's Pride Corp, 144A     5.750% 3/15/25 BB 2,914,837
2,500   Post Holdings Inc, 144A     5.500% 3/01/25 B+ 2,618,750
2,700   Simmons Foods Inc, 144A     5.750% 11/01/24 B- 2,713,500
12,213   Total Food Products           12,619,392
    Gas Utilities – 0.5%            
3,300   Rockpoint Gas Storage Canada Ltd, 144A     7.000% 3/31/23 BB- 3,242,250
    Health Care Equipment & Supplies – 0.4%            
1,000   Avantor Inc., 144A     9.000% 10/01/25 BB 1,117,530
1,500   Hill-Rom Holdings Inc, 144A     5.000% 2/15/25 BB 1,560,000
2,500   Total Health Care Equipment & Supplies           2,677,530
    Health Care Providers & Services – 3.3%            
900   Centene Corp, 144A     4.250% 12/15/27 BBB- 925,875
1,380   Encompass Health Corp     5.750% 11/01/24 B+ 1,395,525
1,000   Molina Healthcare Inc     5.375% 11/15/22 BB- 1,062,980
4,050   RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A     9.750% 12/01/26 CCC+ 4,576,500
900   Select Medical Corp, 144A     6.250% 8/15/26 B- 974,268
5,300   Tenet Healthcare Corp     8.125% 4/01/22 B- 5,863,125
3,600   Tenet Healthcare Corp, 144A     4.875% 1/01/26 BB- 3,770,640
900   Vizient Inc, 144A     6.250% 5/15/27 B 963,000
2,000   West Street Merger Sub Inc, 144A     6.375% 9/01/25 CCC 1,995,000
20,030   Total Health Care Providers & Services           21,526,913
    Health Care Technology – 0.4%            
2,500   Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 144A     5.750% 3/01/25 B- 2,568,750
    Hotels, Restaurants & Leisure – 9.5%            
3,750   1011778 BC ULC / New Red Finance Inc, 144A     4.250% 5/15/24 BB+ 3,843,750
1,865   Boyd Gaming Corp     6.375% 4/01/26 B+ 2,006,623
1,000   Boyd Gaming Corp, 144A     4.750% 12/01/27 B+ 1,038,750
1,700   Boyne USA Inc, 144A     7.250% 5/01/25 B1 1,848,750
2,750   Caesars Resort Collection LLC / CRC Finco Inc, 144A     5.250% 10/15/25 B- 2,842,812
2,600   Eldorado Resorts Inc     6.000% 4/01/25 B 2,736,500
2,700   ESH Hospitality Inc, 144A     4.625% 10/01/27 BB- 2,733,750
940   Hilton Domestic Operating Co Inc     4.250% 9/01/24 BB+ 957,625
3,400   International Game Technology PLC, 144A     5.375% 2/15/22 BB+ 3,587,000
3      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Hotels, Restaurants & Leisure (continued)            
$3,100   KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 144A     5.000% 6/01/24 BB $3,212,375
875   KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 144A     4.750% 6/01/27 BB 920,938
1,350   Marriott Ownership Resorts Inc, 144A     4.750% 1/15/28 BB- 1,382,063
900   Marriott Ownership Resorts Inc / ILG LLC     6.500% 9/15/26 BB- 979,875
3,775   MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     5.625% 5/01/24 BB+ 4,114,750
1,000   NCL Corp Ltd, 144A     3.625% 12/15/24 BB+ 1,013,750
2,400   Penn National Gaming Inc, 144A     5.625% 1/15/27 B+ 2,536,332
6,500   Scientific Games International Inc     6.625% 5/15/21 CCC+ 6,589,375
500   Scientific Games International Inc, 144A     5.000% 10/15/25 B+ 523,750
4,500   Scientific Games International Inc, 144A     7.000% 5/15/28 B- 4,815,000
900   Speedway Motorsports LLC / Speedway Funding II Inc, 144A     4.875% 11/01/27 BB+ 912,375
1,100   Stars Group Holdings BV / Stars Group US Co-Borrower LLC, 144A     7.000% 7/15/26 B- 1,192,125
1,700   Station Casinos LLC, 144A     5.000% 10/01/25 B- 1,729,750
2,750   Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp, 144A     5.875% 5/15/25 B- 2,743,125
3,400   Wyndham Hotels & Resorts Inc, 144A     5.375% 4/15/26 Ba2 3,587,000
2,000   Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp, 144A     4.250% 5/30/23 BB 2,094,620
1,800   Wynn Resorts Ltd, 144A     5.125% 10/01/29 BB 1,932,750
59,255   Total Hotels, Restaurants & Leisure           61,875,513
    Household Durables – 1.5%            
1,800   Brookfield Residential Properties Inc / Brookfield Residential US Corp, 144A     6.250% 9/15/27 BB- 1,899,000
900   Mattamy Group Corp, 144A     5.250% 12/15/27 BB 936,000
2,700   New Home Co Inc/The     7.250% 4/01/22 B- 2,619,000
2,250   Shea Homes LP / Shea Homes Funding Corp, 144A     5.875% 4/01/23 BB- 2,292,187
1,800   William Lyon Homes Inc     6.000% 9/01/23 B+ 1,876,500
9,450   Total Household Durables           9,622,687
    Household Products – 0.6%            
3,600   Spectrum Brands Inc, 144A     5.000% 10/01/29 BB 3,717,000
    Independent Power & Renewable Electricity Producers – 0.4%            
2,500   Pattern Energy Group Inc, 144A     5.875% 2/01/24 BB- 2,571,875
    Industrial Conglomerates – 0.1%            
900   Aptim Corp, 144A     7.750% 6/15/25 CCC+ 540,000
      4

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Insurance – 0.8%            
$1,800   Acrisure LLC / Acrisure Finance Inc, 144A     7.000% 11/15/25 CCC+ $1,737,000
1,800   Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 144A     6.750% 10/15/27 CCC+ 1,927,710
1,250   Fidelity & Guaranty Life Holdings Inc, 144A     5.500% 5/01/25 BB+ 1,331,250
4,850   Total Insurance           4,995,960
    Internet Software & Services – 0.6%            
1,800   Camelot Finance SA, 144A     4.500% 11/01/26 B 1,849,500
1,700   j2 Cloud Services LLC / j2 Cloud Co-Obligor Inc, 144A     6.000% 7/15/25 BB 1,802,000
3,500   Total Internet Software & Services           3,651,500
    IT Services – 1.6%            
2,750   Booz Allen Hamilton Inc, 144A     5.125% 5/01/25 B+ 2,825,625
4,000   CDW LLC / CDW Finance Corp     5.500% 12/01/24 Ba2 4,440,000
2,700   Go Daddy Operating Co LLC / GD Finance Co Inc, 144A     5.250% 12/01/27 BB- 2,841,750
9,450   Total IT Services           10,107,375
    Leisure Products – 0.2%            
1,800   Mattel Inc     5.450% 11/01/41 B 1,521,000
    Life Sciences Tools & Services – 0.2%            
1,350   Charles River Laboratories International Inc, 144A     4.250% 5/01/28 BB 1,375,313
    Machinery – 0.5%            
3,510   Apex Tool Group LLC / BC Mountain Finance Inc, 144A     9.000% 2/15/23 CCC+ 3,150,225
    Media – 13.3%            
900   Altice France SA/France, 144A     5.500% 1/15/28 B 924,795
2,000   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.375% 5/01/25 BB+ 2,065,000
3,500   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.375% 6/01/29 BB+ 3,736,250
2,978   Clear Channel Worldwide Holdings Inc, 144A     9.250% 2/15/24 B- 3,298,135
5,000   Clear Channel Worldwide Holdings Inc, 144A     5.125% 8/15/27 B+ 5,206,500
3,790   CSC Holdings LLC, 144A     5.375% 7/15/23 BB 3,884,750
2,000   CSC Holdings LLC, 144A     5.500% 4/15/27 BB 2,147,700
3,600   CSC Holdings LLC, 144A     5.750% 1/15/30 B 3,843,000
2,500   DISH DBS Corp     5.875% 7/15/22 B1 2,650,000
1,500   DISH DBS Corp     5.000% 3/15/23 B1 1,538,775
1,350   Entercom Media Corp, 144A     6.500% 5/01/27 B 1,444,500
3,890   Gray Television Inc, 144A     5.125% 10/15/24 BB- 4,035,875
5      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Media (continued)            
$1,800   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- $1,845,000
8,000   iHeartCommunications Inc, 144A, (3), (4)     11.250% 3/01/21 N/R  —
31,633   iHeartCommunications Inc, (3), (4)     14.000% 8/01/21 N/R 1
850   iHeartCommunications Inc     6.375% 5/01/26 BB- 921,959
1,564   iHeartCommunications Inc     8.375% 5/01/27 B- 1,728,525
2,250   iHeartCommunications Inc, 144A     5.250% 8/15/27 BB- 2,354,175
3,325   iHeartCommunications Inc, 144A     4.750% 1/15/28 BB- 3,408,125
5,035   Intelsat Luxembourg SA     8.125% 6/01/23 CCC- 2,976,944
3,800   Lamar Media Corp     5.750% 2/01/26 BB 4,027,620
1,800   LCPR Senior Secured Financing DAC, 144A     6.750% 10/15/27 BB- 1,908,000
2,700   Midcontinent Communications / Midcontinent Finance Corp, 144A     5.375% 8/15/27 B 2,855,250
1,890   Nexstar Broadcasting Inc., 144A     5.625% 8/01/24 B 1,970,325
1,900   Nexstar Broadcasting Inc., 144A     5.625% 7/15/27 B 2,002,220
4,975   Nielsen Finance LLC / Nielsen Finance Co, 144A     5.000% 4/15/22 BB 4,993,656
2,700   Outfront Media Capital LLC / Outfront Media Capital Corp, 144A     5.000% 8/15/27 BB- 2,828,250
2,000   Quebecor Media Inc     5.750% 1/15/23 Ba2 2,172,500
2,000   Sirius XM Radio Inc, 144A     5.500% 7/01/29 BB 2,162,480
1,800   TEGNA Inc, 144A     5.000% 9/15/29 BB 1,831,500
1,000   Telesat Canada / Telesat LLC, 144A     4.875% 6/01/27 BB- 1,017,500
900   Telesat Canada / Telesat LLC, 144A     6.500% 10/15/27 B 938,250
3,150   Terrier Media Buyer Inc, 144A     8.875% 12/15/27 CCC+ 3,331,125
2,200   UPCB Finance IV Ltd, 144A     5.375% 1/15/25 BB+ 2,261,600
1,600   Videotron Ltd, 144A     5.125% 4/15/27 BB+ 1,712,000
1,800   Virgin Media Secured Finance PLC, 144A     5.500% 5/15/29 BB+ 1,905,750
123,680   Total Media           85,928,035
    Metals & Mining – 0.4%            
1,800   Freeport-McMoRan Inc     5.250% 9/01/29 Ba1 1,928,340
850   Steel Dynamics Inc     4.125% 9/15/25 BBB- 873,259
2,650   Total Metals & Mining           2,801,599
    Oil, Gas & Consumable Fuels – 3.5%            
2,700   Cheniere Energy Partners LP     5.250% 10/01/25 BB 2,813,643
1,800   Citgo Holding Inc, 144A     9.250% 8/01/24 B+ 1,930,500
3,735   Enviva Partners LP / Enviva Partners Finance Corp, 144A     6.500% 1/15/26 BB- 3,998,803
1,800   Hess Midstream Operations LP, 144A     5.125% 6/15/28 BB+ 1,822,500
3,710   Holly Energy Partners LP / Holly Energy Finance Corp, 144A     6.000% 8/01/24 BB 3,867,675
960   Murphy Oil Corp     6.875% 8/15/24 BB+ 1,012,800
      6

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Oil, Gas & Consumable Fuels (continued)            
$2,000   Murphy Oil Corp     5.875% 12/01/27 BB+ $2,100,000
5,000   Peabody Energy Corp, 144A     6.000% 3/31/22 BB- 4,875,000
700   Rex Energy Corp, (3)     8.000% 10/01/20 N/R 3,500
22,405   Total Oil, Gas & Consumable Fuels           22,424,421
    Paper & Forest Products – 0.5%            
950   Louisiana-Pacific Corp     4.875% 9/15/24 BB+ 982,063
2,250   Norbord Inc, 144A     6.250% 4/15/23 BB+ 2,407,500
3,200   Total Paper & Forest Products           3,389,563
    Personal Products – 0.3%            
2,300   Revlon Consumer Products Corp     5.750% 2/15/21 CCC 1,943,500
    Pharmaceuticals – 2.1%            
4,049   Advanz Pharma Corp     8.000% 9/06/24 B- 3,826,305
1,800   Bausch Health Cos Inc, 144A     5.000% 1/30/28 B 1,847,502
1,875   Catalent Pharma Solutions Inc, 144A     4.875% 1/15/26 B+ 1,940,625
2,000   Catalent Pharma Solutions Inc, 144A     5.000% 7/15/27 B+ 2,095,000
1,750   Eagle Holding Co II LLC, 144A, (cash 7.625%, PIK 8.375%)     7.625% 5/15/22 CCC+ 1,777,545
1,800   Horizon Pharma USA Inc, 144A     5.500% 8/01/27 BB- 1,944,180
13,274   Total Pharmaceuticals           13,431,157
    Professional Services – 0.4%            
2,400   ASGN Inc, 144A     4.625% 5/15/28 BB- 2,466,912
    Real Estate Management & Development – 0.4%            
2,700   Howard Hughes Corp/The, 144A     5.375% 3/15/25 BB- 2,814,750
    Road & Rail – 0.6%            
900   Hertz Corp/The, 144A     7.125% 8/01/26 B- 974,700
3,140   Hertz Corp/The, 144A     6.000% 1/15/28 B- 3,140,000
4,040   Total Road & Rail           4,114,700
    Semiconductors & Semiconductor Equipment – 0.3%            
1,820   Entegris Inc, 144A     4.625% 2/10/26 BB 1,883,700
    Software – 1.0%            
1,000   Fair Isaac Corp, 144A     5.250% 5/15/26 BB+ 1,100,000
900   Fair Isaac Corp, 144A     4.000% 6/15/28 BB+ 906,750
900   IQVIA Inc, 144A     5.000% 5/15/27 BB 952,070
1,600   NortonLifeLock Inc, 144A     5.000% 4/15/25 BB+ 1,634,039
1,750   SS&C Technologies Inc, 144A     5.500% 9/30/27 B+ 1,868,125
6,150   Total Software           6,460,984
7      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Specialty Retail – 1.3%            
$1,800   Lithia Motors Inc, 144A     4.625% 12/15/27 BB $1,850,148
3,600   PetSmart Inc, 144A     8.875% 6/01/25 CCC+ 3,555,000
2,700   Staples Inc, 144A     7.500% 4/15/26 B+ 2,801,250
8,100   Total Specialty Retail           8,206,398
    Technology Hardware, Storage & Peripherals – 0.2%            
1,170   Western Digital Corp     4.750% 2/15/26 Baa3 1,219,725
    Thrifts & Mortgage Finance – 1.2%            
3,500   Freedom Mortgage Corp, 144A     8.125% 11/15/24 B+ 3,438,820
3,150   Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp, 144A     5.250% 3/15/22 BB 3,272,062
1,000   Radian Group Inc     4.875% 3/15/27 BB+ 1,052,500
7,650   Total Thrifts & Mortgage Finance           7,763,382
    Trading Companies & Distributors – 1.1%            
1,700   Ashtead Capital Inc, 144A     4.125% 8/15/25 BBB- 1,746,750
1,800   Ashtead Capital Inc., 144A     4.000% 5/01/28 BBB- 1,818,000
1,425   BMC East LLC, 144A     5.500% 10/01/24 BB 1,482,000
1,880   United Rentals North America Inc     5.250% 1/15/30 BB- 2,023,444
6,805   Total Trading Companies & Distributors           7,070,194
    Wireless Telecommunication Services – 2.0%            
2,000   Altice Financing SA, 144A     6.625% 2/15/23 B+ 2,035,000
2,700   Connect Finco SARL / Connect US Finco LLC, 144A     6.750% 10/01/26 B+ 2,875,500
3,480   Hughes Satellite Systems Corp     5.250% 8/01/26 BBB- 3,819,300
2,750   Intelsat Connect Finance SA, 144A     9.500% 2/15/23 CCC- 1,924,175
2,250   Intelsat Jackson Holdings SA, 144A     8.500% 10/15/24 CCC+ 2,049,367
13,180   Total Wireless Telecommunication Services           12,703,342
$487,610   Total Corporate Bonds (cost $444,173,072)           457,175,938
    
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    VARIABLE RATE SENIOR LOAN INTERESTS – 25.2% (5)            
    Aerospace & Defense – 0.8%            
$4,254   Sequa Corporation, Term Loan B 6.904% 3-Month LIBOR 5.000% 11/28/21 B $4,264,386
      8

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Aerospace & Defense (continued)            
$985   Sequa Corporation, Term Loan, Second Lien 10.936% 3-Month LIBOR 9.000% 4/28/22 Caa2 $970,457
5,239   Total Aerospace & Defense           5,234,843
    Building Products – 0.5%            
3,343   Advanced Drainage Systems, Term Loan B 4.000% 1-Month LIBOR 2.250% 9/24/26 Ba1 3,379,077
    Commercial Services & Supplies – 0.7%            
698   Education Management LLC, Term Loan A, (3) 0.000% N/A N/A 7/02/20 N/R 6,982
2,693   Fleet U.S. Bidco Inc., Term Loan B 5.235% 6-Month LIBOR 3.250% 10/07/26 B+ 2,716,816
2,098   iQor US, Inc., Term Loan, First Lien 7.099% 3-Month LIBOR 5.000% 4/01/21 Caa1 1,822,524
5,489   Total Commercial Services & Supplies           4,546,322
    Communications Equipment – 0.6%            
1,798   Avaya, Inc., Term Loan B 5.990% 1-Month LIBOR 4.250% 12/15/24 BB- 1,770,229
1,929   MultiPlan, Inc., Term Loan B 4.695% 3-Month LIBOR 2.750% 6/07/23 B+ 1,906,432
3,727   Total Communications Equipment           3,676,661
    Consumer Finance – 0.4%            
2,716   Verscend Technologies, Tern Loan B 6.299% 1-Month LIBOR 4.500% 8/27/25 B+ 2,740,514
    Containers & Packaging – 0.1%            
449   Kloeckner Pentaplast of America Inc., Dollar Term Loan, (WI/DD) TBD TBD TBD TBD B- 405,874
    Diversified Consumer Services – 0.4%            
2,401   Cengage Learning Acquisitions, Inc., Term Loan B 6.049% 1-Month LIBOR 4.250% 6/07/23 B 2,302,530
474   Education Management LLC, Elevated Term Loan B, (3) 7.612% 6-Month LIBOR 5.500% 7/02/20 N/R 5,923
2,875   Total Diversified Consumer Services           2,308,453
    Diversified Financial Services – 0.7%            
2,000   Genesee & Wyoming Inc., Term Loan, First Lien, (DD1) 3.906% 3-Month LIBOR 2.000% 11/06/26 BBB- 2,021,780
2,893   Travelport LLC, Term Loan B, (WI/DD) TBD TBD TBD TBD B+ 2,713,399
4,893   Total Diversified Financial Services           4,735,179
    Diversified Telecommunication Services – 1.2%            
4,962   Frontier Communications Corporation, Term Loan B 5.550% 1-Month LIBOR 3.750% 6/15/24 B 4,996,639
9      

Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Diversified Telecommunication Services (continued)            
$2,821   Numericable Group S.A., Term Loan B13 5.740% 1-Month LIBOR 4.000% 8/14/26 B $2,832,377
7,783   Total Diversified Telecommunication Services           7,829,016
    Energy Equipment & Services – 0.1%            
893   PGS Finance, Inc., Term Loan 4.445% 3-Month LIBOR 2.500% 3/11/21 B3 850,036
    Equity Real Estate Investment Trust – 0.3%            
1,732   Communications Sales & Leasing, Inc., Shortfall Term Loan 6.799% 1-Month LIBOR 5.000% 10/24/22 BB 1,705,442
    Food & Staples Retailing – 0.4%            
2,394   Hearthside Group Holdings LLC, Term Loan B 5.487% 1-Month LIBOR 3.688% 5/31/25 B 2,377,167
    Food Products – 0.3%            
1,980   Chobani, Inc., Term Loan B 5.299% 1-Month LIBOR 3.500% 10/10/23 B1 1,983,072
    Health Care Equipment & Supplies – 0.1%            
713   Vyaire Medical, Inc., Term Loan B 6.835% 3-Month LIBOR 4.750% 4/30/25 B3 620,032
    Health Care Providers & Services – 1.6%            
2,481   Air Medical Group Holdings, Inc., Term Loan B 5.035% 1-Month LIBOR 3.250% 4/28/22 B1 2,437,980
1,595   Air Methods, Term Loan, First Lien 5.445% 3-Month LIBOR 3.500% 4/21/24 B 1,401,980
61   Heartland Dental Care, Inc., Delay Draw Term Loan, (WI/DD) TBD TBD TBD TBD B2 60,734
2,699   Heartland Dental Care, Inc., Term Loan, First Lien, (WI/DD) TBD TBD TBD TBD B2 2,693,371
3,950   Kindred at Home Hospice, Term Loan B 5.563% 1-Month LIBOR 3.750% 7/02/25 B1 3,975,932
10,786   Total Health Care Providers & Services           10,569,997
    Health Care Technology – 1.4%            
5,873   Emdeon, Inc., Term Loan 4.299% 1-Month LIBOR 2.500% 3/01/24 B+ 5,902,168
1,676   Onex Carestream Finance LP, Term Loan, First Lien 7.299% 1-Month LIBOR 5.500% 2/28/21 B1 1,655,357
1,521   Onex Carestream Finance LP, Term Loan, Second Lien 11.299% 1-Month LIBOR 9.500% 6/07/21 B- 1,441,243
9,070   Total Health Care Technology           8,998,768
    Hotels, Restaurants & Leisure – 0.7%            
898   24 Hour Fitness Worldwide, Inc., Term Loan B, (WI/DD) TBD TBD TBD TBD B 684,791
      10

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Hotels, Restaurants & Leisure (continued)            
$3,841   Stars Group Holdings, Term Loan B 5.445% 3-Month LIBOR 3.500% 7/10/25 B+ $3,880,711
4,739   Total Hotels, Restaurants & Leisure           4,565,502
    Household Durables – 0.8%            
4,217   Apex Tool Group LLC, Third Amendment Term Loan 7.292% 1-Month LIBOR 5.500% 8/21/24 B- 4,170,296
1,330   Serta Simmons Holdings LLC, Term Loan, First Lien 5.240% 1-Month LIBOR 3.500% 11/08/23 Caa1 867,490
5,547   Total Household Durables           5,037,786
    Household Products – 0.7%            
4,500   KIK Custom Products Inc., Term Loan B2 5.792% 1-Month LIBOR 4.000% 5/15/23 B3 4,430,250
    Insurance – 0.3%            
1,945   Acrisure LLC, Term Loan B 6.195% 3-Month LIBOR 4.250% 11/22/23 B 1,953,735
    Interactive Media & Services – 0.5%            
3,623   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.902% 3-Month LIBOR 3.000% 11/03/23 B+ 3,528,716
    Internet Software & Services – 0.8%            
3,909   Ancestry.com, Inc., Term Loan, First Lien 5.550% 1-Month LIBOR 3.750% 10/19/23 B 3,867,574
502   Dynatrace, Term Loan, First Lien 4.549% 1-Month LIBOR 2.750% 8/23/25 B1 506,060
2,825   SkillSoft Corporation, Term Loan, Second Lien 10.446% 6-Month LIBOR 8.250% 4/28/22 C 793,020
7,236   Total Internet Software & Services           5,166,654
    IT Services – 0.4%            
2,921   Syniverse Holdings, Inc., Term Loan C 6.846% 2-Month LIBOR 5.000% 3/09/23 B2 2,734,310
    Machinery – 0.1%            
895   TNT Crane and Rigging Inc., Initial Term Loan, First Lien 6.445% 3-Month LIBOR 4.500% 11/27/20 Caa1 757,475
    Marine – 0.1%            
992   Harvey Gulf International Marine, Inc., Exit Term Loan 8.034% 3-Month LIBOR 6.000% 7/02/23 B 759,249
    Media – 1.5%            
2,693   Advantage Sales & Marketing, Inc., Term Loan, First Lien, (WI/DD) TBD TBD TBD TBD B2 2,615,137
989   Affinion Group Holdings, Inc., Consenting Term Loan, (cash 4.049%, PIK 1.750%) 5.799% 1-Month LIBOR 4.000% 4/10/24 N/R 846,141
4,374   Clear Channel Communications, Inc., Exit Term Loan 5.691% 1-Month LIBOR 4.000% 5/01/26 BB- 4,416,478
500   Cox Media/Terrier Media, Term Loan, First Lien 6.148% 3-Month LIBOR 4.250% 12/17/26 BB- 505,628
11      

Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Media (continued)            
$875   Cumulus Media, Inc., Term Loan B 5.549% 1-Month LIBOR 3.750% 3/31/26 B $885,021
322   McGraw-Hill Education Holdings LLC, Term Loan B 5.799% 1-Month LIBOR 4.000% 5/04/22 BB+ 308,666
9,753   Total Media           9,577,071
    Multi-Utilities – 0.4%            
2,700   Pacific Gas & Electric, Revolving Term Loan, (WI/DD), (3) TBD TBD TBD TBD N/R 2,710,125
    Oil, Gas & Consumable Fuels – 1.3%            
3,000   Buckeye Partners, Term Loan, First Lien 4.441% 1-Month LIBOR 2.750% 11/01/26 BBB- 3,030,840
3,913   Fieldwood Energy LLC, Exit Term Loan 7.177% 3-Month LIBOR 5.250% 4/11/22 BB- 3,290,348
3,520   Fieldwood Energy LLC, Exit Term Loan, Second Lien 9.177% 3-Month LIBOR 7.250% 4/11/23 B+ 2,026,465
10,433   Total Oil, Gas & Consumable Fuels           8,347,653
    Personal Products – 0.9%            
7,385   Revlon Consumer Products Corporation, Term Loan B, First Lien 5.409% 3-Month LIBOR 3.500% 9/07/23 B3 5,682,066
    Professional Services – 1.3%            
4,200   Ceridian HCM Holding, Inc., Term Loan B 4.799% 1-Month LIBOR 3.000% 4/30/25 B 4,232,350
5,620   Skillsoft Corporation, Initial Term Loan, First Lien 6.946% 6-Month LIBOR 4.750% 4/28/21 Caa2 4,362,471
9,820   Total Professional Services           8,594,821
    Road & Rail – 0.1%            
737   Ceva Group PLC, Term Loan B 6.945% 3-Month LIBOR 5.000% 8/03/25 B2 626,922
    Semiconductors & Semiconductor Equipment – 0.2%            
1,795   Lumileds, Term Loan B, (DD1) 5.445% 3-Month LIBOR 3.500% 6/30/24 CCC+ 1,068,265
    Software – 4.3%            
5,225   Blackboard, Inc., Term Loan B5, First Lien 7.908% 3-Month LIBOR 6.000% 6/30/24 B 5,151,537
7,717   Ellucian, Term Loan B, First Lien 5.195% 3-Month LIBOR 3.250% 9/30/22 B 7,744,517
6,035   Epicor Software Corporation, Term Loan B 5.050% 1-Month LIBOR 3.250% 6/01/22 B2 6,076,239
6,331   Greeneden U.S. Holdings II LLC, Term Loan B 5.049% 1-Month LIBOR 3.250% 12/01/23 B2 6,361,120
      12

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Software (continued)            
$2,497   TIBCO Software, Inc., Term Loan B 5.710% 1-Month LIBOR 4.000% 7/03/26 BB- $2,511,143
27,805   Total Software           27,844,556
    Specialty Retail – 0.7%            
4,307   Petsmart Inc., Term Loan B, First Lien 5.740% 1-Month LIBOR 4.000% 3/11/22 B 4,269,912
    Technology Hardware, Storage & Peripherals – 0.4%            
2,682   Diebold, Inc., Term Loan A1 11.063% 1-Month LIBOR 9.250% 8/30/22 B- 2,841,659
    Trading Companies & Distributors – 0.1%            
891   Hayward Industries, Inc., Initial Term Loan, First Lien, (WI/DD) TBD TBD TBD TBD B 886,282
$174,788   Total Variable Rate Senior Loan Interests (cost $169,412,142)         163,343,462
    
Shares   Description (1)           Value
    COMMON STOCKS – 1.2%            
    Diversified Consumer Services – 0.3%            
131,431   Cengage Learning Holdings II Inc, (7), (8)           $1,599,121
    Internet & Direct Marketing Retail – 0.0%            
652   Catalina Marketing Corp, (7), (8)           3,423
    Marine – 0.0%            
2,332   HGIM Corp, (7), (8)           22,737
    Media – 0.6%            
208,386   Clear Channel Outdoor Holdings Inc, (8)           595,984
183,957   iHeartMedia Inc, (8)           3,108,873
9,292   Tribune Co, (4)           2,048
    Total Media           3,706,905
    Software – 0.3%            
156,470   Avaya Holdings Corp, (8)           2,112,345
    Specialty Retail – 0.0%            
11,975   Gymboree Holding Corp, (4), (8)            —
32,604   Gymboree Holding Corp, (4), (8)            —
    Total Specialty Retail            —
    Total Common Stocks (cost $15,412,067)           7,444,531
    
13      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    CONVERTIBLE BONDS – 0.3%            
    Biotechnology – 0.3%            
$2,213   Acorda Therapeutics Inc, 144A     1.750% 6/15/21 N/R $2,034,800
$2,213   Total Convertible Bonds (cost $2,034,799)           2,034,800
    
Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.1%            
    Oil, Gas & Consumable Fuels – 0.1%            
2,935   Fieldwood Energy LLC, (7), (8)           $53,320
14,531   Fieldwood Energy LLC, (7), (8)           263,985
    Total Common Stock Rights (cost $414,740)           317,305
    
Shares   Description (1)           Value
    WARRANTS – 0.0%            
    Communications Equipment – 0.0%            
45,063   Avaya Holdings Corp, (7)           $45,063
    Marine – 0.0%            
10,423   HGIM, (7), (8)           101,624
    Total Warrants (cost $5,060,813)           146,687
    Total Long-Term Investments (cost $636,507,633)           630,462,723
    
Shares   Description (1)   Coupon       Value
    SHORT-TERM INVESTMENTS – 4.1%            
    INVESTMENT COMPANIES – 4.1%            
26,817,912   BlackRock Liquidity Funds T-Fund Portfolio, (9)   1.490% (10)       $26,817,912
    Total Short-Term Investments (cost $26,817,912)           26,817,912
    Total Investments (cost $663,325,545) – 101.4%           657,280,635
    Other Assets Less Liabilities – (1.4)%           (9,196,633)
    Net Assets – 100%           $648,084,002
      14

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
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. 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. A three-tier hierarchy 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 the reporting entity’s own 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 inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Corporate Bonds $ — $457,175,937 $1 $457,175,938
Variable Rate Senior Loan Interests  — 163,343,462  — 163,343,462
Common Stocks 5,817,202 1,625,281 2,048 7,444,531
Convertible Bonds  — 2,034,800  — 2,034,800
Common Stock Rights  — 317,305  — 317,305
Warrants  — 146,687  — 146,687
Short-Term Investments:        
Investment Companies 26,817,912  —  — 26,817,912
Total $32,635,114 $624,643,472 $2,049 $657,280,635
15      

  For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.  
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(2) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(3) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(4) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(5) 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.  
(6) 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.  
(7) For fair value measurement disclosure purposes, investment classified as Level 2.  
(8) Non-income producing; issuer has not declared a dividend within the past twelve months.  
(9) A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov.  
(10) The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
DD1 Portion of investment purchased on a delayed delivery basis.  
LIBOR London Inter-Bank Offered Rate  
N/A Not Applicable.  
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.  
TBD Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
      16

Nuveen Symphony Floating Rate Income Fund
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    LONG-TERM INVESTMENTS – 101.7%            
    VARIABLE RATE SENIOR LOAN INTERESTS – 86.7% (2)            
    Aerospace & Defense – 1.8%            
$1,104   MacDonald, Dettwiler and Associates, Ltd., Term Loan B 4.854% 3-Month LIBOR 2.750% 10/05/24 B $1,065,203
6,529   Sequa Corporation, Term Loan B 6.904% 3-Month LIBOR 5.000% 11/28/21 B 6,543,917
2,444   Sequa Corporation, Term Loan, Second Lien 10.936% 3-Month LIBOR 9.000% 4/28/22 Caa2 2,408,129
2,105   Transdigm, Inc., Term Loan E 4.299% 1-Month LIBOR 2.500% 5/30/25 Ba3 2,114,560
4,840   Transdigm, Inc., Term Loan F 4.299% 1-Month LIBOR 2.500% 6/09/23 Ba3 4,863,155
17,022   Total Aerospace & Defense           16,994,964
    Air Freight & Logistics – 0.3%            
1,072   PAE Holding Corporation, Term Loan B 7.349% 3-Month LIBOR 5.500% 10/20/22 B+ 1,076,953
1,766   XPO Logistics, Inc., Term Loan B 3.799% 1-Month LIBOR 2.000% 2/24/25 BBB- 1,778,760
2,838   Total Air Freight & Logistics           2,855,713
    Airlines – 1.2%            
1,340   Allegiant Travel Company, Term Loan B 6.394% 3-Month LIBOR 4.500% 2/05/24 BB- 1,351,599
1,175   American Airlines, Inc., Term Loan B 3.805% 1-Month LIBOR 2.000% 4/28/23 BB+ 1,179,642
5,250   American Airlines, Inc., Term Loan B 3.740% 1-Month LIBOR 2.000% 12/14/23 BB+ 5,275,707
1,546   United Air Lines, Inc., Term Loan B 3.549% 1-Month LIBOR 1.750% 4/01/24 BBB- 1,557,457
2,000   WestJet Airlines, Term Loan 4.718% 1-Month LIBOR 3.000% 12/11/26 BB+ 2,020,540
11,311   Total Airlines           11,384,945
    Auto Components – 0.3%            
1,397   DexKo Global, Inc., Term Loan B 5.299% 1-Month LIBOR 3.500% 7/24/24 B1 1,398,079
1,496   Johnson Controls Inc., Term Loan B 5.305% 1-Month LIBOR 3.500% 4/30/26 BB 1,504,203
2,893   Total Auto Components           2,902,282
    Automobiles – 0.3%            
498   Caliber Collision, Term Loan B 5.299% 1-Month LIBOR 3.500% 2/05/26 B1 502,321
17      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Automobiles (continued)            
$2,352   Navistar, Inc., Term Loan B 5.240% 1-Month LIBOR 3.500% 11/06/24 Ba2 $2,349,105
2,850   Total Automobiles           2,851,426
    Beverages – 0.3%            
3,397   Jacobs Douwe Egberts, Term Loan B 3.750% 1-Month LIBOR 2.000% 11/01/25 Ba1 3,419,386
    Biotechnology – 0.4%            
3,447   Grifols, Inc., Term Loan B, First Lien 3.740% 1-Month LIBOR 2.000% 11/15/27 Ba2 3,481,103
    Building Products – 0.9%            
957   Fairmount, Initial Term Loan 6.043% 3-Month LIBOR 4.000% 6/01/25 BB- 743,338
7,908   Quikrete Holdings, Inc., Term Loan B 4.549% 1-Month LIBOR 2.750% 11/15/23 BB- 7,953,421
8,865   Total Building Products           8,696,759
    Capital Markets – 2.2%            
6,214   Capital Automotive LP, Term Loan, First Lien 4.300% 1-Month LIBOR 2.500% 3/24/24 B1 6,244,102
4,237   Capital Automotive LP, Term Loan, Second Lien 7.800% 1-Month LIBOR 6.000% 3/24/25 CCC+ 4,263,913
1,035   Lions Gate Entertainment Corporation, Term Loan A 3.549% 1-Month LIBOR 1.750% 3/22/23 Ba2 1,028,221
10,109   RPI Finance Trust, Term Loan B6 3.799% 1-Month LIBOR 2.000% 4/17/23 BBB- 10,205,824
21,595   Total Capital Markets           21,742,060
    Chemicals – 0.2%            
1,990   Momentive Performance Materials USA, Inc., Term Loan B 5.050% 1-Month LIBOR 3.250% 5/15/24 BB- 1,983,164
    Commercial Services & Supplies – 2.9%            
3,309   ADS Waste Holdings, Inc., Term Loan B 3.853% 1-Week LIBOR 2.250% 11/10/23 BB+ 3,325,531
572   Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien 6.184% 3-Month LIBOR 4.250% 6/21/24 B- 571,736
500   Creative Artists Agency, LLC, Term Loan B 5.549% 1-Month LIBOR 3.750% 11/26/26 B+ 504,922
2,000   Dun & Bradstreet Corp., Initial Term Loan 6.792% 1-Month LIBOR 5.000% 2/08/26 BB 2,020,000
241   Education Management LLC, Term Loan A, (5) 0.000% N/A N/A 7/02/20 N/R 2,414
10,789   Formula One Group, Term Loan B 4.299% 1-Month LIBOR 2.500% 2/01/24 B+ 10,858,209
1,680   Garda World Security Corp, Term Loan B, First Lien 6.660% 3-Month LIBOR 4.750% 10/30/26 B 1,693,658
2,220   GFL Environmental, Term Loan 4.799% 1-Month LIBOR 3.000% 5/31/25 B+ 2,227,270
2,884   iQor US, Inc., Term Loan, First Lien 7.099% 3-Month LIBOR 5.000% 4/01/21 Caa1 2,506,113
417   iQor US, Inc., Term Loan, Second Lien 10.849% 3-Month LIBOR 8.750% 4/01/22 Caa3 266,017
448   KAR Auction Services, Inc., Term Loan B6 4.063% 1-Month LIBOR 2.250% 9/19/26 Ba2 451,821
1,000   Sabert Corporation, Initial Term Loan 6.250% 1-Month LIBOR 4.500% 12/10/26 B 1,010,420
2,299   Trans Union LLC, Term Loan B5 3.549% 1-Month LIBOR 1.750% 11/13/26 BB+ 2,310,892
      18

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Commercial Services & Supplies (continued)            
$590   West Corporation, Incremental Term Loan B1 5.427% 3-Month LIBOR 3.500% 10/10/24 BB+ $496,472
28,949   Total Commercial Services & Supplies           28,245,475
    Communications Equipment – 1.5%            
7,721   Avaya, Inc., Term Loan B 5.990% 1-Month LIBOR 4.250% 12/15/24 BB- 7,599,392
2,378   CommScope, Inc., Term Loan B 5.049% 1-Month LIBOR 3.250% 4/04/26 Ba3 2,395,854
2,376   Mitel US Holdings, Inc., Term Loan, First Lien 6.191% 1-Month LIBOR 4.500% 11/30/25 B 2,255,216
2,220   Plantronics, Term Loan B 4.299% 1-Month LIBOR 2.500% 7/02/25 Ba1 2,177,938
14,695   Total Communications Equipment           14,428,400
    Construction & Engineering – 0.5%            
1,651   KBR, Inc., Term Loan B 5.549% 1-Month LIBOR 3.750% 4/25/25 Ba2 1,667,889
690   Pike Corp, Initial Term Loan 5.049% 1-Month LIBOR 3.250% 7/24/26 B 694,432
2,630   Traverse Midstream Partners, Term Loan B 5.800% 1-Month LIBOR 4.000% 9/27/24 B+ 2,387,894
4,971   Total Construction & Engineering           4,750,215
    Consumer Finance – 0.5%            
5,282   Verscend Technologies, Tern Loan B 6.299% 1-Month LIBOR 4.500% 8/27/25 B+ 5,330,639
    Containers & Packaging – 0.6%            
1,074   Berry Global, Inc., Term Loan W 3.715% 1-Month LIBOR 2.000% 10/01/22 BBB- 1,078,733
1,377   Berry Global, Inc., Term Loan X 3.715% 1-Month LIBOR 2.000% 1/19/24 BBB- 1,384,444
3,491   Berry Global, Inc., Term Loan Y 3.781% 1-Month LIBOR 2.000% 7/01/26 BBB- 3,510,330
5,942   Total Containers & Packaging           5,973,507
    Distributors – 0.0%            
337   Insurance Auto Actions Inc., Term Loan 4.063% 1-Month LIBOR 2.250% 6/28/26 BB+ 339,860
    Diversified Consumer Services – 1.0%            
10,247   Cengage Learning Acquisitions, Inc., Term Loan B 6.049% 1-Month LIBOR 4.250% 6/07/23 B 9,825,711
164   Education Management LLC, Elevated Term Loan B, (5) 7.612% 6-Month LIBOR 5.500% 7/02/20 N/R 2,045
10,411   Total Diversified Consumer Services           9,827,756
    Diversified Financial Services – 1.5%            
498   Blackstone CQP, Term Loan 5.408% 3-Month LIBOR 3.500% 9/30/24 B+ 500,806
3,418   Ditech Holding Corporation., Term Loan B, First Lien, (5) 0.000% N/A N/A 6/30/22 D 1,416,002
4,213   Fly Funding II S.α r.l., Replacement Term Loan 3.650% 3-Month LIBOR 1.750% 8/09/25 BBB- 4,225,658
2,500   Genesee & Wyoming Inc., Term Loan, First Lien 3.906% 3-Month LIBOR 2.000% 11/06/26 BBB- 2,527,225
19      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Diversified Financial Services (continued)            
$2,134   Getty Images, Inc., Initial Dollar Term Loan 6.313% 1-Month LIBOR 4.500% 2/19/26 B2 $2,143,394
1,000   Inmarsat Finance, Term Loan, First Lien, (WI/DD) TBD TBD TBD TBD B+ 1,007,420
1,659   Lions Gate Entertainment Corp., Term Loan B 4.049% 1-Month LIBOR 2.250% 3/24/25 Ba2 1,659,243
1,496   Travelport LLC, Term Loan B 6.945% 3-Month LIBOR 5.000% 5/30/26 B+ 1,403,483
16,918   Total Diversified Financial Services           14,883,231
    Diversified Telecommunication Services – 4.1%            
876   CenturyLink, Inc., Initial Term Loan A 4.549% 1-Month LIBOR 2.750% 11/01/22 BBB- 880,154
14,712   CenturyLink, Inc., Term Loan B 4.549% 1-Month LIBOR 2.750% 1/31/25 BBB- 14,794,433
5,140   Frontier Communications Corporation, Term Loan B 5.550% 1-Month LIBOR 3.750% 6/15/24 B 5,176,297
1,299   Intelsat Jackson Holdings, S.A., Term Loan B5 6.625% N/A N/A 1/02/24 B1 1,318,998
1,470   Lumos Networks, Term Loan B 4.799% 1-Month LIBOR 3.000% 11/17/24 B 1,472,427
9,994   Numericable Group S.A., Term Loan B13 5.740% 1-Month LIBOR 4.000% 8/14/26 B 10,032,565
800   Windstream Corporation, Term Loan, (WI/DD), (5) TBD TBD TBD TBD N/R 753,164
1,867   Windstream Corporation, Term Loan B6, (WI/DD), (5) TBD TBD TBD TBD N/R 1,793,484
3,522   Ziggo B.V., Term Loan E 4.240% 1-Month LIBOR 2.500% 4/15/25 BB 3,538,921
39,680   Total Diversified Telecommunication Services           39,760,443
    Electric Utilities – 0.4%            
886   ExGen Renewables, Term Loan 4.910% 3-Month LIBOR 3.000% 11/28/24 B 877,144
2,551   Vistra Operations Co., Term Loan B3 3.487% 1-Month LIBOR 1.750% 12/31/25 BBB- 2,569,903
3,437   Total Electric Utilities           3,447,047
    Electronic Equipment, Instruments & Components – 0.2%            
611   MTS Systems, Term Loan B 5.050% 1-Month LIBOR 3.250% 7/05/23 Ba2 613,909
1,620   TTM Technologies, Inc., Term Loan B 4.191% 1-Month LIBOR 2.500% 11/01/24 BB- 1,630,493
2,231   Total Electronic Equipment, Instruments & Components           2,244,402
    Entertainment – 0.5%            
4,582   AMC Entertainment, Inc., Term Loan B 4.800% 1-Month LIBOR 3.000% 4/22/26 Ba2 4,624,344
    Equity Real Estate Investment Trust – 1.7%            
7,550   Communications Sales & Leasing, Inc., Shortfall Term Loan 6.799% 1-Month LIBOR 5.000% 10/24/22 BB 7,433,789
3,681   MGM Growth Properties, Term Loan B 3.799% 1-Month LIBOR 2.000% 3/23/25 BBB- 3,702,504
5,097   Realogy Group LLC, Term Loan A 4.049% 1-Month LIBOR 2.250% 2/08/23 BB 5,036,728
      20

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Equity Real Estate Investment Trust (continued)            
$4   Realogy Group LLC, Term Loan B 4.049% 1-Month LIBOR 2.250% 2/08/25 BB $4,048
16,332   Total Equity Real Estate Investment Trust           16,177,069
    Food & Staples Retailing – 1.7%            
4,722   Albertson's LLC, Term Loan B7 4.549% 1-Month LIBOR 2.750% 11/17/25 BB 4,770,121
251   Albertson's LLC, Term Loan B8 4.549% 1-Month LIBOR 2.750% 8/17/26 BB 253,352
1,475   C.H. Guenther, Term Loan, First Lien 4.549% 1-Month LIBOR 2.750% 3/31/25 B 1,482,400
431   Del Monte Foods Company, Term Loan, First Lien 5.160% 3-Month LIBOR 3.250% 2/18/21 CCC+ 383,268
1   Del Monte Foods Company, Term Loan, First Lien 7.000% Prime 2.250% 2/18/21 CCC+ 1,019
1,703   Hearthside Group Holdings LLC, Term Loan B 5.487% 1-Month LIBOR 3.689% 5/31/25 B 1,690,934
7,772   US Foods, Inc., New Term Loan 3.549% 1-Month LIBOR 1.750% 6/27/23 BB+ 7,810,193
16,355   Total Food & Staples Retailing           16,391,287
    Food Products – 0.2%            
1,750   BellRing Brands, Term Loan, First Lien 6.799% 1-Month LIBOR 5.000% 10/21/24 B+ 1,772,978
    Health Care Equipment & Supplies – 0.7%            
2,481   Agiliti Health, Inc., Delay Draw Facility 4.750% 1-Month LIBOR 3.000% 1/04/26 B+ 2,499,859
503   Carestream Dental Equipment, Inc., Initial Term Loan, First Lien 5.049% 1-Month LIBOR 3.250% 8/07/24 B 491,403
995   MedPlast, Term Loan, First Lien 5.695% 3-Month LIBOR 3.750% 7/02/25 B- 977,859
2,872   Vyaire Medical, Inc., Term Loan B 6.835% 3-Month LIBOR 4.750% 4/30/25 B3 2,498,474
6,851   Total Health Care Equipment & Supplies           6,467,595
    Health Care Providers & Services – 6.6%            
1,788   Acadia Healthcare, Inc., Term Loan B3 4.299% 1-Month LIBOR 2.500% 2/11/22 Ba2 1,794,652
3,480   Air Medical Group Holdings, Inc., Term Loan B 5.035% 1-Month LIBOR 3.250% 4/28/22 B1 3,419,347
938   Air Methods, Term Loan, First Lien 5.445% 3-Month LIBOR 3.500% 4/21/24 B 824,520
971   Albany Molecular Research, Inc., Initial Term Loan, First Lien 5.049% 1-Month LIBOR 3.250% 8/31/24 B2 968,890
3,204   Ardent Health, Term Loan, First Lien 6.299% 1-Month LIBOR 4.500% 6/28/25 B1 3,234,250
2,753   Brightspring Health, Term Loan B 6.210% 1-Month LIBOR 4.500% 3/05/26 B1 2,771,716
993   Catalent Pharma Solutions, Inc., Dollar Term Loan B2 4.049% 1-Month LIBOR 2.250% 5/17/26 BB 998,083
3,242   DaVita, Inc., Term Loan B 4.049% 1-Month LIBOR 2.250% 8/12/26 BBB- 3,271,392
4,436   Envision Healthcare Corporation, Initial Term Loan 5.549% 1-Month LIBOR 3.750% 10/10/25 B 3,805,658
8,532   HCA, Inc., Term Loan B12 3.549% 1-Month LIBOR 1.750% 3/13/25 BBB- 8,591,544
1,000   InnovaCare, Initial Term Loan 9.500% Prime 4.750% 11/01/26 N/R 980,000
1,140   Jordan Health, Initial Term Loan, First Lien 6.909% 3-Month LIBOR 5.000% 5/15/25 B3 940,793
21      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Health Care Providers & Services (continued)            
$8,451   Kindred at Home Hospice, Term Loan B 5.563% 1-Month LIBOR 3.750% 7/02/25 B1 $8,506,619
6,317   Lifepoint Health, Inc., Term Loan 6.299% 1-Month LIBOR 4.500% 11/16/25 B+ 6,376,562
678   Millennium Laboratories, Inc., Term Loan B, First Lien 8.299% 1-Month LIBOR 6.500% 12/21/20 Caa3 334,144
9,873   Pharmaceutical Product Development, Inc., Term Loan B 4.299% 1-Month LIBOR 2.250% 8/18/22 Ba3 9,939,379
252   Quorum Health Corp., Term Loan B 8.677% 3-Month LIBOR 6.750% 4/29/22 Caa1 247,761
3,287   Select Medical Corporation, Term Loan B 4.580% 3-Month LIBOR 2.500% 3/06/25 Ba2 3,297,865
3,167   Team Health, Inc., Initial Term Loan 4.549% 1-Month LIBOR 2.750% 2/06/24 B+ 2,579,521
495   Universal Health Services, Inc., Term Loan B 3.549% 1-Month LIBOR 1.750% 10/31/25 BBB- 499,950
363   Vizient, Inc., Term Loan B 4.549% 1-Month LIBOR 2.750% 5/06/26 BB- 364,927
65,360   Total Health Care Providers & Services           63,747,573
    Health Care Technology – 1.2%            
5,657   Emdeon, Inc., Term Loan 4.299% 1-Month LIBOR 2.500% 3/01/24 B+ 5,684,960
1,551   Onex Carestream Finance LP, Term Loan, First Lien 7.299% 1-Month LIBOR 5.500% 2/28/21 B1 1,532,210
1,717   Onex Carestream Finance LP, Term Loan, Second Lien 11.299% 1-Month LIBOR 9.500% 6/07/21 B- 1,626,466
2,500   Zelis, Term Loan B 6.549% 1-Month LIBOR 4.750% 9/30/26 B 2,516,938
11,425   Total Health Care Technology           11,360,574
    Hotels, Restaurants & Leisure – 6.7%            
1,387   24 Hour Fitness Worldwide, Inc., Term Loan B 5.299% 1-Month LIBOR 3.500% 5/31/25 B 1,057,727
2,848   Alterra Mountain Company, Term Loan B, First Lien 4.549% 1-Month LIBOR 2.750% 7/31/24 B1 2,876,747
1,442   Arby's Restaurant Group, Inc., Term Loan B 5.216% 3-Month LIBOR 3.250% 2/05/25 B+ 1,453,674
2,158   Boyd Gaming Corporation, Refinancing Term Loan B 3.853% 1-Week LIBOR 2.250% 9/15/23 BB 2,175,853
8,431   Caesars Entertainment Operating Company, Inc., Term Loan B 3.799% 1-Month LIBOR 2.000% 10/06/24 BB 8,500,082
7,429   Caesars Resort Collection, Term Loan, First Lien 4.549% 1-Month LIBOR 2.750% 12/22/24 BB 7,453,188
6,665   CityCenter Holdings LLC, Term Loan B 4.049% 1-Month LIBOR 2.250% 4/18/24 BB- 6,702,471
799   ClubCorp Operations, Inc., Term Loan B, (DD1) 4.695% 3-Month LIBOR 2.750% 9/18/24 B 759,155
2,250   Equinox Holdings, Inc., Initial Term Loan, Second Lien 8.799% 1-Month LIBOR 7.000% 3/08/25 CCC+ 2,256,334
2,057   Equinox Holdings, Inc., Term Loan B1 4.799% 1-Month LIBOR 3.000% 3/08/24 B+ 2,068,168
2,364   Four Seasons Holdings, Inc., Term Loan B 3.799% 1-Month LIBOR 2.000% 11/30/23 BB+ 2,385,976
445   Hilton Hotels, Term Loan B2 3.542% 1-Month LIBOR 1.750% 6/21/26 BBB- 448,938
      22

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Hotels, Restaurants & Leisure (continued)            
$6,996   Life Time Fitness, Inc., Term Loan B 4.659% 3-Month LIBOR 2.750% 6/15/22 BB- $7,025,085
6,829   Scientific Games Corp., Initial Term Loan B5 4.549% 1-Month LIBOR 2.750% 8/14/24 B1 6,856,606
8,652   Stars Group Holdings, Term Loan B 5.445% 3-Month LIBOR 3.500% 7/10/25 B+ 8,740,978
1,471   Station Casino LLC, Term Loan B 4.300% 1-Month LIBOR 2.500% 6/08/23 BB- 1,479,714
2,466   Wyndham International, Inc., Term Loan B 3.549% 1-Month LIBOR 1.750% 5/30/25 BBB- 2,481,689
64,689   Total Hotels, Restaurants & Leisure           64,722,385
    Hotels, Restaurants & Leisure – 1.0%            
9,759   Burger King Corporation, Term Loan B4 3.549% 1-Month LIBOR 1.750% 11/19/26 BB+ 9,781,959
    Household Durables – 0.2%            
3,242   Serta Simmons Holdings LLC, Term Loan, First Lien 5.240% 1-Month LIBOR 3.500% 11/08/23 Caa1 2,114,135
    Household Products – 1.2%            
825   Energizer Holdings, Term Loan B 4.000% 1-Month LIBOR 2.250% 1/02/26 BB+ 830,495
3,125   KIK Custom Products Inc., Term Loan B2 5.792% 1-Month LIBOR 4.000% 5/15/23 B3 3,076,562
7,466   Reynolds Group Holdings, Inc., Term Loan, First Lien 4.549% 1-Month LIBOR 2.750% 2/05/23 B+ 7,498,639
11,416   Total Household Products           11,405,696
    Independent Power & Renewable Electricity Producers – 0.3%            
676   Calpine Corporation, Term Loan 4.299% 1-Month LIBOR 2.500% 8/12/26 BB+ 681,296
2,345   Calpine Corporation, Term Loan B5 4.200% 3-Month LIBOR 2.250% 1/15/24 BB+ 2,359,838
3,021   Total Independent Power & Renewable Electricity Producers           3,041,134
    Industrial Conglomerates – 0.2%            
2,265   Emerald Expositions Holding, Inc., Term Loan B 4.555% 1-Month LIBOR 2.750% 5/22/24 B+ 2,162,977
    Insurance – 1.7%            
2,933   Acrisure LLC, Term Loan B 6.195% 3-Month LIBOR 4.250% 11/22/23 B 2,946,091
2,648   Alliant Holdings I LLC, Term Loan B 4.799% 1-Month LIBOR 3.000% 5/10/25 B 2,653,122
3,268   Asurion LLC, Term Loan B6 4.799% 1-Month LIBOR 3.000% 11/03/23 Ba3 3,291,448
3,498   Hub International Holdings, Inc., Term Loan B 4.690% 3-Month LIBOR 2.750% 4/25/25 B 3,501,264
797   USI Holdings Corporation, Incremental Term Loan B 5.799% 1-Month LIBOR 4.000% 12/02/26 B 803,043
23      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Insurance (continued)            
$3,644   USI Holdings Corporation, Initial Term Loan 4.945% 3-Month LIBOR 3.000% 5/16/24 B $3,649,020
16,788   Total Insurance           16,843,988
    Interactive Media & Services – 0.5%            
4,943   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.902% 3-Month LIBOR 3.000% 11/03/23 B+ 4,814,769
    Internet & Direct Marketing Retail – 0.3%            
2,630   Uber Technologies, Inc., Term Loan 5.745% 1-Month LIBOR 4.000% 4/04/25 B1 2,633,072
    Internet Software & Services – 0.4%            
288   Ancestry.com, Inc., Term Loan, First Lien 5.550% 1-Month LIBOR 3.750% 10/19/23 B 285,202
1,153   Dynatrace, Term Loan, First Lien 4.549% 1-Month LIBOR 2.750% 8/23/25 B1 1,162,931
3,498   SkillSoft Corporation, Term Loan, Second Lien 10.446% 6-Month LIBOR 8.250% 4/28/22 C 981,771
1,704   Thomson Reuters IP & S, Term Loan B 5.049% 1-Month LIBOR 3.250% 10/31/26 B 1,717,242
6,643   Total Internet Software & Services           4,147,146
    IT Services – 1.4%            
1,004   DTI Holdings, Inc., Replacement Term Loan B1 6.677% 3-Month LIBOR 4.750% 9/30/23 B- 943,281
1,162   Leidos Holdings, Inc., Term Loan B 3.563% 1-Month LIBOR 1.750% 8/22/25 BBB- 1,170,965
1,738   Neustar, Inc., Term Loan B4, First Lien 5.299% 1-Month LIBOR 3.500% 8/08/24 B+ 1,608,496
1,521   Neustar, Inc., Term Loan, Second Lien 9.799% 1-Month LIBOR 8.000% 8/08/25 Caa1 1,306,216
2,009   Sabre, Inc., Term Loan B 3.799% 1-Month LIBOR 2.000% 2/22/24 BB 2,023,229
1,000   Syniverse Holdings, Inc., Initial Term Loan, Second Lien 10.846% 2-Month LIBOR 9.000% 3/11/24 CCC 753,335
2,560   Syniverse Holdings, Inc., Term Loan C 6.846% 2-Month LIBOR 5.000% 3/09/23 B2 2,396,419
2,130   Tempo Acquisition LLC, Term Loan B 4.549% 1-Month LIBOR 2.750% 5/01/24 B1 2,146,017
1,291   WEX, Inc., Term Loan B3 4.049% 1-Month LIBOR 2.250% 5/17/26 Ba2 1,301,584
14,415   Total IT Services           13,649,542
    Life Sciences Tools & Services – 0.3%            
2,826   Parexel International Corp., Term Loan B 4.549% 1-Month LIBOR 2.750% 9/27/24 B2 2,779,922
    Machinery – 1.2%            
1,153   Columbus McKinnon Corporation, Term Loan B 4.447% 3-Month LIBOR 2.500% 1/20/24 Ba2 1,162,191
2,859   Gardner Denver, Inc., Term Loan B 4.549% 1-Month LIBOR 2.750% 7/30/24 BB+ 2,880,728
2,181   Gates Global LLC, Term Loan B 4.549% 1-Month LIBOR 2.750% 4/01/24 B1 2,186,737
1,171   NN, Inc., Term Loan 7.049% 1-Month LIBOR 5.250% 10/19/22 B 1,143,385
3,678   TNT Crane and Rigging Inc., Initial Term Loan, First Lien 6.445% 3-Month LIBOR 4.500% 11/27/20 Caa1 3,111,660
      24

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Machinery (continued)            
$1,325   TNT Crane and Rigging, Inc., Term Loan, Second Lien 10.945% 3-Month LIBOR 9.000% 11/27/21 Caa3 $815,703
12,367   Total Machinery           11,300,404
    Marine – 0.4%            
908   American Commercial Lines LLC, Term Loan B, First Lien 10.677% 3-Month LIBOR 8.750% 11/12/20 CCC- 472,058
4,207   Harvey Gulf International Marine, Inc., Exit Term Loan 8.034% 3-Month LIBOR 6.000% 7/02/23 B 3,221,091
5,115   Total Marine           3,693,149
    Media – 11.7%            
275   Advantage Sales & Marketing, Inc., Term Loan B2, First Lien, (DD1) 5.049% 1-Month LIBOR 3.250% 7/25/21 B2 266,464
1,405   Advantage Sales & Marketing, Inc., Term Loan, First Lien 5.049% 1-Month LIBOR 3.250% 7/25/21 B2 1,364,041
1,836   Affinion Group Holdings, Inc., Consenting Term Loan, (cash 4.049%, PIK 1.750%) 5.799% 1-Month LIBOR 4.000% 4/10/24 N/R 1,570,087
1,928   Cable One, Inc., Term Loan B 3.550% 1-Month LIBOR 1.750% 5/01/24 Ba3 1,940,982
314   Catalina Marketing Corporation, First Out Term Loan 9.285% 1-Month LIBOR 7.500% 2/15/23 B2 252,668
416   Catalina Marketing Corporation, Last Out Term Loan, (cash 2.785, PIK 9.500%) 2.785% 1-Month LIBOR 1.000% 8/15/23 Caa2 178,745
2,379   CBS Radio, Inc., Term Loan B2 4.305% 1-Month LIBOR 2.500% 11/17/24 BB 2,401,724
7,042   Cequel Communications LLC, Term Loan B 3.990% 1-Month LIBOR 2.250% 1/15/26 BB 7,061,785
9,683   Charter Communications Operating Holdings LLC, Term Loan B2 3.550% 1-Month LIBOR 1.750% 2/01/27 BBB- 9,756,140
173   Cineworld Group PLC, Term Loan B 4.049% 1-Month LIBOR 2.250% 2/28/25 BB- 172,850
11,170   Clear Channel Communications, Inc., Exit Term Loan 5.691% 1-Month LIBOR 4.000% 5/01/26 BB- 11,279,649
11,935   Clear Channel Outdoor Holdings, Inc., Term Loan B 5.299% 1-Month LIBOR 3.500% 8/21/26 B+ 12,021,010
1,500   Cox Media/Terrier Media, Term Loan, First Lien 6.148% 3-Month LIBOR 4.250% 12/17/26 BB- 1,516,883
1,453   CSC Holdings LLC, Refinancing Term Loan 3.990% 1-Month LIBOR 2.250% 7/17/25 BB 1,457,236
2,365   CSC Holdings, LLC, Term Loan B5 4.240% 1-Month LIBOR 2.500% 4/15/27 Ba3 2,379,810
2,096   Cumulus Media, Inc., Term Loan B 5.549% 1-Month LIBOR 3.750% 3/31/26 B 2,120,486
795   Gray Television, Inc., Term Loan B2 3.947% 1-Month LIBOR 2.250% 2/07/24 BB+ 798,076
807   Gray Television, Inc., Term Loan C 4.197% 1-Month LIBOR 2.500% 1/02/26 BB+ 813,404
1,750   Houghton Mifflin Harcourt, Term Loan 8.035% 1-Month LIBOR 6.250% 11/22/24 B 1,750,000
1,837   IMG Worldwide, Inc., Term Loan B 4.680% 3-Month LIBOR 2.750% 5/16/25 B 1,831,602
25      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Media (continued)            
$13,132   Intelsat Jackson Holdings, S.A., Term Loan B 5.682% 6-Month LIBOR 3.750% 11/27/23 B1 $13,177,463
473   Lamar Media Corp., Term Loan B 3.563% 1-Month LIBOR 1.750% 3/14/25 BBB- 476,253
1,769   LCPR Loan Financing LLC, Term Loan B, (DD1) 6.740% 1-Month LIBOR 5.000% 10/25/26 BB- 1,795,704
8,891   McGraw-Hill Education Holdings LLC, Term Loan B 5.799% 1-Month LIBOR 4.000% 5/04/22 BB+ 8,527,168
1,210   Mediacom Broadband LLC, Term Loan N 3.380% 1-Week LIBOR 1.750% 2/15/24 BBB- 1,216,849
1,856   Meredith Corporation, Term Loan B1 4.549% 1-Month LIBOR 2.750% 1/31/25 Ba2 1,868,706
1,972   Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien 4.300% 1-Month LIBOR 2.500% 7/03/25 BB 1,979,922
3,950   Metro-Goldwyn-Mayer, Inc., Term Loan, Second Lien 6.300% 1-Month LIBOR 4.500% 7/06/26 B2 3,935,188
2,516   NAI Entertainment Holdings, Term Loan B 4.300% 1-Month LIBOR 2.500% 5/08/25 BB 2,519,551
2,000   Nexstar Broadcasting, Inc., Term Loan B 4.452% 1-Month LIBOR 2.750% 9/19/26 BB 2,013,980
1,350   Nexstar Broadcasting, Inc., Term Loan B3 3.941% 1-Month LIBOR 2.250% 1/17/24 BB 1,356,738
6,792   Nexstar Broadcasting, Inc., Term Loan B3 4.055% 1-Month LIBOR 2.250% 1/17/24 BB 6,827,890
5,121   Sinclair Television Group, Term Loan B2 4.050% 1-Month LIBOR 2.250% 1/03/24 BB+ 5,120,570
1,496   Sinclair Television Group, Term Loan B2 4.240% 1-Month LIBOR 2.500% 9/30/26 BB+ 1,503,499
113,687   Total Media           113,253,123
    Multiline Retail – 0.4%            
1,740   Belk, Inc., Term Loan, First Lien 8.803% 3-Month LIBOR 6.750% 7/31/25 B2 1,224,968
2,720   EG America LLC, Term Loan, First Lien 5.961% 3-Month LIBOR 4.000% 2/05/25 B 2,714,349
4,460   Total Multiline Retail           3,939,317
    Multi-Utilities – 0.5%            
4,800   Pacific Gas & Electric, Revolving Term Loan, (WI/DD), (5) TBD TBD TBD TBD N/R 4,818,000
    Oil, Gas & Consumable Fuels – 3.3%            
659   BCP Renaissance Parent, Term Loan B 5.349% 2-Month LIBOR 3.500% 9/28/24 BB+ 587,894
3,400   Buckeye Partners, Term Loan, First Lien 4.441% 1-Month LIBOR 2.750% 11/01/26 BBB- 3,434,952
1,109   California Resources Corporation, Term Loan 12.180% 1-Month LIBOR 10.375% 12/31/21 B 837,586
7,809   California Resources Corporation, Term Loan B 6.555% 1-Month LIBOR 4.750% 12/31/22 B 7,041,169
4,104   Delek US Holdings, Inc., Initial Loan 4.042% 1-Month LIBOR 2.250% 3/30/25 BB+ 4,102,385
11,796   Fieldwood Energy LLC, Exit Term Loan 7.177% 3-Month LIBOR 5.250% 4/11/22 BB- 9,919,773
7,568   Fieldwood Energy LLC, Exit Term Loan, Second Lien, (DD1) 9.177% 3-Month LIBOR 7.250% 4/11/23 B+ 4,356,494
2,045   Gulf Finance, LLC, Term Loan B, (DD1) 6.950% 1-Month LIBOR 5.250% 8/25/23 CCC+ 1,610,501
      26

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Oil, Gas & Consumable Fuels (continued)            
$333   Peabody Energy Corporation, Term Loan B 4.549% 1-Month LIBOR 2.750% 3/31/25 BB- $294,549
38,823   Total Oil, Gas & Consumable Fuels           32,185,303
    Personal Products – 1.1%            
4,604   Coty, Inc., Term Loan A 3.460% 1-Month LIBOR 1.750% 4/05/23 BB- 4,488,624
264   Coty, Inc., Term Loan B 3.960% 1-Month LIBOR 2.250% 4/05/25 BB- 259,169
1,750   Edgewell Personal Care Company, Term Loan B, (WI/DD) TBD TBD TBD TBD BB 1,763,125
5,000   Revlon Consumer Products Corporation, Term Loan B, First Lien 5.409% 3-Month LIBOR 3.500% 9/07/23 B3 3,847,124
11,618   Total Personal Products           10,358,042
    Pharmaceuticals – 2.6%            
2,693   Alphabet Holding Company, Inc., Initial Term Loan, First Lien 5.299% 1-Month LIBOR 3.500% 9/28/24 B- 2,609,262
1,000   Alphabet Holding Company, Inc., Initial Term Loan, Second Lien 9.549% 1-Month LIBOR 7.750% 8/15/25 CCC 885,415
6,508   Concordia Healthcare Corp, Exit Term Loan 7.447% 3-Month LIBOR 5.500% 9/06/24 B- 6,114,891
143   Mallinckrodt International Finance S.A., Term Loan B, First Lien 4.854% 3-Month LIBOR 2.750% 9/24/24 B- 117,049
198   Mallinckrodt International Finance S.A., Term Loan, First Lien 4.909% 3-Month LIBOR 3.000% 2/24/25 B- 161,970
2,863   Prestige Brands, Inc., Term Loan B4 3.799% 1-Month LIBOR 2.000% 1/26/24 BB 2,886,210
1,203   Valeant Pharmaceuticals International, Inc., Term Loan B 4.490% 1-Month LIBOR 2.750% 11/27/25 BB 1,211,146
10,650   Valeant Pharmaceuticals International, Inc., Term Loan, First Lien 4.740% 1-Month LIBOR 3.000% 6/02/25 BB 10,724,785
25,258   Total Pharmaceuticals           24,710,728
    Professional Services – 1.4%            
3,990   Ceridian HCM Holding, Inc., Term Loan B 4.799% 1-Month LIBOR 3.000% 4/30/25 B 4,020,317
4,535   Nielsen Finance LLC, Term Loan B4 3.710% 1-Month LIBOR 2.000% 10/04/23 BBB- 4,556,314
708   On Assignment, Inc., Term Loan B3 3.549% 1-Month LIBOR 1.750% 4/02/25 Ba1 713,079
5,422   Skillsoft Corporation, Initial Term Loan, First Lien 6.946% 6-Month LIBOR 4.750% 4/28/21 Caa2 4,208,906
14,655   Total Professional Services           13,498,616
    Real Estate Management & Development – 0.6%            
2,475   Forest City Enterprises, L.P., New Term Loan B 5.299% 1-Month LIBOR 3.500% 12/07/25 B2 2,492,016
27      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Real Estate Management & Development (continued)            
$3,147   GGP, Initial Term Loan A2 4.195% 1-Month LIBOR 2.250% 8/24/23 BB+ $3,138,952
5,622   Total Real Estate Management & Development           5,630,968
    Road & Rail – 1.0%            
4,912   Avolon LLC, Term Loan B3 3.515% 1-Month LIBOR 1.750% 1/15/25 Baa2 4,948,699
2,013   Savage Enterprises LLC, Initial Term Loan 5.740% 1-Month LIBOR 4.000% 8/01/25 B+ 2,040,966
2,369   United Rentals, Inc., Term Loan B 3.549% 1-Month LIBOR 1.750% 10/31/25 BBB- 2,386,705
9,294   Total Road & Rail           9,376,370
    Semiconductors & Semiconductor Equipment – 0.9%            
1,792   Cabot Microelectronics, Term Loan B1 3.813% 1-Month LIBOR 2.000% 11/14/25 BB+ 1,803,408
2,365   Lumileds, Term Loan B, (DD1) 5.445% 3-Month LIBOR 3.500% 6/30/24 CCC+ 1,407,460
2,750   Microchip Technology, Inc., Term Loan B 3.800% 1-Month LIBOR 2.000% 5/29/25 Baa3 2,769,844
2,908   ON Semiconductor Corporation, New Replacement Term Loan B4 3.799% 1-Month LIBOR 2.000% 9/19/26 BB 2,931,922
9,815   Total Semiconductors & Semiconductor Equipment           8,912,634
    Software – 7.9%            
1,455   Applied Systems, Inc., Initial Term Loan, First Lien, (DD1) 5.195% 3-Month LIBOR 3.250% 9/19/24 B2 1,461,837
2,000   Blackboard, Inc., Term Loan B5, First Lien 7.908% 3-Month LIBOR 6.000% 6/30/24 B 1,971,880
1,522   Compuware Corporation, Term Loan, First Lien 5.799% 1-Month LIBOR 4.000% 8/23/25 B 1,534,142
991   Ellucian, Term Loan B, First Lien 5.195% 3-Month LIBOR 3.250% 9/30/22 B 994,912
2,730   Epicor Software Corporation, Term Loan B 5.050% 1-Month LIBOR 3.250% 6/01/22 B2 2,748,266
2,592   Greeneden U.S. Holdings II LLC, Term Loan B 5.049% 1-Month LIBOR 3.250% 12/01/23 B2 2,603,914
746   Greenway Health, Term Loan, First Lien 5.690% 3-Month LIBOR 3.750% 2/16/24 B 667,825
8,115   Infor (US), Inc., Term Loan B 4.695% 3-Month LIBOR 2.750% 2/01/22 Ba3 8,162,364
5,131   Informatica, Term Loan B 5.049% 1-Month LIBOR 3.250% 8/06/22 B1 5,159,034
1,324   Kronos Incorporated, Term Loan B 4.909% 3-Month LIBOR 3.000% 11/01/23 B 1,332,895
1,500   Kronos Incorporated, Term Loan B, Second Lien 10.159% 3-Month LIBOR 8.250% 11/01/24 CCC 1,535,625
1,312   McAfee Holdings International, Inc., Term Loan, Second Lien 10.305% 1-Month LIBOR 8.500% 9/28/25 B- 1,324,313
4,912   McAfee LLC, Term Loan B 5.555% 1-Month LIBOR 3.750% 9/29/24 B 4,939,725
1,247   Micro Focus International PLC, New Term Loan 4.299% 1-Month LIBOR 2.500% 6/21/24 BB+ 1,250,893
8,420   Micro Focus International PLC, Term Loan B 4.299% 1-Month LIBOR 2.500% 6/21/24 BB+ 8,447,586
1,584   Micro Focus International PLC, Term Loan B2 4.049% 1-Month LIBOR 2.250% 11/30/21 BB+ 1,597,294
995   Misys, New Term Loan, First Lien 5.696% 6-Month LIBOR 3.500% 6/13/24 BB- 989,810
3,113   Misys, New Term Loan, Second Lien 9.446% 6-Month LIBOR 7.250% 6/13/25 CCC+ 3,054,152
      28

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Software (continued)            
$1,995   Perforce Software Inc., Term Loan, First Lien 6.299% 1-Month LIBOR 4.500% 7/08/26 B2 $1,998,751
2,300   Press Ganey Holdings, Inc., Term Loan, First Lien 5.299% 1-Month LIBOR 3.500% 7/26/26 B 2,315,677
1,950   Quintiles Transnational Corporation, Dollar Term Loan B3 3.695% 3-Month LIBOR 1.750% 6/11/25 BBB- 1,962,954
2,027   RP Crown Parent LLC, Term Loan B 4.555% 1-Month LIBOR 2.750% 10/12/23 B1 2,043,576
5,085   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B3 4.049% 1-Month LIBOR 2.250% 4/16/25 BB+ 5,126,069
3,525   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B4 4.049% 1-Month LIBOR 2.250% 4/16/25 BB+ 3,554,156
5,526   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B5 4.049% 1-Month LIBOR 2.250% 4/16/25 BB+ 5,569,846
4,215   TIBCO Software, Inc., Term Loan B 5.710% 1-Month LIBOR 4.000% 7/03/26 BB- 4,239,556
76,312   Total Software           76,587,052
    Specialty Retail – 1.7%            
3,239   Academy, Ltd., Term Loan B 5.694% 1-Month LIBOR 4.000% 7/01/22 CCC+ 2,679,813
1,859   Petco Animal Supplies, Inc., Term Loan B1 5.177% 3-Month LIBOR 3.250% 1/26/23 B2 1,588,114
11,678   Petsmart Inc., Term Loan B, First Lien 5.740% 1-Month LIBOR 4.000% 3/11/22 B 11,576,405
786   Serta Simmons Holdings LLC, Term Loan, Second Lien 9.785% 1-Month LIBOR 8.000% 11/08/24 Caa3 242,486
17,562   Total Specialty Retail           16,086,818
    Technology Hardware, Storage & Peripherals – 1.9%            
4,010   BMC Software, Inc., Term Loan B 6.049% 1-Month LIBOR 4.250% 10/02/25 B2 3,973,850
11,436   Dell International LLC, Refinancing Term Loan B1 3.800% 1-Month LIBOR 2.000% 9/19/25 Baa3 11,530,905
977   Diebold, Inc., Term Loan A1 11.063% 1-Month LIBOR 9.250% 8/30/22 B- 1,034,518
1,596   NCR Corporation, Term Loan B 4.300% 1-Month LIBOR 2.500% 8/28/26 BBB- 1,615,950
18,019   Total Technology Hardware, Storage & Peripherals           18,155,223
    Trading Companies & Distributors – 0.6%            
2,680   Hayward Industries, Inc., Initial Term Loan, First Lien 5.299% 1-Month LIBOR 3.500% 8/04/24 B 2,666,180
1,974   Univar, Inc., Term Loan B 4.049% 1-Month LIBOR 2.250% 7/01/24 BB+ 1,984,307
1,609   Utility One Source, Term Loan B 7.299% 1-Month LIBOR 5.500% 4/18/23 B 1,625,545
6,263   Total Trading Companies & Distributors           6,276,032
    Transportation Infrastructure – 0.4%            
1,485   Atlantic Aviation FBO Inc., Term Loan 5.550% 1-Month LIBOR 3.750% 12/06/25 BB 1,504,498
698   Standard Aero, Canadien Term Loan 5.945% 3-Month LIBOR 4.000% 4/04/26 BB 703,272
29      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Transportation Infrastructure (continued)            
$1,297   Standard Aero, USD Term Loan B 5.945% 3-Month LIBOR 4.000% 4/08/26 BB $1,308,087
3,480   Total Transportation Infrastructure           3,515,857
    Wireless Telecommunication Services – 1.2%            
11,370   Sprint Corporation, Term Loan, First Lien 4.313% 1-Month LIBOR 2.500% 2/03/24 BB+ 11,290,217
$862,873   Total Variable Rate Senior Loan Interests (cost $849,459,848)         837,768,775
    
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    CORPORATE BONDS – 12.9%            
    Commercial Services & Supplies – 0.7%            
$6,450   ADT Security Corp/The     6.250% 10/15/21 BB- $6,804,750
    Communications Equipment – 0.3%            
3,682   Intelsat Jackson Holdings SA     5.500% 8/01/23 CCC+ 3,162,985
    Consumer Finance – 0.2%            
1,550   Verscend Escrow Corp, 144A     9.750% 8/15/26 CCC+ 1,695,313
    Containers & Packaging – 1.0%            
9,691   Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu     5.750% 10/15/20 B+ 9,703,191
    Diversified Telecommunication Services – 1.3%            
3,900   CenturyLink Inc     5.800% 3/15/22 BB 4,099,953
4,000   CenturyLink Inc     6.750% 12/01/23 BB 4,465,000
4,000   Frontier Communications Corp, 144A     8.000% 4/01/27 B 4,180,000
11,900   Total Diversified Telecommunication Services           12,744,953
    Electric Utilities – 1.3%            
3,030   Pacific Gas & Electric Co, (5)     2.450% 8/15/22 D 3,028,109
1,545   Pacific Gas & Electric Co, (5)     3.250% 6/15/23 D 1,537,275
1,075   Pacific Gas & Electric Co, (5)     3.850% 11/15/23 D 1,085,750
3,080   Pacific Gas & Electric Co, (5)     3.300% 12/01/27 D 3,080,000
3,155   Pacific Gas & Electric Co, (5)     6.050% 3/01/34 D 3,304,862
615   Pacific Gas & Electric Co, (5)     4.750% 2/15/44 D 631,913
12,500   Total Electric Utilities           12,667,909
    Energy Equipment & Services – 0.2%            
2,000   Bausch Health Cos Inc, 144A     6.125% 4/15/25 B 2,066,460
    Health Care Providers & Services – 0.7%            
1,250   Envision Healthcare Corp, 144A     8.750% 10/15/26 CCC+ 775,000
500   RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A     9.750% 12/01/26 CCC+ 565,000
      30

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    Health Care Providers & Services (continued)            
$5,000   Tenet Healthcare Corp     8.125% 4/01/22 B- $5,531,250
6,750   Total Health Care Providers & Services           6,871,250
    Hotels, Restaurants & Leisure – 1.1%            
2,400   MGM Resorts International     7.750% 3/15/22 BB 2,676,000
5,000   MGM Resorts International     6.000% 3/15/23 BB 5,487,500
2,000   Scientific Games International Inc, 144A     5.000% 10/15/25 B+ 2,095,000
9,400   Total Hotels, Restaurants & Leisure           10,258,500
    IT Services – 0.3%            
2,500   Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl/Greeneden US Ho, 144A     10.000% 11/30/24 CCC+ 2,703,125
    Media – 2.3%            
800   CCO Holdings LLC / CCO Holdings Capital Corp     5.750% 9/01/23 BB+ 815,000
200   Charter Communications Operating LLC / Charter Communications Operating Capital     3.579% 7/23/20 BBB- 201,272
3,905   Clear Channel Worldwide Holdings Inc, 144A     9.250% 2/15/24 B- 4,324,788
2,000   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- 2,050,000
18,490   iHeartCommunications Inc, (5), (6)     14.000% 8/01/21 N/R  —
9,723   iHeartCommunications Inc     8.375% 5/01/27 B- 10,743,777
7,091   iHeartCommunications Inc, (5), (6)     9.000% 12/15/49 N/R  —
4,430   Nielsen Finance LLC / Nielsen Finance Co, 144A     5.000% 4/15/22 BB 4,446,612
46,639   Total Media           22,581,449
    Oil, Gas & Consumable Fuels – 0.1%            
250   Oasis Petroleum Inc, 144A     6.250% 5/01/26 B+ 207,500
250   Whiting Petroleum Corp     6.625% 1/15/26 BB- 170,370
500   Total Oil, Gas & Consumable Fuels           377,870
    Pharmaceuticals – 1.4%            
5,240   Advanz Pharma Corp     8.000% 9/06/24 B- 4,951,800
2,000   Bausch Health Cos Inc, 144A     7.000% 3/15/24 BB 2,080,000
6,000   Bausch Health Cos Inc, 144A     9.000% 12/15/25 B 6,823,200
13,240   Total Pharmaceuticals           13,855,000
    Semiconductors & Semiconductor Equipment – 0.1%            
621   Advanced Micro Devices Inc     7.500% 8/15/22 BB- 699,401
    Software – 1.0%            
8,870   TIBCO Software Inc, 144A     11.375% 12/01/21 B- 9,191,981
    Wireless Telecommunication Services – 0.9%            
4,000   Intelsat Connect Finance SA, 144A     9.500% 2/15/23 CCC- 2,798,800
4,623   Level 3 Financing Inc     5.375% 8/15/22 BB 4,640,105
31      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    Wireless Telecommunication Services (continued)            
$2,000   T-Mobile US Inc, (5), (6)     6.000% 3/01/23 N/R $ —
1,600   T-Mobile USA Inc     6.000% 3/01/23 BB+ 1,628,800
12,223   Total Wireless Telecommunication Services           9,067,705
$148,516   Total Corporate Bonds (cost $121,362,264)           124,451,842
    
Shares   Description (1)           Value
    COMMON STOCKS – 2.0%            
    Diversified Consumer Services – 0.0%            
17,726   Cengage Learning Holdings II Inc, (7), (8)           $215,672
    Energy Equipment & Services – 0.1%            
76,990   Transocean Ltd           529,691
5,884   Vantage Drilling International, (7), (8)           188,288
    Total Energy Equipment & Services           717,979
    Health Care Providers & Services – 0.0%            
65,945   Millennium Health LLC, (7), (8)           396
61,430   Millennium Health LLC, (6), (8)           67,823
57,666   Millennium Health LLC, (6), (8)           57,898
    Total Health Care Providers & Services           126,117
    Internet & Direct Marketing Retail – 0.0%            
7,503   Catalina Marketing Corp, (7), (8)           39,391
    Marine – 0.0%            
11,073   HGIM Corp, (7), (8)           107,962
    Media – 1.6%            
1,305,573   Clear Channel Outdoor Holdings Inc, (8)           3,733,939
73,000   Cumulus Media Inc, (8)           1,282,610
590,176   iHeartMedia Inc, (8)           9,973,974
    Total Media           14,990,523
    Pharmaceuticals – 0.0%            
18,761   Advanz Pharma Corp, (8)           54,632
    Software – 0.3%            
236,154   Avaya Holdings Corp, (8)           3,188,079
    Specialty Retail – 0.0%            
9,046   Gymboree Holding Corp, (6), (8)            —
24,628   Gymboree Holding Corp, (6), (8)            —
    Total Specialty Retail            —
    Total Common Stocks (cost $30,820,855)           19,440,355
    
      32

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2019
(Unaudited)
Shares   Description (1)           Value
    WARRANTS – 0.1%            
    Communications Equipment – 0.0%            
16,108   Avaya Holdings Corp, (7)           $16,108
    Marine – 0.1%            
49,473   HGIM, (7), (8)           482,362
    Total Warrants (cost $3,344,740)           498,470
    
Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.0%            
    Oil, Gas & Consumable Fuels – 0.0%            
3,829   Fieldwood Energy LLC, (7), (8)           $69,561
18,956   Fieldwood Energy LLC, (7), (8)           344,374
    Total Common Stock Rights (cost $541,054)           413,935
    Total Long-Term Investments (cost $1,005,528,761)           982,573,377
    Borrowings – (2.6)%           (24,842,964)
    Other Assets Less Liabilities – 0.9%           8,836,292
    Net Assets – 100%           $966,566,705
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. 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. A three-tier hierarchy 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 the reporting entity’s own 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).
33      

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Variable Rate Senior Loan Interests $ — $837,768,775 $ — $837,768,775
Corporate Bonds  — 124,451,842  —* 124,451,842
Common Stocks 18,762,925 551,709 125,721 19,440,355
Warrants  — 498,470  — 498,470
Common Stock Rights  — 413,935  — 413,935
Total $18,762,925 $963,684,731 $125,721 $982,573,377
    
* Value equals zero as of the end of the reporting period.
    
  For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.  
(1) All percentages shown in the Portfolio of Investments are based on net assets unless otherwise noted.  
(2) 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.  
(3) 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.  
(4) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(5) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(6) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(7) For fair value measurement disclosure purposes, investment classified as Level 2.  
(8) Non-income producing; issuer has not declared a dividend within the past twelve months.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
DD1 Portion of investment purchased on a delayed delivery basis.  
LIBOR London Inter-Bank Offered Rate  
N/A Not Applicable.  
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.  
TBD Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
      34