1
Nuveen
Credit
Strategies
Income
Fund
Portfolio
of
Investments
October
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
LONG-TERM
INVESTMENTS
-
161.2% 
(99.6%
of
Total
Investments)
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
126
.2
%
(
78
.0
%
of
Total
Investments)
(b)
X
980,799,495
Automobiles
&
Components
-
0.7%
(0.4%
of
Total
Investments)
$
3,937
Clarios
Global
LP,
Term
Loan
9.074%
TSFR1M
3.750%
4/20/30
$
3,936,103
457
DexKo
Global
Inc.,
Term
Loan
B
9.402%
SOFR90A
3.750%
10/04/28
438,486
1,000
Phinia
Inc,
Term
Loan
B
9.490%
SOFR90A
4.000%
7/03/28
1,002,500
Total
Automobiles
&
Components
5,377,089
Capital
Goods
-
9.0%
(5.6%
of
Total
Investments)
1,262
ACProducts
Holdings
Inc,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,006,964
410
Aegion
Corporation,
Term
Loan
10.395%
TSFR3M
4.750%
5/17/28
407,956
4,827
Ali
Group
North
America
Corporation,
Term
Loan
B
7.439%
TSFR1M
2.000%
10/13/28
4,827,801
1,852
Alliance
Laundry
Systems
LLC,
Term
Loan
B
8.932%
SOFR30A
3.500%
10/08/27
1,851,152
4,871
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B6
7.839%
SOFR30A
2.500%
6/22/28
4,877,951
2,142
Centuri
Group,
Inc,
Term
Loan
B
8.912%
Prime
+
TSFR1M
2.000%
8/27/28
2,141,802
5,173
Chamberlain
Group
Inc,
Term
Loan
B
8.674%
SOFR30A
3.250%
10/22/28
5,032,755
1,398
Chart
Industries,
Inc.,
Term
Loan
8.665%
TSFR1M
3.250%
3/17/30
1,397,396
992
Conair
Holdings,
LLC,
Term
Loan
B
9.189%
TSFR1M
3.750%
5/17/28
922,411
12,521
Core
&
Main
LP,
Term
Loan
B
7.991%
SOFR30A
+
SOFR180A
2.500%
6/10/28
12,521,034
555
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.685%
TSFR1M
3.250%
4/12/28
529,260
1,753
Emrld
Borrower
LP,
Term
Loan
B
8.380%
TSFR3M
3.000%
5/04/30
1,751,563
791
Gardner
Denver,
Inc.,
Term
Loan
B2
7.174%
TSFR1M
1.750%
2/28/27
793,852
976
Grinding
Media
Inc.,
Term
Loan
B
9.684%
SOFR90A
4.000%
10/12/28
951,448
1,466
Madison
IAQ
LLC,
Term
Loan
8.703%
TSFR1M
3.250%
6/21/28
1,416,463
1,424
Osmose
Utilities
Services,
Inc.,
Term
Loan
8.689%
TSFR1M
3.250%
6/22/28
1,398,088
8,656
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
8.064%
TSFR1M
2.625%
1/31/27
8,651,955
1,463
Resideo
Funding
Inc.,
Term
Loan
7.703%
SOFR30A
+
TSFR1M
2.250%
2/12/28
1,465,791
981
Standard
Industries
Inc.,
Term
Loan
B
7.953%
TSFR1M
2.500%
9/22/28
983,169
1,945
TransDigm,
Inc.,
Term
Loan
H
8.640%
SOFR90A
3.250%
2/22/27
1,946,420
10,159
TransDigm,
Inc.,
Term
Loan
I
8.640%
SOFR90A
3.250%
8/24/28
10,159,353
734
Victory
Buyer
LLC,
Term
Loan
9.189%
SOFR30A
3.750%
11/18/28
691,255
4,495
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.815%
TSFR1M
4.500%
8/01/30
4,487,381
Total
Capital
Goods
70,213,220
Commercial
&
Professional
Services
-
5.6%
(3.4%
of
Total
Investments)
1,132
Allied
Universal
Holdco
LLC,
Term
Loan
B
9.174%
TSFR1M
3.750%
5/14/28
1,077,301
2,494
Amentum
Government
Services
Holdings
LLC,
Term
Loan
9.335%
SOFR30A
4.000%
2/07/29
2,445,912
1,137
Anticimex
International
AB,
Term
Loan
B1
8.450%
SOFR90A
3.150%
11/16/28
1,124,529
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Commercial
&
Professional
Services
(continued)
$
897
CHG
Healthcare
Services
Inc.,
Term
Loan
8.575%
TSFR1M
3.250%
9/30/28
$
888,464
2,199
Covanta
Holding
Corporation,
Term
Loan
B
7.825%
TSFR1M
2.500%
11/30/28
2,170,572
167
Covanta
Holding
Corporation,
Term
Loan
C
7.825%
TSFR1M
2.500%
11/30/28
165,066
3,386
Creative
Artists
Agency,
LLC
,
Term
Loan
B
,
(DD1)
8.824%
TSFR1M
3.500%
11/16/28
3,378,710
1,164
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
B
8.176%
SOFR30A
2.750%
2/08/26
1,164,136
8,712
Garda
World
Security
Corporation,
Term
Loan
B
9.746%
SOFR90A
4.250%
10/30/26
8,698,398
2,045
GFL
Environmental
Inc.,
First
Lien
Term
Loan
7.912%
TSFR3M
2.500%
5/31/27
2,047,415
2,811
LABL,
Inc.,
Term
Loan,
First
Lien
10.424%
TSFR1M
5.000%
10/29/28
2,655,236
135
(d)
National
Intergovernmental
Purchasing
Alliance
Co
0.500%
CME
Term
SOFR
1
Month
4.250%
7/25/30
135,249
1,440
National
Intergovernmental
Purchasing
Alliance
Co
9.628%
CME
Term
SOFR
1
Month
4.250%
7/25/30
1,439,751
1,042
Physician
Partners
LLC,
Term
Loan
9.533%
SOFR90A
4.000%
2/01/29
987,992
4,945
Trans
Union,
LLC,
Term
Loan
B5
7.174%
TSFR1M
1.750%
11/13/26
4,941,728
35
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan
,
(cash
3.500%,
PIK
6.500%)
6.350%
1-Month
LIBOR
3.631%
2/28/25
33,666
1,466
Verscend
Holding
Corp.,
Term
Loan
B
9.325%
TSFR1M
4.000%
8/27/25
1,467,195
3,422
Vertical
US
Newco
Inc,
Term
Loan
B
9.381%
6-Month
LIBOR
3.500%
7/31/27
3,403,432
595
VT
Topco,
Inc.,
Term
Loan
B
9.661%
TSFR3M
4.250%
8/10/30
594,815
5,227
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
8.189%
TSFR1M
2.750%
3/25/28
4,674,629
Total
Commercial
&
Professional
Services
43,494,196
Consumer
Discretionary
Distribution
&
Retail
-
4.5%
(2.8%
of
Total
Investments)
842
Academy,
Ltd.,
Term
Loan
9.179%
TSFR1M
3.750%
11/06/27
843,767
2,114
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
7.189%
TSFR1M
1.750%
8/06/27
2,104,616
2,521
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
8.924%
SOFR30A
3.500%
3/15/29
2,526,575
1,594
Belk,
Inc.,
Term
Loan
,
(cash
15.299%,
PIK
8.000%)
10.000%
N/A
N/A
7/31/25
305,491
328
Belk,
Inc.,
Term
Loan
15.000%
Prime
6.500%
7/31/25
283,012
1,456
Belron
Finance
US
LLC,
Term
Loan
8.245%
TSFR3M
2.750%
4/06/29
1,460,450
753
Driven
Holdings,
LLC,
Term
Loan
B
8.439%
CME
Term
SOFR
1
Month
3.000%
12/17/28
735,395
1,143
EOS
Finco
Sarl,
Term
Loan
11.164%
TSFR2M
5.750%
8/03/29
1,077,425
3,727
Jo-Ann
Stores,
Inc.,
Term
Loan
B1
10.391%
SOFR90A
4.750%
6/30/28
1,170,164
3,800
LBM
Acquisition
LLC,
Term
Loan
B
9.174%
TSFR1M
3.750%
12/18/27
3,624,373
1,064
Les
Schwab
Tire
Centers,
Term
Loan
B
8.692%
SOFR30A
3.250%
11/02/27
1,061,601
15,992
PetSmart,
Inc.,
Term
Loan
B
9.174%
TSFR1M
3.750%
2/12/28
15,823,665
3,531
Restoration
Hardware,
Inc.,
Term
Loan
B
7.939%
SOFR30A
2.500%
10/15/28
3,309,401
752
SRS
Distribution
Inc.,
Term
Loan
8.825%
TSFR1M
3.500%
6/04/28
734,231
Total
Consumer
Discretionary
Distribution
&
Retail
35,060,166
3
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Consumer
Durables
&
Apparel
-
3.2%
(2.0%
of
Total
Investments)
$
7,025
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
9.082%
SOFR30A
3.750%
7/30/28
$
6,902,380
2,988
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
8.377%
SOFR90A
2.750%
4/28/28
2,985,513
7,319
Hayward
Industries,
Inc.,
Term
Loan
8.189%
TSFR1M
2.750%
5/28/28
7,208,128
633
New
Trojan
Parent,
Inc.,
Term
Loan,
First
Lien
8.696%
TSFR1M
3.250%
1/06/28
315,241
6
Serta
Simmons
Bedding,
LLC,
Term
Loan
12.900%
SOFR90A
7.500%
6/29/28
6,196
1,161
SRAM,
LLC
,
Term
Loan
B
8.189%
TSFR1M
2.750%
5/18/28
1,158,460
4,502
Topgolf
Callaway
Brands
Corp.,
Term
Loan
B
8.924%
TSFR1M
3.500%
3/09/30
4,487,382
2,241
Weber-Stephen
Products
LLC,
Term
Loan
B
8.689%
TSFR1M
3.250%
10/30/27
1,975,762
Total
Consumer
Durables
&
Apparel
25,039,062
Consumer
Services
-
15.9%
(9.8%
of
Total
Investments)
7,902
1011778
B.C.
Unlimited
Liability
Company,
Term
Loan
B5
7.574%
TSFR1M
2.250%
9/13/30
7,836,914
3,325
Alterra
Mountain
Company,
Term
Loan
8.939%
TSFR1M
3.500%
8/17/28
3,330,723
998
Alterra
Mountain
Company,
Term
Loan
B
9.174%
TSFR1M
3.750%
5/31/30
999,375
1,843
Aramark
Services,
Inc.,
Term
Loan
B6
7.939%
TSFR1M
2.500%
6/22/30
1,843,366
7,766
Caesars
Entertainment
Corp,
Term
Loan
B
8.674%
TSFR1M
3.250%
1/25/30
7,747,647
2,198
Carnival
Corporation,
Term
Loan
B
8.689%
TSFR1M
3.250%
10/18/28
2,161,073
3,038
Carnival
Corporation,
Term
Loan
B
8.336%
TSFR1M
3.000%
8/08/27
2,989,011
3,306
Churchill
Downs
Incorporated,
Term
Loan
B1
7.424%
TSFR1M
2.000%
3/17/28
3,306,199
6,254
ClubCorp
Holdings,
Inc.,
Term
Loan
B
8.189%
1-Month
LIBOR
2.750%
9/18/24
6,085,483
10,600
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
8.691%
SOFR180A
+
3-Month
LIBOR
3.000%
3/08/24
10,268,754
12,861
Fertitta
Entertainment,
LLC,
Term
Loan
B
9.324%
SOFR30A
4.000%
1/27/29
12,597,368
4,988
Formula
One
Holdings
Limited,
Term
Loan
B
7.574%
TSFR1M
2.250%
1/15/30
4,992,664
3,122
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.900%
SOFR90A
3.500%
10/31/29
3,126,603
2,940
Hilton
Grand
Vacations
Borrower
LLC
8.146%
CME
Term
SOFR
1
Month
3.000%
8/02/28
2,943,219
3,231
Hilton
Worldwide
Finance,
LLC,
Term
Loan
B2
7.174%
SOFR30A
1.750%
6/21/26
3,233,044
10,235
IRB
Holding
Corp,
Term
Loan
B
8.424%
SOFR30A
3.000%
12/15/27
10,139,477
5,633
Life
Time
Fitness
Inc
,
Term
Loan
B
10.130%
TSFR3M
4.750%
1/15/26
5,645,427
2,302
Marriott
Ownership
Resorts,
Inc.,
Term
Loan
B
7.174%
TSFR1M
1.750%
8/31/25
2,299,541
278
Motion
Finco
Sarl,
Term
Loan
B2
8.902%
SOFR90A
3.250%
11/04/26
277,098
394
NASCAR
Holdings,
Inc,
Term
Loan
B
7.939%
TSFR1M
2.500%
10/18/26
395,454
581
PCI
Gaming
Authority,
Term
Loan
7.939%
TSFR1M
2.500%
5/31/26
581,256
1,833
Penn
National
Gaming,
Inc.,
Term
Loan
B
8.170%
SOFR30A
2.750%
4/20/29
1,832,799
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Consumer
Services
(continued)
$
1,516
Scientific
Games
Holdings
LP,
Term
Loan
B
8.914%
SOFR90A
3.500%
2/04/29
$
1,492,773
4,691
Scientific
Games
International,
Inc.,
Term
Loan
8.435%
SOFR30A
3.000%
4/07/29
4,692,103
3,920
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
8.439%
TSFR1M
3.000%
8/25/28
3,918,354
3,763
Spin
Holdco
Inc.,
Term
Loan
9.664%
SOFR90A
4.000%
3/04/28
3,236,612
9,323
Stars
Group
Holdings
B.V.
(The),
Term
Loan
7.902%
SOFR90A
2.250%
7/10/25
9,330,149
3,034
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
8.902%
SOFR90A
3.250%
7/04/28
3,040,722
982
Station
Casinos
LLC,
Term
Loan
B
7.674%
TSFR1M
2.250%
2/08/27
976,787
2,211
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
8.927%
SOFR90A
3.250%
10/01/28
2,059,440
374
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
8.075%
TSFR1M
2.750%
5/16/25
373,899
Total
Consumer
Services
123,753,334
Consumer
Staples
Distribution
&
Retail
-
0.4%
(0.3%
of
Total
Investments)
1,493
Cardenas
Markets,
Inc.,
Term
Loan
12.240%
SOFR90A
6.750%
8/01/29
1,496,663
1,960
US
Foods,
Inc.,
Term
Loan
B
7.939%
TSFR1M
2.500%
11/22/28
1,967,553
Total
Consumer
Staples
Distribution
&
Retail
3,464,216
Diversified
Financials
-
0.0%
(0.0%
of
Total
Investments)
3,111
(e)
Ditech
Holding
Corporation,
Term
Loan
0.000%
N/A
N/A
12/19/22
91,779
Total
Diversified
Financials
91,779
Energy
-
3.4%
(2.1%
of
Total
Investments)
6,235
Buckeye
Partners,
L.P.,
Term
Loan
B
7.666%
SOFR30A
2.250%
11/01/26
6,236,038
295
EG
America
LLC,
Term
Loan
9.300%
1-Month
LIBOR
4.000%
2/05/25
294,520
3,565
EG
Group
Limited,
Term
Loan
B
9.325%
TSFR1M
4.000%
2/05/25
3,563,178
3,426
Freeport
LNG
Investments
LLLP
8.677%
CME
Term
SOFR
3
Month
3.000%
11/16/26
3,389,830
4,485
Gulf
Finance,
LLC,
Term
Loan
12.201%
SOFR30A
+
SOFR180A
6.750%
8/25/26
4,506,059
2,388
Oryx
Midstream
Services
Permian
Basin
LLC,
Term
Loan
8.692%
SOFR30A
3.250%
10/05/28
2,386,972
1,608
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
13.439%
TSFR1M
8.000%
8/27/26
1,607,044
2,947
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
8.940%
TSFR1M
3.500%
11/05/28
2,917,097
1,167
Whitewater
Whistler
Holdings,
LLC,
Term
Loan
B
8.146%
TSFR3M
2.750%
2/15/30
1,168,166
Total
Energy
26,068,904
Financial
Services
-
1.4%
(0.9%
of
Total
Investments)
2,108
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
6.939%
SOFR30A
1.500%
2/12/27
2,107,961
3,126
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
7.174%
TSFR1M
1.750%
4/30/28
3,123,235
1,365
GTCR
W
MERGER
SUB,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,357,035
1,959
Motion
Finco
Sarl,
Term
Loan
B1
8.903%
SOFR90A
3.250%
11/04/26
1,953,543
5
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Financial
Services
(continued)
$
2,593
Trans
Union,
LLC,
Term
Loan
B6
7.575%
TSFR1M
2.250%
12/01/28
$
2,591,640
Total
Financial
Services
11,133,414
Food,
Beverage
&
Tobacco
-
2.3%
(1.4%
of
Total
Investments)
2,527
8th
Avenue
Food
&
Provisions,
Inc.,
Term
Loan,
First
Lien
9.189%
TSFR1M
3.750%
10/01/25
2,392,943
370
Arterra
Wines
Canada,
Inc.,
Term
Loan
9.152%
SOFR90A
3.500%
11/25/27
350,251
1,724
CHG
PPC
Parent
LLC,
Term
Loan
8.439%
TSFR1M
3.000%
12/08/28
1,706,399
3,250
City
Brewing
Company,
LLC,
Term
Loan
,
(DD1)
9.164%
TSFR1M
3.500%
4/05/28
2,390,385
1,935
Froneri
International
Ltd.,
Term
Loan
7.674%
TSFR1M
2.250%
1/31/27
1,927,744
4,838
Sunshine
Investments
B.V.,
Term
Loan
9.615%
SOFR90A
4.250%
5/05/29
4,816,253
1,604
Sycamore
Buyer
LLC,
Term
Loan
B
7.691%
SOFR30A
2.250%
7/22/29
1,574,932
2,819
Triton
Water
Holdings,
Inc,
Term
Loan
8.902%
SOFR90A
3.250%
3/31/28
2,677,350
Total
Food,
Beverage
&
Tobacco
17,836,257
Health
Care
Equipment
&
Services
-
15.7%
(9.7%
of
Total
Investments)
4,900
AHP
Health
Partners,
Inc.,
Term
Loan
B
8.939%
TSFR1M
3.500%
8/23/28
4,903,062
103
Athenahealth,
Inc.,
Term
Loan
B
8.577%
SOFR30A
3.250%
1/27/29
100,308
14,721
Bausch
&
Lomb,
Inc.,
Term
Loan
8.755%
SOFR90A
3.250%
5/05/27
14,116,113
2,113
Carestream
Health,
Inc.,
Term
Loan
12.990%
SOFR90A
7.500%
9/30/27
1,572,821
4,619
CNT
Holdings
I
Corp,
Term
Loan
8.926%
SOFR90A
3.500%
11/08/27
4,602,512
1,452
DaVita,
Inc.
,
Term
Loan
B
7.189%
TSFR1M
1.750%
8/12/26
1,436,698
266
Element
Materials
Technology
Group
US
Holdings
Inc
9.740%
CME
Term
SOFR
1
Month
4.250%
4/12/29
258,637
577
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.740%
CME
Term
SOFR
1
Month
4.250%
4/12/29
560,380
1,221
Embecta
Corp,
Term
Loan
B
8.337%
SOFR90A
3.000%
1/27/29
1,184,116
1,702
Gainwell
Acquisition
Corp.,
Term
Loan
B
9.490%
SOFR90A
4.000%
10/01/27
1,630,850
2,846
Global
Medical
Response,
Inc.,
Term
Loan
9.895%
TSFR3M
4.250%
3/14/25
1,861,751
12,060
Global
Medical
Response,
Inc.,
Term
Loan
B
9.934%
SOFR90A
4.250%
10/02/25
7,889,004
650
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.902%
SOFR90A
2.250%
7/01/28
651,574
1,315
ICU
Medical,
Inc.,
Term
Loan
B
8.040%
SOFR90A
2.500%
12/14/28
1,311,214
21,571
Medline
Borrower,
LP,
Term
Loan
B
8.689%
TSFR1M
3.250%
10/21/28
21,456,638
6,100
National
Mentor
Holdings,
Inc.,
Term
Loan
9.207%
SOFR90A
+
TSFR1M
3.750%
3/02/28
5,339,103
197
National
Mentor
Holdings,
Inc.,
Term
Loan
C
9.240%
SOFR90A
3.750%
3/02/28
171,989
3,309
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.395%
TSFR3M
4.750%
2/26/28
3,064,827
15,005
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.575%
TSFR1M
3.250%
11/15/28
14,846,057
5,987
Phoenix
Guarantor
Inc,
Term
Loan
B
8.689%
TSFR1M
3.250%
3/05/26
5,933,653
4,014
Phoenix
Guarantor
Inc,
Term
Loan
B3
8.939%
TSFR1M
3.500%
3/05/26
3,990,674
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Health
Care
Equipment
&
Services
(continued)
$
9,684
Select
Medical
Corporation,
Term
Loan
B1
8.324%
TSFR1M
3.000%
3/06/27
$
9,670,849
1,110
Star
Parent,
Inc.,
Term
Loan
B
9.386%
3-Month
LIBOR
4.000%
9/28/30
1,061,166
11,592
Surgery
Center
Holdings,
Inc.,
Term
Loan
9.203%
TSFR1M
3.750%
8/31/26
11,595,632
837
Team
Health
Holdings,
Inc.,
Term
Loan
B
10.595%
SOFR30A
+
SOFR90A
5.250%
3/02/27
604,617
2,056
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
8.191%
1-Month
LIBOR
2.750%
2/06/24
2,013,428
Total
Health
Care
Equipment
&
Services
121,827,673
Household
&
Personal
Products
-
0.4%
(0.3%
of
Total
Investments)
2,249
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
9.532%
TSFR3M
+
SOFR90A
4.000%
12/22/26
2,208,187
1,091
Kronos
Acquisition
Holdings
Inc.,
Term
Loan,
First
Lien
11.567%
SOFR90A
6.000%
12/22/26
1,093,031
Total
Household
&
Personal
Products
3,301,218
Insurance
-
7.5%
(4.6%
of
Total
Investments)
13,408
Acrisure,
LLC,
Term
Loan
B
8.939%
1-Month
LIBOR
3.500%
2/15/27
13,089,803
7,261
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
8.939%
1-Month
LIBOR
3.500%
11/06/27
7,244,700
2,956
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B5
8.835%
TSFR1M
3.500%
2/08/27
2,949,191
1,583
AmWINS
Group,
Inc.,
Term
Loan
B
8.189%
SOFR30A
2.750%
2/19/28
1,582,181
454
Asurion
LLC,
Term
Loan
B11
9.674%
TSFR1M
4.250%
8/19/28
434,430
2,213
Asurion
LLC,
Term
Loan
B8
8.689%
TSFR1M
3.250%
12/23/26
2,142,541
5,181
Asurion
LLC,
Term
Loan
B9
8.689%
TSFR1M
3.250%
7/31/27
4,960,654
1,118
Broadstreet
Partners,
Inc.,
Term
Loan
B
8.325%
TSFR1M
3.000%
1/27/27
1,108,657
1,960
Broadstreet
Partners,
Inc.,
Term
Loan
B2
8.689%
TSFR1M
3.250%
1/27/27
1,943,614
4,464
Broadstreet
Partners,
Inc.,
Term
Loan
B3
9.324%
TSFR1M
4.000%
1/26/29
4,457,318
774
Hub
International
Limited,
Term
Loan
B
9.383%
SOFR90A
4.000%
11/10/29
774,038
10,417
HUB
International
Limited,
Term
Loan
B
9.662%
CME
Term
SOFR
1
Month
4.250%
6/08/30
10,424,267
243
Ryan
Specialty
Group,
LLC,
Term
Loan
8.424%
SOFR30A
3.000%
9/01/27
242,702
500
USI
Inc/NY,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
498,188
5,940
USI,
Inc.,
Term
Loan
9.140%
SOFR90A
3.750%
11/16/29
5,931,951
335
USI,
Inc.,
Term
Loan
8.640%
SOFR90A
3.250%
9/14/30
334,635
Total
Insurance
58,118,870
Materials
-
5.6%
(3.4%
of
Total
Investments)
795
Arsenal
AIC
Parent
LLC,
Term
Loan
9.879%
SOFR90A
4.500%
7/27/30
794,292
2,899
Axalta
Coating
Systems
U.S.
Holdings,
Inc.,
term
Loan
B4
7.890%
SOFR90A
2.500%
12/20/29
2,906,045
190
Berry
Global,
Inc.,
Term
Loan
AA
7.200%
TSFR1M
1.750%
7/01/29
188,359
3,785
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
9.599%
SOFR30A
4.175%
3/30/29
3,670,509
1,941
CPC
Acquisition
Corp,
Term
Loan
9.402%
SOFR90A
3.750%
12/29/27
1,536,515
4,290
Discovery
Purchaser
Corporation,
Term
Loan
9.765%
SOFR90A
4.375%
8/03/29
3,996,667
1,117
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
9.174%
TSFR1M
3.750%
3/03/30
1,092,063
7
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Materials
(continued)
$
1,690
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
8.189%
TSFR1M
2.750%
1/29/26
$
1,665,799
2,883
Ineos
US
Finance
LLC,
Term
Loan
B
8.825%
TSFR1M
3.500%
2/09/30
2,824,759
1,255
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
10.476%
SOFR180A
4.725%
2/09/26
1,189,559
453
Kraton
Corporation,
Term
Loan
8.921%
SOFR90A
3.250%
3/15/29
431,578
1,407
Lonza
Group
AG,
Term
Loan
B
9.415%
SOFR90A
3.925%
7/03/28
1,193,589
3,369
Nouryon
Finance
B.V.,
Term
Loan
B
9.434%
TSFR1M
4.000%
4/03/28
3,300,105
497
PQ
Corporation,
Term
Loan
B
7.983%
TSFR3M
2.500%
6/09/28
494,576
2,082
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
8.689%
TSFR1M
3.250%
9/24/28
2,075,753
2,225
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.689%
TSFR1M
3.250%
2/05/26
2,223,409
484
Starfruit
Finco
B.V,
Term
Loan
9.419%
TSFR1M
4.000%
3/03/28
473,507
4,912
TricorBraun
Holdings,
Inc.,
Term
Loan
8.689%
TSFR1M
3.250%
3/03/28
4,769,653
1,125
Tronox
Finance
LLC,
Term
Loan
B
8.824%
TSFR1M
3.500%
8/16/28
1,110,240
7,376
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
9.189%
TSFR1M
3.750%
7/02/25
7,245,527
Total
Materials
43,182,504
Media
&
Entertainment
-
10.3%
(6.4%
of
Total
Investments)
3,619
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
8.800%
SOFR30A
3.500%
12/21/28
3,615,948
288
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
11.300%
SOFR30A
6.000%
12/20/29
290,341
756
Adevinta
ASA
8.322%
CME
Term
SOFR
3
Month
3.000%
6/25/28
757,123
966
Altice
Financing
SA,
Term
Loan
10.394%
TSFR3M
5.000%
10/31/27
905,416
4,888
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
8.447%
SOFR30A
3.000%
4/22/26
4,008,557
1,955
Cable
One,
Inc.,
Term
Loan
B4
7.439%
TSFR1M
2.000%
5/03/28
1,945,020
6,294
Cengage
Learning,
Inc.,
Term
Loan
B
10.405%
TSFR3M
4.750%
7/14/26
6,236,100
328
Checkout
Holding
Corp.,
Term
Loan
14.865%
SOFR90A
7.500%
5/24/30
186,186
1,990
Cinemark
USA,
Inc.,
Term
Loan
B
9.091%
TSFR1M
+
SOFR90A
3.750%
5/18/30
1,990,497
12,417
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B
8.933%
TSFR3M
3.500%
8/21/26
11,956,110
3,969
Crown
Finance
US,
Inc.,
Term
Loan
14.381%
SOFR90A
8.500%
7/31/28
4,058,852
1,539
CSC
Holdings,
LLC,
Term
Loan
7.699%
1-Month
LIBOR
2.250%
1/15/26
1,484,217
241
CSC
Holdings,
LLC,
Term
Loan
B1
7.699%
1-Month
LIBOR
2.250%
7/17/25
234,543
1,144
CSC
Holdings,
LLC,
Term
Loan
B5
7.949%
1-Month
LIBOR
2.500%
4/15/27
1,035,381
4,604
CSC
Holdings,
LLC,
Term
Loan
B6
9.835%
TSFR1M
4.500%
1/18/28
4,309,269
2,553
(e)
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
8.314%
SOFR90A
3.250%
8/24/26
37,892
7,037
DirecTV
Financing,
LLC,
Term
Loan
10.325%
TSFR1M
5.000%
8/02/27
6,859,911
2,880
Fleet
U.S.
Bidco
Inc.,
Term
Loan
B
8.439%
1-Month
LIBOR
3.000%
10/07/26
2,883,600
398
Getty
Images,
Inc.,
Term
Loan
B
9.990%
SOFR90A
4.500%
2/19/26
399,751
4,280
Gray
Television,
Inc.,
Term
Loan
E
7.929%
TSFR1M
2.500%
1/02/26
4,274,966
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Media
&
Entertainment
(continued)
$
4,318
iHeartCommunications,
Inc.,
Term
Loan
8.439%
TSFR1M
3.000%
5/01/26
$
3,698,728
961
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
7.674%
TSFR1M
2.250%
3/24/25
960,917
4,936
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
10.087%
6-Month
LIBOR
+
TSFR1M
4.750%
7/30/28
4,688,752
406
Mission
Broadcasting,
Inc.,
Term
Loan
B
7.939%
TSFR1M
2.500%
6/03/28
402,874
1,019
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
7.939%
TSFR1M
2.500%
9/18/26
1,019,710
9,663
Rackspace
Technology
Global,
Inc.,
Term
Loan
B
8.206%
SOFR30A
2.750%
2/09/28
4,328,418
2,154
Radiate
Holdco,
LLC,
Term
Loan
B
8.689%
TSFR1M
3.250%
9/25/26
1,788,649
1,400
Red
Ventures,
LLC,
Term
Loan
B
8.324%
TSFR1M
3.000%
2/23/30
1,389,360
3,809
Springer
Nature
Deutschland
GmbH,
Term
Loan
B18
8.652%
SOFR90A
3.000%
8/14/26
3,810,222
750
Virgin
Media
Bristol
LLC,
Term
Loan
Y
8.790%
SOFR180A
3.250%
3/06/31
735,116
Total
Media
&
Entertainment
80,292,426
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
2.6%
(1.6%
of
Total
Investments)
244
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
7.453%
TSFR1M
2.000%
2/22/28
238,951
6,701
Curia
Global,
Inc.,
Term
Loan
9.204%
TSFR3M
+
TSFR1M
3.750%
8/30/26
5,402,518
162
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.902%
SOFR90A
2.250%
7/01/28
162,575
9,838
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.939%
TSFR1M
3.500%
5/05/28
9,845,950
2,543
Organon
&
Co,
Term
Loan
8.450%
TSFR1M
3.000%
6/02/28
2,540,593
1,620
Perrigo
Investments,
LLC,
Term
Loan
B
7.674%
SOFR30A
2.250%
4/05/29
1,615,626
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
19,806,213
Real
Estate
Management
&
Development
-
0.6%
(0.4%
of
Total
Investments)
1,822
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.674%
TSFR1M
3.250%
1/31/30
1,744,769
2,500
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
9.324%
TSFR1M
4.000%
1/31/30
2,406,250
179
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
8.189%
TSFR1M
2.750%
8/21/25
178,431
684
Forest
City
Enterprises,
L.P.,
Term
Loan
B
8.939%
TSFR1M
3.500%
12/07/25
618,487
Total
Real
Estate
Management
&
Development
4,947,937
Semiconductors
&
Semiconductor
Equipment
-
0.1%
(0.1%
of
Total
Investments)
2,139
Bright
Bidco
B.V.,
Term
Loan
,
(cash
6.378%,
PIK
8.000%),
(DD1)
6.378%
TSFR3M
1.000%
10/31/27
844,150
Total
Semiconductors
&
Semiconductor
Equipment
844,150
Software
&
Services
-
19.5%
(12.1%
of
Total
Investments)
1,580
Ahead
DB
Holdings,
LLC,
Term
Loan
B
9.240%
SOFR90A
3.750%
10/16/27
1,570,967
1,048
Apttus
Corporation,
Term
Loan
9.439%
TSFR1M
4.000%
5/06/28
1,040,778
1,629
Asurion
LLC,
Term
Loan
B4,
Second
Lien
10.689%
TSFR1M
5.250%
1/20/29
1,398,179
9,747
Avaya,
Inc.,
Term
Loan
13.825%
TSFR1M
8.500%
8/01/28
8,593,442
9
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Software
&
Services
(continued)
$
9,178
Banff
Merger
Sub
Inc,
Term
Loan
9.189%
TSFR1M
3.750%
10/02/25
$
9,180,417
997
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
7.575%
TSFR1M
2.250%
9/21/28
995,742
2,840
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
7.939%
TSFR1M
2.500%
4/30/25
2,842,927
2,825
DTI
Holdco,
Inc.,
Term
Loan
10.133%
SOFR90A
4.750%
4/21/29
2,720,079
6,427
Emerald
TopCo
Inc,
Term
Loan
9.184%
SOFR30A
3.500%
7/25/26
6,110,724
10,493
Epicor
Software
Corporation,
Term
Loan
8.689%
TSFR1M
3.250%
7/31/27
10,450,576
5,264
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
9.325%
TSFR1M
4.000%
12/01/27
5,265,477
6,895
Informatica
LLC,
Term
Loan
B
8.189%
TSFR1M
2.750%
10/14/28
6,889,622
359
Ivanti
Software,
Inc.,
Term
Loan
B
,
(DD1)
9.907%
SOFR90A
4.250%
12/01/27
320,023
3,586
McAfee,
LLC,
Term
Loan
B
9.165%
SOFR30A
3.750%
2/03/29
3,439,188
3,722
NortonLifeLock
Inc.,
Term
Loan
B
7.424%
SOFR30A
2.000%
1/28/29
3,695,375
10,202
Open
Text
Corporation,
Term
Loan
B
8.174%
TSFR1M
2.750%
1/31/30
10,205,155
2,457
Peraton
Corp.,
Term
Loan
B
9.174%
TSFR1M
3.750%
2/01/28
2,415,588
731
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
8.689%
TSFR1M
3.250%
3/10/28
718,128
1,683
Proofpoint,
Inc.,
Term
Loan,
First
Lien
8.689%
TSFR1M
3.250%
8/31/28
1,657,553
3,625
Quartz
Acquireco
LLC
8.824%
CME
Term
SOFR
1
Month
3.500%
4/14/30
3,625,000
255
RealPage,
Inc,
Term
Loan,
First
Lien
8.439%
TSFR1M
3.000%
4/22/28
249,658
9,837
Sophia,
L.P.,
Term
Loan
B
8.924%
TSFR1M
3.500%
10/07/27
9,726,152
3,246
SS&C
European
Holdings
Sarl,
Term
Loan
B4
7.189%
TSFR1M
1.750%
4/16/25
3,247,447
3,434
SS&C
Technologies
Inc.,
Term
Loan
B3
7.189%
TSFR1M
1.750%
4/16/25
3,436,128
8,044
Syniverse
Holdings,
Inc.,
Term
Loan
12.390%
SOFR90A
7.000%
5/10/29
7,166,137
10,747
Tempo
Acquisition
LLC,
Term
Loan
B
8.074%
TSFR1M
2.750%
8/31/28
10,749,914
8,299
Ultimate
Software
Group
Inc
(The),
Term
Loan
8.764%
SOFR90A
3.250%
5/03/26
8,266,188
14,400
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
9.233%
TSFR3M
3.750%
5/03/26
14,388,912
2,006
Vision
Solutions,
Inc.,
Term
Loan
9.416%
SOFR90A
4.000%
5/28/28
1,915,974
1,822
West
Corporation,
Term
Loan
B3
9.569%
TSFR3M
4.000%
4/10/27
1,710,922
1,493
World
Wide
Technology
Holding
Co.
LLC,
Term
Loan
8.686%
TSFR1M
3.250%
2/23/30
1,494,366
6,362
Zelis
Healthcare
Corporation,
Term
Loan
8.939%
TSFR1M
3.500%
9/30/26
6,368,711
Total
Software
&
Services
151,855,449
Technology
Hardware
&
Equipment
-
2.0%
(1.2%
of
Total
Investments)
2,766
CommScope,
Inc.,
Term
Loan
B
8.689%
TSFR1M
3.250%
4/04/26
2,380,171
3,751
Delta
TopCo,
Inc.,
Term
Loan
B
9.069%
SOFR180A
3.750%
12/01/27
3,698,005
2,171
II-VI
Incorporated,
Term
Loan
B
8.189%
SOFR30A
2.750%
7/01/29
2,170,090
2,371
Ingram
Micro
Inc.,
Term
Loan
8.653%
SOFR90A
3.000%
7/02/28
2,367,484
440
MLN
US
HoldCo
LLC,
Term
Loan
12.195%
TSFR3M
6.700%
10/18/27
124,672
975
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien
10.011%
TSFR3M
4.500%
11/30/25
134,047
1,500
NCR
Corp
ATM
10.176%
CME
Term
SOFR
1
Month
4.750%
3/22/29
1,440,315
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
10
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Technology
Hardware
&
Equipment
(continued)
$
1,622
Riverbed
Technology
Inc
9.890%
CME
Term
SOFR
1
Month
4.500%
7/01/28
$
1,057,976
900
Viasat
Inc,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
835,596
1,234
ViaSat,
Inc.,
Term
Loan
9.825%
TSFR1M
4.500%
3/04/29
1,145,852
Total
Technology
Hardware
&
Equipment
15,354,208
Telecommunication
Services
-
5.4%
(3.3%
of
Total
Investments)
1,284
Altice
France
S.A.,
Term
Loan
B12
9.343%
3-Month
LIBOR
3.688%
1/31/26
1,203,201
11,447
Altice
France
S.A.,
Term
Loan
B13
9.626%
3-Month
LIBOR
4.000%
8/14/26
10,715,132
769
CenturyLink,
Inc.,
Term
Loan
B
7.689%
TSFR1M
2.250%
3/15/27
582,540
1,177
Cincinnati
Bell,
Inc.,
Term
Loan
B2
8.674%
SOFR30A
3.250%
11/23/28
1,154,266
560
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
13.950%
TSFR1M
8.500%
12/07/23
562,670
1,672
(e)
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B
0.000%
N/A
N/A
5/01/24
976,798
1,992
Dawn
Acquisition
LLC,
Term
Loan
9.402%
SOFR90A
3.750%
12/31/25
1,697,470
3,489
Eagle
Broadband
Investments
LLC,
Term
Loan
8.652%
SOFR90A
3.000%
11/12/27
3,414,517
5,533
Frontier
Communications
Corp.,
Term
Loan
B
9.189%
TSFR1M
3.750%
10/08/27
5,348,717
1,259
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
9.189%
TSFR1M
3.750%
4/30/28
1,259,750
1,740
Level
3
Financing
Inc.,
Term
Loan
B
7.189%
TSFR1M
1.750%
3/01/27
1,629,553
972
Numericable
Group
SA,
Term
Loan
B11
8.395%
3-Month
LIBOR
2.750%
7/31/25
941,505
8,798
Virgin
Media
Bristol
LLC,
Term
Loan
N
7.949%
TSFR1M
2.500%
1/31/28
8,561,598
3,651
Ziggo
Financing
Partnership,
Term
Loan
I
7.949%
TSFR1M
2.500%
4/30/28
3,578,296
Total
Telecommunication
Services
41,626,013
Transportation
-
7.9%
(4.9%
of
Total
Investments)
3,506
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
10.427%
SOFR90A
4.750%
4/20/28
3,560,764
2,696
Air
Canada,
Term
Loan
B
9.128%
SOFR90A
3.500%
8/11/28
2,696,550
7,044
American
Airlines,
Inc.,
Term
Loan
B
8.543%
TSFR3M
2.750%
2/06/28
6,967,565
3,168
American
Airlines,
Inc.,
Term
Loan,
First
Lien
7.317%
SOFR90A
1.750%
1/29/27
3,104,776
2,183
Brown
Group
Holding,
LLC,
Term
Loan
B
8.074%
TSFR1M
2.750%
4/22/28
2,147,153
1,782
Brown
Group
Holding,
LLC,
Term
Loan
B2
9.153%
SOFR90A
3.750%
6/09/29
1,781,171
4,814
Hertz
Corporation,
(The),
Term
Loan
B
8.691%
TSFR1M
3.250%
6/30/28
4,782,617
928
Hertz
Corporation,
(The),
Term
Loan
C
8.691%
TSFR1M
3.250%
6/30/28
921,678
10,286
Kestrel
Bidco
Inc.,
Term
Loan
B
8.424%
SOFR30A
3.000%
12/11/26
9,955,872
2,985
KKR
Apple
Bidco,
LLC,
Term
Loan
8.189%
TSFR1M
2.750%
9/23/28
2,932,158
9,493
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.798%
SOFR90A
5.250%
6/20/27
9,798,511
800
SkyMiles
IP
Ltd.,
Term
Loan
B
9.166%
SOFR90A
3.750%
10/20/27
820,628
8,734
Uber
Technologies,
Inc.,
Term
Loan
B
8.159%
SOFR90A
2.750%
3/03/30
8,737,668
11
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Transportation
(continued)
$
3,104
United
Airlines,
Inc.,
Term
Loan
B
9.189%
SOFR30A
3.750%
4/21/28
$
3,102,142
Total
Transportation
61,309,253
Utilities
-
2.2%
(1.3%
of
Total
Investments)
2,212
Generation
Bridge
Northeast
LLC,
Term
Loan
B
9.574%
TSFR1M
4.250%
8/07/29
2,214,230
7,313
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.877%
SOFR90A
4.500%
5/27/30
7,329,529
5,940
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.877%
SOFR90A
4.500%
5/27/30
5,954,332
1,303
Vistra
Operations
Company
LLC,
Term
Loan
B3,
First
Lien
7.189%
TSFR1M
1.750%
12/31/25
1,303,853
Total
Utilities
16,801,944
Total
Variable
Rate
Senior
Loan
Interests
(cost
$1,010,302,787)
980,799,495
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
30
.1
%
(
18
.6
%
of
Total
Investments)
X
233,716,857
Automobiles
&
Components
-
0.7%
(0.5%
of
Total
Investments)
$
2,699
(f)
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.250%
5/15/26
$
2,638,507
3,000
(f)
Ford
Motor
Credit
Co
LLC
7.200%
6/10/30
2,997,960
Total
Automobiles
&
Components
5,636,467
Capital
Goods
-
1.3%
(0.8%
of
Total
Investments)
2,000
Chart
Industries
Inc,
144A
7.500%
1/01/30
1,963,971
2,000
Emerald
Debt
Merger
Sub
LLC,
144A
6.625%
12/15/30
1,902,500
2,000
(f)
TK
Elevator
Holdco
GmbH,
144A
7.625%
7/15/28
1,803,801
2,963
(f)
TransDigm
Inc
4.625%
1/15/29
2,554,817
2,000
(f)
Windsor
Holdings
III
LLC,
144A
8.500%
6/15/30
1,946,933
Total
Capital
Goods
10,172,022
Commercial
&
Professional
Services
-
1.9%
(1.2%
of
Total
Investments)
1,200
(f)
GFL
Environmental
Inc,
144A
5.125%
12/15/26
1,138,667
2,925
GTCR
W-2
MERGER
SUB
LLC,
144A
7.500%
1/15/31
2,887,999
2,650
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
2,457,352
2,316
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
2,246,770
2,500
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
3.375%
8/31/27
2,198,029
1,500
(f)
SABRE
GLBL
INC,
144A
8.625%
6/01/27
1,244,030
1,000
(f)
SABRE
GLBL
INC,
144A
11.250%
12/15/27
890,485
2,000
(f)
Verscend
Escrow
Corp,
144A
9.750%
8/15/26
1,985,272
Total
Commercial
&
Professional
Services
15,048,604
Consumer
Discretionary
Distribution
&
Retail
-
2.1%
(1.3%
of
Total
Investments)
3,900
(f)
Academy
Ltd,
144A
6.000%
11/15/27
3,671,382
9,515
(f)
Hertz
Corp/The,
144A
4.625%
12/01/26
7,969,993
3,945
(f)
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
2,199,337
1,188
(f)
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
4.750%
2/15/28
1,051,236
675
(f)
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
7.750%
2/15/29
621,434
545
(f)
Staples
Inc,
144A
7.500%
4/15/26
444,553
Total
Consumer
Discretionary
Distribution
&
Retail
15,957,935
Nuveen
Credit
Strategies
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
12
Principal
Amount
(000)  
Description
(a)