NPORT-EX 2 tiaa_JQC.htm
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.