NPORT-EX 2 Inv_Tr_III.htm
Nuveen Symphony High Yield Income Fund
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    LONG-TERM INVESTMENTS – 100.3%            
    CORPORATE BONDS – 75.6%            
    Aerospace & Defense – 0.9%            
$1,800   Bombardier Inc, 144A     8.750% 12/01/21 B $1,462,500
1,770   BWX Technologies Inc, 144A     4.125% 6/30/28 BB 1,765,575
900   Signature Aviation US Holdings Inc, 144A     4.000% 3/01/28 BB 813,375
4,470   Total Aerospace & Defense           4,041,450
    Air Freight & Logistics – 0.2%            
950   Cargo Aircraft Management Inc, 144A     4.750% 2/01/28 Ba3 941,688
    Airlines – 0.2%            
840   Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd, 144A     6.500% 6/20/27 Baa3 842,100
    Auto Components – 2.0%            
1,800   Allison Transmission Inc, 144A     5.875% 6/01/29 BB 1,872,000
450   Clarios Global LP, 144A     6.750% 5/15/25 B1 468,000
2,650   Clarios Global LP / Clarios US Finance Co, 144A     6.250% 5/15/26 B1 2,732,812
2,700   Goodyear Tire & Rubber Co     9.500% 5/31/25 BB- 2,892,375
1,400   Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance Inc, 144A     7.875% 10/01/22 Caa2 1,208,900
9,000   Total Auto Components           9,174,087
    Automobiles – 0.2%            
840   Winnebago Industries Inc, 144A, (WI/DD)     6.250% 7/15/28 BB 840,000
    Building Products – 1.3%            
1,000   Builders FirstSource Inc, 144A     6.750% 6/01/27 BB+ 1,023,750
1,400   Builders FirstSource Inc, 144A     5.000% 3/01/30 B+ 1,316,000
2,700   Hillman Group Inc, 144A     6.375% 7/15/22 CCC 2,492,019
880   Standard Industries Inc/NJ, 144A     4.375% 7/15/30 BBB- 870,927
5,980   Total Building Products           5,702,696
    Capital Markets – 0.3%            
450   AG Issuer LLC, 144A     6.250% 3/01/28 B2 418,500
1,000   LPL Holdings Inc, 144A     4.625% 11/15/27 BB 987,500
1,450   Total Capital Markets           1,406,000
    Chemicals – 1.3%            
700   Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV, 144A     4.750% 6/15/27 BB- 703,640
      0

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Chemicals (continued)            
$1,320   Illuminate Buyer LLC / Illuminate Holdings IV Inc, 144A     9.000% 7/01/28 B- $1,376,100
2,680   PQ Corp, 144A     5.750% 12/15/25 B 2,700,100
1,000   Valvoline Inc, 144A     4.250% 2/15/30 BB- 985,000
5,700   Total Chemicals           5,764,840
    Commercial Services & Supplies – 0.6%            
750   Allied Universal Holdco LLC / Allied Universal Finance Corp, 144A     6.625% 7/15/26 BB- 787,500
900   Compass Group Diversified Holdings LLC, 144A     8.000% 5/01/26 B1 915,237
540   GFL Environmental Inc, 144A     7.000% 6/01/26 B- 561,600
590   Tervita Corp, 144A     7.625% 12/01/21 B3 463,150
2,780   Total Commercial Services & Supplies           2,727,487
    Communications Equipment – 2.9%            
3,600   CommScope Inc, 144A     6.000% 3/01/26 Ba3 3,690,000
5,450   Intelsat Jackson Holdings SA, (3)     5.500% 8/01/23 N/R 3,104,865
4,000   Intelsat Jackson Holdings SA, 144A, (3)     9.750% 7/15/25 N/R 2,457,200
850   ViaSat Inc, 144A     5.625% 9/15/25 BB- 813,875
1,800   ViaSat Inc, 144A     5.625% 4/15/27 BB+ 1,842,750
880   ViaSat Inc, 144A     6.500% 7/15/28 BB- 880,185
16,580   Total Communications Equipment           12,788,875
    Construction & Engineering – 0.2%            
700   Picasso Finance Sub Inc, 144A     6.125% 6/15/25 B 713,125
    Consumer Finance – 1.3%            
930   Curo Group Holdings Corp, 144A     8.250% 9/01/25 B- 743,721
1,700   DAE Funding LLC, 144A     4.500% 8/01/22 Baa3 1,619,250
850   Provident Funding Associates LP / PFG Finance Corp, 144A     6.375% 6/15/25 B2 794,750
1,350   Springleaf Finance Corp     8.875% 6/01/25 BB- 1,443,406
1,100   Verscend Escrow Corp, 144A     9.750% 8/15/26 CCC+ 1,185,250
5,930   Total Consumer Finance           5,786,377
    Containers & Packaging – 0.7%            
450   Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A     4.125% 8/15/26 BB+ 445,252
900   Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A     5.250% 8/15/27 B 883,458
900   Cascades Inc/Cascades USA Inc, 144A     5.125% 1/15/26 BB- 913,500
900   Trivium Packaging Finance BV, 144A     5.500% 8/15/26 B+ 907,875
3,150   Total Containers & Packaging           3,150,085
1      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Distributors – 0.2%            
$900   American Builders & Contractors Supply Co Inc, 144A     4.000% 1/15/28 BB+ $874,593
    Diversified Consumer Services – 1.1%            
4,950   Kronos Acquisition Holdings Inc, 144A     9.000% 8/15/23 Caa2 4,739,625
    Diversified Financial Services – 1.0%            
2,300   Air Methods Corp, 144A     8.000% 5/15/25 CCC 1,621,500
900   HAT Holdings I LLC / HAT Holdings II LLC, 144A     6.000% 4/15/25 BB+ 942,750
2,000   PetSmart Inc, 144A     7.125% 3/15/23 CCC+ 1,972,160
5,200   Total Diversified Financial Services           4,536,410
    Diversified Telecommunication Services – 1.5%            
900   Altice France SA/France, 144A     5.500% 1/15/28 B 909,000
2,100   Meredith Corp, 144A     6.500% 7/01/25 BB- 2,079,000
1,900   Qualitytech LP / QTS Finance Corp, 144A     4.750% 11/15/25 BB 1,938,969
700   Virgin Media Finance PLC, 144A     5.000% 7/15/30 B 683,445
880   Virgin Media Secured Finance PLC, 144A     4.500% 8/15/30 BB+ 880,550
6,480   Total Diversified Telecommunication Services           6,490,964
    Electric Utilities – 3.1%            
1,800   Bruce Mansfield Unit 1 2007 Pass-Through Trust, (3)     6.850% 6/01/34 N/R 9,000
1,850   Pacific Gas and Electric Co     4.550% 7/01/30 BBB- 2,062,876
3,700   Pacific Gas and Electric Co, (3)     6.050% 3/01/34 N/R 4,412,250
1,000   Pacific Gas and Electric Co, (3)     4.750% 2/15/44 Baa3 1,177,500
1,850   Pacific Gas and Electric Co     4.950% 7/01/50 BBB- 2,110,823
840   PG&E Corp, (3)     5.000% 7/01/28 BB 836,850
840   PG&E Corp, (3)     5.250% 7/01/30 BB 844,200
2,250   Talen Energy Supply LLC, 144A     6.625% 1/15/28 B 2,202,188
450   Talen Energy Supply LLC, 144A     7.625% 6/01/28 BB 450,000
14,580   Total Electric Utilities           14,105,687
    Electronic Equipment, Instruments & Components – 0.4%            
1,800   MTS Systems Corp, 144A     5.750% 8/15/27 B+ 1,651,500
    Energy Equipment & Services – 1.0%            
900   Archrock Partners LP / Archrock Partners Finance Corp, 144A     6.250% 4/01/28 B+ 823,770
1,590   FTS International Inc     6.250% 5/01/22 CCC- 508,800
1,300   Oceaneering International Inc     6.000% 2/01/28 B+ 910,000
900   Shelf Drilling Holdings Ltd, 144A     8.250% 2/15/25 CCC+ 405,000
752   Transocean Guardian Ltd, 144A     5.875% 1/15/24 B2 653,610
1,000   Transocean Inc, 144A     8.000% 2/01/27 CCC+ 551,875
      2

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Energy Equipment & Services (continued)            
$751   Transocean Pontus Ltd, 144A     6.125% 8/01/25 B2 $653,805
7,193   Total Energy Equipment & Services           4,506,860
    Equity Real Estate Investment Trust – 2.5%            
2,978   Clear Channel Worldwide Holdings Inc     9.250% 2/15/24 CCC+ 2,762,482
1,800   MPT Operating Partnership LP / MPT Finance Corp     4.625% 8/01/29 BBB- 1,809,000
900   Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, 144A     7.500% 6/01/25 BB- 920,250
3,635   Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC, 144A     7.875% 2/15/25 B 3,683,237
920   VICI Properties LP / VICI Note Co Inc, 144A     4.125% 8/15/30 BB 877,450
900   Wolverine World Wide Inc, 144A     6.375% 5/15/25 Ba2 942,750
11,133   Total Equity Real Estate Investment Trust           10,995,169
    Food & Staples Retailing – 1.9%            
1,465   Del Monte Foods Inc, 144A     11.875% 5/15/25 CCC+ 1,479,650
1,800   Kraft Heinz Foods Co     6.500% 2/09/40 Baa3 2,164,919
1,620   New Albertsons LP     8.000% 5/01/31 B- 1,814,400
1,800   US Foods Inc, 144A     5.875% 6/15/24 BB- 1,710,000
1,500   US Foods Inc, 144A     6.250% 4/15/25 BB 1,526,250
8,185   Total Food & Staples Retailing           8,695,219
    Food Products – 1.5%            
1,808   H-Food Holdings LLC / Hearthside Finance Co Inc, 144A     8.500% 6/01/26 CCC 1,684,749
2,250   JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 144A     5.500% 1/15/30 BB 2,306,250
900   Kraft Heinz Foods Co, 144A     5.500% 6/01/50 Baa3 959,021
1,575   Post Holdings Inc, 144A     4.625% 4/15/30 B+ 1,545,547
6,533   Total Food Products           6,495,567
    Gas Utilities – 0.7%            
3,300   Rockpoint Gas Storage Canada Ltd, 144A     7.000% 3/31/23 B 3,024,252
    Health Care Equipment & Supplies – 0.2%            
920   Radiology Partners Inc, 144A     9.250% 2/01/28 CCC 867,100
    Health Care Providers & Services – 4.9%            
1,350   CHS/Community Health Systems Inc, 144A     9.875% 6/30/23 CCC- 1,050,232
900   Cushman & Wakefield US Borrower LLC, 144A     6.750% 5/15/28 BB- 938,250
1,800   DaVita Inc, 144A     4.625% 6/01/30 Ba3 1,790,100
900   Encompass Health Corp     4.750% 2/01/30 B+ 859,500
1,800   LifePoint Health Inc, 144A     4.375% 2/15/27 B1 1,701,000
1,800   Molina Healthcare Inc, 144A     4.375% 6/15/28 BB- 1,804,500
3      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Health Care Providers & Services (continued)            
$1,160   Polaris Intermediate Corp, 144A, (cash 8.500%, PIK 9.250%)     8.500% 12/01/22 B- $1,020,800
4,050   RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A     9.750% 12/01/26 CCC+ 4,131,000
3,000   Tenet Healthcare Corp     8.125% 4/01/22 B- 3,150,000
1,800   Tenet Healthcare Corp, 144A     7.500% 4/01/25 BB- 1,912,500
700   Tenet Healthcare Corp, 144A     4.625% 6/15/28 BB- 685,776
900   Vizient Inc, 144A     6.250% 5/15/27 B 942,750
2,000   West Street Merger Sub Inc, 144A     6.375% 9/01/25 CCC 1,935,000
22,160   Total Health Care Providers & Services           21,921,408
    Health Care Technology – 0.8%            
3,400   Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 144A     5.750% 3/01/25 B- 3,357,500
    Hotels, Restaurants & Leisure – 6.0%            
900   1011778 BC ULC / New Red Finance Inc, 144A     5.750% 4/15/25 BB+ 945,000
1,000   Boyd Gaming Corp, 144A     4.750% 12/01/27 B- 858,180
2,750   Caesars Resort Collection LLC / CRC Finco Inc, 144A     5.250% 10/15/25 CCC+ 2,392,500
1,800   Carnival Corp, 144A     11.500% 4/01/23 Baa3 1,943,889
1,680   Colt Merger Sub Inc, 144A, (WI/DD)     5.750% 7/01/25 B+ 1,688,400
2,700   ESH Hospitality Inc, 144A     4.625% 10/01/27 BB- 2,538,000
1,200   IRB Holding Corp, 144A     7.000% 6/15/25 B 1,234,500
900   IRB Holding Corp, 144A     6.750% 2/15/26 CCC+ 859,500
1,350   Marriott Ownership Resorts Inc, 144A     4.750% 1/15/28 B1 1,225,638
900   NCL Corp Ltd, 144A     12.250% 5/15/24 BB 941,355
1,000   NCL Corp Ltd, 144A     3.625% 12/15/24 B+ 612,500
450   Royal Caribbean Cruises Ltd, 144A     10.875% 6/01/23 BBB- 462,403
440   Royal Caribbean Cruises Ltd, 144A     9.125% 6/15/23 BB 436,482
450   Royal Caribbean Cruises Ltd, 144A     11.500% 6/01/25 BBB- 469,090
500   Scientific Games International Inc, 144A     5.000% 10/15/25 B+ 461,630
1,000   SeaWorld Parks & Entertainment Inc, 144A     8.750% 5/01/25 B- 1,010,000
1,980   Six Flags Entertainment Corp, 144A     4.875% 7/31/24 B- 1,769,645
450   Six Flags Theme Parks Inc, 144A     7.000% 7/01/25 Ba2 465,187
900   Speedway Motorsports LLC / Speedway Funding II Inc, 144A     4.875% 11/01/27 BB- 819,000
1,700   Station Casinos LLC, 144A     5.000% 10/01/25 B- 1,496,000
2,750   Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp, 144A     5.875% 5/15/25 B- 2,681,250
1,745   Wyndham Hotels & Resorts Inc, 144A     5.375% 4/15/26 Ba2 1,679,562
28,545   Total Hotels, Restaurants & Leisure           26,989,711
      4

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Household Durables – 1.0%            
$2,511   New Home Co Inc     7.250% 4/01/22 B- $2,335,230
1,350   Tempur Sealy International Inc     5.625% 10/15/23 BB- 1,363,500
850   TRI Pointe Group Inc     5.700% 6/15/28 BB- 862,750
4,711   Total Household Durables           4,561,480
    Household Products – 0.9%            
3,600   Spectrum Brands Inc, 144A     5.000% 10/01/29 BB 3,555,000
630   Spectrum Brands Inc, 144A     5.500% 7/15/30 BB 630,787
4,230   Total Household Products           4,185,787
    Industrial Conglomerates – 0.1%            
1,400   Aptim Corp, 144A     7.750% 6/15/25 CCC+ 553,000
    Insurance – 1.0%            
1,800   Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 144A     6.750% 10/15/27 CCC+ 1,793,916
2,000   Nationstar Mortgage Holdings Inc, 144A     8.125% 7/15/23 B 2,052,400
450   NFP Corp, 144A     7.000% 5/15/25 B 472,500
4,250   Total Insurance           4,318,816
    Interactive Media & Services – 0.4%            
1,870   Rackspace Hosting Inc, 144A     8.625% 11/15/24 B- 1,903,660
    IT Services – 1.3%            
1,320   Gartner Inc, 144A     4.500% 7/01/28 BB 1,335,444
2,700   Go Daddy Operating Co LLC / GD Finance Co Inc, 144A     5.250% 12/01/27 BB- 2,747,250
1,800   Sabre GLBL Inc, 144A     9.250% 4/15/25 Ba3 1,896,750
5,820   Total IT Services           5,979,444
    Leisure Products – 0.4%            
2,000   Hercules Achievement Inc / Varsity Brands Holding Co Inc, 144A, (3-Month LIBOR reference rate + 8.000% spread), (4)     9.000% 12/22/24 B2 1,945,000
    Life Sciences Tools & Services – 0.6%            
1,350   Charles River Laboratories International Inc, 144A     4.250% 5/01/28 BB 1,349,312
450   Jaguar Holding Co II / PPD Development LP, 144A     4.625% 6/15/25 B 457,965
900   Jaguar Holding Co II / PPD Development LP, 144A     5.000% 6/15/28 B 921,375
2,700   Total Life Sciences Tools & Services           2,728,652
    Machinery – 1.3%            
3,510   Apex Tool Group LLC / BC Mountain Finance Inc, 144A     9.000% 2/15/23 CCC 2,535,975
885   Hillenbrand Inc     5.750% 6/15/25 BB+ 915,975
850   Meritor Inc, 144A     6.250% 6/01/25 BB- 858,500
5      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Machinery (continued)            
$1,500   Navistar International Corp, 144A     9.500% 5/01/25 BB- $1,606,875
6,745   Total Machinery           5,917,325
    Media – 11.0%            
3,500   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.375% 6/01/29 BB+ 3,692,500
2,025   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     4.500% 8/15/30 BB 2,066,513
1,350   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     4.500% 5/01/32 BB 1,366,875
3,410   Clear Channel Worldwide Holdings Inc, 144A     5.125% 8/15/27 B+ 3,273,600
3,600   CSC Holdings LLC, 144A     5.750% 1/15/30 B 3,760,164
1,050   CSC Holdings LLC, 144A     4.625% 12/01/30 B 1,019,928
500   DISH DBS Corp     5.875% 7/15/22 B2 508,400
2,400   DISH DBS Corp     5.000% 3/15/23 B2 2,394,240
900   DISH DBS Corp     7.750% 7/01/26 B2 954,099
1,350   Entercom Media Corp, 144A     6.500% 5/01/27 B- 1,211,625
1,800   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- 1,746,000
850   iHeartCommunications Inc     6.375% 5/01/26 B+ 841,235
1,104   iHeartCommunications Inc     8.375% 5/01/27 CCC+ 1,011,925
2,250   iHeartCommunications Inc, 144A     5.250% 8/15/27 B+ 2,154,375
3,325   iHeartCommunications Inc, 144A     4.750% 1/15/28 B+ 3,067,312
1,550   Intelsat Luxembourg SA, (3)     8.125% 6/01/23 N/R 85,250
1,800   LCPR Senior Secured Financing DAC, 144A     6.750% 10/15/27 BB- 1,836,000
2,030   McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance, 144A     7.875% 5/15/24 BB 1,349,950
2,700   Midcontinent Communications / Midcontinent Finance Corp, 144A     5.375% 8/15/27 B 2,741,526
1,900   Nexstar Broadcasting Inc, 144A     5.625% 7/15/27 B 1,900,114
1,200   Outfront Media Capital LLC / Outfront Media Capital Corp, 144A     5.000% 8/15/27 B+ 1,080,000
2,000   Sirius XM Radio Inc, 144A     5.500% 7/01/29 BB 2,115,540
1,800   TEGNA Inc, 144A     5.000% 9/15/29 BB- 1,695,960
1,000   Telesat Canada / Telesat LLC, 144A     4.875% 6/01/27 BB- 980,000
900   Telesat Canada / Telesat LLC, 144A     6.500% 10/15/27 B 886,500
1,000   Univision Communications Inc, 144A     9.500% 5/01/25 B 1,060,000
885   Univision Communications Inc, 144A     6.625% 6/01/27 B 845,175
1,600   Videotron Ltd, 144A     5.125% 4/15/27 BB+ 1,660,208
1,800   Virgin Media Secured Finance PLC, 144A     5.500% 5/15/29 BB+ 1,897,002
51,579   Total Media           49,202,016
      6

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Metals & Mining – 1.3%            
$1,000   First Quantum Minerals Ltd, 144A     7.250% 4/01/23 B3 $959,790
3,375   Hecla Mining Co     7.250% 2/15/28 B 3,425,625
1,800   Taseko Mines Ltd, 144A     8.750% 6/15/22 CCC+ 1,503,000
6,175   Total Metals & Mining           5,888,415
    Multiline Retail – 0.3%            
675   Kohl's Corp     9.500% 5/15/25 Baa2 769,564
790   Macy's Inc, 144A     8.375% 6/15/25 Ba1 786,050
1,465   Total Multiline Retail           1,555,614
    Oil, Gas & Consumable Fuels – 4.4%            
1,350   Buckeye Partners LP, 144A     4.125% 3/01/25 BB 1,295,015
2,700   Cheniere Energy Partners LP     5.250% 10/01/25 BB 2,691,090
1,800   Citgo Holding Inc, 144A     9.250% 8/01/24 B+ 1,791,000
2,100   CITGO Petroleum Corp, 144A     7.000% 6/15/25 BB 2,102,625
2,205   Enviva Partners LP / Enviva Partners Finance Corp, 144A     6.500% 1/15/26 BB- 2,293,200
440   EQM Midstream Partners LP, 144A     6.000% 7/01/25 BB 444,400
440   EQM Midstream Partners LP, 144A     6.500% 7/01/27 BB 450,705
1,800   Hess Midstream Operations LP, 144A     5.125% 6/15/28 BB+ 1,732,356
950   Holly Energy Partners LP / Holly Energy Finance Corp, 144A     5.000% 2/01/28 BB 904,875
960   Murphy Oil Corp     6.875% 8/15/24 BB+ 897,600
2,000   Murphy Oil Corp     5.875% 12/01/27 BB+ 1,760,000
5,000   Peabody Energy Corp, 144A     6.000% 3/31/22 BB- 3,250,000
21,745   Total Oil, Gas & Consumable Fuels           19,612,866
    Paper & Forest Products – 0.2%            
950   Louisiana-Pacific Corp     4.875% 9/15/24 BB+ 957,325
    Personal Products – 0.5%            
800   Herbalife Nutrition Ltd / HLF Financing Inc, 144A     7.875% 9/01/25 BB- 826,000
1,350   HLF Financing Sarl LLC / Herbalife International Inc, 144A     7.250% 8/15/26 BB- 1,356,750
2,150   Total Personal Products           2,182,750
    Pharmaceuticals – 2.4%            
3,349   Advanz Pharma Corp Ltd     8.000% 9/06/24 B- 3,081,080
2,200   Bausch Health Cos Inc, 144A     7.000% 1/15/28 B 2,266,000
1,800   Bausch Health Cos Inc, 144A     5.000% 1/30/28 B 1,694,682
2,000   Catalent Pharma Solutions Inc, 144A     5.000% 7/15/27 B+ 2,076,260
717   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     9.500% 7/31/27 CCC+ 758,371
988   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     6.000% 6/30/28 Caa2 637,240
7      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Pharmaceuticals (continued)            
$319   Par Pharmaceutical Inc, 144A     7.500% 4/01/27 B+ $327,358
11,373   Total Pharmaceuticals           10,840,991
    Professional Services – 0.5%            
2,400   ASGN Inc, 144A     4.625% 5/15/28 BB- 2,343,888
    Real Estate Management & Development – 0.3%            
900   Forestar Group Inc, 144A     5.000% 3/01/28 B+ 882,000
375   Howard Hughes Corp, 144A     5.375% 3/15/25 BB- 348,975
1,275   Total Real Estate Management & Development           1,230,975
    Semiconductors & Semiconductor Equipment – 0.8%            
840   ams AG, 144A, (WI/DD)     7.000% 7/31/25 N/R 831,600
1,820   Entegris Inc, 144A     4.625% 2/10/26 BB 1,847,300
900   Microchip Technology Inc, 144A     4.250% 9/01/25 BB+ 907,415
3,560   Total Semiconductors & Semiconductor Equipment           3,586,315
    Software – 2.1%            
1,350   Boxer Parent Co Inc, 144A     7.125% 10/02/25 B2 1,417,905
900   Boxer Parent Co Inc, 144A     9.125% 3/01/26 CCC+ 931,500
1,800   Camelot Finance SA, 144A     4.500% 11/01/26 B 1,795,500
900   IQVIA Inc, 144A     5.000% 5/15/27 BB 920,646
1,600   NortonLifeLock Inc, 144A     5.000% 4/15/25 BB+ 1,624,000
900   Open Text Holdings Inc, 144A     4.125% 2/15/30 BB 884,250
1,750   SS&C Technologies Inc, 144A     5.500% 9/30/27 B+ 1,782,182
9,200   Total Software           9,355,983
    Specialty Retail – 2.2%            
880   Abercrombie & Fitch Management Co, 144A, (WI/DD)     8.750% 7/15/25 Ba2 866,800
885   L Brands Inc, 144A     6.875% 7/01/25 BB 913,763
885   L Brands Inc, 144A     9.375% 7/01/25 B+ 886,106
1,800   Lithia Motors Inc, 144A     4.625% 12/15/27 BB 1,782,000
3,600   PetSmart Inc, 144A     8.875% 6/01/25 CCC+ 3,599,856
2,455   Staples Inc, 144A     7.500% 4/15/26 B1 1,929,016
10,505   Total Specialty Retail           9,977,541
    Thrifts & Mortgage Finance – 1.4%            
3,500   Freedom Mortgage Corp, 144A     8.125% 11/15/24 B+ 3,395,000
3,150   Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp, 144A     5.250% 3/15/22 Ba2 2,992,500
6,650   Total Thrifts & Mortgage Finance           6,387,500
    Trading Companies & Distributors – 0.9%            
1,350   Air Lease Corp     2.250% 1/15/23 BBB 1,329,719
      8

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    Trading Companies & Distributors (continued)            
$1,800   Ashtead Capital Inc, 144A     4.000% 5/01/28 BBB- $1,791,000
940   United Rentals North America Inc, (WI/DD)     5.250% 1/15/30 BB- 970,550
4,090   Total Trading Companies & Distributors           4,091,269
    Wireless Telecommunication Services – 1.4%            
2,700   Connect Finco SARL / Connect US Finco LLC, 144A     6.750% 10/01/26 B+ 2,551,500
3,480   Hughes Satellite Systems Corp     5.250% 8/01/26 BBB- 3,599,016
6,180   Total Wireless Telecommunication Services           6,150,516
$356,672   Total Corporate Bonds (cost $349,921,343)           338,587,503
    
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    VARIABLE RATE SENIOR LOAN INTERESTS – 23.2% (5)            
    Aerospace & Defense – 1.0%            
$4,233   Sequa Corporation, Term Loan B 6.000% 3-Month LIBOR 5.000% 11/28/21 B- $3,888,694
985   Sequa Corporation, Term Loan, Second Lien 10.000% 3-Month LIBOR 9.000% 4/28/22 CCC- 718,992
5,218   Total Aerospace & Defense           4,607,686
    Commercial Services & Supplies – 0.3%            
698   Education Management LLC, Term Loan A, (3) 0.000% N/A N/A 7/02/20 N/R 6,982
2,086   iQor US, Inc., Term Loan, First Lien, (3) 0.000% N/A N/A 4/01/21 Ca 1,229,699
2,784   Total Commercial Services & Supplies           1,236,681
    Communications Equipment – 1.7%            
1,799   Avaya, Inc., Term Loan B 4.435% 1-Month LIBOR 4.250% 12/15/24 B 1,666,362
2,680   Fleet U.S. Bidco Inc., Term Loan B 4.322% 6-Month LIBOR 3.250% 10/07/26 B+ 2,572,560
1,929   MultiPlan, Inc., Term Loan B 3.750% 3-Month LIBOR 2.750% 6/07/23 B+ 1,839,348
1,840   Riverbed Technology, Inc., Term Loan B, First Lien 4.250% 3-Month LIBOR 3.250% 4/24/22 B2 1,581,075
8,248   Total Communications Equipment           7,659,345
    Consumer Finance – 0.6%            
2,702   Verscend Technologies, Tern Loan B 4.678% 1-Month LIBOR 4.500% 8/27/25 B+ 2,620,469
    Containers & Packaging – 0.3%            
1,140   Kloeckner Pentaplast of America Inc., Dollar Term Loan 5.250% 3-Month LIBOR 4.250% 6/30/22 B- 1,073,272
    Diversified Consumer Services – 0.3%            
1,409   Cengage Learning Acquisitions, Inc., Term Loan B 5.250% 6-Month LIBOR 4.250% 6/07/23 B 1,148,745
13   Education Management LLC, Elevated Term Loan A2, (3) 5.808% 3-Month LIBOR 5.500% 7/02/20 N/R  —
9      

Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Diversified Consumer Services (continued)            
$476   Education Management LLC, Elevated Term Loan B, (3) 7.402% 6-Month LIBOR 5.500% 7/02/20 N/R $5,952
1,898   Total Diversified Consumer Services           1,154,697
    Diversified Telecommunication Services – 1.1%            
1,347   Consolidated Communications Holdings, Initial Term Loan 4.000% 1-Month LIBOR 3.000% 10/04/23 B+ 1,282,474
956   Frontier Communications Corporation, Term Loan B, (3) 5.350% 3-Month LIBOR 3.750% 6/15/24 N/R 935,169
3   Frontier Communications Corporation, Term Loan B, (3) 6.000% Prime 2.750% 6/15/24 N/R 3,125
2,807   Numericable Group S.A., Term Loan B13 4.185% 1-Month LIBOR 4.000% 8/14/26 B 2,710,498
5,113   Total Diversified Telecommunication Services           4,931,266
    Energy Equipment & Services – 0.1%            
828   Petroleum GEO-Services ASA/PGS Finance, Inc., Term Loan B 7.750% 3-Month LIBOR 7.000% 3/19/24 B3 480,031
    Food & Staples Retailing – 0.5%            
2,382   Hearthside Group Holdings LLC, Term Loan B 3.866% 1-Month LIBOR 3.688% 5/23/25 B2 2,275,831
138   Hearthside Group Holdings, LLC, Incremental Term Loan B3 6.000% 1-Month LIBOR 5.000% 5/31/25 B2 135,460
2,520   Total Food & Staples Retailing           2,411,291
    Food Products – 0.4%            
1,969   Chobani, Inc., Term Loan B 4.500% 1-Month LIBOR 3.500% 10/10/23 B1 1,903,259
    Health Care Equipment & Supplies – 0.1%            
709   Vyaire Medical, Inc., Term Loan B 6.201% 3-Month LIBOR 4.750% 4/16/25 B3 593,840
    Health Care Providers & Services – 2.2%            
2,468   Air Medical Group Holdings, Inc., Term Loan B 4.250% 6-Month LIBOR 3.250% 4/28/22 B1 2,382,591
1,587   Air Methods, Term Loan, First Lien 4.500% 3-Month LIBOR 3.500% 4/22/24 B 1,316,765
2,746   Heartland Dental Care, Inc., Term Loan, First Lien 3.678% 1-Month LIBOR 3.500% 4/30/25 B3 2,465,550
3,940   Kindred at Home Hospice, Term Loan B, First Lien 3.438% 1-Month LIBOR 3.250% 7/02/25 B1 3,831,772
10,741   Total Health Care Providers & Services           9,996,678
    Health Care Technology – 0.6%            
1,668   Onex Carestream Finance LP, New Extended Term Loan, First Lien 7.822% 6-Month LIBOR 6.750% 5/05/23 B1 1,583,938
      10

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Health Care Technology (continued)            
$1,543   Onex Carestream Finance LP, New Extended Term Loan, Second Lien 5.500% 3-Month LIBOR 4.500% 8/05/23 CCC+ $1,242,007
3,211   Total Health Care Technology           2,825,945
    Hotels, Restaurants & Leisure – 0.3%            
130   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (3) 11.000% 3-Month LIBOR 10.000% 6/15/21 N/R 125,257
522   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (3), (7) 0.000% N/A N/A 6/15/21 N/R 501,025
1,573   24 Hour Fitness Worldwide, Inc., Term Loan B, (3) 0.000% N/A 3.500 5/30/25 D 420,522
449   ClubCorp Operations, Inc., Term Loan B 3.058% 3-Month LIBOR 2.750% 9/18/24 B- 382,994
2,674   Total Hotels, Restaurants & Leisure           1,429,798
    Household Durables – 0.8%            
4,164   Apex Tool Group LLC, Third Amendment Term Loan 6.500% 1-Month LIBOR 5.250% 8/01/24 B3 3,753,975
    Household Products – 0.4%            
1,800   KIK Custom Products Inc., Term Loan B2 5.000% 2-Month LIBOR 4.000% 5/15/23 B3 1,720,017
    Insurance – 0.4%            
1,940   Acrisure LLC, Term Loan B 3.678% 1-Month LIBOR 3.500% 2/15/27 B 1,840,433
    Interactive Media & Services – 0.8%            
3,604   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.000% 3-Month LIBOR 3.000% 11/03/23 B+ 3,450,109
    Internet Software & Services – 0.9%            
3,890   Ancestry.com, Inc., Term Loan, First Lien 4.750% 1-Month LIBOR 3.750% 10/19/23 B 3,734,202
2,825   SkillSoft Corporation, Term Loan, Second Lien, (3) 0.000% N/A N/A 4/28/22 CCC 116,531
6,715   Total Internet Software & Services           3,850,733
    IT Services – 0.5%            
217   2020 Super Priority, Term Loan 11.000% 1-Month LIBOR 10.000% 7/31/20 N/R 203,889
2,906   Syniverse Holdings, Inc., Term Loan C 6.873% 6-Month LIBOR 5.000% 3/09/23 CCC+ 2,097,239
3,123   Total IT Services           2,301,128
    Marine – 0.1%            
992   Harvey Gulf International Marine, Inc., Exit Term Loan 7.713% 3-Month LIBOR 6.000% 7/02/23 B- 476,002
    Media – 1.8%            
2,679   Advantage Sales & Marketing, Inc., Term Loan, First Lien 3.558% 3-Month LIBOR 3.250% 7/23/21 B2 2,461,671
11      

Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Media (continued)            
$498   Affinion Group Holdings, Inc., Consenting Term Loan, (cash 5.000%, PIK 1.750% ) 6.750% 3-Month LIBOR 4.000% 4/10/24 N/R $359,617
498   Cox Media/Terrier Media, Term Loan, First Lien 4.428% 1-Month LIBOR 4.250% 12/17/26 B+ 476,356
870   Cumulus Media, Inc., Term Loan B 4.058% 3-Month LIBOR 3.750% 3/31/26 B2 819,357
3,973   iHeartCommunications Inc., Term Loan B 3.178% 1-Month LIBOR 3.000% 5/01/26 B+ 3,678,610
393   McGraw-Hill Education Holdings LLC, Term Loan B 5.000% 3-Month LIBOR 4.000% 5/02/22 B 335,070
8,911   Total Media           8,130,681
    Multi-Utilities – 0.4%            
1,575   Pacific Gas & Electric, Revolving Term Loan, (WI/DD), (3), (7) TBD TBD TBD TBD N/R 1,715,435
    Oil, Gas & Consumable Fuels – 0.2%            
3,913   Fieldwood Energy LLC, Exit Term Loan, (3) 0.000% N/A N/A 4/11/22 Caa3 779,265
3,520   Fieldwood Energy LLC, Exit Term Loan, Second Lien, (3) 0.000% N/A N/A 4/11/23 C 70,409
7,433   Total Oil, Gas & Consumable Fuels           849,674
    Personal Products – 0.5%            
7,347   Revlon Consumer Products Corporation, Term Loan B, First Lien 3.863% 3-Month LIBOR 3.500% 9/07/23 Ca 2,044,965
    Professional Services – 1.3%            
2,189   Ceridian HCM Holding, Inc., Term Loan B 2.609% 1-Week LIBOR 2.500% 4/30/25 B+ 2,104,702
5,605   Skillsoft Corporation, Initial Term Loan, First Lien, (3) 0.000% N/A N/A 4/28/21 CCC+ 3,521,685
7,794   Total Professional Services           5,626,387
    Road & Rail – 0.1%            
733   Ceva Group PLC, Term Loan B 5.308% 3-Month LIBOR 5.000% 8/03/25 Caa1 594,568
    Semiconductors & Semiconductor Equipment – 0.2%            
1,836   Lumileds, Term Loan B 4.572% 6-Month LIBOR 3.500% 6/30/24 CCC+ 817,008
    Software – 4.4%            
2,343   Blackboard, Inc., Term Loan B5, First Lien 7.000% 3-Month LIBOR 6.000% 6/30/24 B1 2,216,609
5,717   Ellucian, Term Loan B, First Lien 4.250% 3-Month LIBOR 3.250% 9/30/22 B 5,595,445
5,006   Epicor Software Corporation, Term Loan B 3.430% 1-Month LIBOR 3.250% 6/01/22 B2 4,920,232
6,266   Greeneden U.S. Holdings II LLC, Term Loan B 3.428% 1-Month LIBOR 3.250% 12/01/23 B2 6,053,465
967   SkillSoft Corporation, DIP Term Loan, (3) 8.500% 1-Month LIBOR 7.500% 6/15/21 N/R 918,632
20,299   Total Software           19,704,383
      12

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (5) Reference
Rate (5)
Spread (5) Maturity (6) Ratings (2) Value
    Specialty Retail – 0.7%            
$3,263   Petsmart Inc., Term Loan B, First Lien 5.000% 3-Month LIBOR 4.000% 3/11/22 B $3,228,399
    Trading Companies & Distributors – 0.2%            
887   Hayward Industries, Inc., Initial Term Loan, First Lien 3.678% 1-Month LIBOR 3.500% 8/05/24 B 857,540
$132,171   Total Variable Rate Senior Loan Interests (cost $127,443,141)         103,885,695
    
Shares   Description (1)           Value
    COMMON STOCKS – 0.9%            
    Diversified Consumer Services – 0.1%            
131,431   Cengage Learning Holdings II Inc, (8), (9)           $265,622
    Electric Utilities – 0.3%            
38,529   Energy Harbor Corp, (8), (9)           1,483,366
    Internet & Direct Marketing Retail – 0.0%            
652   Catalina Marketing Corp, (8), (9)           326
    Media – 0.4%            
208,386   Clear Channel Outdoor Holdings Inc, (9)           216,722
183,957   iHeartMedia Inc, (9)           1,536,041
9,292   Tribune Co, (10)           9
    Total Media           1,752,772
    Software – 0.1%            
56,142   Avaya Holdings Corp, (9)           693,915
    Total Common Stocks (cost $12,012,904)           4,196,001
    
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    CONVERTIBLE BONDS – 0.6%            
    Biotechnology – 0.2%            
$1,940   Acorda Therapeutics Inc, 144A     6.000% 12/01/24 N/R $936,953
    Media – 0.4%            
1,800   DISH Network Corp     3.375% 8/15/26 B1 1,653,507
$3,740   Total Convertible Bonds (cost $3,659,638)           2,590,460
    
Shares   Description (1)           Value
    WARRANTS – 0.0%            
    Communications Equipment – 0.0%            
45,063   Avaya Holdings Corp, (8)           $32,671
    Total Warrants (cost $4,643,893)           32,671
    
13      

Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.0%            
    Oil, Gas & Consumable Fuels – 0.0%            
14,531   Fieldwood Energy Inc, (8), (9)           $726
2,935   Fieldwood Energy Inc, (8), (9)           147
    Total Common Stock Rights (cost $414,740)           873
    Total Long-Term Investments (cost $498,095,659)           449,293,203
    Other Assets Less Liabilities – (0.3)%           (1,283,136)
    Net Assets – 100%           $448,010,067
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 $ — $338,587,503 $ — $338,587,503
Variable Rate Senior Loan Interests  — 103,885,695  — 103,885,695
Common Stocks 2,446,678 1,749,314 9 4,196,001
Convertible Bonds  — 2,590,460  — 2,590,460
Warrants  — 32,671  — 32,671
Common Stock Rights  — 873  — 873
Total $2,446,678 $446,846,516 $9 $449,293,203
      14

Nuveen Symphony High Yield Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
  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) Variable rate security. The rate shown is the coupon as of the end of the reporting period.  
(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) Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(9) Non-income producing; issuer has not declared a dividend within the past twelve months.  
(10) 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.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
LIBOR London Inter-Bank Offered Rate  
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.  
15      

Nuveen Symphony Floating Rate Income Fund
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    LONG-TERM INVESTMENTS – 100.8%            
    VARIABLE RATE SENIOR LOAN INTERESTS – 82.9% (2)            
    Aerospace & Defense – 1.4%            
$1,919   MacDonald, Dettwiler and Associates, Ltd., Term Loan B 2.930% 1-Month LIBOR 2.750% 10/04/24 BB $1,804,006
3,950   Sequa Corporation, Term Loan B 6.000% 3-Month LIBOR 5.000% 11/28/21 B- 3,629,193
944   Sequa Corporation, Term Loan, Second Lien 10.000% 3-Month LIBOR 9.000% 4/28/22 CCC- 689,134
1,672   Standard Aero, Term Loan B1 3.808% 3-Month LIBOR 3.500% 4/06/26 B2 1,440,282
899   Standard Aero, Term Loan B2 3.808% 3-Month LIBOR 3.500% 4/06/26 B 774,345
1,389   Transdigm, Inc., Term Loan E 2.428% 1-Month LIBOR 2.250% 5/30/25 Ba3 1,254,303
2,825   Transdigm, Inc., Term Loan F 2.428% 1-Month LIBOR 2.250% 12/09/25 Ba3 2,557,617
13,598   Total Aerospace & Defense           12,148,880
    Air Freight & Logistics – 0.4%            
1,041   PAE Holding Corporation, Term Loan B 6.500% 2-Month LIBOR 5.500% 10/20/22 B+ 1,019,910
2,166   XPO Logistics, Inc., Term Loan B 2.184% 1-Month LIBOR 2.000% 2/24/25 BBB- 2,120,573
3,207   Total Air Freight & Logistics           3,140,483
    Airlines – 1.3%            
2,680   Allegiant Travel Company, Replacement Term Loan 3.434% 3-Month LIBOR 3.000% 2/05/24 Ba3 2,424,312
300   American Airlines, Inc., Term Loan B 2.184% 1-Month LIBOR 2.000% 4/28/23 BB+ 241,184
3,788   American Airlines, Inc., Term Loan B 2.185% 1-Month LIBOR 2.000% 12/15/23 Ba3 3,071,401
250   Delta Air Lines, Inc., Term Loan B 5.750% 3-Month LIBOR 4.750% 4/29/23 Baa2 246,016
540   Jet Blue Airways Corp, Term Loan B 6.250% 3-Month LIBOR 5.250% 6/12/24 Ba2 530,010
1,837   United Air Lines, Inc., Term Loan B 1.928% 1-Month LIBOR 1.750% 4/01/24 BBB- 1,681,872
790   United Air Lines, Inc., Term Loan B, (WI/DD) TBD TBD TBD TBD Baa3 785,146
2,388   WestJet Airlines, Term Loan 4.000% 6-Month LIBOR 3.000% 12/11/26 BB- 1,940,250
12,573   Total Airlines           10,920,191
    Auto Components – 0.5%            
1,688   DexKo Global, Inc., Term Loan B 4.500% 1-Month LIBOR 3.500% 7/24/24 B1 1,585,799
2,981   Johnson Controls Inc., Term Loan B 3.642% 1-Month LIBOR 3.500% 4/30/26 B1 2,850,802
4,669   Total Auto Components           4,436,601
    Automobiles – 0.4%            
351   Caliber Collision, Term Loan B 3.308% 3-Month LIBOR 3.000% 2/05/26 B1 334,608
172   Caliber Collision, Term Loan B 4.072% 6-Month LIBOR 3.000% 2/05/26 B1 163,840
      16

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Automobiles (continued)            
$2,839   Navistar, Inc., Term Loan B 3.700% 1-Month LIBOR 3.500% 11/06/24 Ba2 $2,700,409
3,362   Total Automobiles           3,198,857
    Beverages – 0.3%            
2,957   Jacobs Douwe Egberts, Term Loan B 2.188% 1-Month LIBOR 2.000% 11/01/25 Ba1 2,920,470
    Biotechnology – 0.4%            
3,764   Grifols, Inc., Term Loan B, First Lien 2.109% 1-Week LIBOR 2.000% 11/15/27 BB+ 3,634,012
    Building Products – 0.4%            
3,328   Quikrete Holdings, Inc., Term Loan B 2.652% 1-Month LIBOR 2.500% 1/29/27 BB- 3,212,595
    Capital Markets – 0.4%            
1,196   Lions Gate Entertainment Corporation, Term Loan A 1.928% 1-Month LIBOR 1.750% 3/22/23 Ba2 1,145,365
1,074   RPI Finance Trust, Term Loan B1 1.928% 1-Month LIBOR 1.750% 2/11/27 BBB- 1,043,198
1,192   RPI Finance Trust, Term Loan B1 1.928% 1-Month LIBOR 1.750% 2/11/27 BBB- 1,164,743
3,462   Total Capital Markets           3,353,306
    Chemicals – 0.3%            
1,496   Innophos Holdings, Inc., Term Loan B 3.928% 1-Month LIBOR 3.750% 2/05/27 B+ 1,470,066
1,000   Lummus Technology, Term Loan, (WI/DD) TBD TBD TBD TBD B+ 986,750
488   Momentive Performance Materials USA, Inc., Term Loan B 3.430% 1-Month LIBOR 3.250% 5/15/24 B+ 458,285
2,984   Total Chemicals           2,915,101
    Commercial Services & Supplies – 2.4%            
2,012   ADS Waste Holdings, Inc., Term Loan B 3.000% 1-Week LIBOR 2.250% 11/10/23 BB+ 1,993,979
570   Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien 5.198% 3-Month LIBOR 4.250% 6/21/24 B- 523,479
241   Education Management LLC, Term Loan A, (5) 0.000% N/A N/A 7/02/20 N/R 2,413
6,819   Formula One Group, Term Loan B 3.500% 1-Month LIBOR 2.500% 2/01/24 B+ 6,516,490
1,354   Garda World Security Corp, Term Loan B, First Lien 4.930% 1-Month LIBOR 4.750% 10/30/26 B1 1,333,279
3,658   GFL Environmental, Term Loan 4.000% 3-Month LIBOR 3.000% 5/30/25 Ba3 3,566,470
924   Harland Clarke Holdings Corporation, Term Loan B7 5.750% 3-Month LIBOR 4.750% 11/03/23 CCC+ 680,891
1,743   iQor US, Inc., Term Loan, First Lien, (5) 0.000% 6-Month LIBOR N/A% 4/01/21 Ca 1,027,624
417   iQor US, Inc., Term Loan, Second Lien, (5) 0.000% 6-Month LIBOR N/A% 4/01/22 C 101,042
446   KAR Auction Services, Inc., Term Loan B6 2.500% 1-Month LIBOR 2.250% 9/19/26 Ba3 424,061
345   Pitney Bowes Inc., Term Loan B 5.680% 1-Month LIBOR 5.500% 1/18/25 BBB- 291,496
2,385   Trans Union LLC, Term Loan B5 1.928% 1-Month LIBOR 1.750% 11/16/26 BB+ 2,288,461
17      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Commercial Services & Supplies (continued)            
$1,407   West Corporation, Incremental Term Loan B1 4.500% 3-Month LIBOR 3.500% 10/10/24 B2 $1,186,722
22,321   Total Commercial Services & Supplies           19,936,407
    Communications Equipment – 2.5%            
9,171   Avaya, Inc., Term Loan B 4.435% 1-Month LIBOR 4.250% 12/15/24 B 8,496,929
4,431   CommScope, Inc., Term Loan B 3.428% 1-Month LIBOR 3.250% 4/06/26 Ba3 4,212,863
772   Mitel US Holdings, Inc., Term Loan, First Lien 4.678% 1-Month LIBOR 4.500% 11/30/25 B- 637,453
2,400   Plantronics, Term Loan B, (DD1) 2.678% 1-Month LIBOR 2.500% 7/02/25 Ba2 2,197,248
361   Plantronics, Term Loan B, (DD1) 2.861% 6-Month LIBOR 2.500% 7/02/25 Ba2 330,641
3,791   Riverbed Technology, Inc., Term Loan B, First Lien 4.250% 3-Month LIBOR 3.250% 4/24/22 B2 3,257,419
1,531   Univision Communications, Inc., Term Loan C5 2.928% 1-Month LIBOR 2.750% 3/15/24 B 1,422,120
22,457   Total Communications Equipment           20,554,673
    Construction & Engineering – 0.2%            
663   Pike Corp, Initial Term Loan 4.250% 1-Month LIBOR 3.250% 7/24/26 B 646,220
952   Traverse Midstream Partners, Term Loan B 5.000% 1-Month LIBOR 4.000% 9/27/24 B 802,409
1,615   Total Construction & Engineering           1,448,629
    Consumer Discretionary – 0.1%            
473   Lamar Media Corp., Term Loan B 1.674% 1-Month LIBOR 1.500% 2/05/27 Baa3 464,672
    Consumer Finance – 0.9%            
672   American Express Global Business Travel, Delayed Draw, Term Loan, (WI/DD) TBD TBD TBD TBD BBB 621,817
803   American Express Global Business Travel, Term Loan B, (WI/DD) TBD TBD TBD TBD B+ 742,558
6,350   Verscend Technologies, Tern Loan B 4.678% 1-Month LIBOR 4.500% 8/27/25 B+ 6,158,592
7,825   Total Consumer Finance           7,522,967
    Containers & Packaging – 0.9%            
1,323   Berry Global, Inc., Term Loan W 2.177% 1-Month LIBOR 2.000% 10/01/22 BBB- 1,293,663
1,668   Berry Global, Inc., Term Loan X 2.177% 1-Month LIBOR 2.000% 1/19/24 BBB- 1,627,414
3,912   Berry Global, Inc., Term Loan Y 2.177% 1-Month LIBOR 2.000% 7/01/26 BBB- 3,750,992
1,093   Kloeckner Pentaplast of America Inc., Dollar Term Loan, (DD1) 5.250% 3-Month LIBOR 4.250% 6/30/22 B- 1,029,071
7,996   Total Containers & Packaging           7,701,140
    Distributors – 0.0%            
336   Insurance Auto Actions Inc., Term Loan 2.438% 1-Month LIBOR 2.250% 6/28/26 BB 324,502
      18

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Diversified Consumer Services – 0.6%            
$6,441   Cengage Learning Acquisitions, Inc., Term Loan B 5.250% 6-Month LIBOR 4.250% 6/07/23 B $5,249,648
4   Education Management LLC, Elevated Term Loan A2, (5) 5.808% 3-Month LIBOR 5.500% 7/02/20 N/R  —
165   Education Management LLC, Elevated Term Loan B, (5) 7.402% 6-Month LIBOR 5.500% 7/02/20 N/R 2,055
6,610   Total Diversified Consumer Services           5,251,703
    Diversified Financial Services – 0.7%            
992   Blackstone CQP, Term Loan 3.806% 3-Month LIBOR 3.500% 9/30/24 B+ 953,617
3,418   Ditech Holding Corporation., Term Loan B, First Lien, (5) 0.000% N/A N/A 6/30/22 N/R 1,444,133
1,247   Inmarsat Finance, Term Loan, First Lien 5.500% 1-Month LIBOR 4.500% 12/11/26 B+ 1,177,524
2,245   Lions Gate Entertainment Corp., Term Loan B 2.428% 1-Month LIBOR 2.250% 3/24/25 Ba2 2,132,430
7,902   Total Diversified Financial Services           5,707,704
    Diversified Telecommunication Services – 3.6%            
11,079   CenturyLink, Inc, Term Loan B 2.428% 1-Month LIBOR 2.250% 3/15/27 BBB- 10,483,831
5,306   Frontier Communications Corporation, Term Loan B, (5) 5.350% 3-Month LIBOR 3.750% 6/15/24 N/R 5,189,547
18   Frontier Communications Corporation, Term Loan B, (5) 6.000% Prime 2.750% 6/15/24 N/R 17,343
750   Intelsat Jackson Holdings, S.A., Term Loan B4, (5) 8.750% Prime 5.500% 1/02/24 N/R 752,899
1,299   Intelsat Jackson Holdings, S.A., Term Loan B5, (5) 8.625% N/A N/A 1/02/24 N/R 1,302,471
1,761   Lumos Networks, Term Loan B 4.000% 1-Month LIBOR 3.000% 11/17/24 B 1,691,971
11,140   Numericable Group S.A., Term Loan B13 4.185% 1-Month LIBOR 4.000% 8/14/26 B 10,756,566
31,353   Total Diversified Telecommunication Services           30,194,628
    Electric Utilities – 0.3%            
1,105   ExGen Renewables, Term Loan 4.000% 3-Month LIBOR 3.000% 11/28/24 B 1,074,403
1,250   Pacific Gas & Electric, Term Loan, First Lien, (5) 5.500% 3-Month LIBOR 4.500% 6/18/25 BB- 1,230,000
480   Vistra Operations Co., Term Loan B3 1.925% 1-Month LIBOR 1.750% 12/31/25 BBB- 464,404
2,835   Total Electric Utilities           2,768,807
    Electrical Equipment – 0.7%            
4,139   Avolon LLC, Term Loan B4 2.250% 1-Month LIBOR 1.500% 2/12/27 Baa2 3,788,769
1,796   Vertiv Co.,Term Loan B 3.183% 1-Month LIBOR 3.000% 3/02/27 B+ 1,714,702
5,935   Total Electrical Equipment           5,503,471
    Electronic Equipment, Instruments & Components – 0.3%            
602   MTS Systems, Term Loan B 4.000% 1-Month LIBOR 3.250% 7/05/23 BB 581,256
19      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Electronic Equipment, Instruments & Components (continued)            
$1,921   TTM Technologies, Inc., Term Loan B 2.673% 1-Month LIBOR 2.500% 9/28/24 BB+ $1,862,754
2,523   Total Electronic Equipment, Instruments & Components           2,444,010
    Energy Equipment & Services – 0.1%            
1,112   Petroleum GEO-Services ASA/PGS Finance, Inc., Term Loan B 7.750% 3-Month LIBOR 7.000% 3/19/24 B3 645,134
    Entertainment – 0.1%            
1,421   AMC Entertainment, Inc., Term Loan B 4.080% 6-Month LIBOR 3.000% 4/22/26 CCC+ 1,044,972
    Equity Real Estate Investment Trust – 0.7%            
5,978   Realogy Group LLC, Term Loan A 2.441% 1-Month LIBOR 2.250% 2/08/23 Ba3 5,596,655
    Food & Staples Retailing – 1.0%            
1,706   BellRing Brands, Term Loan, First Lien 6.000% 1-Month LIBOR 5.000% 10/21/24 B+ 1,701,720
1,766   C.H. Guenther, Term Loan, First Lien 2.928% 1-Month LIBOR 2.750% 3/31/25 B2 1,686,544
2,092   Hearthside Group Holdings LLC, Term Loan B 3.866% 1-Month LIBOR 3.688% 5/23/25 B2 1,999,119
122   Hearthside Group Holdings, LLC, Incremental Term Loan B3 6.000% 1-Month LIBOR 5.000% 5/31/25 B2 118,991
3,079   US Foods, Inc., New Term Loan 1.928% 1-Month LIBOR 1.750% 6/27/23 BB+ 2,906,443
8,765   Total Food & Staples Retailing           8,412,817
    Health Care Equipment & Supplies – 0.9%            
2,966   Agiliti Health, Inc., Delay Draw Facility 3.188% 1-Month LIBOR 3.000% 1/04/26 B+ 2,877,244
500   Carestream Dental Equipment, Inc., Initial Term Loan, First Lien 4.322% 3-Month LIBOR 3.250% 9/01/24 B 458,466
795   LifeScan, Term Loan B, (WI/DD) TBD TBD TBD TBD B 723,759
1,239   MedPlast, Term Loan, First Lien 3.928% 1-Month LIBOR 3.750% 7/02/25 B3 1,107,980
2,857   Vyaire Medical, Inc., Term Loan B 6.201% 3-Month LIBOR 4.750% 4/16/25 B3 2,392,931
8,357   Total Health Care Equipment & Supplies           7,560,380
    Health Care Providers & Services – 6.0%            
2,425   Acadia Healthcare, Inc., Term Loan B3 2.678% 1-Month LIBOR 2.500% 2/11/22 Ba3 2,382,614
5,734   Air Medical Group Holdings, Inc., Term Loan B, (DD1) 4.250% 6-Month LIBOR 3.250% 4/28/22 B1 5,535,097
547   Air Methods, Term Loan, First Lien 4.500% 3-Month LIBOR 3.500% 4/22/24 B 454,322
1,215   Albany Molecular Research, Inc., Initial Term Loan, First Lien 4.250% 3-Month LIBOR 3.250% 8/30/24 B2 1,179,525
3,831   Ardent Health, Term Loan, First Lien 5.500% 1-Month LIBOR 4.500% 6/30/25 B1 3,706,140
1,236   Catalent Pharma Solutions, Inc., Dollar Term Loan B2 3.250% 1-Month LIBOR 2.250% 5/18/26 BB+ 1,227,488
476   Civitas Solutions, Term Loan B 4.430% 1-Month LIBOR 4.250% 3/09/26 B 461,059
22   Civitas Solutions, Term Loan C 4.430% 1-Month LIBOR 4.250% 3/09/26 B 20,993
2,052   DaVita, Inc., Term Loan B 1.928% 1-Month LIBOR 1.750% 8/12/26 BBB- 1,991,014
      20

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Health Care Providers & Services (continued)            
$9,073   Envision Healthcare Corporation, Initial Term Loan, (DD1) 3.928% 1-Month LIBOR 3.750% 10/10/25 Caa1 $6,033,654
322   EyeCare Partners, LLC, Delayed Draw, Term Loan, (6) 3.750% N/A 3.750% 2/18/27 B 292,274
1,375   EyeCare Partners, LLC, Term Loan, First Lien 4.058% 3-Month LIBOR 3.750% 2/18/27 B 1,249,470
1,878   HCA, Inc., Term Loan B12 1.928% 1-Month LIBOR 1.750% 3/13/25 BBB- 1,844,742
975   InnovaCare, Initial Term Loan 6.750% 6-Month LIBOR 5.750% 12/24/26 B+ 931,125
1,383   Jordan Health, Initial Term Loan, First Lien 5.386% 3-Month LIBOR 5.000% 5/15/25 Caa1 1,090,861
8,380   Kindred at Home Hospice, Term Loan B, First Lien 3.438% 1-Month LIBOR 3.250% 7/02/25 B1 8,149,681
4,298   Lifepoint Health, Inc., New Term Loan B 3.889% 1-Month LIBOR 3.750% 11/16/25 B+ 4,042,603
1,366   Pharmaceutical Product Development, Inc., Term Loan B 3.500% 1-Month LIBOR 2.500% 8/18/22 Ba2 1,352,330
252   Quorum Health Corp., Term Loan B, (5) 7.750% 2-Month LIBOR 6.750% 4/29/22 Caa3 226,937
3,880   Select Medical Corporation, Term Loan B 2.680% 1-Month LIBOR 2.500% 3/06/25 Ba2 3,707,397
1,905   Surgery Center Holdings Inc., Initial Term Loan, (DD1) 4.250% 1-Month LIBOR 3.250% 9/03/24 B2 1,685,817
2,800   Team Health, Inc., Initial Term Loan, (DD1) 3.750% 1-Month LIBOR 2.750% 2/06/24 B- 2,163,212
592   Universal Health Services, Inc., Term Loan B 1.928% 1-Month LIBOR 1.750% 10/31/25 BBB- 585,335
56,017   Total Health Care Providers & Services           50,313,690
    Health Care Technology – 1.2%            
5,388   Emdeon, Inc., Term Loan 3.500% 3-Month LIBOR 2.500% 3/01/24 B+ 5,193,976
1,544   Onex Carestream Finance LP, New Extended Term Loan, First Lien 7.822% 6-Month LIBOR 6.750% 5/05/23 B1 1,466,105
1,741   Onex Carestream Finance LP, New Extended Term Loan, Second Lien 5.500% 3-Month LIBOR 4.500% 8/05/23 CCC+ 1,401,624
2,038   Zelis, Term Loan B 4.928% 1-Month LIBOR 4.750% 9/30/26 B 2,005,180
10,711   Total Health Care Technology           10,066,885
    Hotels, Restaurants & Leisure – 8.8%            
114   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (5) 11.000% 3-Month LIBOR 10.000% 6/15/21 N/R 109,835
458   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (5), (6) 0.000% N/A N/A 6/15/21 N/R 439,342
1,380   24 Hour Fitness Worldwide, Inc., Term Loan B, (5) 0.000% N/A N/A 5/30/25 D 368,748
3,431   Alterra Mountain Company, Term Loan B, First Lien 2.928% 1-Month LIBOR 2.750% 7/31/24 B1 3,247,353
1,397   Alterra Mountain Company, Term Loan, First Lien 5.500% 3-Month LIBOR 4.500% 5/13/26 B1 1,375,553
21      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Hotels, Restaurants & Leisure (continued)            
$2,485   Boyd Gaming Corporation, Refinancing Term Loan B 2.359% 1-Week LIBOR 2.250% 9/15/23 BB- $2,348,259
8,345   Burger King Corporation, Term Loan B4 1.928% 1-Month LIBOR 1.750% 11/19/26 BB+ 7,928,335
7,978   Caesars Entertainment Operating Company, Inc., Term Loan B 2.178% 1-Month LIBOR 2.000% 10/06/24 BB 7,952,219
1,875   Caesars Resort Collection, Term Loan, (WI/DD) TBD TBD TBD TBD B+ 1,768,069
8,884   Caesars Resort Collection, Term Loan, First Lien 2.928% 1-Month LIBOR 2.750% 12/23/24 B+ 7,932,819
790   Carnival Corp, Term Loan B, (WI/DD) TBD TBD TBD TBD Baa3 764,325
249   Churchill Downs Incorporated, Term Loan B 2.180% 1-Month LIBOR 2.000% 12/27/24 BBB- 241,691
8,024   CityCenter Holdings LLC, Term Loan B 3.000% 1-Month LIBOR 2.250% 4/18/24 BB- 7,321,033
3,636   ClubCorp Operations, Inc., Term Loan B 3.058% 3-Month LIBOR 2.750% 9/18/24 B- 3,102,554
2,250   Equinox Holdings, Inc., Initial Term Loan, Second Lien 8.072% 6-Month LIBOR 7.000% 9/06/24 Caa3 1,541,947
2,444   Equinox Holdings, Inc., Term Loan B1 4.072% 6-Month LIBOR 3.000% 3/08/24 Caa1 1,906,269
2,352   Four Seasons Holdings, Inc., Term Loan B 2.178% 1-Month LIBOR 2.000% 11/30/23 BB 2,235,055
1,830   Golden Nugget LLC, Initial Term Loan B, (WI/DD) TBD TBD TBD TBD B 1,468,468
350   Golden Nugget LLC, Term Loan, First Lien 13.000% 3-Month LIBOR 12.000% 10/04/23 N/R 385,000
350   Golden Nugget LLC, Term Loan, First Lien 12.870% 3-Month LIBOR 12.000% 10/04/23 N/R 336,000
675   Hilton Hotels, Term Loan B2 1.935% 1-Month LIBOR 1.750% 6/22/26 BBB- 639,683
4,651   Life Time Fitness, Inc., Term Loan B, (DD1) 3.750% 3-Month LIBOR 2.750% 6/15/22 B 4,159,405
12   Scientific Games Corp., Initial Term Loan B5 3.058% 3-Month LIBOR 2.750% 8/14/24 B+ 11,533
995   Scientific Games Corp., Initial Term Loan B5 2.928% 1-Month LIBOR 2.750% 8/14/24 B+ 884,096
4,065   Scientific Games Corp., Initial Term Loan B5 3.612% 6-Month LIBOR 2.750% 8/14/24 B+ 3,613,967
2,066   Seaworld Parks and Entertainment, Inc., Term Loan B5 3.750% 1-Month LIBOR 3.000% 4/01/24 B- 1,844,212
5,687   Stars Group Holdings, Term Loan B 3.808% 3-Month LIBOR 3.500% 7/10/25 Ba1 5,667,004
1,564   Station Casinos LLC, Term Loan B 2.500% 1-Month LIBOR 2.250% 2/08/27 BB- 1,433,383
2,951   Wyndham International, Inc., Term Loan B 1.928% 1-Month LIBOR 1.750% 5/30/25 BB+ 2,795,208
81,288   Total Hotels, Restaurants & Leisure           73,821,365
    Household Durables – 0.2%            
1,241   Apex Tool Group LLC, Third Amendment Term Loan, (DD1) 6.500% 1-Month LIBOR 5.250% 8/01/24 B3 1,118,398
93   Serta Simmons Holdings LLC, First Out Term Loan, (WI/DD) TBD TBD TBD TBD N/R 92,509
      22

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Household Durables (continued)            
$613   Serta Simmons Holdings LLC, Second Out Term Loan 9.020% 3-Month LIBOR 8.000% 8/10/23 N/R $531,156
1,947   Total Household Durables           1,742,063
    Household Products – 1.9%            
392   Energizer Holdings, Term Loan B 2.438% 1-Month LIBOR 2.250% 12/17/25 BB+ 374,240
9,320   KIK Custom Products Inc., Term Loan B2, (DD1) 5.000% 2-Month LIBOR 4.000% 5/15/23 B3 8,905,866
7,276   Reynolds Group Holdings, Inc., Term Loan, First Lien 2.928% 1-Month LIBOR 2.750% 2/05/23 B+ 6,970,042
16,988   Total Household Products           16,250,148
    Independent Power & Renewable Electricity Producers – 0.4%            
673   Calpine Corporation, Term Loan B10 2.178% 1-Month LIBOR 2.000% 8/12/26 BB 648,792
2,830   Calpine Corporation, Term Loan B5 2.430% 1-Month LIBOR 2.250% 1/15/24 BB 2,738,992
3,503   Total Independent Power & Renewable Electricity Producers           3,387,784
    Industrial Conglomerates – 0.1%            
656   Emerald Expositions Holding, Inc., Term Loan B 2.928% 1-Month LIBOR 2.750% 5/22/24 BB 591,266
    Insurance – 2.0%            
2,926   Acrisure LLC, Term Loan B 3.678% 1-Month LIBOR 3.500% 2/15/27 B 2,775,240
2,132   Alliant Holdings I LLC, Term Loan B 2.928% 1-Month LIBOR 2.750% 5/09/25 B 2,029,973
3,241   Asurion LLC, Term Loan B6 3.178% 1-Month LIBOR 3.000% 11/03/23 Ba3 3,144,742
4,176   Hub International Holdings, Inc., Term Loan B 4.020% 3-Month LIBOR 3.000% 4/25/25 B 3,984,290
992   USI Holdings Corporation, Incremental Term Loan B 4.308% 3-Month LIBOR 4.000% 12/02/26 B 966,028
4,421   USI Holdings Corporation, NewTerm Loan 3.275% 3-Month LIBOR 3.000% 5/16/24 B 4,209,056
17,888   Total Insurance           17,109,329
    Interactive Media & Services – 0.5%            
4,416   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.000% 3-Month LIBOR 3.000% 11/03/23 B+ 4,227,642
    Internet Software & Services – 0.4%            
1,779   Ancestry.com, Inc., Term Loan, First Lien 4.750% 1-Month LIBOR 3.750% 10/19/23 B 1,708,071
1,341   Dynatrace LLC, Term Loan, First Lien 2.428% 1-Month LIBOR 2.250% 8/23/25 B1 1,311,383
3,497   SkillSoft Corporation, Term Loan, Second Lien, (5) 0.000% N/A N/A 4/28/22 CCC 144,267
6,617   Total Internet Software & Services           3,163,721
    IT Services – 1.7%            
181   2020 Super Priority, Term Loan 11.000% 1-Month LIBOR 10.000% 7/31/20 N/R 170,384
23      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    IT Services (continued)            
$1,248   DTI Holdings, Inc., Replacement Term Loan B1 5.750% 3-Month LIBOR 4.750% 9/29/23 CCC+ $1,008,623
1,333   KBR, Inc., New Term Loan B 2.928% 1-Month LIBOR 2.750% 2/05/27 Ba1 1,309,768
1,729   Neustar, Inc., Term Loan B4, First Lien 4.500% 3-Month LIBOR 3.500% 8/08/24 B+ 1,599,983
1,521   Neustar, Inc., Term Loan, Second Lien 9.000% 3-Month LIBOR 8.000% 8/08/25 Caa1 1,185,208
1,285   Sabre, Inc., Term Loan B 2.178% 1-Month LIBOR 2.000% 2/22/24 Ba3 1,186,852
1,000   Syniverse Holdings, Inc., Initial Term Loan, Second Lien 10.873% 6-Month LIBOR 9.000% 3/11/24 CCC- 525,000
2,549   Syniverse Holdings, Inc., Term Loan C 6.873% 6-Month LIBOR 5.000% 3/09/23 CCC+ 1,839,906
2,517   Tempo Acquisition LLC, Term Loan B 2.928% 1-Month LIBOR 2.750% 5/01/24 B1 2,398,658
1,624   West Corporation, Term Loan B, (DD1) 5.000% 3-Month LIBOR 4.000% 10/10/24 B2 1,396,447
1,583   WEX, Inc., Term Loan B3 2.428% 1-Month LIBOR 2.250% 5/15/26 Ba2 1,523,809
16,570   Total IT Services           14,144,638
    Leisure Products – 0.2%            
1,500   Bombardier Recreational Products Inc., Term Loan B2 6.000% 3-Month LIBOR 5.000% 5/24/27 BB- 1,516,245
    Life Sciences Tools & Services – 0.6%            
4,906   Parexel International Corp., Term Loan B 2.928% 1-Month LIBOR 2.750% 9/27/24 B2 4,665,161
    Machinery – 1.7%            
1,342   Columbus McKinnon Corporation, Term Loan B 3.500% 3-Month LIBOR 2.500% 1/31/24 Ba2 1,301,717
2,859   Gardner Denver, Inc., Extended Term Loan B, (DD1) 1.928% 1-Month LIBOR 1.750% 3/01/27 BB+ 2,732,227
460   Gardner Denver, Inc., New Term Loan B, (WI/DD) TBD TBD TBD TBD BB+ 447,899
1,646   Gardner Denver, Inc., Spinco Term Loan 1.928% 1-Month LIBOR 1.750% 3/01/27 BB+ 1,572,848
2,668   Gates Global LLC, Term Loan B 3.750% 1-Month LIBOR 2.750% 4/01/24 B+ 2,577,499
1,164   NN, Inc., Term Loan 6.500% 1-Month LIBOR 5.750% 10/19/22 B- 1,055,516
1,000   Sundyne, Term Loan, First Lien 5.250% 1-Month LIBOR 4.250% 3/17/27 B- 918,335
1,943   TNT Crane and Rigging Inc., Initial Term Loan, First Lien, (5) 0.000% N/A N/A 11/27/20 Caa3 1,445,144
1,325   TNT Crane and Rigging, Inc., Term Loan, Second Lien, (5) 0.000% N/A N/A 11/26/21 C 238,500
2,000   Vertical US Newco Inc, Term Loan B, (WI/DD) TBD TBD TBD TBD B1 1,960,000
16,407   Total Machinery           14,249,685
    Marine – 0.2%            
2,707   Harvey Gulf International Marine, Inc., Exit Term Loan 7.713% 3-Month LIBOR 6.000% 7/02/23 B- 1,299,427
      24

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Media – 12.5%            
$273   Advantage Sales & Marketing, Inc., Term Loan B2, First Lien 4.208% 3-Month LIBOR 3.250% 7/23/21 B2 $250,765
1,895   Advantage Sales & Marketing, Inc., Term Loan, First Lien 3.558% 3-Month LIBOR 3.250% 7/23/21 B2 1,741,061
800   Affinion Group Holdings, Inc., Consenting Term Loan, (cash 5.000%, PIK 1.750%) 6.750% 3-Month LIBOR 4.000% 4/10/24 N/R 578,008
2,316   Cable One, Inc., Term Loan B 1.930% 1-Month LIBOR 1.750% 5/01/24 Ba3 2,281,054
294   Catalina Marketing Corporation, First Out Term Loan 8.500% 1-Month LIBOR 7.500% 2/15/23 B2 177,314
437   Catalina Marketing Corporation, Last Out Term Loan, (cash 2.000, PIK 9.500%) 2.000% 1-Month LIBOR 1.000% 8/15/23 Caa2 97,486
586   CBS Radio, Inc., Term Loan B2 2.684% 1-Month LIBOR 2.500% 11/18/24 BB- 550,243
8,503   Cequel Communications LLC, Term Loan B 2.435% 1-Month LIBOR 2.250% 1/15/26 BB 8,081,821
3,898   Charter Communications Operating Holdings LLC, Term Loan B2 1.930% 1-Month LIBOR 1.750% 2/01/27 BBB- 3,762,206
957   Cineworld Group PLC, Term Loan B, (DD1) 3.322% 6-Month LIBOR 2.250% 2/28/25 B3 726,887
11,228   Clear Channel Outdoor Holdings, Inc., Term Loan B 4.260% 3-Month LIBOR 3.500% 8/21/26 B+ 10,240,079
36   Cox Media/Terrier Media, Term Loan, First Lien 4.428% 1-Month LIBOR 4.250% 12/17/26 B+ 34,839
1,744   CSC Holdings LLC, Refinancing Term Loan 2.435% 1-Month LIBOR 2.250% 7/17/25 BB 1,656,336
2,858   CSC Holdings, LLC, Term Loan B5 2.685% 1-Month LIBOR 2.500% 4/15/27 BB 2,722,330
427   Cumulus Media, Inc., Term Loan B 4.058% 3-Month LIBOR 3.750% 3/31/26 B2 401,624
995   Gray Television, Inc., Term Loan B2 2.423% 1-Month LIBOR 2.250% 2/07/24 BB 966,456
1,007   Gray Television, Inc., Term Loan C 2.673% 1-Month LIBOR 2.500% 1/02/26 BB 978,270
1,706   Houghton Mifflin Harcourt, Term Loan 7.250% 1-Month LIBOR 6.250% 11/22/24 B 1,614,539
14,030   iHeartCommunications Inc., Term Loan B 3.178% 1-Month LIBOR 3.000% 5/01/26 B+ 12,989,043
1,827   IMG Worldwide, Inc., Term Loan B 2.930% 1-Month LIBOR 2.750% 5/18/25 B3 1,504,854
2,288   Intelsat Jackson Holdings, S.A., DIP Term Loan, (DD1), (5) 6.500% 3-Month LIBOR 5.500% 7/13/21 N/R 2,328,439
2,287   Intelsat Jackson Holdings, S.A., DIP Term Loan, (DD1), (5), (6) 3.600% N/A 3.600% 8/11/20 N/R 2,328,439
12,942   Intelsat Jackson Holdings, S.A., Term Loan B, (DD1), (5) 8.000% Prime 4.750% 11/27/23 N/R 12,931,670
2,169   LCPR Loan Financing LLC, Term Loan B 5.191% 1-Month LIBOR 5.000% 10/15/26 B+ 2,158,321
5,783   McGraw-Hill Education Holdings LLC, Term Loan B 5.000% 3-Month LIBOR 4.000% 5/02/22 B 4,927,172
1,016   Mediacom Broadband LLC, Term Loan N 1.860% 1-Week LIBOR 1.750% 2/15/24 BBB- 991,809
230   Meredith Corporation, Incremental Term Loan B, (WI/DD) TBD TBD TBD TBD BB- 220,225
25      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Media (continued)            
$1,106   Meredith Corporation, Term Loan B2 3.260% 3-Month LIBOR 2.500% 1/31/25 BB- $1,024,502
2,361   Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien 2.678% 1-Month LIBOR 2.500% 7/03/25 BB 2,283,796
4,750   Metro-Goldwyn-Mayer, Inc., Term Loan, Second Lien 5.500% 1-Month LIBOR 4.500% 7/03/26 B- 4,583,750
2,355   NAI Entertainment Holdings, Term Loan B 3.500% 1-Month LIBOR 2.500% 5/08/25 B+ 2,073,920
2,306   Nexstar Broadcasting, Inc., Term Loan B 2.923% 1-Month LIBOR 2.750% 9/18/26 BB 2,202,269
1,619   Nexstar Broadcasting, Inc., Term Loan B3, (DD1) 2.423% 1-Month LIBOR 2.250% 1/17/24 BB 1,544,211
6,339   Nexstar Broadcasting, Inc., Term Loan B3, (DD1) 2.434% 1-Month LIBOR 2.250% 1/17/24 BB 6,045,975
5,393   Sinclair Television Group, Term Loan B2 2.430% 1-Month LIBOR 2.250% 1/03/24 BB+ 5,158,940
2,402   Ziggo B.V., Term Loan 2.685% 1-Month LIBOR 2.500% 4/30/28 B+ 2,274,967
111,163   Total Media           104,433,620
    Multiline Retail – 0.4%            
1,005   Belk, Inc., Term Loan, First Lien 7.750% 6-Month LIBOR 6.750% 7/31/25 Caa1 367,688
3,303   EG America LLC, Term Loan, First Lien 5.072% 3-Month LIBOR 4.000% 2/07/25 B 3,110,181
4,308   Total Multiline Retail           3,477,869
    Multi-Utilities – 0.5%            
26   Pacific Gas & Electric, Revolving Term Loan, (DD1), (5), (6) 0.500% N/A 0.500% 4/27/22 N/R 28,015
3,874   Pacific Gas & Electric, Revolving Term Loan, (DD1), (5) 5.530% Prime 2.280% 4/27/22 N/R 4,219,729
3,900   Total Multi-Utilities           4,247,744
    Oil, Gas & Consumable Fuels – 1.7%            
444   BCP Renaissance Parent, Term Loan B 4.500% 3-Month LIBOR 3.500% 10/31/24 B+ 374,143
3,092   Buckeye Partners, Term Loan, First Lien 2.923% 1-Month LIBOR 2.750% 11/01/26 BBB- 2,972,425
869   California Resources Corporation, Term Loan, (5) 0.000% 6-Month LIBOR N/A% 12/31/21 B 51,417
8,809   California Resources Corporation, Term Loan B, (5) 0.000% N/A N/A 12/31/22 B 3,242,840
932   Citgo Petroleum Corp, Incremental Term Loan B 7.250% Prime 4.000% 3/28/24 B+ 897,095
475   Delek US Holdings, Inc., Incremental Term Loan B 6.500% 1-Month LIBOR 5.500% 3/30/25 BB+ 455,980
1,547   Delek US Holdings, Inc., Initial Loan 2.428% 1-Month LIBOR 2.250% 3/31/25 BB+ 1,444,262
13,542   Fieldwood Energy LLC, Exit Term Loan, (DD1), (5) 0.000% N/A N/A 4/11/22 Caa3 2,697,223
5,342   Fieldwood Energy LLC, Exit Term Loan, Second Lien, (5) 0.000% N/A N/A 4/11/23 C 106,846
2,333   Gulf Finance, LLC, Term Loan B 6.250% 1-Month LIBOR 5.250% 8/25/23 CCC+ 1,526,187
      26

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Oil, Gas & Consumable Fuels (continued)            
$1,132   Peabody Energy Corporation, Term Loan B 2.928% 1-Month LIBOR 2.750% 3/31/25 BB- $635,424
38,517   Total Oil, Gas & Consumable Fuels           14,403,842
    Personal Products – 0.4%            
2,013   Coty, Inc., Term Loan A 1.925% 1-Month LIBOR 1.750% 4/05/23 B+ 1,827,286
262   Coty, Inc., Term Loan B 2.425% 1-Month LIBOR 2.250% 4/07/25 B+ 237,168
3,980   Revlon Consumer Products Corporation, Term Loan B, First Lien 3.863% 3-Month LIBOR 3.500% 9/07/23 Ca 1,107,676
6,255   Total Personal Products           3,172,130
    Pharmaceuticals – 2.6%            
1,330   Akorn, Term Loan, First Lien, (cash 14.000%, PIK 0.75%), (5) 14.750% 1-Month LIBOR 13.750% 4/16/21 D 1,273,053
3,176   Alphabet Holding Company, Inc., Initial Term Loan, First Lien 3.678% 1-Month LIBOR 3.500% 9/26/24 B- 2,998,443
1,000   Alphabet Holding Company, Inc., Initial Term Loan, Second Lien 7.928% 1-Month LIBOR 7.750% 9/26/25 CCC 903,330
6,441   Concordia Healthcare Corp, Exit Term Loan 6.568% 6-Month LIBOR 5.500% 9/06/24 B- 6,003,316
1,210   Elanco Animal Health, Term Loan B, (WI/DD) TBD TBD TBD TBD Baa3 1,157,063
995   Endo Health Solutions, Inc., Term Loan B 5.000% 1-Month LIBOR 4.250% 4/29/24 B+ 944,039
2,900   Mallinckrodt International Finance S.A., Term Loan B, First Lien 3.500% 6-Month LIBOR 2.750% 9/24/24 B- 2,189,679
1,198   Mallinckrodt International Finance S.A., Term Loan, First Lien 3.750% 3-Month LIBOR 3.000% 2/24/25 B- 884,271
361   Prestige Brands, Inc., Term Loan B4 2.178% 1-Month LIBOR 2.000% 1/26/24 BB 355,812
931   Valeant Pharmaceuticals International, Inc., Term Loan B 2.940% 1-Month LIBOR 2.750% 11/27/25 BB 902,477
4,473   Valeant Pharmaceuticals International, Inc., Term Loan, First Lien 3.190% 1-Month LIBOR 3.000% 6/02/25 BB 4,360,344
24,015   Total Pharmaceuticals           21,971,827
    Professional Services – 1.5%            
4,765   Ceridian HCM Holding, Inc., Term Loan B 2.609% 1-Week LIBOR 2.500% 4/30/25 B+ 4,582,153
746   Creative Artists Agency, LLC, Term Loan B 3.928% 1-Month LIBOR 3.750% 11/27/26 B 708,658
1,197   Dun & Bradstreet Corp.,Term Loan, First Lien 4.143% 1-Month LIBOR 4.000% 2/08/26 BB- 1,169,319
2,113   Nielsen Finance LLC, Term Loan B4 2.180% 1-Month LIBOR 2.000% 10/04/23 BBB- 2,046,716
709   On Assignment, Inc., Term Loan B3 1.928% 1-Month LIBOR 1.750% 4/02/25 BBB- 690,020
4,908   Skillsoft Corporation, Initial Term Loan, First Lien, (5) 0.000% N/A N/A 4/28/21 CCC+ 3,083,567
14,438   Total Professional Services           12,280,433
27      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Real Estate Management & Development – 0.7%            
$2,960   Forest City Enterprises, L.P., New Term Loan B 3.678% 1-Month LIBOR 3.500% 12/08/25 B+ $2,782,376
3,147   GGP, Initial Term Loan A2 2.678% 1-Month LIBOR 2.500% 8/28/23 BB+ 2,845,260
6,107   Total Real Estate Management & Development           5,627,636
    Road & Rail – 1.2%            
2,404   Avolon LLC, Term Loan B3 2.500% 1-Month LIBOR 1.750% 1/15/25 Baa2 2,246,060
2,641   Fly Funding II S.α r.l., Replacement Term Loan 2.200% 3-Month LIBOR 1.750% 8/11/25 BBB- 2,236,974
2,244   Genesee & Wyoming Inc., Term Loan, First Lien 2.308% 3-Month LIBOR 2.000% 12/30/26 BB 2,167,034
1,000   Hertz Corporation, Term Loan, (WI/DD) TBD TBD TBD TBD N/R 890,835
2,000   Hertz Corporation, Term Loan B1, (WI/DD), (5) TBD TBD TBD TBD N/R 1,785,540
640   Savage Enterprises LLC, Term Loan B 3.190% 1-Month LIBOR 3.000% 8/01/25 BB 619,673
10,929   Total Road & Rail           9,946,116
    Semiconductors & Semiconductor Equipment – 1.4%            
2,161   Cabot Microelectronics, Term Loan B1 2.188% 1-Month LIBOR 2.000% 11/17/25 BB+ 2,112,545
4,038   Lumileds, Term Loan B, (DD1) 4.572% 6-Month LIBOR 3.500% 6/30/24 CCC+ 1,796,819
1,413   MACOM Technology Solutions Holdings Inc., Initial Term Loan 3.000% 1-Month LIBOR 2.250% 5/17/24 B- 1,323,837
3,018   Microchip Technology, Inc., Term Loan B 2.180% 1-Month LIBOR 2.000% 5/29/25 Baa3 2,938,038
3,490   ON Semiconductor Corporation, New Replacement Term Loan B4 2.178% 1-Month LIBOR 2.000% 9/19/26 Baa3 3,362,561
14,120   Total Semiconductors & Semiconductor Equipment           11,533,800
    Software – 7.8%            
1,746   Applied Systems, Inc., Initial Term Loan, First Lien 4.250% 3-Month LIBOR 3.250% 9/19/24 B2 1,702,457
2,383   Blackboard, Inc., Term Loan B5, First Lien 7.000% 3-Month LIBOR 6.000% 6/30/24 B1 2,240,015
1,000   Cornerstone OnDemand, Inc., Term Loan B, First Lien 5.348% 2-Month LIBOR 4.250% 4/22/27 B 985,630
1,241   Ellucian, Term Loan B, First Lien 4.250% 3-Month LIBOR 3.250% 9/30/22 B 1,214,989
3,312   Epicor Software Corporation, Term Loan B 3.430% 1-Month LIBOR 3.250% 6/01/22 B2 3,255,393
2,476   Greeneden U.S. Holdings II LLC, Term Loan B 3.428% 1-Month LIBOR 3.250% 12/01/23 B2 2,391,927
444   Greenway Health, Term Loan, First Lien 4.820% 6-Month LIBOR 3.750% 2/16/24 B 355,108
5,890   Informatica LLC, Term Loan, First Lien 3.428% 1-Month LIBOR 3.250% 2/25/27 B1 5,657,734
1,750   Informatica LLC, Term Loan, Second Lien 7.125% N/A N/A 2/25/25 CCC+ 1,757,656
1,800   KIK Custom Products Inc., Term Loan B2 4.950% 2-Month LIBOR 4.000% 5/15/23 B3 1,807,317
1,762   McAfee Holdings International, Inc., Term Loan, Second Lien 9.500% 1-Month LIBOR 8.500% 9/29/25 B- 1,764,263
3,940   McAfee LLC, Term Loan B 3.934% 1-Month LIBOR 3.750% 9/30/24 B 3,848,845
      28

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Software (continued)            
$1,544   Micro Focus International PLC, New Term Loan 2.678% 1-Month LIBOR 2.500% 6/21/24 BB- $1,449,033
10,424   Micro Focus International PLC, Term Loan B 2.678% 1-Month LIBOR 2.500% 6/21/24 BB- 9,785,227
636   Micro Focus International PLC, Term Loan B4 5.250% 3-Month LIBOR 4.250% 6/05/25 BB- 623,384
2,221   Misys, New Term Loan, First Lien 4.500% 6-Month LIBOR 3.500% 6/13/24 B2 1,952,357
2,383   Perforce Software Inc., Term Loan, First Lien 3.928% 1-Month LIBOR 3.750% 7/01/26 B2 2,305,577
2,785   Press Ganey Holdings, Inc., Term Loan, First Lien 4.260% 3-Month LIBOR 3.500% 7/24/26 B 2,701,904
2,338   Quintiles Transnational Corporation, Dollar Term Loan B3 2.058% 3-Month LIBOR 1.750% 6/11/25 BBB- 2,276,364
2,415   RP Crown Parent LLC, Term Loan B 3.750% 1-Month LIBOR 2.750% 10/15/23 B1 2,354,221
284   SkillSoft Corporation, DIP Term Loan, (5) 8.500% 1-Month LIBOR 7.500% 6/15/21 N/R 269,951
2,839   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B3 1.928% 1-Month LIBOR 1.750% 4/16/25 BB+ 2,728,928
1,995   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B4 1.928% 1-Month LIBOR 1.750% 4/16/25 BB+ 1,917,262
6,185   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B5 1.928% 1-Month LIBOR 1.750% 4/16/25 BB+ 5,924,237
2,094   Thomson Reuters IP & S, Term Loan B 3.147% 1-Month LIBOR 3.000% 10/30/26 B 2,033,002
65   TIBCO Software, Inc., Term Loan, First Lien 3.930% 1-Month LIBOR 3.750% 6/30/26 B+ 61,215
1,018   Ultimate Software, Incremental Term Loan, (WI/DD) TBD TBD TBD TBD B1 1,007,267
291   Ultimate Software, Incremental Term Loan, Second Lien, (WI/DD) TBD TBD TBD TBD Caa1 296,646
1,000   Xperi Holding Corp, Term Loan B 4.173% 1-Month LIBOR 4.000% 6/01/25 BB- 950,000
68,261   Total Software           65,617,909
    Specialty Retail – 0.8%            
483   Academy, Ltd., Term Loan B 5.000% 1-Month LIBOR 4.000% 7/01/22 CCC+ 391,414
1,376   Petco Animal Supplies, Inc., Term Loan B1 4.250% 3-Month LIBOR 3.250% 1/26/23 B3 1,129,623
5,212   Petsmart Inc., Term Loan B, First Lien, (DD1) 5.000% 3-Month LIBOR 4.000% 3/11/22 B 5,157,283
7,071   Total Specialty Retail           6,678,320
    Technology Hardware, Storage & Peripherals – 2.2%            
900   BMC Software, Inc., Term Loan B 4.428% 1-Month LIBOR 4.250% 10/02/25 B2 854,700
3,329   Brightspring Health, Term Loan B 3.435% 1-Month LIBOR 3.250% 3/05/26 B1 3,215,944
8,014   Dell International LLC, Refinancing Term Loan B1 2.750% 1-Month LIBOR 2.000% 9/19/25 BBB- 7,823,538
3,793   Diebold, Inc., Term Loan A1 9.438% 1-Month LIBOR 9.250% 8/31/22 B- 3,796,238
29      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Technology Hardware, Storage & Peripherals (continued)            
$1,887   NCR Corporation, Term Loan B 2.680% 1-Month LIBOR 2.500% 8/28/26 BB+ $1,829,901
1,040   Tech Data Corporation, Asset Based Term Loan, (WI/DD) TBD TBD TBD TBD BBB- 1,032,200
18,963   Total Technology Hardware, Storage & Peripherals           18,552,521
    Trading Companies & Distributors – 0.8%            
3,268   Hayward Industries, Inc., Initial Term Loan, First Lien 3.678% 1-Month LIBOR 3.500% 8/05/24 B 3,157,357
2,135   Univar, Inc., Term Loan B 2.404% 1-Month LIBOR 2.250% 7/01/24 BB+ 2,063,679
1,863   Utility One Source, Extended Term Loan B 4.440% 1-Month LIBOR 4.250% 4/18/25 B+ 1,835,108
7,266   Total Trading Companies & Distributors           7,056,144
    Transportation Infrastructure – 0.2%            
1,776   Atlantic Aviation FBO Inc., Term Loan 3.930% 1-Month LIBOR 3.750% 12/06/25 BB- 1,678,306
    Wireless Telecommunication Services – 0.5%            
997   Altice Financing S.A., Term Loan 2.930% 1-Month LIBOR 2.750% 1/31/26 B+ 945,077
2,000   T-Mobile USA, Term Loan, First Lien 3.178% 1-Month LIBOR 3.000% 4/01/27 BBB- 1,999,090
1,790   Windstream Corporation, Term Loan, (DD1), (5) 6.250% Prime 3.000% 4/24/21 D 1,079,370
4,787   Total Wireless Telecommunication Services           4,023,537
$783,715   Total Variable Rate Senior Loan Interests (cost $761,909,729)         694,214,570
    
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    CORPORATE BONDS – 16.6%            
    Airlines – 0.1%            
$1,060   American Airlines Group Inc, 144A     5.000% 6/01/22 Caa1 $614,800
    Auto Components – 0.3%            
500   Adient Global Holdings Ltd, 144A     4.875% 8/15/26 B 412,500
2,210   Adient US LLC, 144A, (DD1)     9.000% 4/15/25 Ba3 2,380,612
2,710   Total Auto Components           2,793,112
    Commercial Services & Supplies – 0.4%            
2,950   ADT Security Corp     6.250% 10/15/21 BB- 3,038,500
    Diversified Consumer Services – 0.1%            
650   Kronos Acquisition Holdings Inc, 144A     9.000% 8/15/23 Caa2 622,375
    Diversified Financial Services – 0.1%            
1,210   PetSmart Inc, 144A, (DD1)     7.125% 3/15/23 CCC+ 1,193,157
    Diversified Telecommunication Services – 1.2%            
3,900   CenturyLink Inc     5.800% 3/15/22 BB 4,007,250
      30

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    Diversified Telecommunication Services (continued)            
$4,000   CenturyLink Inc     6.750% 12/01/23 BB $4,299,160
2,000   Frontier Communications Corp, 144A, (5)     8.000% 4/01/27 N/R 2,030,000
9,900   Total Diversified Telecommunication Services           10,336,410
    Electric Utilities – 4.6%            
5,340   Bruce Mansfield Unit 1 2007 Pass-Through Trust, (5)     6.850% 6/01/34 N/R 26,700
1,430   Pacific Gas and Electric Co, (5)     2.450% 8/15/22 N/R 1,558,700
1,075   Pacific Gas and Electric Co, (5)     3.850% 11/15/23 Baa3 1,193,250
3,830   Pacific Gas and Electric Co, (5)     3.300% 12/01/27 Baa3 4,140,958
4,973   Pacific Gas and Electric Co     4.550% 7/01/30 BBB- 5,385,202
9,947   Pacific Gas and Electric Co, (5)     6.050% 3/01/34 N/R 11,861,553
1,907   Pacific Gas and Electric Co, (5)     4.450% 4/15/42 Baa3 2,121,537
3,890   Pacific Gas and Electric Co, (5)     4.750% 2/15/44 Baa3 4,580,475
1,065   Pacific Gas and Electric Co, (5)     4.250% 3/15/46 Baa3 1,170,169
4,973   Pacific Gas and Electric Co     4.950% 7/01/50 BBB- 5,510,371
1,000   Vistra Operations Co LLC, 144A     5.000% 7/31/27 BB 1,016,750
39,430   Total Electric Utilities           38,565,665
    Energy Equipment & Services – 0.9%            
7,500   Bausch Health Cos Inc, 144A     6.125% 4/15/25 B 7,607,025
    Equity Real Estate Investment Trust – 0.6%            
4,565   Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC, 144A, (DD1)     7.875% 2/15/25 B 4,625,578
    Health Care Providers & Services – 1.7%            
2,000   Acadia Healthcare Co Inc     5.625% 2/15/23 B- 2,000,700
1,500   AHP Health Partners Inc, 144A     9.750% 7/15/26 CCC+ 1,541,250
1,000   CHS/Community Health Systems Inc, 144A     9.875% 6/30/23 CCC- 777,950
2,901   HCA Inc     5.375% 2/01/25 Ba2 3,107,696
500   RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A     9.750% 12/01/26 CCC+ 510,000
5,000   Tenet Healthcare Corp     8.125% 4/01/22 B- 5,250,000
1,000   Tenet Healthcare Corp     4.625% 7/15/24 BB- 979,930
13,901   Total Health Care Providers & Services           14,167,526
    Hotels, Restaurants & Leisure – 1.2%            
1,500   1011778 BC ULC / New Red Finance Inc, 144A     5.000% 10/15/25 B+ 1,492,500
1,000   Boyd Gaming Corp     6.375% 4/01/26 B- 950,000
630   Carnival Corp, 144A     11.500% 4/01/23 Baa3 680,361
1,500   Live National Entertainment, 144A     4.875% 11/01/24 B1 1,350,000
2,400   MGM Resorts International     7.750% 3/15/22 BB 2,441,280
2,000   Scientific Games International Inc, 144A     5.000% 10/15/25 B+ 1,846,520
31      

Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    Hotels, Restaurants & Leisure (continued)            
$1,500   WYNN LAS VEGAS LLC/CORP, 144A     5.500% 3/01/25 BB- $1,372,500
10,530   Total Hotels, Restaurants & Leisure           10,133,161
    IT Services – 0.3%            
2,500   Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl/Greeneden US Ho, 144A     10.000% 11/30/24 CCC+ 2,600,000
    Media – 2.0%            
1,500   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.375% 5/01/25 BB+ 1,537,500
1,000   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.000% 2/01/28 BB+ 1,032,500
3,000   CSC Holdings LLC, 144A     5.500% 5/15/26 BB 3,079,110
3,000   CSC Holdings LLC, 144A     5.500% 4/15/27 BB 3,121,500
2,000   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- 1,940,000
1,358   iHeartCommunications Inc     8.375% 5/01/27 CCC+ 1,244,316
715   Intelsat Luxembourg SA, (5)     8.125% 6/01/23 N/R 39,325
2,430   Nielsen Finance LLC / Nielsen Finance Co, 144A     5.000% 4/15/22 BB- 2,423,196
1,000   Univision Communications Inc, 144A     5.125% 5/15/23 B 1,009,060
1,250   Univision Communications Inc, 144A     9.500% 5/01/25 B 1,325,000
17,253   Total Media           16,751,507
    Oil, Gas & Consumable Fuels – 0.4%            
1,500   Citgo Holding Inc, 144A     9.250% 8/01/24 B+ 1,492,500
2,100   CITGO Petroleum Corp, 144A     6.250% 8/15/22 BB 2,086,917
250   Oasis Petroleum Inc, 144A     6.250% 5/01/26 CCC+ 41,250
250   Whiting Petroleum Corp, (5)     6.625% 1/15/26 N/R 44,375
4,100   Total Oil, Gas & Consumable Fuels           3,665,042
    Pharmaceuticals – 1.9%            
5,240   Advanz Pharma Corp Ltd     8.000% 9/06/24 B- 4,820,800
2,000   Bausch Health Cos Inc, 144A     7.000% 3/15/24 BB 2,075,000
6,000   Bausch Health Cos Inc, 144A     9.000% 12/15/25 B 6,463,260
963   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     9.500% 7/31/27 CCC+ 1,018,565
1,215   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     6.000% 6/30/28 Caa2 783,675
481   Par Pharmaceutical Inc, 144A     7.500% 4/01/27 B+ 493,602
15,899   Total Pharmaceuticals           15,654,902
    Technology Hardware, Storage & Peripherals – 0.3%            
2,000   Western Digital Corp     4.750% 2/15/26 Baa3 2,070,000
    Trading Companies & Distributors – 0.4%            
3,000   Air Lease Corp     4.625% 10/01/28 BBB 3,085,505
      32

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (4) Value
    Wireless Telecommunication Services – 0.1%            
$883   Level 3 Financing Inc     5.375% 8/15/22 BB $883,424
$140,041   Total Corporate Bonds (cost $134,637,765)           138,407,689
    
Shares   Description (1)           Value
    COMMON STOCKS – 1.3%            
    Diversified Consumer Services – 0.0%            
17,726   Cengage Learning Holdings II Inc, (7), (8)           $35,824
    Electric Utilities – 0.6%            
114,303   Energy Harbor Corp, (7), (8)           4,400,666
    Energy Equipment & Services – 0.0%            
76,990   Transocean Ltd, (8)           140,892
5,884   Vantage Drilling International, (7), (8)           34,203
    Total Energy Equipment & Services           175,095
    Health Care Providers & Services – 0.0%            
61,430   Millennium Health LLC, (8), (9)           68,065
57,666   Millennium Health LLC, (8), (9)           58,127
    Total Health Care Providers & Services           126,192
    Internet & Direct Marketing Retail – 0.0%            
7,503   Catalina Marketing Corp, (7), (8)           3,752
    Marine – 0.0%            
1,018   ACBL HLDG CORP, (7), (8)           26,468
    Media – 0.6%            
1,305,573   Clear Channel Outdoor Holdings Inc, (8)           1,357,796
73,000   Cumulus Media Inc, (8)           288,350
417,526   iHeartMedia Inc, (8)           3,486,342
    Total Media           5,132,488
    Pharmaceuticals – 0.0%            
12,622   Advanz Pharma Corp Ltd, (8)           38,497
    Software – 0.1%            
65,656   Avaya Holdings Corp, (8)           811,508
    Total Common Stocks (cost $24,531,962)           10,750,490
    
Shares   Description (1)           Value
    WARRANTS – 0.0%            
    Communications Equipment – 0.0%            
16,108   Avaya Holdings Corp, (7)           $11,678
33      

Shares   Description (1)           Value
    Marine – 0.0%            
1,071   ACBL HLDG CORP, (7)           $27,846
3,984   ACBL HLDG CORP, (7)           103,584
3,029   ACBL HLDG CORP, (7)           87,841
8,084   Total Marine           219,271
    Total Warrants (cost $1,591,776)           230,949
    
Shares   Description (1)     Coupon   Ratings (4) Value
    CONVERTIBLE PREFERRED SECURITIES – 0.0%            
    Marine – 0.0%            
3,789   ACBL HLDG CORP, (7)     0.000%   N/R $98,514
4,313   ACBL HLDG CORP, (7)     0.000%   N/R 125,077
    Total Marine           223,591
    Total Convertible Preferred Securities (cost $230,061)           223,591
    
Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.0%            
    Oil, Gas & Consumable Fuels – 0.0%            
18,956   Fieldwood Energy Inc, (7), (8)           $948
3,829   Fieldwood Energy Inc, (7), (8)           191
    Total Common Stock Rights (cost $541,054)           1,139
    Total Long-Term Investments (cost $923,442,347)           843,828,428
    
Shares   Description (1)   Coupon       Value
    SHORT-TERM INVESTMENTS – 3.1%            
    INVESTMENT COMPANIES – 3.1%            
26,570,234   BlackRock Liquidity Funds T-Fund Portfolio, (10)   0.000% (11)       $26,570,234
    Total Short-Term Investments (cost $26,570,234)           26,570,234
    Total Investments (cost $950,012,581) – 103.9%           870,398,662
    Other Assets Less Liabilities – (3.9)%           (33,059,946)
    Net Assets – 100%           $837,338,716
      34

Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments    June 30, 2020
(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:        
Variable Rate Senior Loan Interests $ — $694,214,570 $ — $694,214,570
Corporate Bonds  — 138,407,689  — 138,407,689
Common Stocks 6,123,385 4,500,913 126,192 10,750,490
Warrants  — 230,949  — 230,949
Convertible Preferred Securities  — 223,591  — 223,591
Common Stock Rights  — 1,139  — 1,139
Short-Term Investments:        
Investment Companies 26,570,234  —  — 26,570,234
Total $32,693,619 $837,578,851 $126,192 $870,398,662
35      

  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) 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, or portion of investment, represents an outstanding unfunded senior loan commitment.  
(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) 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.  
(10) 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.  
(11) 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.  
      36