1

Nuveen

Credit

Strategies

Income

Fund

Portfolio

of

Investments

April

30,

2024

(Unaudited)

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

LONG-TERM

INVESTMENTS

-

138.8% 

(94.1%

of

Total

Investments)

X

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

118

.4

%

(

80

.3

%

of

Total

Investments)

(b)

X

945,087,235

Automobiles

&

Components

-

0.7%

(0.5%

of

Total

Investments)

$

3,927

Clarios

Global

LP,

Term

Loan

B

8.316%

SOFR30A

3.000%

5/06/30

$

3,945,663

1,451

DexKo

Global

Inc.,

Term

Loan

B

9.321%

SOFR90A

3.750%

10/04/28

1,441,864

Total

Automobiles

&

Components

5,387,527

Capital

Goods

-

8.1%

(5.5%

of

Total

Investments)

2,094

ACProducts,

Inc.,

Term

Loan

B

9.814%

SOFR90A

4.250%

5/17/28

1,823,733

408

Aegion

Corporation,

Term

Loan

9.567%

TSFR1M

4.250%

5/17/28

411,266

4,667

Ali

Group

North

America

Corporation,

Term

Loan

B

7.445%

SOFR30A

2.000%

10/13/28

4,682,720

1,721

Alliance

Laundry

Systems

LLC,

Term

Loan

B

8.910%

3.500%

10/08/27

1,729,430

799

Atlas

CC

Acquisition

Corp,

Term

Loan

B

9.855%

TSFR3M

4.250%

5/25/28

736,288

163

Atlas

CC

Acquisition

Corp,

Term

Loan

C

9.855%

TSFR3M

4.250%

5/25/28

149,754

1,786

Centuri

Group,

Inc,

Term

Loan

B

7.871%

2.500%

8/28/28

1,790,285

5,146

Chamberlain

Group

Inc,

Term

Loan

B

8.666%

SOFR30A

3.250%

10/22/28

5,148,313

540

Chariot

Buyer

LLC

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

541,785

1,280

Chart

Industries,

Inc.,

Term

Loan

8.673%

SOFR30A

3.250%

3/18/30

1,286,240

12,457

Core

&

Main

LP,

Term

Loan

B

7.918%

2.500%

6/10/28

12,534,843

552

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B

8.671%

SOFR30A

3.250%

4/12/28

542,425

390

Dynasty

Acquisition

Co

Inc

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

392,033

1,999

Madison

IAQ

LLC,

Term

Loan

8.680%

SOFR30A

3.250%

6/21/28

2,002,108

8,611

Quikrete

Holdings,

Inc.,

Term

Loan

B

7.819%

SOFR30A

2.500%

3/18/31

8,625,910

1,455

Resideo

Funding

Inc.,

Term

Loan

7.684%

SOFR30A

2.250%

2/14/28

1,458,638

150

Standard

Aero

Ltd

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

151,158

1,469

Standard

Industries

Inc.,

Term

Loan

B

7.680%

TSFR1M

2.250%

9/22/28

1,474,078

540

Titan

Acquisition

Limited,

Term

Loan

B

,

(WI/DD)

TBD

TBD

TBD

TBD

543,432

1,091

TK

Elevator

US

Newco

Inc,

Term

Loan

B

,

(WI/DD)

TBD

TBD

TBD

TBD

1,096,793

1,940

TransDigm,

Inc.,

Term

Loan

H

8.059%

SOFR90A

2.750%

2/22/27

1,950,645

10,134

TransDigm,

Inc.,

Term

Loan

I

8.570%

SOFR90A

3.250%

8/24/28

10,195,998

730

Victory

Buyer

LLC,

Term

Loan

9.342%

TSFR3M

3.750%

11/18/28

693,654

4,742

Windsor

Holdings

III,

LLC,

Term

Loan

B

9.319%

SOFR30A

4.000%

8/01/30

4,788,704

Total

Capital

Goods

64,750,233

Commercial

&

Professional

Services

-

7.3%

(5.0%

of

Total

Investments)

3,626

Allied

Universal

Holdco

LLC,

Term

Loan

B

9.166%

TSFR1M

3.750%

5/15/28

3,633,135

2,481

Amentum

Government

Services

Holdings

LLC,

Term

Loan

9.315%

SOFR30A

4.000%

2/07/29

2,489,595

937

Anticimex

Global

AB,

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

922,266

1,623

Anticimex

International

AB,

Term

Loan

B1

8.461%

SOFR90A

3.150%

11/16/28

1,630,204

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

2

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Commercial

&

Professional

Services

(continued)

$

892

CHG

Healthcare

Services

Inc.,

Term

Loan

12.909%

SOFR90A

7.500%

9/29/28

$

895,064

2,188

Covanta

Holding

Corporation,

Term

Loan

B

7.816%

TSFR1M

2.500%

11/30/28

2,190,931

167

Covanta

Holding

Corporation,

Term

Loan

C

7.817%

TSFR1M

2.500%

11/30/28

167,464

3,369

Creative

Artists

Agency,

LLC

,

Term

Loan

B

8.566%

TSFR1M

3.250%

11/27/28

3,384,726

1,161

Dun

&

Bradstreet

Corporation

(The),

Term

Loan

B

8.068%

TSFR1M

2.750%

1/18/29

1,165,174

9,252

Garda

World

Security

Corporation,

Term

Loan

B

9.583%

SOFR90A

4.250%

2/01/29

9,303,106

2,034

GFL

Environmental

Inc.,

First

Lien

Term

Loan

7.826%

TSFR3M

2.500%

5/28/27

2,046,281

9,571

GTCR

W

Merger

Sub

LLC,

Term

Loan

B

8.309%

SOFR30A

3.000%

1/31/31

9,615,888

3,163

LABL,

Inc.,

Term

Loan,

First

Lien

10.416%

TSFR1M

5.000%

10/29/28

3,101,847

1,571

OMNIA

Partners

LLC,

Term

Loan

B

9.074%

TSFR1M

3.750%

7/25/30

1,582,060

540

Prime

Security

Services

Borrower,

LLC,

Term

Loan

B

,

(WI/DD)

TBD

TBD

TBD

TBD

541,712

540

Prime

Security

Services

Borrower,

LLC,

Term

Loan

B

7.579%

TSFR3M

2.250%

10/15/30

541,712

2,922

Trans

Union,

LLC,

Term

Loan

B5

7.067%

TSFR1M

1.750%

11/13/26

2,927,901

1,459

Verscend

Holding

Corp.,

Term

Loan

B

9.445%

1-Month

LIBOR

4.000%

8/27/25

1,460,448

4,254

Vertical

US

Newco

Inc,

Term

Loan

B

9.081%

3.500%

7/30/27

4,276,132

594

VT

Topco,

Inc.,

Term

Loan

B

8.816%

TSFR1M

3.500%

8/12/30

596,542

6,377

WIN

Waste

Innovations

Holdings,

Inc.,

Term

Loan

B

8.180%

TSFR1M

2.750%

3/27/28

6,040,491

Total

Commercial

&

Professional

Services

58,512,679

Consumer

Discretionary

Distribution

&

Retail

-

4.7%

(3.2%

of

Total

Investments)

398

Academy,

Ltd.,

Term

Loan

9.193%

TSFR1M

3.750%

11/08/27

399,021

1,834

Avis

Budget

Car

Rental,

LLC,

Term

Loan

C

8.416%

SOFR30A

3.000%

3/16/29

1,829,557

1,576

Belk,

Inc.,

Term

Loan

,

(cash

15.299%,

PIK

8.000%)

10.000%

N/A

N/A

7/31/25

341,484

328

Belk,

Inc.,

Term

Loan

15.000%

Prime

6.500%

7/31/25

302,115

1,449

Belron

Finance

US

LLC,

Term

Loan,

First

Lien

7.677%

SOFR90A

2.250%

4/13/29

1,452,448

4,596

CNT

Holdings

I

Corp,

Term

Loan

8.830%

TSFR3M

3.500%

11/08/27

4,617,497

750

Driven

Holdings,

LLC,

Term

Loan

B

8.430%

SOFR30A

3.000%

12/18/28

750,948

1,539

EOS

Finco

Sarl,

Term

Loan

11.309%

SOFR90A

6.000%

8/03/29

1,117,619

3,717

(d)

Jo-Ann

Stores,

Inc.,

Term

Loan

B1

10.076%

SOFR90A

4.750%

6/30/28

102,220

540

Kodiak

BP

LLC

,Term

Loan

,

(WI/

DD)

TBD

TBD

TBD

TBD

542,703

5,860

LBM

Acquisition

LLC,

Term

Loan

B

,

(DD1)

9.166%

TSFR1M

3.750%

12/20/27

5,874,404

540

Mister

Car

Wash

Holdings,

Inc.,

Term

Loan

B

8.316%

TSFR1M

3.000%

3/21/31

541,858

11,324

PetSmart,

Inc.,

Term

Loan

B

9.166%

SOFR30A

3.750%

2/14/28

11,182,832

3,513

Restoration

Hardware,

Inc.,

Term

Loan

B

7.930%

SOFR30A

2.500%

10/15/28

3,433,913

748

SRS

Distribution

Inc.,

Term

Loan

8.666%

SOFR30A

3.250%

6/04/28

753,916

997

SRS

Distribution

Inc.,

Term

Loan

B

8.930%

SOFR30A

3.500%

6/05/28

1,005,759

3

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Consumer

Discretionary

Distribution

&

Retail

(continued)

$

3,220

Wand

NewCo

3,

Inc.,

Term

Loan

B

9.066%

SOFR30A

3.750%

1/30/31

$

3,244,778

Total

Consumer

Discretionary

Distribution

&

Retail

37,493,072

Consumer

Durables

&

Apparel

-

3.2%

(2.1%

of

Total

Investments)

500

(e)

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

9.570%

4.250%

7/31/28

503,125

7,529

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

First

Lien

,

(DD1)

TBD

TBD

TBD

TBD

7,563,529

575

Amer

Sports

Company,

Term

Loan

8.576%

TSFR3M

3.250%

2/18/31

577,337

1,260

Birkenstock

GmbH

&

Co.

KG,

Term

Loan

B

8.827%

SOFR90A

3.250%

4/28/28

1,267,562

7,282

Hayward

Industries,

Inc.,

Term

Loan

8.180%

SOFR30A

2.750%

5/30/28

7,296,759

6

Serta

Simmons

Bedding,

LLC,

Term

Loan

12.924%

SOFR90A

7.500%

6/29/28

5,492

1,056

SRAM,

LLC

,

Term

Loan

B

8.180%

SOFR30A

2.750%

5/18/28

1,057,468

4,480

Topgolf

Callaway

Brands

Corp.,

Term

Loan

B

8.316%

TSFR1M

3.000%

3/09/30

4,500,558

2,767

Weber-Stephen

Products

LLC,

Term

Loan

B

,

(DD1)

8.680%

SOFR30A

3.250%

10/29/27

2,563,105

Total

Consumer

Durables

&

Apparel

25,334,935

Consumer

Services

-

15.4%

(10.4%

of

Total

Investments)

8,557

1011778

B.C.

Unlimited

Liability

Company,

Term

Loan

B5

,

(DD1)

7.566%

TSFR1M

2.250%

9/23/30

8,581,012

4,347

Alterra

Mountain

Company,

Term

Loan

B4

8.577%

TSFR1M+1-

Week

LIBOR

3.250%

8/17/28

4,371,394

993

Alterra

Mountain

Company,

Term

Loan

B5

8.827%

TSFR1M

3.500%

5/31/30

999,115

1,834

Aramark

Services,

Inc.,

Term

Loan

B6

7.317%

TSFR1M

2.000%

6/24/30

1,835,960

7,727

Caesars

Entertainment

Corp,

Term

Loan

B

8.666%

SOFR30A

3.250%

1/25/30

7,752,565

1,938

Caesars

Entertainment

Inc.,

Term

Loan

B1

8.066%

TSFR1M

2.750%

2/06/31

1,942,586

1,700

Carnival

Corporation,

Term

Loan

B

8.067%

SOFR30A

2.750%

10/18/28

1,709,280

2,324

Carnival

Corporation,

Term

Loan

B

8.067%

SOFR30A

2.750%

8/09/27

2,339,112

3,289

Churchill

Downs

Incorporated,

Term

Loan

B1

7.416%

TSFR1M

2.000%

3/17/28

3,296,448

6,596

ClubCorp

Holdings,

Inc.,

Term

Loan

B2

10.564%

SOFR90A

5.000%

9/18/26

6,619,178

12,796

Fertitta

Entertainment,

LLC,

Term

Loan

B

9.069%

SOFR30A

3.750%

1/29/29

12,840,145

1,345

Fleet

Midco

I

Limited,

Term

Loan

B

8.574%

TSFR3M

3.250%

2/10/31

1,351,725

9,975

Flutter

Entertainment

PLC,

Term

Loan

B

7.559%

SOFR90A

2.250%

11/29/30

10,005,274

4,988

Formula

One

Holdings

Limited,

Term

Loan

B

7.559%

SOFR90A

2.250%

1/15/30

5,002,341

3,106

GVC

Holdings

(Gibraltar)

Limited,

Term

Loan

B

8.909%

SOFR90A

3.500%

10/31/29

3,120,405

3,231

Hilton

Domestic

Operating

Company,

Inc.,

Term

Loan

B4

7.417%

SOFR30A

2.000%

11/08/30

3,242,253

2,925

Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B

7.816%

TSFR1M

2.500%

8/02/28

2,932,868

480

Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B

7.941%

TSFR1M

2.625%

1/17/31

481,550

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

4

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Consumer

Services

(continued)

$

10,209

IRB

Holding

Corp,

Term

Loan

B

8.166%

SOFR30A

2.750%

12/15/27

$

10,236,407

5,634

Life

Time

Fitness

Inc

,

Term

Loan,

First

Lien

9.591%

SOFR90A

4.000%

1/15/26

5,673,960

4,679

Light

and

Wonder

International,

Inc.,

Term

Loan

8.071%

TSFR1M

2.750%

4/16/29

4,694,985

4,771

Motion

Finco

Sarl,

Term

Loan

B

,

(DD1)

9.071%

SOFR90A

3.500%

11/30/29

4,771,237

363

NASCAR

Holdings,

Inc,

Term

Loan

B

7.930%

SOFR30A

2.500%

10/19/26

366,156

571

PCI

Gaming

Authority,

Term

Loan

7.930%

SOFR30A

2.250%

5/29/26

572,883

1,824

Penn

National

Gaming,

Inc.,

Term

Loan

B

8.166%

SOFR30A

2.750%

4/20/29

1,828,416

1,612

PG

Investment

Company

59

S.a

r.l.,

Term

Loan

B

,

(DD1)

8.812%

SOFR90A

3.500%

3/24/31

1,619,722

6,326

Scientific

Games

Holdings

LP,

Term

Loan

B

,

(DD1)

8.556%

SOFR90A

3.250%

2/04/29

6,336,365

3,900

SeaWorld

Parks

&

Entertainment,

Inc.,

Term

Loan

B

7.816%

TSFR1M

2.500%

8/25/28

3,903,482

4,004

Spin

Holdco

Inc.,

Term

Loan

9.585%

SOFR90A

4.000%

3/06/28

3,545,646

371

William

Morris

Endeavor

Entertainment,

LLC,

Term

Loan,

First

Lien

8.187%

SOFR30A+1-

Month

LIBOR

2.750%

5/16/25

372,624

478

WW

International,

Inc.,

Term

Loan

B

8.930%

TSFR1M

3.500%

4/13/28

218,463

Total

Consumer

Services

122,563,557

Consumer

Staples

Distribution

&

Retail

-

0.4%

(0.3%

of

Total

Investments)

1,485

Cardenas

Markets,

Inc.,

Term

Loan

12.159%

SOFR90A

6.750%

8/01/29

1,495,854

1,960

US

Foods,

Inc.,

Term

Loan

B

7.316%

TSFR1M

2.000%

11/22/28

1,971,473

Total

Consumer

Staples

Distribution

&

Retail

3,467,327

Diversified

Financials

-

0.0%

(0.0%

of

Total

Investments)

3,111

(d)

Ditech

Holding

Corporation,

Term

Loan

0.000%

N/A

N/A

6/30/24

342,226

Total

Diversified

Financials

342,226

Energy

-

1.6%

(1.1%

of

Total

Investments)

3,885

Freeport

LNG

Investments,

LLLP,

Term

Loan

A

,

(DD1)

8.586%

TSFR3M

3.000%

11/16/26

3,858,626

2,041

Gulf

Finance,

LLC,

Term

Loan

12.181%

SOFR30A

6.750%

8/25/26

2,049,225

2,924

Oryx

Midstream

Services

Permian

Basin

LLC,

Term

Loan

B

8.436%

SOFR30A

3.000%

10/05/28

2,937,170

2,933

TransMontaigne

Operating

Company

L.P.,

Term

Loan

B

8.933%

SOFR30A

3.500%

11/05/28

2,941,151

1,113

Whitewater

Whistler

Holdings,

LLC,

Term

Loan

B

8.063%

SOFR90A

2.750%

2/15/30

1,117,735

Total

Energy

12,903,907

Financial

Services

-

0.9%

(0.6%

of

Total

Investments)

720

Advisor

Group

Holdings

Inc

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

725,235

309

Aragorn

Parent

Corporation,

Term

Loan

9.569%

SOFR30A

4.250%

12/15/28

311,235

1,102

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B4

6.915%

TSFR1M

1.500%

2/12/27

1,103,972

2,540

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B6

7.315%

TSFR1M

2.000%

6/22/28

2,548,120

5

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Financial

Services

(continued)

$

540

Kestra

Advisor

Services

Holdings

A

Inc

,Term

Loan

,

(WI/

DD)

TBD

TBD

TBD

TBD

$

543,375

1,495

NCR

Atleos

LLC,

Term

Loan

B

10.175%

4.750%

3/27/29

1,507,201

Total

Financial

Services

6,739,138

Food

Beverage

&

Tobacco

-

0.2%

(0.1%

of

Total

Investments)

2,028

City

Brewing

Company,

LLC,

First

Lien

8.797%

TSFR1M

3.500%

4/14/28

1,475,698

Total

Food

Beverage

&

Tobacco

1,475,698

Food,

Beverage

&

Tobacco

-

2.3%

(1.6%

of

Total

Investments)

179

8th

Avenue

Food

&

Provisions,

Inc.,

Term

Loan

10.180%

SOFR30A

4.750%

10/01/25

173,261

2,236

8th

Avenue

Food

&

Provisions,

Inc.,

Term

Loan,

First

Lien

9.180%

1-Month

LIBOR

3.750%

10/01/25

2,159,115

368

Arterra

Wines

Canada,

Inc.,

Term

Loan

9.071%

SOFR90A

3.500%

11/25/27

339,385

1,715

CHG

PPC

Parent

LLC,

Term

Loan

8.430%

SOFR30A

3.000%

12/08/28

1,719,058

743

City

Brewing

Company,

LLC

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

741,129

2,029

City

Brewing

Company,

LLC,

Term

Loan

8.797%

TSFR3M

3.500%

4/14/28

1,876,317

1,925

Froneri

International

Ltd.,

Term

Loan

7.666%

TSFR1M

2.250%

2/01/27

1,929,245

4,814

Pegasus

BidCo

BV,

Term

Loan

9.057%

SOFR90A

3.750%

7/12/29

4,835,271

1,596

Sycamore

Buyer

LLC,

Term

Loan

B

7.683%

SOFR30A

2.250%

7/23/29

1,583,485

2,804

Triton

Water

Holdings,

Inc,

Term

Loan

8.814%

SOFR90A

3.250%

3/31/28

2,796,645

499

Triton

Water

Holdings,

Inc,

Term

Loan

B

9.302%

SOFR90A

4.000%

3/31/28

500,246

Total

Food,

Beverage

&

Tobacco

18,653,157

Health

Care

Equipment

&

Services

-

15.0%

(10.2%

of

Total

Investments)

898

ADMI

Corp.,

Term

Loan

B5

11.066%

TSFR1M

5.750%

12/23/27

905,044

4,875

AHP

Health

Partners,

Inc.,

Term

Loan

B

8.930%

SOFR30A

3.500%

8/23/28

4,894,817

14,646

Bausch

&

Lomb,

Inc.,

Term

Loan

8.669%

SOFR30A

3.250%

5/05/27

14,575,210

895

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan

9.659%

SOFR90A

4.250%

4/12/29

899,525

1,939

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan

9.659%

SOFR90A

4.250%

4/12/29

1,948,971

1,693

Gainwell

Acquisition

Corp.,

Term

Loan

B

9.409%

SOFR90A

4.000%

10/01/27

1,619,469

2,831

Global

Medical

Response,

Inc.,

Term

Loan

9.680%

SOFR30A

4.250%

3/14/25

2,693,011

10,823

Global

Medical

Response,

Inc.,

Term

Loan

B

9.813%

SOFR90A

4.250%

10/02/25

10,308,488

20,353

Medline

Borrower,

LP,

Term

Loan

B

,

(DD1)

8.066%

TSFR1M

2.750%

10/23/28

20,429,720

98

Medline

Borrower,

LP,

Term

Loan

B

8.068%

SOFR30A

2.750%

10/23/28

98,370

6,492

National

Mentor

Holdings,

Inc.,

Term

Loan

9.163%

3.750%

3/02/28

5,939,583

209

National

Mentor

Holdings,

Inc.,

Term

Loan

C

9.159%

SOFR90A

3.750%

3/02/28

190,798

3,292

Onex

TSG

Intermediate

Corp.,

Term

Loan

B

10.341%

TSFR3M

4.750%

2/28/28

3,296,044

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

6

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Health

Care

Equipment

&

Services

(continued)

$

540

Pacific

Dental

Services

Inc

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

$

541,971

540

Packaging

Coordinators

Midco,

Inc.,

Term

Loan,

First

Lien

,

(DD1)

9.071%

SOFR90A

3.500%

11/30/27

542,147

15,427

Parexel

International

Corporation,

Term

Loan,

First

Lien

8.680%

SOFR30A

3.250%

11/15/28

15,493,636

10,512

Phoenix

Guarantor

Inc,

Term

Loan

8.567%

TSFR1M

3.250%

2/21/31

10,450,689

9,295

Select

Medical

Corporation,

Term

Loan

B1

8.316%

TSFR1M

3.000%

3/05/27

9,315,436

3,110

Star

Parent,

Inc.,

Term

Loan

B

9.309%

SOFR90A

4.000%

9/30/30

3,112,923

11,892

Surgery

Center

Holdings,

Inc.,

Term

Loan

,

(DD1)

8.815%

TSFR1M

3.500%

12/19/30

11,976,684

938

Team

Health

Holdings,

Inc.,

Term

Loan

B

10.575%

SOFR90A

5.250%

3/02/27

825,005

Total

Health

Care

Equipment

&

Services

120,057,541

Household

&

Personal

Products

-

0.4%

(0.3%

of

Total

Investments)

2,237

Kronos

Acquisition

Holdings

Inc.,

Term

Loan

B

9.314%

SOFR90A

3.750%

12/22/26

2,243,802

1,086

Kronos

Acquisition

Holdings

Inc.,

Term

Loan,

First

Lien

11.493%

SOFR90A

6.000%

12/22/26

1,091,764

Total

Household

&

Personal

Products

3,335,566

Insurance

-

10.0%

(6.8%

of

Total

Investments)

13,339

Acrisure,

LLC,

Term

Loan

B

8.930%

1-Month

LIBOR

3.500%

2/15/27

13,348,447

8,891

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B6

,

(DD1)

8.819%

SOFR30A

3.500%

11/06/30

8,936,283

1,575

AmWINS

Group,

Inc.,

Term

Loan

B

8.180%

SOFR30A

2.750%

2/19/28

1,581,599

594

AssuredPartners,

Inc.,

Term

Loan

B

,

(WI/DD)

TBD

TBD

TBD

TBD

595,470

4,200

AssuredPartners,

Inc.,

Term

Loan

B5

8.816%

TSFR1M

3.500%

2/14/31

4,223,142

361

Asurion

LLC,

Term

Loan

B11

,

(DD1)

9.666%

SOFR30A

4.250%

8/21/28

352,579

5,375

Asurion

LLC,

Term

Loan

B8

8.680%

SOFR30A

3.250%

12/23/26

5,266,072

3,102

Asurion

LLC,

Term

Loan

B9

8.680%

SOFR30A

3.250%

7/30/27

3,020,793

1,113

Broadstreet

Partners,

Inc.,

Term

Loan

B

8.430%

SOFR30A

3.000%

1/27/27

1,115,946

2,490

Broadstreet

Partners,

Inc.,

Term

Loan

B2

,

(DD1)

8.680%

SOFR30A

3.250%

1/27/27

2,496,810

9,196

Broadstreet

Partners,

Inc.,

Term

Loan

B3

,

(DD1)

9.066%

TSFR1M

3.750%

1/26/29

9,239,826

11,431

HUB

International

Limited,

Term

Loan

B

,

(DD1)

8.569%

TSFR3M

3.250%

6/20/30

11,501,947

241

Ryan

Specialty

Group,

LLC,

Term

Loan

8.066%

SOFR30A

2.750%

9/01/27

242,004

10,635

Truist

Insurance

Holdings

LLC

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

10,669,936

831

USI,

Inc.,

Term

Loan

8.552%

SOFR90A

3.250%

9/27/30

834,555

6,450

USI,

Inc.,

Term

Loan

B

,

(DD1)

8.302%

SOFR90A

3.000%

11/23/29

6,473,134

Total

Insurance

79,898,543

7

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Materials

-

7.2%

(4.9%

of

Total

Investments)

$

791

Arsenal

AIC

Parent

LLC,

Term

Loan

B

9.066%

TSFR1M

3.750%

8/19/30

$

797,952

1,787

ASP

Unifrax

Holdings

Inc,

Term

Loan

B

9.202%

SOFR90A

3.750%

12/12/25

1,730,679

2,695

Axalta

Coating

Systems

U.S.

Holdings,

Inc.,

Term

Loan

B6

7.330%

TSFR3M

2.000%

12/20/29

2,705,262

540

Berlin

Packaging

LLC,

Term

Loan

B5

,

(WI/DD)

TBD

TBD

TBD

TBD

540,980

4,614

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B

9.091%

SOFR30A

3.675%

4/13/29

4,638,629

3,380

CPC

Acquisition

Corp,

Term

Loan

9.321%

SOFR90A

3.750%

12/29/27

2,869,485

4,518

Discovery

Purchaser

Corporation,

Term

Loan

9.681%

TSFR3M

4.375%

8/03/29

4,520,320

1,112

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

9.180%

SOFR30A

3.750%

3/03/30

1,110,911

2,930

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

B,

First

Lien

9.666%

SOFR30A

4.250%

3/29/29

2,928,040

3,408

Ineos

US

Finance

LLC,

Term

Loan

B

,

(DD1)

8.930%

SOFR30A

3.500%

2/09/30

3,421,106

3,040

Ineos

US

Finance

LLC,

Term

Loan

B

9.067%

TSFR1M

3.750%

1/31/31

3,053,315

1,720

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B

,

(DD1)

10.267%

SOFR180A

4.725%

2/09/26

1,559,502

451

Kraton

Corporation,

Term

Loan

8.841%

SOFR90A

3.250%

3/15/29

434,017

1,845

Lonza

Group

AG,

Term

Loan

B

9.334%

SOFR90A

3.925%

7/03/28

1,775,011

5,345

Nouryon

Finance

B.V.,

Term

Loan

B

9.397%

SOFR90A

4.000%

4/03/28

5,366,088

494

PQ

Corporation,

Term

Loan

B

7.930%

TSFR3M

2.500%

6/09/28

494,704

3,072

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B

8.685%

SOFR30A

3.250%

9/25/28

3,091,704

2,162

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B2

8.680%

SOFR30A

3.250%

2/05/26

2,176,099

481

Starfruit

Finco

B.V,

Term

Loan

9.423%

SOFR30A

4.000%

3/03/28

482,867

540

SupplyOne

Inc

,Term

Loan

,

(WI/

DD)

TBD

TBD

TBD

TBD

542,363

4,887

TricorBraun

Holdings,

Inc.,

Term

Loan

8.680%

SOFR30A

3.250%

3/03/28

4,840,993

1,122

Tronox

Finance

LLC,

Term

Loan

B

8.816%

TSFR1M

3.500%

8/16/28

1,126,575

7,337

Viant

Medical

Holdings,

Inc.,

Term

Loan,

First

Lien

9.180%

TSFR1M

3.750%

7/02/25

7,340,381

Total

Materials

57,546,983

Media

&

Entertainment

-

4.9%

(3.3%

of

Total

Investments)

3,601

ABG

Intermediate

Holdings

2

LLC,

Term

Loan

B1

8.918%

SOFR30A

3.500%

12/21/28

3,623,602

554

Adevinta

ASA,

Term

Loan

B

8.332%

SOFR90A

2.750%

6/26/28

555,925

961

Altice

Financing

SA,

Term

Loan

10.329%

TSFR3M

5.000%

10/29/27

875,232

2,214

AMC

Entertainment

Holdings,

Inc.

,

Term

Loan

B

8.433%

SOFR30A

3.000%

4/22/26

1,927,300

950

Cable

One,

Inc.,

Term

Loan

B4

7.430%

SOFR30A

2.000%

5/03/28

944,771

2,205

Cengage

Learning,

Inc.,

Term

Loan

B

9.565%

TSFR1M

4.250%

3/18/31

2,212,089

324

Checkout

Holding

Corp.,

Term

Loan

14.801%

TSFR3M

9.500%

5/24/30

169,996

1,980

Cinemark

USA,

Inc.,

Term

Loan

B

9.062%

3.750%

5/18/30

1,991,662

4,346

Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan

9.430%

TSFR1M

4.000%

8/23/28

4,355,026

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

8

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Media

&

Entertainment

(continued)

$

4,185

Crown

Finance

US,

Inc.,

Term

Loan

,

(cash

6.941%,

PIK

7.000%)

6.965%

TSFR1M+1-

Month

LIBOR

4.250%

7/31/28

$

4,265,833

3,224

DirecTV

Financing,

LLC,

Term

Loan

10.430%

TSFR1M

5.000%

8/02/27

3,245,108

229

Getty

Images,

Inc.,

Term

Loan

B

9.909%

SOFR90A

4.500%

2/19/26

229,811

4,141

Gray

Television,

Inc.,

Term

Loan

E

7.942%

TSFR1M

2.500%

1/02/26

4,094,562

954

Lions

Gate

Capital

Holdings

LLC,

Term

Loan

B

7.666%

SOFR30A

2.250%

3/24/25

953,941

4,911

McGraw-Hill

Global

Education

Holdings,

LLC,

Term

Loan

10.180%

SOFR30A

4.750%

7/31/28

4,922,524

404

Mission

Broadcasting,

Inc.,

Term

Loan

B

7.942%

TSFR1M

2.500%

6/02/28

402,326

1,019

Nexstar

Broadcasting,

Inc.,

Term

Loan

B4

7.930%

SOFR30A

2.500%

9/18/26

1,020,831

451

Radiate

Holdco,

LLC,

Term

Loan

B

8.680%

TSFR1M

3.250%

9/25/26

364,954

847

Red

Ventures,

LLC,

Term

Loan

B

8.317%

TSFR1M

3.000%

2/23/30

848,502

750

Virgin

Media

Bristol

LLC,

Term

Loan

Y

8.656%

SOFR180A

3.250%

3/06/31

737,970

1,605

Wood

Mackenzie

Limited,

Term

Loan

B

8.814%

SOFR90A

3.500%

2/10/31

1,614,108

Total

Media

&

Entertainment

39,356,073

Pharmaceuticals,

Biotechnology

&

Life

Sciences

-

2.1%

(1.4%

of

Total

Investments)

2,322

Curia

Global,

Inc.,

Term

Loan

9.171%

3.750%

8/28/26

2,211,472

10,281

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan

B

,

(DD1)

8.430%

SOFR30A

3.000%

5/05/28

10,352,834

2,542

Organon

&

Co,

Term

Loan

8.433%

SOFR30A

3.000%

6/02/28

2,559,586

1,616

Perrigo

Investments,

LLC,

Term

Loan

B

7.666%

SOFR30A

2.250%

4/05/29

1,616,894

Total

Pharmaceuticals,

Biotechnology

&

Life

Sciences

16,740,786

Real

Estate

Management

&

Development

-

0.6%

(0.4%

of

Total

Investments)

2,353

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

8.666%

SOFR30A

3.250%

1/31/30

2,361,903

2,494

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B

9.066%

TSFR1M

4.000%

1/31/30

2,506,219

132

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B

8.180%

SOFR30A

2.750%

8/21/25

132,399

Total

Real

Estate

Management

&

Development

5,000,521

Semiconductors

&

Semiconductor

Equipment

-

0.1%

(0.1%

of

Total

Investments)

2,222

Bright

Bidco

B.V.,

Term

Loan

,

(cash

6.378%,

PIK

8.000%)

7.165%

TSFR3M+3-

Month

LIBOR

4.500%

10/31/27

672,260

Total

Semiconductors

&

Semiconductor

Equipment

672,260

Software

&

Services

-

20.0%

(13.5%

of

Total

Investments)

1,572

Ahead

DB

Holdings,

LLC,

Term

Loan

B

9.159%

SOFR90A

3.750%

10/18/27

1,577,512

1,042

Apttus

Corporation,

Term

Loan

9.430%

TSFR1M

4.000%

5/08/28

1,044,662

10,110

Avaya,

Inc.,

Term

Loan

6.642%

1-Month

5.326%

8/01/28

8,799,640

3,295

Azalea

Topco

Inc

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

3,288,822

10,851

Banff

Merger

Sub

Inc,

Term

Loan

9.566%

SOFR30A

4.250%

12/29/28

10,931,213

1,200

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B

8.066%

TSFR1M

2.750%

1/31/31

1,203,750

9

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Software

&

Services

(continued)

$

992

CCC

Intelligent

Solutions

Inc.,

Term

Loan

B

7.680%

SOFR30A

2.250%

9/21/28

$

994,023

6,303

Cotiviti

Inc

,Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

6,316,110

2,811

DTI

Holdco,

Inc.,

Term

Loan

10.066%

SOFR30A

4.750%

4/21/29

2,815,609

10,439

Epicor

Software

Corporation,

Term

Loan

8.680%

SOFR30A

3.250%

7/30/27

10,496,813

324

Genesys

Cloud

Services

Holdings

II

LLC,

Term

Loan

B

9.180%

SOFR30A

3.750%

12/01/27

326,518

5,246

Greeneden

U.S.

Holdings

II,

LLC,

Term

Loan

B4

8.816%

TSFR1M

4.000%

12/01/27

5,279,714

6,860

Informatica

LLC,

Term

Loan

B

8.195%

SOFR30A

2.750%

10/14/28

6,880,580

120

Ivanti

Software,

Inc.,

Term

Loan

B

9.555%

SOFR90A

4.000%

12/01/27

111,338

1,320

Ivanti

Software,

Inc.,

Term

Loan

B

9.814%

SOFR90A

4.250%

12/01/27

1,230,026

6,068

McAfee,

LLC,

Term

Loan

B

9.177%

SOFR30A

3.750%

2/03/29

6,089,207

783

Mitchell

International,

Inc.,

Term

Loan

B

9.195%

TSFR1M

3.750%

10/16/28

785,112

2,971

NortonLifeLock

Inc.,

Term

Loan

B

7.416%

SOFR30A

2.000%

1/28/29

2,978,709

10,170

Open

Text

Corporation,

Term

Loan

B

,

(DD1)

8.166%

SOFR30A

2.750%

1/31/30

10,210,567

3,789

Peraton

Corp.,

Term

Loan

B

9.166%

SOFR30A

3.750%

2/01/28

3,794,917

727

Project

Ruby

Ultimate

Parent

Corp.,

Term

Loan

8.680%

1-Month

LIBOR

3.250%

3/10/28

727,955

1,675

Proofpoint,

Inc.,

Term

Loan,

First

Lien

8.680%

SOFR30A

3.250%

8/31/28

1,683,748

3,607

Quartz

Acquireco

LLC,

Term

Loan

B

8.809%

SOFR90A

3.500%

4/14/30

3,628,300

4,360

Rackspace

Technology

Global,

Inc.,

Term

Loan,

First

Lien

11.552%

TSFR1M

6.250%

5/15/28

4,370,655

8,027

Rackspace

Technology

Global,

Inc.,

Term

Loan,

First

Lien

8.186%

TSFR3M

2.750%

5/15/28

3,787,759

9,753

Sophia,

L.P.,

Term

Loan

B

8.916%

SOFR30A

3.500%

10/29/29

9,798,021

1

SS&C

European

Holdings

Sarl,

Term

Loan

B4

7.180%

TSFR1M

1.750%

4/16/25

1,354

1

SS&C

Technologies

Inc.,

Term

Loan

B3

7.180%

TSFR1M

1.750%

4/16/25

1,390

8,003

Syniverse

Holdings,

Inc.,

Term

Loan

12.302%

SOFR90A

7.000%

5/10/29

7,634,221

10,693

Tempo

Acquisition

LLC,

Term

Loan

B

8.066%

TSFR1M

2.750%

8/31/28

10,736,131

17,981

Ultimate

Software

Group

Inc

(The),

Term

Loan

B

8.814%

SOFR90A

3.500%

2/10/31

18,084,299

1,996

Vision

Solutions,

Inc.,

Term

Loan

11.750%

Prime

3.250%

5/28/28

1,991,403

540

VS

Buyer,

LLC,

Term

Loan

B

8.569%

SOFR30A

3.250%

4/04/31

542,209

1,816

West

Corporation,

Term

Loan

B3

9.450%

SOFR90A

4.000%

4/10/27

1,780,724

1,335

World

Wide

Technology

Holding

Co.

LLC,

Term

Loan

8.171%

SOFR30A

2.750%

3/01/30

1,344,584

8,100

Zelis

Payments

Buyer,

Inc.,

Term

Loan

B

8.066%

TSFR1M

2.750%

9/28/29

8,123,449

Total

Software

&

Services

159,391,044

Technology

Hardware

&

Equipment

-

1.6%

(1.1%

of

Total

Investments)

3,409

CommScope,

Inc.,

Term

Loan

B

8.680%

SOFR30A

3.250%

4/06/26

3,014,292

3,731

Delta

TopCo,

Inc.,

Term

Loan

B

9.121%

SOFR180A

3.750%

12/01/27

3,741,357

2,066

II-VI

Incorporated,

Term

Loan

B

N/A%

N/A

N/A

7/02/29

2,078,193

2,371

Ingram

Micro

Inc.,

Term

Loan

8.571%

SOFR90A

3.000%

7/02/28

2,381,116

440

MLN

US

HoldCo

LLC,

Term

Loan

12.127%

SOFR90A

6.700%

10/18/27

88,003

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

10

JQC

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Technology

Hardware

&

Equipment

(continued)

$

975

MLN

US

HoldCo

LLC,

Term

Loan,

First

Lien

9.929%

SOFR90A

4.500%

12/01/25

$

115,159

1,638

Riverbed

Technology,

Inc.,

Term

Loan

5.905%

3-Month

2.250%

7/03/28

1,035,886

Total

Technology

Hardware

&

Equipment

12,454,006

Telecommunication

Services

-

4.8%

(3.2%

of

Total

Investments)

1,649

Altice

France

S.A.,

Term

Loan

B12

9.278%

3-Month

LIBOR

3.688%

2/02/26

1,421,671

10,534

Altice

France

S.A.,

Term

Loan

B13

9.569%

3-Month

LIBOR

4.000%

8/14/26

8,946,357

1,171

Cincinnati

Bell,

Inc.,

Term

Loan

B2

8.666%

SOFR30A

3.250%

11/24/28

1,172,183

581

(d)

Cyxtera

DC

Holdings,

Inc.,

Term

Loan

B

0.000%

N/A

N/A

5/01/25

11,623

2,114

Eagle

Broadband

Investments

LLC,

Term

Loan

8.571%

SOFR90A

3.000%

11/12/27

2,105,313

6,044

Frontier

Communications

Corp.,

Term

Loan

B

9.180%

SOFR30A

3.750%

10/08/27

6,039,241

2,097

Level

3

Financing

Inc.,

Term

Loan

B1

,

(DD1)

11.875%

TSFR1M

6.560%

4/15/29

2,065,915

1,915

Level

3

Financing

Inc.,

Term

Loan

B2

,

(DD1)

11.875%

TSFR1M

6.560%

4/15/30

1,881,102

321

Lumen

Technologies,

Inc.,

Term

Loan

B1

7.780%

1-Week

LIBOR

2.350%

4/16/29

233,269

328

Lumen

Technologies,

Inc.,

Term

Loan

B2

7.780%

SOFR30A

2.350%

4/15/30

232,012

967

Numericable

Group

SA,

Term

Loan

B11

8.341%

3-Month

LIBOR

2.750%

7/31/25

869,833

9,338

Virgin

Media

Bristol

LLC,

Term

Loan

N

7.935%

SOFR30A

2.500%

1/31/28

9,178,086

440

Zayo

Group

Holdings,

Inc.,

Term

Loan

,

(WI/DD)

TBD

TBD

TBD

TBD

381,632

3,651

Ziggo

Financing

Partnership,

Term

Loan

I

7.935%

SOFR30A

2.500%

4/28/28

3,607,996

Total

Telecommunication

Services

38,146,233

Transportation

-

5.2%

(3.5%

of

Total

Investments)

3,116

AAdvantage

Loyalty

IP

Ltd.,

Term

Loan

10.336%

SOFR90A

4.750%

4/20/28

3,245,309

515

Air

Canada,

Term

Loan

B

7.833%

TSFR3M

2.500%

3/14/31

519,184

7,044

American

Airlines,

Inc.,

Term

Loan

B

8.598%

SOFR90A

2.750%

2/06/28

7,065,862

136

American

Airlines,

Inc.,

Term

Loan,

First

Lien

7.074%

SOFR90A

1.750%

1/29/27

136,119

2,171

Brown

Group

Holding,

LLC,

Term

Loan

B

8.166%

SOFR30A

2.750%

4/22/28

2,175,361

2,278

Brown

Group

Holding,

LLC,

Term

Loan

B2

8.332%

3.000%

6/09/29

2,283,797

926

Hertz

Corporation,

(The),

Term

Loan

B

8.680%

SOFR30A

3.250%

6/30/28

854,765

183

Hertz

Corporation,

(The),

Term

Loan

C

8.680%

SOFR30A

3.250%

6/30/28

168,759

958

Kestrel

Bidco

Inc.,

Term

Loan

B

8.418%

TSFR1M

3.000%

12/11/26

960,304

2,970

KKR

Apple

Bidco,

LLC,

Term

Loan

8.180%

TSFR1M

2.750%

9/25/28

2,976,644

8,227

Mileage

Plus

Holdings

LLC,

Term

Loan

B

10.733%

SOFR90A

5.250%

6/21/27

8,456,708

429

SkyMiles

IP

Ltd.,

Term

Loan

B

9.075%

TSFR3M

3.750%

10/20/27

443,270

6,938

Uber

Technologies,

Inc.,

Term

Loan

B

8.079%

SOFR90A

2.750%

3/04/30

6,991,928

11

Principal

Amount

(000)

Description

(a)

Coupon

(b)

Reference

Rate

(b)

Spread

(b)

Maturity

(c)

Value

Transportation

(continued)

$

4,990

WestJet

Loyalty

LP,

Term

Loan

B

9.048%

SOFR90A

3.750%

2/14/31

$

5,005,319

Total

Transportation

41,283,329

Utilities

-

1.7%

(1.2%

of

Total

Investments)

7,276

Talen

Energy

Supply,

LLC,

Term

Loan

B

9.877%

SOFR90A

4.500%

5/27/30

7,309,742

5,941

Talen

Energy

Supply,

LLC,

Term

Loan

B

9.877%

SOFR90A

4.500%

5/27/30

5,968,173

302

Vistra

Operations

Company

LLC,

Term

Loan

B3,

First

Lien

7.317%

TSFR1M

2.000%

12/20/30

302,979

Total

Utilities

13,580,894

Total

Variable

Rate

Senior

Loan

Interests

(cost

$952,870,907)

945,087,235

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

30

.6

%

(

20

.8

%

of

Total

Investments)

X

244,082,465

Automobiles

&

Components

-

0.7%

(0.5%

of

Total

Investments)

$

2,699

(f),(g)

Clarios

Global

LP

/

Clarios

US

Finance

Co

6.250%

5/15/26

$

2,695,783

3,000

(f)

Ford

Motor

Credit

Co

LLC

7.200%

6/10/30

3,108,336

Total

Automobiles

&

Components

5,804,119

Capital

Goods

-

2.1%

(1.4%

of

Total

Investments)

2,000

(g)

Chart

Industries

Inc

7.500%

1/01/30

2,045,611

2,000

(g)

EMRLD

Borrower

LP

/

Emerald

Co-Issuer

Inc

6.625%

12/15/30

1,982,079

3,500

(g)

Husky

Injection

Molding

Systems

Ltd

/

Titan

Co-Borrower

LLC

9.000%

2/15/29

3,602,701

4,000

(f),(g)

TK

Elevator

Holdco

GmbH

7.625%

7/15/28

3,920,314

2,963

(f)

TransDigm

Inc

4.625%

1/15/29

2,714,078

2,000

(f),(g)

Windsor

Holdings

III

LLC

8.500%

6/15/30

2,083,049

Total

Capital

Goods

16,347,832

Commercial

&

Professional

Services

-

2.3%

(1.6%

of

Total

Investments)

3,000

(g)

Allied

Universal

Holdco

LLC

7.875%

2/15/31

3,006,625

2,000

(g)

Allied

Universal

Holdco

LLC

/

Allied

Universal

Finance

Corp

6.625%

7/15/26

1,994,712

4,925

(f),(g)

Boost

Newco

Borrower

LLC

7.500%

1/15/31

5,083,053

1,200

(f),(g)

GFL

Environmental

Inc

5.125%

12/15/26

1,168,552

2,650

(f),(g)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250%

1/15/28

2,588,829

2,316

(f),(g)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

5.750%

4/15/26

2,286,869

2,500

(f),(g)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

3.375%

8/31/27

2,276,887

Total

Commercial

&

Professional

Services

18,405,527

Consumer

Discretionary

Distribution

&

Retail

-

1.4%

(0.9%

of

Total

Investments)

3,900

(f),(g)

Academy

Ltd

6.000%

11/15/27

3,812,495

3,265

(g)

Hertz

Corp/The

4.625%

12/01/26

2,529,014

3,945

(f),(g)

Michaels

Cos

Inc/The

7.875%

5/01/29

2,890,555

1,188

(f),(g)

PetSmart

Inc

/

PetSmart

Finance

Corp

4.750%

2/15/28

1,096,344

545

(f),(g)

Staples

Inc

7.500%

4/15/26

525,444

Total

Consumer

Discretionary

Distribution

&

Retail

10,853,852

Consumer

Services

-

1.9%

(1.3%

of

Total

Investments)

6,617

(f),(g)

1011778

BC

ULC

/

New

Red

Finance

Inc

4.000%

10/15/30

5,706,328

1,193

(f),(g)

1011778

BC

ULC

/

New

Red

Finance

Inc

3.500%

2/15/29

1,064,980

1,895

(f),(g)

Carnival

Holdings

Bermuda

Ltd

10.375%

5/01/28

2,054,686

1,201

(f),(g)

Life

Time

Inc

5.750%

1/15/26

1,187,940

5,000

(f),(g)

Merlin

Entertainments

Group

US

Holdings

Inc

7.375%

2/15/31

5,023,431

Total

Consumer

Services

15,037,365

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

12

JQC

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Consumer

Staples

Distribution

&

Retail

-

0.5%

(0.3%

of

Total

Investments)

$

4,000

(f),(g)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

4.625%

1/15/27

$

3,821,941

Total

Consumer

Staples

Distribution

&

Retail

3,821,941

Energy

-

3.2%

(2.1%

of

Total

Investments)

2,545

(g)

Borr

IHC

Ltd

/

Borr

Finance

LLC

10.000%

11/15/28

2,630,828

2,000

(f),(g)

Citgo

Petroleum

Corp

7.000%

6/15/25

1,997,950

5,000

(f),(g)

DT

Midstream

Inc

4.375%

6/15/31

4,438,781

3,201

(f),(g)

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

6.250%

11/01/28

3,153,921

1,000

(f)

Matador

Resources

Co

5.875%

9/15/26

998,561

1,201

(f),(g)

MEG

Energy

Corp

5.875%

2/01/29

1,161,963

2,000

(f)

Southwestern

Energy

Co

4.750%

2/01/32

1,801,131

4,000

(g)

Talos

Production

Inc

9.375%

2/01/31

4,262,794

1,500

(g)

Talos

Production

Inc

9.000%

2/01/29

1,582,590

1,500

(g)

Transocean

Inc

11.500%

1/30/27

1,561,751

1,500

(f),(g)

Weatherford

International

Ltd

8.625%

4/30/30

1,557,586

Total

Energy

25,147,856

Equity

Real

Estate

Investment

Trusts

(REITs)

-

0.6%

(0.4%

of

Total

Investments)

5,250

(f)

American

Tower

Corp

2.950%

1/15/51

3,169,215

2,000

Crown

Castle

Inc

2.250%

1/15/31

1,608,336

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

4,777,551

Financial

Services

-

0.1%

(0.1%

of

Total

Investments)

1,000

(f),(g)

LPL

Holdings

Inc

4.625%

11/15/27

952,897

Total

Financial

Services

952,897

Health

Care

Equipment

&

Services

-

2.2%

(1.5%

of

Total

Investments)

3,250

(f),(g)

CHS/Community

Health

Systems

Inc

8.000%

3/15/26

3,234,178

492

(g)

Heartland

Dental

LLC

/

Heartland

Dental

Finance

Corp

8.500%

5/01/26

490,229

1,975

(f),(g)

Mozart

Debt

Merger

Sub

Inc

3.875%

4/01/29

1,769,266

3,210

(f),(g)

Select

Medical

Corp

6.250%

8/15/26

3,211,203

3,375

(f),(g)

Team

Health

Holdings

Inc

13.500%

6/30/28

3,737,812

5,500

(f)

Tenet

Healthcare

Corp

6.125%

10/01/28

5,430,993

Total

Health

Care

Equipment

&

Services

17,873,681

Insurance

-

0.7%

(0.5%

of

Total

Investments)

2,175

(f),(g)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

6.750%

4/15/28

2,172,705

625

(f),(g)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

4.250%

10/15/27

583,004

3,000

(f),(g)

HUB

International

Ltd

7.250%

6/15/30

3,044,007

Total

Insurance

5,799,716

Materials

-

3.1%

(2.1%

of

Total

Investments)

3,500

(f),(g)

Ardagh

Metal

Packaging

Finance

USA

LLC

/

Ardagh

Metal

Packaging

Finance

PLC

4.000%

9/01/29

2,885,117

6,425

(f)

Ball

Corp

6.000%

6/15/29

6,393,088

4,000

(f),(g)

Herens

Holdco

Sarl

4.750%

5/15/28

3,452,624

2,000

(f),(g)

LABL

Inc

9.500%

11/01/28

2,000,746

5,000

(f),(g)

Novelis

Corp

4.750%

1/30/30

4,575,104

5,190

(f),(g)

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC

4.375%

9/30/28

4,776,404

619

(f),(g)

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc

5.375%

9/01/25

491,908

Total

Materials

24,574,991

13

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Media

&

Entertainment

-

2.9%

(2.0%

of

Total

Investments)

$

3,000

(f),(g)

Altice

Financing

SA

5.750%

8/15/29

$

2,228,323

7,000

(f)

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.500%

3/01/42

4,427,784

3,000

(f),(g)

Clear

Channel

Outdoor

Holdings

Inc

5.125%

8/15/27

2,780,767

18

iHeartCommunications

Inc

6.375%

5/01/26

15,032

3,000

(f),(g)

LCPR

Senior

Secured

Financing

DAC

5.125%

7/15/29

2,505,618

2,799

(f),(g)

McGraw-Hill

Education

Inc

5.750%

8/01/28

2,595,716

500

(g)

Radiate

Holdco

LLC

/

Radiate

Finance

Inc

4.500%

9/15/26

381,866

2,000

(g)

Virgin

Media

Secured

Finance

PLC

5.500%

5/15/29

1,817,879

6,006

(f),(g)

VZ

Secured

Financing

BV

5.000%

1/15/32

5,059,083

1,305

(f),(g)

Ziggo

Bond

Co

BV

6.000%

1/15/27

1,283,041

Total

Media

&

Entertainment

23,095,109

Pharmaceuticals,

Biotechnology

&

Life

Sciences

-

0.3%

(0.2%

of

Total

Investments)

2,000

(f)

Amgen

Inc

3.150%

2/21/40

1,459,342

1,500

(f),(g)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

5.125%

4/30/31

1,297,052

Total

Pharmaceuticals,

Biotechnology

&

Life

Sciences

2,756,394

Software

&

Services

-

0.5%

(0.4%

of

Total

Investments)

1,185

(g)

Open

Text

Holdings

Inc

4.125%

12/01/31

1,015,633

3,666

(g)

Rackspace

Finance

LLC

3.500%

5/15/28

1,741,214

1,500

(f),(g)

SS&C

Technologies

Inc

5.500%

9/30/27

1,458,027

Total

Software

&

Services

4,214,874

Technology

Hardware

&

Equipment

-

0.2%

(0.1%

of

Total

Investments)

1,975

(f),(g)

Commscope

Inc

4.750%

9/01/29

1,377,563

Total

Technology

Hardware

&

Equipment

1,377,563

Telecommunication

Services

-

5.2%

(3.5%

of

Total

Investments)

6,313

(f),(g)

Frontier

Communications

Holdings

LLC

5.875%

10/15/27

6,055,168

2,000

(f)

Frontier

Communications

Holdings

LLC

5.875%

11/01/29

1,669,853

1,978

(f),(g)

Frontier

Communications

Holdings

LLC

6.000%

1/15/30

1,648,158

1,000

(g)

Frontier

Communications

Holdings

LLC

8.625%

3/15/31

1,009,973

1,500

(f),(g)

Iliad

Holding

SASU

7.000%

10/15/28

1,466,517

12,419

(g)

Level

3

Financing

Inc

10.500%

5/15/30

12,306,256

1,000

(g)

Level

3

Financing

Inc

4.875%

6/15/29

627,749

4,000

(f)

T-Mobile

USA

Inc

3.500%

4/15/31

3,517,857

5,180

(f),(g)

Vmed

O2

UK

Financing

I

PLC

4.250%

1/31/31

4,231,825

10,000

(f),(g)

Ziggo

BV

4.875%

1/15/30

8,750,452

Total

Telecommunication

Services

41,283,808

Transportation

-

0.8%

(0.6%

of

Total

Investments)

1,975

(f)

Delta

Air

Lines

Inc

3.750%

10/28/29

1,779,583

3,250

(f),(g)

Mileage

Plus

Holdings

LLC

/

Mileage

Plus

Intellectual

Property

Assets

Ltd

6.500%

6/20/27

3,255,488

1,623

(f),(g)

United

Airlines

Inc

4.625%

4/15/29

1,495,804

Total

Transportation

6,530,875

Utilities

-

1.9%

(1.3%

of

Total

Investments)

1,940

(f)

Pacific

Gas

and

Electric

Co

4.550%

7/01/30

1,800,653

2,000

(f)

Pacific

Gas

and

Electric

Co

4.500%

7/01/40

1,622,913

6,318

(f)

PG&E

Corp

5.000%

7/01/28

6,019,966

3,000

(f)

PG&E

Corp

5.250%

7/01/30

2,808,880

3,000

(g)

Talen

Energy

Supply

LLC

8.625%

6/01/30

3,174,102

Total

Utilities

15,426,514

Total

Corporate

Bonds

(cost

$241,501,382)

244,082,465

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

14

JQC

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

5.8%

(3.9%

of

Total

Investments)

X

46,442,558

$

1,000

(g),(h)

CIFC

Funding

2020-I

Ltd,

(TSFR3M

reference

rate

+

6.512%

spread),

2020

1A

11.840%

7/15/36

$

1,003,700

6,700

(g),(h)

Elmwood

CLO

26

Ltd,

(TSFR3M

reference

rate

+

6.450%

spread),

2024

1A

11.741%

4/18/37

6,736,019

2,000

(g),(h)

Elmwood

CLO

26

Ltd,

(TSFR3M

reference

rate

+

3.600%

spread),

2024

1A

8.891%

4/18/37

2,003,846

1,000

(g),(h)

Invesco

US

CLO

2023-1

Ltd,

(TSFR3M

reference

rate

+

6.900%

spread),

2023

1A

12.186%

4/22/37

1,004,756

4,000

(g),(h)

KKR

Clo

32

Ltd,

(TSFR3M

reference

rate

+

5.300%

spread),

2024

32A,

(WI/DD)

0.000%

4/15/37

4,017,112

5,750

(g),(h)

Magnetite

XXXV

Ltd,

(TSFR3M

reference

rate

+

7.250%

spread),

2022

35A

12.574%

10/25/36

6,018,352

4,000

(g),(h)

Neuberger

Berman

CLO

Ltd,

(TSFR3M

reference

rate

+

6.500%

spread),

2024

55A

0.000%

4/22/38

4,023,348

1,500

(g),(h)

Neuberger

Berman

Loan

Advisers

Lasalle

Street

Lending

Clo

II

Ltd,

(TSFR3M

reference

rate

+

7.600%

spread),

2024

1A,

(WI/DD)

0.000%

4/20/38

1,508,288

5,500

(g),(h)

Neuberger

Berman

Loan

Advisers

NBLA

CLO

53

Ltd,

(TSFR3M

reference

rate

+

7.625%

spread),

2023

23-53A

12.948%

10/24/32

5,521,544

825

(g),(h)

OHA

Credit

Funding

11

Ltd,

(TSFR3M

reference

rate

+

7.250%

spread),

2022

11A

12.577%

7/19/33

828,860

2,000

(g),(h)

OHA

Credit

Partners

XV

Ltd,

(TSFR3M

reference

rate

+

4.500%

spread),

2017

15A

9.826%

4/20/37

2,003,562

2,500

(g),(h)

RAD

CLO

24

Ltd,

(TSFR3M

reference

rate

+

6.500%

spread),

2024

24A,

(WI/DD)

0.000%

7/20/37

2,500,000

9,250

(g),(h)

Rad

CLO

7

Ltd,

(TSFR3M

reference

rate

+

4.150%

spread),

2020

7A

9.467%

4/17/36

9,273,171

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$45,990,990)

46,442,558

Shares

Description

(a)

Value

X

–

COMMON

STOCKS

-

1

.8

%

(

1

.2

%

of

Total

Investments)

X

13,851,371

Consumer

Discretionary

Distribution

&

Retail

-

0.0%

(0.0%

of

Total

Investments)

196

(i)

Belk

Inc

$

1,764

Total

Consumer

Discretionary

Distribution

&

Retail

1,764

Consumer

Services

-

0.1%

(0.1%

of

Total

Investments)

41,905

(i)

Cengage

Learning

Holdings

II

Inc

607,623

1,225

(i)

Crown

Finance

US

Inc

23,183

Total

Consumer

Services

630,806

Energy

-

0.4%

(0.3%

of

Total

Investments)

152,316

(i)

Tal

Shares

Quartenorth

Entitlement

2,007,519

31,358

(i)

Vantage

Drilling

International

893,703

Total

Energy

2,901,222

Health

Care

Equipment

&

Services

-

0.0%

(0.0%

of

Total

Investments)

211,860

(i),(j)

Millennium

Health

LLC

21,186

198,883

(i),(j)

Millennium

Health

LLC

1,989

242,758

(i)

Onex

Carestream

Finance

LP

24,276

Total

Health

Care

Equipment

&

Services

47,451

Materials

-

0.0%

(0.0%

of

Total

Investments)

89

LyondellBasell

Industries

NV,

Class

A

8,897

Total

Materials

8,897

15

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

Shares

Description

(a)

Value

Media

&

Entertainment

-

0.4%

(0.3%

of

Total

Investments)

10,159

(i)

Catalina

Marketing

Corp

$

1,270

183,143

Cineworld

Group

PLC

3,465,981

8

(i)

Cumulus

Media

Inc,

Class

A

21

Total

Media

&

Entertainment

3,467,272

Semiconductors

&

Semiconductor

Equipment

-

0.0%

(0.0%

of

Total

Investments)

39,129

(i)

Bright

Bidco

BV

11,621

28,645

(i)

Bright

Bidco

BV

8,508

Total

Semiconductors

&

Semiconductor

Equipment

20,129

Software

&

Services

-

0.2%

(0.1%

of

Total

Investments)

326,337

(i)

Avaya

Inc

1,346,140

68,536

(i)

Avaya

Inc

282,711

Total

Software

&

Services

1,628,851

Utilities

-

0.7%

(0.4%

of

Total

Investments)

2,318

(i),(j),(k)

Vistra

Vision

5,144,979

Total

Utilities

5,144,979

Total

Common

Stocks

(cost

$34,386,166)

13,851,371

Shares

Description

(a)

Value

X

–

WARRANTS

-

0

.0

%

(

0

.0

%

of

Total

Investments)

X

10,878

Energy

-

0.0%

(0.0%

of

Total

Investments)

629

California

Resources

Corp

$

10,831

Total

Energy

10,831

Media

&

Entertainment

-

0.0%

(0.0%

of

Total

Investments)

4,644

(j)

Tenerity

Inc

47

Total

Media

&

Entertainment

47

Total

Warrants

(cost

$1,109,308)

10,878

Total

Long-Term

Investments

(cost

$1,275,858,753)

1,249,474,507

Shares

Description

(a)

Coupon

Value

SHORT-TERM

INVESTMENTS

-

8.6% (5.9%

of

Total

Investments)

X

–

INVESTMENT

COMPANIES

-

8.6%

(5.9%

of

Total

Investments)

X

68,853,776

68,853,776

BlackRock

Liquidity

Funds

T-Fund

4.720%(l)

$

68,853,776

Total

Investment

Companies

(cost

$68,853,776)

68,853,776

Total

Short-Term

Investments

(cost

$68,853,776)

68,853,776

Total

Investments

(cost

$

1,344,712,529

)

-

165

.2

%

1,318,328,283

Borrowings

-

(26.5)%

(m),(n)

(

211,600,000

)

Reverse

Repurchase

Agreements,

including

accrued

interest

-

(17.9)%(o)

(

142,815,654

)

TFP

Shares,

Net

-

(17.4)%(p)

(

139,190,393

)

Other

Assets

&

Liabilities,

Net

-  14.4%

(

26,541,632

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

798,180,604

Nuveen

Credit

Strategies

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

16

JQC

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

The

following

is

a

reconciliation

of

the

Fund’s

Level

3

investments

held

at

the

beginning

and

end

of

the

measurement

period:

The

table

below

presents

the

transfers

in

and

out

of

the

three

valuation

levels

for

the

Fund

as

of

the

end

of

the

reporting

period

when

compared

to

the

valuation

levels

at

the

end

of

the

previous

fiscal

year.

Changes

in

valuation

inputs

or

methodologies

may

result

in

transfers

into

or

out

of

an

assigned

level

within

the

fair

value

hierarchy.

Transfers

in

or

out

of

levels

are

generally

due

to

the

availability

of

publicly

available

information

and

to

the

significance

or

extent

the

Adviser

determines

that

the

valuation

inputs

or

methodologies

may

impact

the

valuation

of

those

securities.

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Variable

Rate

Senior

Loan

Interests

$

–

$

945,087,235

$

–

$

945,087,235

Corporate

Bonds

–

244,082,465

–

244,082,465

Asset-Backed

and

Mortgage-Backed

Securities

–

46,442,558

–

46,442,558

Common

Stocks

2,910,140

5,773,077

5,168,154

13,851,371

Warrants

10,831

–

47

10,878

Short-Term

Investments:

Investment

Companies

68,853,776

–

–

68,853,776

Total

$

71,774,747

$

1,241,385,335

$

5,168,201

$

1,318,328,283

Level

3

Common

Stocks

Warrants

Balance

at

the

beginning

of

period

$453,223

$5

Gains

(losses):

Net

realized

gains

(losses)

-

-

Change

in

net

unrealized

appreciation

(depreciation)

2,697,120

42

Purchases

at

cost

2,312,143

0

Sales

at

proceeds

-

-

Net

discounts

(premiums)

-

-

Transfers

into

-

-

Transfers

(out

of)

(294,332)

-

Balance

at

the

end

of

period

$5,168,154

$47

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$2,819,217

$42

Level

1

Level

2

Level

3

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Common

Stocks

$-

$-

$294,332

$-

$-

$(294,332)

17

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(b)

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.

(c)

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.

(d)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(e)

Investment,

or

portion

of

investment,

represents

an

outstanding

unfunded

senior

loan

commitment.

(f)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$207,573,000

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(g)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$240,179,422

or

20.4%

of

Total

Investments.

(h)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(i)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(j)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(k)

On

March

1,

2024,

Vistra

Corp.

(“Vistra”)

completed

its

acquisition

of

Energy

Harbor

Corp

(“ENGH”).  ENGH

has

been

merged

into

a

newly

formed

subsidiary

of

Vistra,

Vistra

Vision.  In

connection

with

the

transaction,

holders

of

ENGH

common

stock

received

a

combination

of

cash

and

membership

interests

in

Vistra

Vision.  

These

Vistra

Vision

interests

were

issued

in

a

private

transaction

and

may

have

reduced

secondary

market

liquidity.

(l)

The

rate

shown

is

the

annualized

seven-day

subsidized

yield

as

of

end

of

the

reporting

period.

(m)

Borrowings

as

a

percentage

of

Total

Investments

is

18.0%.

(n)

The

Fund

segregates

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

(o)

Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

12.1%.

(p)

TFP

Shares,

Net

as

a

percentage

of

Total

Investments

is

11.8%.

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.

REIT

Real

Estate

Investment

Trust

SOFR

180A

180

Day

Average

Secured

Overnight

Financing

Rate

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR

90A

90

Day

Average

Secured

Overnight

Financing

Rate

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month

WI/DD

When-issued

or

delayed

delivery

security.