NPORT-EX 2 JQC.htm
1
Nuveen
Credit
Strategies
Income
Fund
Portfolio
of
Investments
October
31,
2022
(Unaudited)
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
LONG-TERM
INVESTMENTS
-
164.9%  
(100.0%
of
Total
Investments)
X
1,080,144,627
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
137.1%
(83.1%
of
Total
Investments)
(2)
X
1,080,144,627
Aerospace
&
Defense
-
1.7%
(1.0%
of
Total
Investments)
$
11,939
TransDigm,
Inc.,
Term
Loan
E
5.924%
3-Month
LIBOR
2.250%
5/30/25
Ba3
$
11,686,319
1,960
TransDigm,
Inc.,
Term
Loan
G
5.924%
3-Month
LIBOR
2.250%
8/22/24
Ba3
1,931,527
13,899
Total
Aerospace
&
Defense
13,617,846
Airlines
-
5.8%
(3.5%
of
Total
Investments)
3,896
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
8.993%
3-Month
LIBOR
4.750%
4/20/28
Ba2
3,864,236
2,723
Air
Canada,
Term
Loan
B
6.421%
3-Month
LIBOR
3.500%
8/11/28
Ba2
2,663,891
1,056
American
Airlines,
Inc.,
Term
Loan
5.412%
1-Month
LIBOR
2.000%
12/14/23
Ba3
1,052,797
10,274
American
Airlines,
Inc.,
Term
Loan
B
5.346%
1-Month
LIBOR
1.750%
6/27/25
Ba3
9,738,955
3,201
American
Airlines,
Inc.,
Term
Loan,
First
Lien
5.504%
1-Month
LIBOR
1.750%
1/29/27
Ba3
2,986,286
10,393
Kestrel
Bidco
Inc.,
Term
Loan
B
5.993%
1-Month
LIBOR
3.000%
12/11/26
BB-
9,128,420
12,024
Mileage
Plus
Holdings
LLC,
Term
Loan
B
8.777%
3-Month
LIBOR
5.250%
6/20/27
Baa3
12,299,683
3,940
United
Airlines,
Inc.,
Term
Loan
B
8.108%
3-Month
LIBOR
3.750%
4/21/28
Ba1
3,856,551
47,507
Total
Airlines
45,590,819
Auto
Components
-
1.1%
(0.6%
of
Total
Investments)
7,607
Clarios
Global
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/30/26
B1
7,413,733
1,055
DexKo
Global
Inc.,
Term
Loan
B
7.476%
1
+
3
Month
LIBOR
3.750%
10/04/28
B1
961,659
8,662
Total
Auto
Components
8,375,392
Beverages
-
1.3%
(0.8%
of
Total
Investments)
1,714
Arterra
Wines
Canada,
Inc.,
Term
Loan
7.142%
3-Month
LIBOR
3.500%
11/25/27
B1
1,571,305
1,956
City
Brewing
Company,
LLC,
Term
Loan
6.814%
1-Month
LIBOR
3.500%
4/05/28
B-
1,349,806
4,875
Sunshine
Investments
B.V.,
Term
Loan
6.962%
SOFR90A
4.250%
5/05/29
B+
4,716,562
3,290
Triton
Water
Holdings,
Inc,
Term
Loan
7.174%
3-Month
LIBOR
3.500%
3/31/28
B1
2,942,219
11,835
Total
Beverages
10,579,892
Building
Products
-
2.0%
(1.2%
of
Total
Investments)
5,226
Chamberlain
Group
Inc,
Term
Loan
B
7.132%
1-Month
LIBOR
3.500%
10/22/28
B
4,769,221
1,157
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
6.589%
1-Month
LIBOR
3.250%
4/12/28
B
977,079
8,745
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
6.379%
1-Month
LIBOR
2.625%
1/31/27
Ba2
8,504,319
996
Standard
Industries
Inc.,
Term
Loan
B
6.675%
6-Month
LIBOR
2.500%
9/22/28
BBB-
977,652
708
Zurn
Holdings,
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
10/04/28
BB
702,792
16,832
Total
Building
Products
15,931,063
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
2
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Capital
Markets
-
0.4%
(0.3%
of
Total
Investments)
$
3,748
Astra
Acquisition
Corp.,
Term
Loan,
First
Lien
9.004%
1-Month
LIBOR
5.250%
10/22/28
BB-
$
3,279,218
Chemicals
-
2.4%
(1.4%
of
Total
Investments)
892
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
12/12/25
BB
822,164
6,664
Axalta
Coating
Systems
US
Holdings
Inc.,
Term
Loan
B3
5.424%
3-Month
LIBOR
1.750%
6/01/24
BBB-
6,599,678
1,659
Diamond
(BC)
B.V.,
Term
Loan
B
7.163%
1
+
3
Month
LIBOR
2.750%
9/29/28
Ba3
1,556,159
3,320
Discovery
Purchaser
Corporation,
Term
Loan
7.967%
SOFR90A
4.375%
8/03/29
B-
3,046,100
1,707
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
1/29/26
BB+
1,610,602
2,866
Ineos
US
Finance
LLC,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
3/31/24
BBB-
2,847,243
458
Kraton
Corporation,
Term
Loan
6.718%
SOFR90A
3.250%
3/15/29
BB
443,225
385
PMHC
II,
Inc.,
Term
Loan
B
8.494%
SOFR90A
4.250%
2/03/29
B-
301,977
1,670
Trinseo
Materials
Operating
S.C.A.,
Term
Loan,
(DD1)
5.754%
1-Month
LIBOR
2.000%
9/09/24
Ba2
1,565,907
19,621
Total
Chemicals
18,793,055
Commercial
Services
&
Supplies
-
3.3%
(2.0%
of
Total
Investments)
2,519
Amentum
Government
Services
Holdings
LLC,
Term
Loan
7.382%
SOFR90A
4.000%
2/07/29
B1
2,445,217
992
Anticimex
International
AB,
Term
Loan
B1
6.570%
3-Month
LIBOR
3.500%
11/16/28
B
965,206
2,222
Covanta
Holding
Corporation,
Term
Loan
B
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
2,196,607
167
Covanta
Holding
Corporation,
Term
Loan
C
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
165,367
8,712
Garda
World
Security
Corporation,
Term
Loan
B
7.240%
3-Month
LIBOR
4.250%
10/30/26
BB+
8,322,650
3,618
GFL
Environmental
Inc.,
Term
Loan
7.415%
3-Month
LIBOR
3.000%
5/30/25
N/R
3,604,776
4,273
Intrado
Corporation,
Term
Loan,
(DD1)
8.415%
3-Month
LIBOR
4.000%
10/10/24
B2
3,777,641
1,443
Vertical
US
Newco
Inc,
Term
Loan
B
6.871%
6-Month
LIBOR
3.500%
7/31/27
B+
1,372,833
1,632
West
Corporation,
Term
Loan
B1,
(DD1)
7.915%
3-Month
LIBOR
3.500%
10/10/24
B2
1,431,403
1,481
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
3/25/28
B+
1,464,741
27,059
Total
Commercial
Services
&
Supplies
25,746,441
Communications
Equipment
-
2.4%
(1.5%
of
Total
Investments)
4,778
Avaya,
Inc.,
Term
Loan
B
7.662%
1-Month
LIBOR
4.250%
12/15/27
Caa2
2,320,100
1,024
CommScope,
Inc.,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/04/26
B1
979,388
3,287
Delta
TopCo,
Inc.,
Term
Loan
B
6.832%
3-Month
LIBOR
3.750%
12/01/27
B2
3,009,883
1,165
EOS
Finco
Sarl,
Term
Loan
9.612%
CME
Term
SOFR
3
Month
6.000%
8/03/29
B2
1,116,944
8,419
Maxar
Technologies
Ltd.,
Term
Loan
B
8.079%
SOFR30A
4.350%
6/09/29
B+
8,088,122
1,527
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien,
(DD1)
8.252%
3-Month
LIBOR
4.500%
11/30/25
B3
891,439
3
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Communications
Equipment
(continued)
$
3,957
Riverbed
Technology,
Inc.,
Exit
Term
Loan,
(cash
7.000%,
PIK
2.000%)
9.200%
1-Month
LIBOR
6.000%
12/07/26
Caa1
$
1,548,402
1,247
ViaSat,
Inc.,
Term
Loan
8.343%
CME
Term
SOFR
1
Month
4.500%
3/04/29
BB+
1,191,551
25,404
Total
Communications
Equipment
19,145,829
Construction
&
Engineering
-
0.5%
(0.3%
of
Total
Investments)
414
Aegion
Corporation,
Term
Loan
8.504%
1-Month
LIBOR
4.750%
5/17/28
B
383,724
2,167
Centuri
Group,
Inc,
Term
Loan
B
5.570%
Prime
+
3-Month
LIBOR
2.500%
8/27/28
Ba2
2,125,541
1,439
Osmose
Utilities
Services,
Inc.,
Term
Loan
6.882%
1-Month
LIBOR
3.250%
6/22/28
B
1,336,900
4,020
Total
Construction
&
Engineering
3,846,165
Consumer
Finance
-
0.6%
(0.4%
of
Total
Investments)
5,168
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/30/28
BB+
5,083,459
Containers
&
Packaging
-
2.0%
(1.2%
of
Total
Investments)
4,354
Berry
Global,
Inc.,
Term
Loan
Z
5.050%
3-Month
LIBOR
1.750%
7/01/26
BBB-
4,298,092
1,282
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
8.004%
SOFR30A
4.175%
3/30/29
B
1,236,726
776
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
8.259%
6-Month
LIBOR
4.750%
2/09/26
B
656,239
2,104
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
9/24/28
B+
2,046,654
3,400
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
2/05/26
B+
3,314,126
4,083
TricorBraun
Holdings,
Inc.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/03/28
B2
3,877,103
15,999
Total
Containers
&
Packaging
15,428,940
Diversified
Consumer
Services
-
0.3%
(0.2%
of
Total
Investments)
2,333
Spin
Holdco
Inc.,
Term
Loan
7.144%
3-Month
LIBOR
4.000%
3/04/28
B-
2,062,665
Diversified
Financial
Services
-
1.3%
(0.8%
of
Total
Investments)
2,067
Avaya,
Inc.,
Term
Loan
B2
7.412%
1-Month
LIBOR
4.000%
12/15/27
Caa2
1,004,633
4,884
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B3
5.239%
1-Month
LIBOR
1.750%
1/15/25
Baa2
4,798,222
2,130
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
4.989%
1-Month
LIBOR
1.500%
2/12/27
Baa2
2,082,010
3,519
Ditech
Holding
Corporation,
Term
Loan(5)
0.000%
N/A
0.000%
12/19/22
N/R
439,879
1,900
Trans
Union,
LLC,
Term
Loan
B6
6.004%
1-Month
LIBOR
2.250%
12/01/28
BBB-
1,873,863
14,500
Total
Diversified
Financial
Services
10,198,607
Diversified
Telecommunication
Services
-
3.2%
(1.9%
of
Total
Investments)
1,297
Altice
France
S.A.,
Term
Loan
B12
7.767%
3-Month
LIBOR
3.688%
1/31/26
B
1,173,342
11,564
Altice
France
S.A.,
Term
Loan
B13
6.905%
3-Month
LIBOR
4.000%
8/14/26
B
10,633,950
189
CenturyLink,
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/15/27
BB+
176,701
2,139
Cincinnati
Bell,
Inc.,
Term
Loan
B2
7.079%
SOFR30A
3.250%
11/23/28
B+
2,098,734
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
4
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Diversified
Telecommunication
Services
(continued)
$
1,681
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.360%
3-Month
LIBOR
3.000%
5/01/24
B
$
1,446,606
3,525
Eagle
Broadband
Investments
LLC,
Term
Loan
6.688%
3-Month
LIBOR
3.000%
11/12/27
B+
3,400,830
5,589
Frontier
Communications
Corp.,
Term
Loan
B
7.438%
3-Month
LIBOR
3.750%
10/08/27
BB+
5,304,786
982
Numericable
Group
SA,
Term
Loan
B11
7.165%
3-Month
LIBOR
2.750%
7/31/25
B
894,530
26,966
Total
Diversified
Telecommunication
Services
25,129,479
Electric
Utilities
-
0.3%
(0.2%
of
Total
Investments)
2,585
Talen
Energy
Supply,
LLC,
Term
Loan
B,
(WI/DD)(5)
TBD
TBD
TBD
TBD
N/R
2,615,710
2,585
Total
Electric
Utilities
2,615,710
Electrical
Equipment
-
0.0%
(0.0%
of
Total
Investments)
315
Vertiv
Group
Corporation,
Term
Loan
B
5.878%
1
+
6
Month
LIBOR
2.750%
3/02/27
BB-
303,753
Electronic
Equipment,
Instruments
&
Components
-
0.8%
(0.5%
of
Total
Investments)
2,375
II-VI
Incorporated,
Term
Loan
B
5.878%
1-Month
LIBOR
2.750%
7/01/29
BBB-
2,318,594
4,424
Ingram
Micro
Inc.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
7/02/28
BB+
4,288,515
6,799
Total
Electronic
Equipment,
Instruments
&
Components
6,607,109
Entertainment
-
1.4%
(0.8%
of
Total
Investments)
1,910
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
6.314%
1-Month
LIBOR
3.000%
4/22/26
B-
1,363,233
7,729
Crown
Finance
US,
Inc.,
Term
Loan(5)
0.000%
12-Month
LIBOR
0.000%
2/28/25
D
2,522,901
562
Crown
Finance
US,
Inc.,
Term
Loan
B1
13.178%
6-Month
LIBOR
8.250%
5/23/24
D
602,866
957
Diamond
Sports
Group,
LLC,
Term
Loan
11.208%
SOFR30A
8.100%
5/19/26
B
924,084
2,559
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
6.458%
SOFR30A
3.350%
8/24/26
CCC+
511,791
976
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/24/25
Ba2
958,599
3,809
Springer
Nature
Deutschland
GmbH,
Term
Loan
B18
6.674%
1-Month
LIBOR
3.000%
8/14/26
BB+
3,757,603
26
Univision
Communications
Inc.,
Term
Loan
C5
6.504%
1-Month
LIBOR
2.750%
3/15/24
B+
26,028
18,528
Total
Entertainment
10,667,105
Food
&
Staples
Retailing
-
0.3%
(0.2%
of
Total
Investments)
2,155
US
Foods,
Inc.,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
11/22/28
BB
2,126,227
Food
Products
-
1.0%
(0.6%
of
Total
Investments)
1,741
CHG
PPC
Parent
LLC,
Term
Loan
6.632%
1-Month
LIBOR
3.000%
12/08/28
B1
1,689,013
1,955
Froneri
International
Ltd.,
Term
Loan
6.004%
1-Month
LIBOR
2.250%
1/31/27
B+
1,891,365
2,847
H
Food
Holdings
LLC,
Term
Loan
B
7.441%
1-Month
LIBOR
3.688%
5/31/25
B2
2,408,577
659
H
Food
Holdings
LLC,
Term
Loan
B3
8.754%
1-Month
LIBOR
5.000%
5/31/25
B2
564,141
1,620
Sycamore
Buyer
LLC,
Term
Loan
B
6.090%
1-Month
LIBOR
2.250%
7/22/29
BB+
1,594,687
8,822
Total
Food
Products
8,147,783
5
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Equipment
&
Supplies
-
5.2%
(3.2%
of
Total
Investments)
$
11,920
Bausch
&
Lomb,
Inc.,
Term
Loan
6.989%
SOFR90A
3.250%
5/05/27
BB-
$
11,195,977
4,761
Carestream
Health,
Inc.,
Term
Loan
11.153%
CME
Term
SOFR
3
Month
+  SOFR90A
7.500%
9/30/27
B-
4,083,052
1,233
Embecta
Corp,
Term
Loan
B
6.553%
SOFR90A
3.000%
1/27/29
Ba3
1,204,811
1,328
ICU
Medical,
Inc.,
Term
Loan
B
5.785%
SOFR30A
+
SOFR90A
+
CME
Term
SOFR
2
Month
2.250%
12/14/28
BBB-
1,302,177
18,163
Medline
Borrower,
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/21/28
BB-
16,732,415
7,454
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
7.504%
1-Month
LIBOR
3.750%
7/02/25
B3
6,629,192
44,859
Total
Health
Care
Equipment
&
Supplies
41,147,624
Health
Care
Providers
&
Services
-
11.3%
(6.9%
of
Total
Investments)
361
ADMI
Corp.,
Term
Loan
B2
7.129%
1-Month
LIBOR
3.375%
12/23/27
B
323,170
4,950
AHP
Health
Partners,
Inc.,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
8/23/28
B1
4,724,156
758
DaVita,
Inc.
,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
8/12/26
BBB-
734,362
581
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B1
565,222
2,395
Gainwell
Acquisition
Corp.,
Term
Loan
B
7.674%
3-Month
LIBOR
4.000%
10/01/27
BB-
2,282,439
2,501
Global
Medical
Response,
Inc.,
Term
Loan
8.004%
1-Month
LIBOR
4.250%
3/14/25
B
1,949,152
10,880
Global
Medical
Response,
Inc.,
Term
Loan
B
7.378%
1-Month
LIBOR
4.250%
10/02/25
B
8,484,562
818
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
810,646
6,162
National
Mentor
Holdings,
Inc.,
Term
Loan
7.467%
1
+
3
Month
LIBOR
3.750%
3/02/28
B-
4,423,471
196
National
Mentor
Holdings,
Inc.,
Term
Loan
C
7.430%
3-Month
LIBOR
3.750%
3/02/28
B-
141,047
3,343
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
9.165%
3-Month
LIBOR
4.750%
2/26/28
B
2,988,914
15,157
Parexel
International
Corporation,
Term
Loan,
First
Lien
7.004%
1-Month
LIBOR
3.250%
11/15/28
B1
14,632,105
6,049
Phoenix
Guarantor
Inc,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
3/05/26
B1
5,819,092
4,055
Phoenix
Guarantor
Inc,
Term
Loan
B3
7.254%
1-Month
LIBOR
3.500%
3/05/26
B1
3,905,561
140
Quorum
Health
Corporation,
Term
Loan(5)
12.034%
3-Month
LIBOR
8.250%
4/29/25
Caa1
96,029
15,858
RegionalCare
Hospital
Partners
Holdings,
Inc.,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
11/16/25
B1
14,074,465
9,709
Select
Medical
Corporation,
Term
Loan
B
6.260%
1-Month
LIBOR
2.500%
3/06/25
Ba2
9,467,563
12,860
Surgery
Center
Holdings,
Inc.,
Term
Loan
7.070%
1-Month
LIBOR
3.750%
8/31/26
B1
12,308,685
846
Team
Health
Holdings,
Inc.,
Term
Loan
B
8.979%
SOFR30A
5.250%
2/02/27
B
708,556
662
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
6.504%
1-Month
LIBOR
2.750%
2/06/24
B
607,287
98,281
Total
Health
Care
Providers
&
Services
89,046,484
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
6
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Technology
-
0.4%
(0.2%
of
Total
Investments)
$
454
Athenahealth,
Inc.,
Term
Loan(6)
3.500%
SOFR30A
3.500%
1/27/29
B+
$
416,296
2,674
Athenahealth,
Inc.,
Term
Loan
B
6.967%
SOFR30A
3.500%
1/27/29
B+
2,450,007
3,128
Total
Health
Care
Technology
2,866,303
Hotels
-
1.5%
(0.9%
of
Total
Investments)
5,476
Crown
Finance
US
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
N/R
5,492,164
1,620
Entain
Holdings
Gibraltar
Ltd,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
Ba1
1,597,223
1,852
Penn
National
Gaming,
Inc.,
Term
Loan
B
6.579%
SOFR30A
2.750%
4/20/29
BB
1,827,779
3,065
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
6.781%
CME
Term
SOFR
3
Month
3.250%
7/04/28
BBB-
3,030,519
12,013
Total
Hotels
11,947,685
Hotels,
Restaurants
&
Leisure
-
17.9%
(10.8%
of
Total
Investments)
344
Alterra
Mountain
Company,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
8/17/28
B+
336,904
2,805
Aramark
Services,
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
3/11/25
BB+
2,737,498
12,997
B.C.
Unlimited
Liability
Company,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
11/19/26
BB+
12,665,745
11,913
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien
6.504%
1-Month
LIBOR
2.750%
12/22/24
B+
11,800,615
841
Caesars
Resort
Collection,
LLC,
Term
Loan
B1
7.254%
1-Month
LIBOR
3.500%
7/20/25
B+
834,603
2,640
Carnival
Corporation,
Term
Loan
B
5.877%
6-Month
LIBOR
3.000%
6/30/25
Ba2
2,484,835
2,220
Carnival
Corporation,
Term
Loan
B
6.127%
6-Month
LIBOR
3.250%
10/18/28
BB-
2,041,772
3,340
Churchill
Downs
Incorporated,
Term
Loan
B1
5.760%
1-Month
LIBOR
2.000%
3/17/28
BBB-
3,245,467
3,213
ClubCorp
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
9/18/24
B2
2,902,237
1,848
Crown
Finance
US,
Inc.,
Term
Loan(6)
6.040%
12-Month
LIBOR
0.000%
5/31/23
CCC+
566,717
1,040
Crown
Finance
US,
Inc.,
Term
Loan
B1,
(cash
7.132%,
PIK
8.250%)(5)
7.625%
3-Month
LIBOR
7.000%
5/23/24
D
1,238,043
10,537
Delta
2
(LUX)
S.a.r.l.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
2/01/24
BB-
10,539,181
12,053
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
6.674%
3-Month
LIBOR
3.000%
3/08/24
CCC
8,897,192
14,895
Fertitta
Entertainment,
LLC,
Term
Loan
B
7.729%
SOFR30A
4.000%
1/27/29
B
14,012,577
2,970
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
8/02/28
BB+
2,928,791
3,232
Hilton
Worldwide
Finance,
LLC,
Term
Loan
B2
5.336%
1-Month
LIBOR
1.750%
6/21/26
BBB-
3,179,305
4,863
IRB
Holding
Corp,
Term
Loan
B
6.208%
SOFR30A
3.000%
12/15/27
B+
4,745,438
4,880
IRB
Holding
Corp,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
2/05/25
B+
4,816,560
5,634
Life
Time
Fitness
Inc
,
Term
Loan
B
7.820%
3-Month
LIBOR
4.750%
12/15/24
B
5,568,080
4,303
Marriott
Ownership
Resorts,
Inc.,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
8/31/25
BB+
4,170,658
3,103
NASCAR
Holdings,
Inc,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/18/26
BBB-
3,097,391
7
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
581
PCI
Gaming
Authority,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/31/26
BBB-
$
575,231
1,531
Scientific
Games
Holdings
LP,
Term
Loan
B
7.097%
SOFR90A
3.500%
2/04/29
BB-
1,445,272
4,738
Scientific
Games
International,
Inc.,
Term
Loan
6.402%
SOFR30A
3.000%
4/07/29
BB
4,685,816
3,960
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
6.813%
1-Month
LIBOR
3.000%
8/25/28
BB
3,872,128
11,433
Stars
Group
Holdings
B.V.
(The),
Term
Loan
4.500%
3-Month
LIBOR
2.250%
7/10/25
BBB
11,247,591
12,094
Station
Casinos
LLC,
Term
Loan
B
6.010%
1-Month
LIBOR
2.250%
2/08/27
BB-
11,868,270
2,233
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
6.550%
3-Month
LIBOR
3.250%
10/01/28
BB+
2,081,138
417
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
6.510%
1-Month
LIBOR
2.750%
5/16/25
B
407,991
1,788
Wyndham
Hotels
&
Resorts,
Inc.,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
5/30/25
BBB-
1,780,797
148,446
Total
Hotels,
Restaurants
&
Leisure
140,773,843
Household
Durables
-
1.0%
(0.6%
of
Total
Investments)
381
AI
Aqua
Merger
Sub
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B3
355,890
1,679
AI
Aqua
Merger
Sub
Inc,
Term
Loan
B,
(WI/DD)
TBD
TBD
TBD
TBD
B3
1,565,915
3,192
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
6.858%
SOFR30A
3.750%
7/30/28
B3
2,977,210
2,687
Serta
Simmons
Bedding,
LLC,
Term
Loan(5)
10.793%
1-Month
LIBOR
7.500%
8/10/23
CCC+
1,348,172
2,269
Weber-Stephen
Products
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/30/27
CCC+
1,893,722
10,208
Total
Household
Durables
8,140,909
Independent
Power
And
Renewable
Electricity
Prod
-
0.2%
(0.1%
of
Total
Investments)
1,318
Vistra
Operations
Company
LLC,
Term
Loan
B3,
First
Lien
5.333%
1-Month
LIBOR
1.750%
12/31/25
BBB-
1,309,458
Insurance
-
7.4%
(4.5%
of
Total
Investments)
16,562
Acrisure,
LLC,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
2/15/27
B
15,423,976
6,079
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
6.980%
1-Month
LIBOR
3.500%
11/06/27
B
5,878,929
4,634
Asurion
LLC,
Term
Loan
B4,
Second
Lien
9.004%
1-Month
LIBOR
5.250%
1/15/29
B
3,251,516
1,259
Asurion
LLC,
Term
Loan
B7
6.754%
1-Month
LIBOR
3.000%
11/03/24
Ba3
1,190,384
1,445
Asurion
LLC,
Term
Loan
B8
7.004%
1-Month
LIBOR
3.250%
12/23/26
Ba3
1,287,578
5,234
Asurion
LLC,
Term
Loan
B9
7.004%
1-Month
LIBOR
3.250%
7/31/27
Ba3
4,628,798
1,980
Broadstreet
Partners,
Inc.,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
1/27/27
B1
1,903,285
901
Hub
International
Limited,
Term
Loan
B
7.380%
3-Month
LIBOR
3.250%
4/25/25
B
886,449
14,203
Hub
International
Limited,
Term
Loan
B
6.995%
3-Month
LIBOR
3.000%
4/25/25
B
13,950,252
245
Ryan
Specialty
Group,
LLC,
Term
Loan
6.829%
SOFR30A
3.000%
9/01/27
BB-
242,320
7,755
USI,
Inc.,
Term
Loan
6.424%
3-Month
LIBOR
2.750%
5/16/24
B1
7,676,349
1,945
USI,
Inc.,
Term
Loan
B
6.924%
3-Month
LIBOR
3.250%
12/02/26
B1
1,908,101
62,242
Total
Insurance
58,227,937
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
8
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Interactive
Media
&
Services
-
0.5%
(0.3%
of
Total
Investments)
$
1,333
Adevinta
ASA,
Term
Loan
B
6.674%
3-Month
LIBOR
3.000%
6/25/28
BB+
$
1,305,156
4,272
Rackspace
Technology
Global,
Inc.,
Term
Loan
B,
(DD1)
5.617%
3-Month
LIBOR
2.750%
2/09/28
B1
2,729,018
5,605
Total
Interactive
Media
&
Services
4,034,174
Internet
&
Direct
Marketing
Retail
-
0.7%
(0.4%
of
Total
Investments)
3,940
CNT
Holdings
I
Corp,
Term
Loan
7.239%
SOFR90A
3.500%
11/08/27
B
3,845,440
242
Medical
Solutions
Holdings,
Inc.,
Term
Loan
7.874%
3-Month
LIBOR
3.500%
11/01/28
B1
233,501
1,501
Medical
Solutions
Holdings,
Inc.,
Term
Loan,
First
Lien
7.174%
3-Month
LIBOR
3.500%
11/01/28
B1
1,451,340
5,683
Total
Internet
&
Direct
Marketing
Retail
5,530,281
IT
Services
-
4.4%
(2.7%
of
Total
Investments)
2,129
Ahead
DB
Holdings,
LLC,
Term
Loan
B
7.430%
3-Month
LIBOR
3.750%
10/16/27
B+
2,081,913
2,490
Peraton
Corp.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
2/01/28
BB-
2,403,154
8,673
Sabre
GLBL
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
2/22/24
Ba3
8,524,139
8,125
Syniverse
Holdings,
Inc.,
Term
Loan
10.553%
SOFR90A
7.000%
5/10/29
B-
6,991,562
10,857
Tempo
Acquisition
LLC,
Term
Loan
B
6.729%
CME
Term
SOFR
1
Month
3.000%
8/31/28
BB-
10,731,514
4,009
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan,
(cash
3.500%,
PIK
6.500%)
6.212%
3-Month
LIBOR
7.250%
2/28/25
B-
3,977,138
36,283
Total
IT
Services
34,709,420
Leisure
Products
-
1.1%
(0.6%
of
Total
Investments)
7,394
Hayward
Industries,
Inc.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/28/28
BB
6,967,338
1,344
SRAM,
LLC
,
Term
Loan
B
6.162%
1
+
3
Month
LIBOR
2.750%
5/18/28
BB-
1,307,625
8,738
Total
Leisure
Products
8,274,963
Life
Sciences
Tools
&
Services
-
0.9%
(0.6%
of
Total
Investments)
1,079
Avantor
Funding,
Inc.,
Term
Loan
B5
6.004%
1-Month
LIBOR
2.250%
11/06/27
BB+
1,060,358
6,462
Curia
Global,
Inc.,
Term
Loan
8.124%
3-Month
LIBOR
3.750%
8/30/26
B2
5,938,708
204
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
202,265
7,745
Total
Life
Sciences
Tools
&
Services
7,201,331
Machinery
-
2.8%
(1.7%
of
Total
Investments)
5,427
Ali
Group
North
America
Corporation,
Term
Loan
B
5.843%
1-Month
LIBOR
2.000%
10/13/28
Baa3
5,339,623
1,944
Alliance
Laundry
Systems
LLC,
Term
Loan
B
7.409%
3-Month
LIBOR
3.500%
10/08/27
B
1,880,405
12,224
Gardner
Denver,
Inc.,
Term
Loan
B2
5.579%
CME
Term
SOFR
1
Month
1.750%
2/28/27
BB+
11,991,976
1,322
Grinding
Media
Inc.,
Term
Loan
B
7.516%
3-Month
LIBOR
4.000%
10/12/28
B
1,139,923
1,481
Madison
IAQ
LLC,
Term
Loan
6.815%
3-Month
LIBOR
3.250%
6/21/28
B
1,343,820
22,398
Total
Machinery
21,695,747
9
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Media
-
12.7%
(7.7%
of
Total
Investments)
$
3,656
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
7.329%
SOFR30A
3.500%
12/21/28
B1
$
3,520,261
720
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
9.829%
SOFR30A
6.000%
12/20/29
CCC+
670,500
973
Altice
Financing
SA,
Term
Loan,
First
Lien
6.829%
3-Month
LIBOR
2.750%
1/31/26
B
915,785
1,975
Cable
One,
Inc.,
Term
Loan
B4
5.754%
1-Month
LIBOR
2.000%
5/03/28
BB+
1,956,494
4,851
Cengage
Learning,
Inc.,
Term
Loan
B
7.814%
3-Month
LIBOR
4.750%
7/14/26
B
4,307,276
7,547
Charter
Communications
Operating,
LLC,
Term
Loan
B2
5.510%
1-Month
LIBOR
1.750%
2/01/27
BBB-
7,428,405
401
Checkout
Holding
Corp.,
First
Out
Term
Loan
11.254%
1-Month
LIBOR
7.500%
2/15/23
N/R
332,208
782
Checkout
Holding
Corp.,
Last
Out
Term
Loan,
(cash
2.000,
PIK
9.500%)
7.127%
1-Month
LIBOR
1.000%
8/15/23
N/R
234,805
12,513
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.584%
1
+
3
Month
LIBOR
3.500%
8/21/26
B1
11,495,184
6,796
Cogeco
Communications
Finance
(USA),
LP,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
1/04/25
BB
6,627,838
9,673
CSC
Holdings,
LLC,
Term
Loan
5.662%
1-Month
LIBOR
2.250%
1/15/26
BB-
9,395,258
973
CSC
Holdings,
LLC,
Term
Loan
B1
5.662%
1-Month
LIBOR
2.250%
7/17/25
BB-
944,707
2,471
CSC
Holdings,
LLC,
Term
Loan
B5
5.912%
1-Month
LIBOR
2.500%
4/15/27
BB-
2,352,103
8,620
DirecTV
Financing,
LLC,
Term
Loan
8.754%
1-Month
LIBOR
5.000%
8/02/27
BBB-
8,235,951
2,910
Fleet
U.S.
Bidco
Inc.,
Term
Loan
B
7.928%
1-Month
LIBOR
3.000%
10/07/26
B+
2,880,900
3,366
Gray
Television,
Inc.,
Term
Loan
B
5.622%
1-Month
LIBOR
2.500%
2/07/24
BB+
3,368,759
4,280
Gray
Television,
Inc.,
Term
Loan
C
5.628%
1-Month
LIBOR
2.500%
1/02/26
BB+
4,219,386
3,406
iHeartCommunications,
Inc.,
Term
Loan
6.754%
1-Month
LIBOR
3.000%
5/01/26
BB-
3,225,670
3,960
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
8.068%
3
+
6
Month
LIBOR
4.750%
7/30/28
BB+
3,679,830
410
Mission
Broadcasting,
Inc.,
Term
Loan
B
5.628%
1-Month
LIBOR
2.500%
6/03/28
BBB-
404,348
1,122
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
6.254%
1-Month
LIBOR
2.500%
9/18/26
BBB-
1,113,008
740
Outfront
Media
Capital
LLC,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
11/18/26
Ba1
708,472
675
Radiate
Holdco,
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
9/25/26
B1
620,146
8,798
Virgin
Media
Bristol
LLC,
Term
Loan
N
5.912%
1-Month
LIBOR
2.500%
1/31/28
BB+
8,638,580
12,926
Ziggo
Financing
Partnership,
Term
Loan
I
5.912%
1-Month
LIBOR
2.500%
4/30/28
BB
12,617,363
104,544
Total
Media
99,893,237
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
10
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Multiline
Retail
-
0.1%
(0.0%
of
Total
Investments)
$
328
Belk,
Inc.,
Term
Loan
10.480%
3-Month
LIBOR
7.500%
7/31/25
B-
$
290,637
1,563
Belk,
Inc.,
Term
Loan,
(cash
5.000%,
PIK
8.000%)
13.000%
3-Month
LIBOR
4.000%
7/31/25
CCC-
290,600
1,891
Total
Multiline
Retail
581,237
Oil,
Gas
&
Consumable
Fuels
-
3.4%
(2.1%
of
Total
Investments)
13,348
Buckeye
Partners,
L.P.,
Term
Loan
B
5.365%
1-Month
LIBOR
2.250%
11/01/26
BBB-
13,214,247
322
EG
America
LLC,
Term
Loan
7.674%
3-Month
LIBOR
4.000%
2/05/25
B-
293,072
3,898
EG
Group
Limited,
Term
Loan
B
7.674%
3-Month
LIBOR
4.000%
2/05/25
B-
3,545,681
2,500
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
5.802%
3-Month
LIBOR
3.000%
11/16/26
N/R
2,347,706
2,521
Gulf
Finance,
LLC,
Term
Loan
10.225%
1-Month
LIBOR
6.750%
8/25/26
B
2,045,725
710
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
8.067%
CME
Term
SOFR
1
Month
4.500%
8/11/29
B+
706,599
1,608
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
11.754%
1-Month
LIBOR
8.000%
8/27/26
B
1,602,694
2,977
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
7.031%
1-Month
LIBOR
3.500%
11/05/28
BB
2,883,828
27,884
Total
Oil,
Gas
&
Consumable
Fuels
26,639,552
Personal
Products
-
1.5%
(0.9%
of
Total
Investments)
1,003
Conair
Holdings,
LLC,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
5/17/28
B-
850,666
6,507
Coty
Inc.,
Term
Loan
B
5.448%
1-Month
LIBOR
2.250%
4/05/25
BB-
6,372,743
4
kdc/one
Development
Corporation,
Inc.,
Term
Loan
B
6.865%
1-Month
LIBOR
3.750%
12/21/25
N/R
4,158
–
(7)
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
6.820%
3-Month
LIBOR
3.750%
12/22/26
B2
26
14,782
Revlon
Consumer
Products
Corporation,
Term
Loan
B(5)
5.576%
6-Month
LIBOR
3.500%
9/07/23
N/R
4,711,780
22,296
Total
Personal
Products
11,939,373
Pharmaceuticals
-
1.9%
(1.1%
of
Total
Investments)
2,265
Bausch
Health
Companies
Inc.,
Term
Loan
B
8.624%
CME
Term
SOFR
1
Month
5.250%
1/27/27
B
1,702,007
246
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
5.625%
1-Month
LIBOR
2.000%
2/22/28
BBB-
243,996
4,921
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
5/05/28
BB+
4,870,916
4,566
Mallinckrodt
International
Finance
S.A.,
Term
Loan,
(DD1)
8.733%
3-Month
LIBOR
5.250%
9/30/27
B3
3,737,920
2,793
Organon
&
Co,
Term
Loan
6.188%
3-Month
LIBOR
3.000%
6/02/28
BB
2,731,707
1,637
Perrigo
Investments,
LLC,
Term
Loan
B
6.329%
SOFR30A
2.500%
4/05/29
Baa3
1,618,482
16,428
Total
Pharmaceuticals
14,905,028
Professional
Services
-
2.5%
(1.5%
of
Total
Investments)
906
CHG
Healthcare
Services
Inc.,
Term
Loan
7.624%
3-Month
LIBOR
3.250%
9/30/28
B1
880,939
2,917
Creative
Artists
Agency,
LLC
,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
11/26/26
B
2,894,715
171
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
6.846%
1-Month
LIBOR
3.250%
2/08/26
BB+
168,831
1,053
Physician
Partners
LLC,
Term
Loan
7.829%
SOFR30A
4.000%
2/01/29
B
998,518
11
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Professional
Services
(continued)
$
750
R1
RCM,
Inc.,
Term
Loan
B
6.729%
SOFR30A
3.000%
5/12/29
BBB-
$
746,250
13,051
Trans
Union,
LLC,
Term
Loan
B5
5.504%
1-Month
LIBOR
1.750%
11/13/26
BBB-
12,767,724
1,481
Verscend
Holding
Corp.,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
8/27/25
BB-
1,465,386
20,329
Total
Professional
Services
19,922,363
Real
Estate
Management
&
Development
-
0.9%
(0.6%
of
Total
Investments)
5,502
Brookfield
Property
REIT
Inc.,
Term
Loan
B,
First
Lien
6.249%
SOFR30A
2.500%
8/24/25
BB+
5,385,944
1,950
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
8/21/25
BB
1,911,341
7,452
Total
Real
Estate
Management
&
Development
7,297,285
Road
&
Rail
-
0.3%
(0.2%
of
Total
Investments)
2,123
Hertz
Corporation,
(The),
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
2,051,713
405
Hertz
Corporation,
(The),
Term
Loan
C
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
391,167
2,528
Total
Road
&
Rail
2,442,880
Semiconductors
&
Semiconductor
Equipment
-
0.7%
(0.4%
of
Total
Investments)
1,211
Bright
Bidco
B.V.,
Term
Loan
10.903%
CME
Term
SOFR
3
Month
8.000%
2/28/23
Ba1
1,222,833
10,335
Bright
Bidco
B.V.,
Term
Loan
B(5)
0.000%
N/A
0.000%
6/30/24
D
3,483,704
1,026
Entegris,
Inc.,
Term
Loan
B
6.163%
SOFR30A
+
3
Month
LIBOR
3.000%
7/06/29
Baa3
1,022,712
12,572
Total
Semiconductors
&
Semiconductor
Equipment
5,729,249
Software
-
17.6%
(10.7%
of
Total
Investments)
1,845
Apttus
Corporation,
Term
Loan
8.665%
3-Month
LIBOR
4.250%
5/06/28
BB
1,701,348
2,131
Avaya,
Inc.,
Term
Loan
13.376%
SOFR30A
10.000%
12/15/27
Caa2
1,350,521
5,308
Banff
Merger
Sub
Inc,
Term
Loan
7.504%
1-Month
LIBOR
3.750%
10/02/25
B2
5,114,442
1,007
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
9/21/28
B+
988,922
4,670
CDK
Global,
Inc.,
Term
Loan
B
8.112%
SOFR90A
4.500%
6/09/29
B+
4,582,438
2,870
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/30/25
B+
2,781,979
4,000
DTI
Holdco,
Inc.,
Term
Loan
8.844%
SOFR90A
4.750%
4/21/29
B2
3,708,000
3,025
Dynatrace
LLC,
Term
Loan,
First
Lien
6.004%
1-Month
LIBOR
2.250%
8/23/25
BB+
3,010,326
12,610
Emerald
TopCo
Inc,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
7/25/26
B2
11,813,994
9,874
Epicor
Software
Corporation,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
7/31/27
B2
9,422,235
6,654
Finastra
USA,
Inc.,
Term
Loan,
First
Lien
6.871%
3-Month
LIBOR
3.500%
6/13/24
B+
6,042,210
5,318
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
7.754%
1-Month
LIBOR
4.000%
12/01/27
B2
5,196,467
6,965
Informatica
LLC,
Term
Loan
B
6.563%
1-Month
LIBOR
2.750%
10/14/28
BB-
6,801,009
2,883
MA
FinanceCo.,
LLC,
Term
Loan
B
7.418%
3-Month
LIBOR
4.250%
6/05/25
BB+
2,877,450
4,344
McAfee,
LLC,
Term
Loan
B
6.870%
SOFR30A
3.750%
2/03/29
BB+
3,989,619
9,000
NortonLifeLock
Inc.,
Term
Loan
B
5.829%
SOFR30A
2.000%
1/28/29
BBB-
8,801,280
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
12
JQC
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
(continued)
$
2,083
Polaris
Newco
LLC,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
6/04/28
B2
$
1,908,825
739
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/10/28
B
697,483
2,232
Proofpoint,
Inc.,
Term
Loan,
First
Lien
6.320%
3-Month
LIBOR
3.250%
8/31/28
BB-
2,129,036
1,072
RealPage,
Inc,
Term
Loan,
First
Lien
6.754%
1-Month
LIBOR
3.000%
4/22/28
B+
1,009,785
5,343
Seattle
Spinco,
Inc.,
Term
Loan
B3
6.504%
1-Month
LIBOR
2.750%
6/21/24
BB+
5,299,504
4,267
Seattle
Spinco,
Inc.,
Term
Loan
B5
7.591%
SOFR30A
4.000%
1/14/27
BB+
4,237,939
9,937
Sophia,
L.P.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
10/07/27
B2
9,581,093
2,767
SS&C
European
Holdings
Sarl,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
2,715,448
3,408
SS&C
Technologies
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
3,344,990
7,657
Ultimate
Software
Group
Inc
(The),
Term
Loan
6.998%
3-Month
LIBOR
3.250%
5/03/26
B1
7,405,867
14,550
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
5/03/26
B1
14,182,903
1,684
Vision
Solutions,
Inc.,
Term
Loan
8.358%
3-Month
LIBOR
4.000%
5/28/28
B2
1,450,938
6,427
Zelis
Healthcare
Corporation,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
9/30/26
B
6,348,488
144,670
Total
Software
138,494,539
Specialty
Retail
-
4.1%
(2.5%
of
Total
Investments)
1,293
Academy,
Ltd.,
Term
Loan
6.878%
1-Month
LIBOR
3.750%
11/06/27
BB
1,277,667
1,536
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
5.510%
1-Month
LIBOR
1.750%
8/06/27
BB+
1,486,130
2,546
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
7.329%
SOFR30A
3.500%
3/15/29
BB+
2,528,366
761
Driven
Holdings,
LLC,
Term
Loan
B
3.517%
3-Month
LIBOR
3.000%
12/17/28
B2
740,243
3,765
Jo-Ann
Stores,
Inc.,
Term
Loan
B1,
(DD1)
9.077%
3-Month
LIBOR
4.750%
6/30/28
B-
2,557,346
2,834
LBM
Acquisition
LLC,
Term
Loan
B
7.121%
6-Month
LIBOR
3.750%
12/18/27
B+
2,440,919
1,075
Les
Schwab
Tire
Centers,
Term
Loan
B
6.580%
3-Month
LIBOR
3.250%
11/02/27
B
1,046,545
16,156
PetSmart,
Inc.,
Term
Loan
B
7.500%
1-Month
LIBOR
3.750%
2/12/28
BB-
15,586,746
3,960
Restoration
Hardware,
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/15/28
BB
3,713,985
759
SRS
Distribution
Inc.,
Term
Loan
7.329%
CME
Term
SOFR
1
Month
3.500%
6/04/28
B-
707,067
34,685
Total
Specialty
Retail
32,085,014
Textiles,
Apparel
&
Luxury
Goods
-
0.4%
(0.3%
of
Total
Investments)
3,209
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
5.098%
6-Month
LIBOR
3.250%
4/28/28
BB-
3,057,732
640
New
Trojan
Parent,
Inc.,
Term
Loan,
First
Lien
6.784%
1-Month
LIBOR
3.250%
1/06/28
B-
484,679
3,849
Total
Textiles,
Apparel
&
Luxury
Goods
3,542,411
13
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Trading
Companies
&
Distributors
-
1.9%
(1.1%
of
Total
Investments)
$
13,654
Core
&
Main
LP,
Term
Loan
B
6.756%
1
+
6
Month
LIBOR
2.500%
6/10/28
B+
$
13,351,296
1,477
Resideo
Funding
Inc.,
Term
Loan
5.288%
3-Month
LIBOR
2.250%
2/12/28
BBB-
1,458,115
9
Univar
Solutions
USA
Inc.,
Term
Loan
B6
5.504%
1-Month
LIBOR
1.750%
6/03/28
BBB-
8,487
15,140
Total
Trading
Companies
&
Distributors
14,817,898
Transportation
Infrastructure
-
0.5%
(0.3%
of
Total
Investments)
2,207
Brown
Group
Holding,
LLC,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/22/28
B+
2,149,956
1,800
Brown
Group
Holding,
LLC,
Term
Loan
B2
7.419%
SOFR30A
3.750%
6/09/29
B+
1,786,500
4,007
Total
Transportation
Infrastructure
3,936,456
Wireless
Telecommunication
Services
-
1.2%
(0.8%
of
Total
Investments)
1,481
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
4/30/28
B+
1,458,291
7,068
Intelsat
Jackson
Holdings
S.A.,
Term
Loan
B
7.445%
SOFR180A
4.500%
1/27/29
BB-
6,829,094
1,481
MetroNet
Systems
Holdings,
LLC,
Term
Loan,
First
Lien
7.145%
SOFR30A
3.750%
6/02/28
B
1,448,004
10,030
Total
Wireless
Telecommunication
Services
9,735,389
$
1,178,009
Total
Variable
Rate
Senior
Loan
Interests
(cost
$1,161,157,899)
1,080,144,627
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
200,105,361
CORPORATE
BONDS
-
25.4%
(15.4%
of
Total
Investments)
X
200,105,361
Aerospace
&
Defense
-
0.3%
(0.2%
of
Total
Investments)
$
2,963
TransDigm
Inc
4.625%
1/15/29
B-
$
2,523,083
Airlines
-
1.1%
(0.7%
of
Total
Investments)
1,975
Delta
Air
Lines
Inc
(8)
3.750%
10/28/29
Baa3
1,626,571
4,750
Mileage
Plus
Holdings
LLC
/
Mileage
Plus
Intellectual
Property
Assets
Ltd,
144A
(8)
6.500%
6/20/27
Baa3
4,695,874
1,201
United
Airlines
Inc,
144A
(8)
4.375%
4/15/26
Ba1
1,096,102
1,623
United
Airlines
Inc,
144A
(8)
4.625%
4/15/29
Ba1
1,388,136
9,549
Total
Airlines
8,806,683
Auto
Components
-
0.6%
(0.4%
of
Total
Investments)
2,699
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
(8)
6.250%
5/15/26
B1
2,611,283
1,970
Dana
Financing
Luxembourg
Sarl,
144A
(8)
5.750%
4/15/25
BB+
1,915,527
4,669
Total
Auto
Components
4,526,810
Capital
Markets
-
0.1%
(0.1%
of
Total
Investments)
1,000
LPL
Holdings
Inc,
144A
(8)
4.625%
11/15/27
BB
920,971
Chemicals
-
0.2%
(0.1%
of
Total
Investments)
2,138
Rayonier
AM
Products
Inc,
144A
(8)
7.625%
1/15/26
B+
1,858,499
Commercial
Services
&
Supplies
-
1.0%
(0.6%
of
Total
Investments)
1,200
GFL
Environmental
Inc,
144A
(8)
5.125%
12/15/26
BB-
1,142,256
2,650
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
(8)
6.250%
1/15/28
B-
2,435,311
2,316
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
(8)
5.750%
4/15/26
BB-
2,254,277
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
14
JQC
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Commercial
Services
&
Supplies
(continued)
$
2,500
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
(8)
3.375%
8/31/27
BB-
$
2,163,728
8,666
Total
Commercial
Services
&
Supplies
7,995,572
Communications
Equipment
-
2.2%
(1.4%
of
Total
Investments)
20,424
Avaya
Inc,
144A
(8)
6.125%
9/15/28
Caa2
8,581,961
2,250
Commscope
Inc,
144A
(8)
8.250%
3/01/27
CCC+
1,997,553
1,975
Commscope
Inc,
144A
(8)
4.750%
9/01/29
B1
1,670,523
6,750
CommScope
Technologies
LLC,
144A
(8)
5.000%
3/15/27
CCC+
5,464,867
31,399
Total
Communications
Equipment
17,714,904
Containers
&
Packaging
-
0.1%
(0.1%
of
Total
Investments)
1,190
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
(8)
4.375%
9/30/28
B+
1,041,250
Diversified
Telecommunication
Services
-
1.1%
(0.7%
of
Total
Investments)
2,000
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
CCC+
1,558,030
1,978
Frontier
Communications
Holdings
LLC,
144A
(8)
6.000%
1/15/30
BB-
1,546,796
6,313
Frontier
Communications
Holdings
LLC,
144A
(8)
5.875%
10/15/27
BB+
5,806,863
10,291
Total
Diversified
Telecommunication
Services
8,911,689
Electric
Utilities
-
0.3%
(0.2%
of
Total
Investments)
3,750
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
4,688
1,940
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB-
1,699,170
970
PG&E
Corp
5.000%
7/01/28
BB
874,256
6,660
Total
Electric
Utilities
2,578,114
Electronic
Equipment,
Instruments
&
Components
-
0.3%
(0.2%
of
Total
Investments)
3,206
Imola
Merger
Corp,
144A
(8)
4.750%
5/15/29
BB+
2,764,213
Entertainment
-
1.0%
(0.6%
of
Total
Investments)
10,390
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
(8)
10.000%
6/15/26
CCC-
5,506,700
4,040
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
5.375%
8/15/26
CCC+
808,000
5,750
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
6.625%
8/15/27
CCC-
280,312
2,000
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
B-
1,517,980
22,180
Total
Entertainment
8,112,992
Food
&
Staples
Retailing
-
0.5%
(0.3%
of
Total
Investments)
4,000
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
(8)
4.625%
1/15/27
BB
3,706,840
Health
Care
Equipment
&
Supplies
-
0.2%
(0.1%
of
Total
Investments)
1,975
Mozart
Debt
Merger
Sub
Inc,
144A
(8)
3.875%
4/01/29
BB-
1,613,575
Health
Care
Providers
&
Services
-
2.1%
(1.3%
of
Total
Investments)
4,750
Legacy
LifePoint
Health
LLC,
144A
(8)
4.375%
2/15/27
B1
3,745,266
6,481
LifePoint
Health
Inc,
144A
5.375%
1/15/29
CCC+
4,140,452
1,201
Tenet
Healthcare
Corp,
144A
(8)
4.875%
1/01/26
BB-
1,134,945
8,500
Tenet
Healthcare
Corp,
144A
(8)
6.125%
10/01/28
B+
7,356,750
20,932
Total
Health
Care
Providers
&
Services
16,377,413
Hotels,
Restaurants
&
Leisure
-
1.1%
(0.6%
of
Total
Investments)
1,193
BC
ULC
/
New
Red
Finance
Inc,
144A
(8)
3.500%
2/15/29
BB+
999,138
5,692
BC
ULC
/
New
Red
Finance
Inc,
144A
(8)
4.000%
10/15/30
B+
4,646,095
1,623
Caesars
Entertainment
Inc,
144A
(8)
6.250%
7/01/25
B1
1,583,613
15
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
1,201
Life
Time
Inc,
144A
(8)
5.750%
1/15/26
B
$
1,116,930
9,709
Total
Hotels,
Restaurants
&
Leisure
8,345,776
Independent
Power
Producers
&
Energy
Traders
-
0.7%
(0.4%
of
Total
Investments)
3,890
Talen
Energy
Supply
LLC,
144A
(5)
7.625%
6/01/28
N/R
3,990,964
1,305
Ziggo
Bond
Co
BV,
144A
(8)
6.000%
1/15/27
B-
1,174,107
5,195
Total
Independent
Power
Producers
&
Energy
Traders
5,165,071
Insurance
-
0.1%
(0.0%
of
Total
Investments)
625
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
(8)
4.250%
10/15/27
B
562,575
Interactive
Media
&
Services
-
0.4%
(0.2%
of
Total
Investments)
4,391
Rackspace
Technology
Global
Inc,
144A
(8)
3.500%
2/15/28
B1
2,899,652
Internet
Software
&
Services
-
0.4%
(0.2%
of
Total
Investments)
7,566
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC+
3,184,832
IT
Services
-
0.3%
(0.2%
of
Total
Investments)
2,988
Ahead
DB
Holdings
LLC,
144A
(8)
6.625%
5/01/28
CCC+
2,426,465
Media
-
3.0%
(1.8%
of
Total
Investments)
3,000
Clear
Channel
Outdoor
Holdings
Inc,
144A
(8)
5.125%
8/15/27
B1
2,700,000
3,675
Clear
Channel
Outdoor
Holdings
Inc,
144A
(8)
7.750%
4/15/28
CCC
2,998,984
8,521
CSC
Holdings
LLC,
144A
(8)
3.375%
2/15/31
BB-
6,177,725
5,000
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
(8)
5.875%
8/15/27
BBB-
4,503,000
18
iHeartCommunications
Inc
6.375%
5/01/26
BB-
16,945
2,799
McGraw-Hill
Education
Inc,
144A
(8)
5.750%
8/01/28
BB+
2,464,519
6,006
VZ
Secured
Financing
BV,
144A
(8)
5.000%
1/15/32
BB
4,787,323
29,019
Total
Media
23,648,496
Metals
&
Mining
-
0.5%
(0.3%
of
Total
Investments)
2,120
First
Quantum
Minerals
Ltd,
144A
(8)
6.875%
10/15/27
B+
1,971,234
2,000
First
Quantum
Minerals
Ltd,
144A
(8)
6.500%
3/01/24
B+
1,961,356
4,120
Total
Metals
&
Mining
3,932,590
Oil,
Gas
&
Consumable
Fuels
-
2.3%
(1.4%
of
Total
Investments)
2,000
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
(8)
8.125%
1/15/27
B-
1,892,888
2,000
Citgo
Petroleum
Corp,
144A
(8)
7.000%
6/15/25
BB
1,969,300
1,450
Gulfport
Energy
Corp,
144A
(8)
8.000%
5/17/26
BB-
1,445,650
3,201
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
(8)
6.250%
11/01/28
BB+
3,008,940
1,000
Matador
Resources
Co
5.875%
9/15/26
BB-
982,500
1,201
MEG
Energy
Corp,
144A
(8)
5.875%
2/01/29
BB-
1,146,535
6,503
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
(8)
7.500%
2/01/26
B+
5,882,864
500
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
(8)
6.125%
3/01/25
Caa1
390,000
500
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
(8)
7.500%
11/01/23
Caa1
487,500
750
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
(8)
7.500%
4/15/26
Caa1
546,638
485
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.250%
6/15/25
BB-
479,849
19,590
Total
Oil,
Gas
&
Consumable
Fuels
18,232,664
Pharmaceuticals
-
1.0%
(0.6%
of
Total
Investments)
1,000
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
(5)
5.875%
10/15/24
N/R
790,190
913
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
(5)
6.000%
6/30/28
N/R
41,085
7,000
Horizon
Therapeutics
USA
Inc,
144A
(8)
5.500%
8/01/27
Ba2
6,737,500
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
16
JQC
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Pharmaceuticals
(continued)
$
362
Par
Pharmaceutical
Inc,
144A
(5)
7.500%
4/01/27
N/R
$
276,717
9,275
Total
Pharmaceuticals
7,845,492
Professional
Services
-
0.3%
(0.2%
of
Total
Investments)
2,000
Verscend
Escrow
Corp,
144A
(8)
9.750%
8/15/26
CCC+
2,006,080
Software
-
0.4%
(0.2%
of
Total
Investments)
1,750
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
CCC+
1,447,378
1,500
SS&C
Technologies
Inc,
144A
(8)
5.500%
9/30/27
B+
1,394,687
3,250
Total
Software
2,842,065
Specialty
Retail
-
2.2%
(1.3%
of
Total
Investments)
3,900
Academy
Ltd,
144A
(8)
6.000%
11/15/27
BB
3,661,125
1,000
Hertz
Corp,
144A
5.000%
12/01/29
B+
792,150
9,515
Hertz
Corp,
144A
(8)
4.625%
12/01/26
B+
8,111,537
3,945
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
Caa1
2,199,338
1,188
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
(8)
4.750%
2/15/28
BB-
1,084,513
675
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
(8)
7.750%
2/15/29
B3
633,798
545
Staples
Inc,
144A
(8)
7.500%
4/15/26
B
473,376
20,768
Total
Specialty
Retail
16,955,837
Trading
Companies
&
Distributors
-
0.6%
(0.4%
of
Total
Investments)
6,000
Air
Lease
Corp
(8)
3.000%
2/01/30
BBB
4,668,230
Wireless
Telecommunication
Services
-
1.0%
(0.6%
of
Total
Investments)
4,000
Hughes
Satellite
Systems
Corp
(8)
5.250%
8/01/26
BBB-
3,818,360
5,180
Vmed
O2
UK
Financing
I
PLC,
144A
(8)
4.250%
1/31/31
BB+
4,118,568
9,180
Total
Wireless
Telecommunication
Services
7,936,928
$
264,494
Total
Corporate
Bonds
(cost
$234,794,065)
200,105,361
Shares
Description
(1)
Value
X
15,450,053
COMMON
STOCKS
-
1.9%
(1.2%
of
Total
Investments)
X
15,450,053
Diversified
Consumer
Services
-
0.1%
(0.1%
of
Total
Investments)
41,905
Cengage
Learning
Holdings
II
Inc
(9)
$
513,336
Energy
Equipment
&
Services
-
0.5%
(0.3%
of
Total
Investments)
31,033
Quarternorth
Energy
Holding
Inc
(9)
3,754,993
31,358
Vantage
Drilling
International
(9)
548,765
Total
Energy
Equipment
&
Services
4,303,758
Health
Care
-
0.5%
(0.3%
of
Total
Investments)
242,758
Onex
Carestream
Finance
LP
(9)
3,519,991
Health
Care
Providers
&
Services
-
0.0%
(0.0%
of
Total
Investments)
211,860
Millennium
Health
LLC
(9),(10)
31,567
198,883
Millennium
Health
LLC
(9),(10)
9,746
Total
Health
Care
Providers
&
Services
41,313
Independent
Power
And
Renewable
Electricity
Prod
-
0.8%
(0.5%
of
Total
Investments)
80,962
Energy
Harbor
Corp
(9),(11)
6,513,393
Internet
&
Direct
Marketing
Retail
-
0.0%
(0.0%
of
Total
Investments)
9,796
Catalina
Marketing
Corp
(9)
1,714
Media
-
0.0%
(0.0%
of
Total
Investments)
8
Cumulus
Media
Inc,
Class
A
(9)
59
17
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
(1)
Value
Multiline
Retail
-
0.0%
(0.0%
of
Total
Investments)
196
Belk
Inc
(9)
$
1,666
Oil,
Gas
&
Consumable
Fuels
-
0.0%
(0.0%
of
Total
Investments)
5,773
California
Resources
Corp
260,420
Professional
Services
-
0.0%
(0.0%
of
Total
Investments)
164,471
Skillsoft
Corp
(9)
294,403
Total
Common
Stocks
(cost
$20,422,911)
15,450,053
Shares
Description
(1)
Value
X
2,805,611
WARRANTS
-
0.3%
(0.2%
of
Total
Investments)
X
2,805,611
Energy
Equipment
&
Services
-
0.3%
(0.2%
of
Total
Investments)
17,602
Quarternorth
Energy
Holding
Inc
$
2,129,842
37,801
Quarternorth
Energy
Holding
Inc
302,408
72,802
Quarternorth
Energy
Holding
Inc
364,010
Total
Energy
Equipment
&
Services
2,796,260
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
266,347
Cineworld
Warrant
–
Media
-
0.0%
(0.0%
of
Total
Investments)
4,644
Tenerity
Inc
(10)
4
Oil,
Gas
&
Consumable
Fuels
-
0.0%
(0.0%
of
Total
Investments)
629
California
Resources
Corp
8,932
Software
-
0.0%
(0.0%
of
Total
Investments)
37,723
Avaya
Holdings
Corp
415
Total
Warrants
(cost
$6,752,229)
2,805,611
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
1,383,000
CONVERTIBLE
BONDS
-
0.2%
(0.1%
of
Total
Investments)
X
1,383,000
Media
-
0.2%
(0.1%
of
Total
Investments)
$
2,000
DISH
Network
Corp
3.375%
8/15/26
B2
$
1,383,000
$
2,000
Total
Convertible
Bonds
(cost
$2,073,498)
1,383,000
Shares
Description
(1)
Coupon
Ratings
(4)
Value
X
8,594
CONVERTIBLE
PREFERRED
SECURITIES
-
0.0%
(0.0%
of
Total
Investments)
X
8,594
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
34,377
Riverbed
technology
inc
0.000%
N/R
$
8,594
Total
Convertible
Preferred
Securities
(cost
$784,092)
8,594
Total
Long-Term
Investments
(cost
$1,425,984,694)
1,299,897,246
Borrowings
-
(29.7)%
(12),(13)
(
234,000,000
)
Reverse
Repurchase
Agreements,
including
accrued
interest
-
(18.1)%(14)
(
142,574,906
)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
-
(17.7)%(15)
(
139,308,597
)
Other
Assets
Less
Liabilities
-  0.6%
3,957,078
Net
Assets
Applicable
to
Common
Shares
-
100%
$
787,970,821
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
18
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Variable
Rate
Senior
Loan
Interests
$
–
$
1,080,144,627
$
–
$
1,080,144,627
Corporate
Bonds
–
200,105,361
–
200,105,361
Common
Stocks
554,882
14,853,858
41,313
15,450,053
Warrants
8,932
2,796,675
4
2,805,611
Convertible
Bonds
–
1,383,000
–
1,383,000
Convertible
Preferred
Securities
–
8,594
–
8,594
Total
$
563,814
$
1,299,292,115
$
41,317
$
1,299,897,246
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
Senior
loans
generally
pay
interest
at
rates
which
are
periodically
adjusted
by
reference
to
a
base
short-term,
floating
lending
rate
(Reference
Rate)
plus
an
assigned
fixed
rate
(Spread).
These
floating
lending
rates
are
generally
(i)
the
lending
rate
referenced
by
the
London
Inter-Bank
Offered
Rate
("LIBOR"),
or
(ii)
the
prime
rate
offered
by
one
or
more
major
United
States
banks.
Senior
loans
may
be
considered
restricted
in
that
the
Fund
ordinarily
is
contractually
obligated
to
receive
approval
from
the
agent
bank
and/or
borrower
prior
to
the
disposition
of
a
senior
loan.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(3)
Senior
loans
generally
are
subject
to
mandatory
and/or
optional
prepayment.
Because
of
these
mandatory
prepayment
conditions
and
because
there
may
be
significant
economic
incentives
for
a
borrower
to
prepay,
prepayments
of
senior
loans
may
occur.
As
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
(4)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(5)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(6)
Investment,
or
portion
of
investment,
represents
an
outstanding
unfunded
senior
loan
commitment.
(7)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(8)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
inverse
floating
rate
transactions
and/
or
reverse
repurchase
agreements.
As
of
the
end
of
the
reporting
period,
investments
with
a
value
of
$162,580,723
have
been
pledged
as
collateral
for
reverse
repurchase
agreements.
(9)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(10)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(11)
Common
Stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Bruce
Mansfield
Unit
1
2007
Pass-Through
Trust.
(12)
Borrowings
as
a
percentage
of
Total
Investments
is
18.0%.
(13)
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.
(14)
Reverse
Repurchase
Agreements,
including
accrued
interest
as
a
percentage
of
Total
investments
is
11.0%.
(15)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
as
a
percentage
of
Total
Investments
is
10.7%.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
CME
Chicago
Mercantile
Exchange
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
LIBOR
London
Inter-Bank
Offered
Rate
19
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
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.