Form NPORT-EX NUVEEN INVESTMENT TRUST For: Jun 30
Nuveen Symphony High Yield Income Fund
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| LONG-TERM INVESTMENTS – 96.4% | ||||||
| CORPORATE BONDS – 70.3% | ||||||
| Aerospace & Defense – 0.8% | ||||||
| $2,500 | TransDigm Inc | 6.000% | 7/15/22 | B- | $2,525,000 | |
| 2,000 | TransDigm Inc, 144A | 6.250% | 3/15/26 | Ba3 | 2,092,500 | |
| 4,500 | Total Aerospace & Defense | 4,617,500 | ||||
| Auto Components – 0.6% | ||||||
| 1,800 | Allison Transmission Inc, 144A | 5.875% | 6/01/29 | BB | 1,894,500 | |
| 1,750 | Panther BF Aggregator 2 LP / Panther Finance Co Inc, 144A | 6.250% | 5/15/26 | BB | 1,817,813 | |
| 3,550 | Total Auto Components | 3,712,313 | ||||
| Beverages – 0.6% | ||||||
| 3,700 | Cott Holdings Inc, 144A | 5.500% | 4/01/25 | B1 | 3,769,375 | |
| Building Products – 1.0% | ||||||
| 3,410 | Builders FirstSource Inc, 144A | 5.625% | 9/01/24 | BB- | 3,514,585 | |
| 2,700 | Hillman Group Inc/The, 144A | 6.375% | 7/15/22 | CCC | 2,396,250 | |
| 6,110 | Total Building Products | 5,910,835 | ||||
| Capital Markets – 0.6% | ||||||
| 3,700 | LPL Holdings Inc, 144A | 5.750% | 9/15/25 | BB- | 3,787,875 | |
| Chemicals – 0.6% | ||||||
| 3,600 | PQ Corp, 144A | 5.750% | 12/15/25 | B | 3,640,500 | |
| Commercial Services & Supplies – 1.8% | ||||||
| 1,750 | Allied Universal Holdco LLC, 144A, (WI/DD) | 6.625% | 7/15/26 | N/R | 1,778,437 | |
| 2,700 | Covanta Holding Corp | 5.875% | 7/01/25 | B1 | 2,808,000 | |
| 900 | IAA Inc, 144A | 5.500% | 6/15/27 | BB- | 936,000 | |
| 2,580 | Multi-Color Corp, 144A | 4.875% | 11/01/25 | B | 2,712,225 | |
| 1,650 | Ritchie Bros Auctioneers Inc, 144A | 5.375% | 1/15/25 | BB | 1,709,813 | |
| 590 | Tervita Escrow Corp, 144A | 7.625% | 12/01/21 | B+ | 600,154 | |
| 10,170 | Total Commercial Services & Supplies | 10,544,629 | ||||
| Communications Equipment – 1.8% | ||||||
| 3,435 | Avaya Inc, 144A, (3), (4) | 7.000% | 4/01/19 | N/R | — | |
| 11,050 | Avaya Inc, 144A, (3), (4) | 10.500% | 3/01/21 | N/R | — | |
| 3,600 | CommScope Inc | 6.000% | 3/01/26 | Ba1 | 3,690,000 | |
| 4,000 | Intelsat Jackson Holdings SA, 144A | 9.750% | 7/15/25 | CCC+ | 4,100,000 | |
| 850 | ViaSat Inc, 144A | 5.625% | 9/15/25 | B | 835,125 |
0
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Communications Equipment (continued) | ||||||
| $1,800 | ViaSat Inc, 144A | 5.625% | 4/15/27 | BB+ | $1,872,000 | |
| 24,735 | Total Communications Equipment | 10,497,125 | ||||
| Construction & Engineering – 0.5% | ||||||
| 3,000 | Great Lakes Dredge & Dock Corp | 8.000% | 5/15/22 | B | 3,176,250 | |
| Construction Materials – 0.1% | ||||||
| 850 | Summit Materials LLC / Summit Materials Finance Corp, 144A | 5.125% | 6/01/25 | BB | 852,125 | |
| Consumer Finance – 1.6% | ||||||
| 930 | Curo Group Holdings Corp, 144A | 8.250% | 9/01/25 | B- | 774,076 | |
| 1,700 | DAE Funding LLC, 144A | 4.500% | 8/01/22 | BB+ | 1,725,500 | |
| 2,000 | Navient Corp | 6.625% | 7/26/21 | BB | 2,117,500 | |
| 850 | Provident Funding Associates LP / PFG Finance Corp, 144A | 6.375% | 6/15/25 | B1 | 799,000 | |
| 2,750 | Refinitiv US Holdings Inc, 144A | 6.250% | 5/15/26 | BB+ | 2,828,375 | |
| 1,100 | Verscend Escrow Corp, 144A | 9.750% | 8/15/26 | CCC+ | 1,144,000 | |
| 9,330 | Total Consumer Finance | 9,388,451 | ||||
| Containers & Packaging – 4.1% | ||||||
| 4,670 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A | 4.625% | 5/15/23 | BB | 4,745,887 | |
| 4,400 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A | 6.000% | 2/15/25 | B | 4,554,000 | |
| 3,150 | Cascades Inc, 144A | 5.500% | 7/15/22 | BB- | 3,161,813 | |
| 1,890 | Graphic Packaging International LLC | 4.125% | 8/15/24 | BB+ | 1,918,350 | |
| 5,627 | Reynolds Group Issuer Inc / Reynolds Group Issuer LLC, 144A | 5.125% | 7/15/23 | B+ | 5,732,506 | |
| 2,000 | Sealed Air Corp, 144A | 5.125% | 12/01/24 | BB+ | 2,100,000 | |
| 1,750 | Sealed Air Corp, 144A | 5.500% | 9/15/25 | BB+ | 1,863,750 | |
| 23,487 | Total Containers & Packaging | 24,076,306 | ||||
| Diversified Financial Services – 0.9% | ||||||
| 2,300 | ASP AMC Merger Sub Inc, 144A | 8.000% | 5/15/25 | CCC | 1,380,000 | |
| 3,825 | MSCI Inc, 144A | 4.750% | 8/01/26 | BB+ | 3,968,438 | |
| 6,125 | Total Diversified Financial Services | 5,348,438 | ||||
| Diversified Telecommunication Services – 2.2% | ||||||
| 3,000 | CenturyLink Inc | 5.800% | 3/15/22 | BB | 3,127,500 | |
| 750 | Cogent Communications Group Inc, 144A | 5.625% | 4/15/21 | B- | 760,313 | |
| 3,300 | Intelsat Luxembourg SA | 7.750% | 6/01/21 | Ca | 3,159,750 | |
| 1,455 | Level 3 Financing Inc | 5.125% | 5/01/23 | BB | 1,467,149 | |
| 1,900 | Qualitytech LP / QTS Finance Corp, 144A | 4.750% | 11/15/25 | BB | 1,881,000 | |
| 2,000 | Sprint Capital Corp | 6.875% | 11/15/28 | B+ | 2,070,000 | |
| 750 | Virgin Media Finance PLC, 144A | 6.000% | 10/15/24 | B | 777,187 | |
| 13,155 | Total Diversified Telecommunication Services | 13,242,899 |
1
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Electrical Equipment – 0.2% | ||||||
| $1,325 | EnerSys, 144A | 5.000% | 4/30/23 | BB+ | $1,349,605 | |
| Energy Equipment & Services – 1.6% | ||||||
| 4,000 | FTS International Inc | 6.250% | 5/01/22 | B | 3,710,000 | |
| 1,320 | McDermott Technology Americas Inc / McDermott Technology US Inc, 144A | 10.625% | 5/01/24 | B3 | 1,233,777 | |
| 1,300 | Oceaneering International Inc | 6.000% | 2/01/28 | BB+ | 1,287,000 | |
| 1,320 | Seven Generations Energy Ltd, 144A | 5.375% | 9/30/25 | BB | 1,270,500 | |
| 850 | Transocean Guardian Ltd, 144A | 5.875% | 1/15/24 | B+ | 864,321 | |
| 851 | Transocean Pontus Ltd, 144A | 6.125% | 8/01/25 | B+ | 876,015 | |
| 9,641 | Total Energy Equipment & Services | 9,241,613 | ||||
| Entertainment – 0.4% | ||||||
| 1,500 | Lions Gate Capital Holdings LLC, 144A | 6.375% | 2/01/24 | B2 | 1,576,875 | |
| 900 | Netflix Inc, 144A | 5.375% | 11/15/29 | BB- | 955,971 | |
| 2,400 | Total Entertainment | 2,532,846 | ||||
| Equity Real Estate Investment Trust – 1.4% | ||||||
| 3,200 | CyrusOne LP / CyrusOne Finance Corp | 5.000% | 3/15/24 | BBB- | 3,288,000 | |
| 4,775 | GLP Capital LP / GLP Financing II Inc | 5.375% | 4/15/26 | BBB- | 5,163,112 | |
| 7,975 | Total Equity Real Estate Investment Trust | 8,451,112 | ||||
| Food & Staples Retailing – 0.9% | ||||||
| 915 | Albertsons LLC / Safeway Inc | 6.625% | 6/15/24 | BB- | 948,169 | |
| 1,800 | New Albertsons LP | 8.000% | 5/01/31 | B- | 1,764,000 | |
| 2,695 | Performance Food Group Inc, 144A | 5.500% | 6/01/24 | BB- | 2,752,269 | |
| 5,410 | Total Food & Staples Retailing | 5,464,438 | ||||
| Food Products – 1.8% | ||||||
| 1,370 | Chobani LLC / Chobani Finance Corp Inc, 144A | 7.500% | 4/15/25 | CCC+ | 1,280,950 | |
| 3,000 | JBS Investments GmbH, 144A | 6.250% | 2/05/23 | BB | 3,060,000 | |
| 2,820 | Pilgrim's Pride Corp, 144A | 5.750% | 3/15/25 | BB | 2,862,300 | |
| 1,000 | Pilgrim's Pride Corp, 144A | 5.875% | 9/30/27 | BB | 1,036,250 | |
| 2,500 | Post Holdings Inc, 144A | 5.500% | 3/01/25 | B+ | 2,581,250 | |
| 10,690 | Total Food Products | 10,820,750 | ||||
| Gas Utilities – 0.6% | ||||||
| 3,300 | Rockpoint Gas Storage Canada Ltd, 144A | 7.000% | 3/31/23 | BB- | 3,345,375 | |
| Health Care Equipment & Supplies – 0.7% | ||||||
| 850 | AMN Healthcare Inc, 144A | 5.125% | 10/01/24 | Ba2 | 867,145 | |
| 1,000 | Avantor Inc, 144A | 9.000% | 10/01/25 | BB | 1,115,000 | |
| 1,500 | Hill-Rom Holdings Inc, 144A | 5.000% | 2/15/25 | BB | 1,545,000 | |
| 820 | Hologic Inc, 144A | 4.375% | 10/15/25 | BB- | 831,275 | |
| 4,170 | Total Health Care Equipment & Supplies | 4,358,420 |
2
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Health Care Providers & Services – 2.4% | ||||||
| $2,168 | Encompass Health Corp | 5.750% | 11/01/24 | B+ | $2,207,674 | |
| 1,900 | HCA Inc | 5.375% | 9/01/26 | Ba2 | 2,047,250 | |
| 1,000 | Molina Healthcare Inc | 5.375% | 11/15/22 | BB- | 1,040,000 | |
| 1,900 | Molina Healthcare Inc, 144A | 4.875% | 6/15/25 | BB- | 1,928,500 | |
| 1,350 | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A | 9.750% | 12/01/26 | CCC+ | 1,414,125 | |
| 900 | Vizient Inc, 144A | 6.250% | 5/15/27 | B | 950,670 | |
| 2,700 | WellCare Health Plans Inc | 5.250% | 4/01/25 | BB | 2,814,750 | |
| 2,000 | West Street Merger Sub Inc, 144A | 6.375% | 9/01/25 | CCC | 1,850,000 | |
| 13,918 | Total Health Care Providers & Services | 14,252,969 | ||||
| Health Care Technology – 0.4% | ||||||
| 2,500 | Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 144A | 5.750% | 3/01/25 | B- | 2,537,500 | |
| Hotels, Restaurants & Leisure – 9.1% | ||||||
| 3,750 | 1011778 BC ULC / New Red Finance Inc, 144A | 4.250% | 5/15/24 | BB- | 3,792,188 | |
| 1,865 | Boyd Gaming Corp | 6.375% | 4/01/26 | B | 1,972,946 | |
| 1,700 | Boyne USA Inc, 144A | 7.250% | 5/01/25 | B1 | 1,840,250 | |
| 2,750 | Caesars Resort Collection LLC / CRC Finco Inc, 144A | 5.250% | 10/15/25 | B- | 2,750,000 | |
| 2,600 | Eldorado Resorts Inc | 6.000% | 4/01/25 | B | 2,733,250 | |
| 940 | Hilton Domestic Operating Co Inc | 4.250% | 9/01/24 | BB+ | 954,100 | |
| 1,000 | Hilton Domestic Operating Co Inc, 144A | 4.875% | 1/15/30 | BB+ | 1,031,667 | |
| 3,400 | International Game Technology PLC, 144A | 6.250% | 2/15/22 | BB+ | 3,591,250 | |
| 3,550 | Interval Acquisition Corp | 5.625% | 4/15/23 | BB | 3,603,250 | |
| 3,100 | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 144A | 5.000% | 6/01/24 | BB | 3,200,750 | |
| 875 | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 144A | 4.750% | 6/01/27 | BB | 896,875 | |
| 900 | Marriott Ownership Resorts Inc / ILG LLC | 6.500% | 9/15/26 | BB | 965,250 | |
| 3,775 | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc | 5.625% | 5/01/24 | BB+ | 4,067,562 | |
| 2,400 | Penn National Gaming Inc, 144A | 5.625% | 1/15/27 | B+ | 2,370,000 | |
| 6,500 | Scientific Games International Inc | 6.625% | 5/15/21 | CCC+ | 6,589,375 | |
| 500 | Scientific Games International Inc, 144A | 5.000% | 10/15/25 | Ba3 | 505,000 | |
| 1,100 | Stars Group Holdings BV / Stars Group US Co-Borrower LLC, 144A | 7.000% | 7/15/26 | B- | 1,163,250 | |
| 1,700 | Station Casinos LLC, 144A | 5.000% | 10/01/25 | B- | 1,704,250 | |
| 2,750 | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp, 144A | 5.875% | 5/15/25 | B- | 2,708,750 | |
| 1,800 | Twin River Worldwide Holdings Inc, 144A | 6.750% | 6/01/27 | B | 1,876,500 | |
| 3,400 | Wyndham Hotels & Resorts Inc, 144A | 5.375% | 4/15/26 | Ba2 | 3,557,250 | |
| 2,000 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp, 144A | 4.250% | 5/30/23 | BB | 1,995,000 | |
| 52,355 | Total Hotels, Restaurants & Leisure | 53,868,713 | ||||
| Household Durables – 0.9% | ||||||
| 1,000 | Beazer Homes USA Inc | 8.750% | 3/15/22 | B3 | 1,040,000 | |
| 2,250 | Shea Homes LP / Shea Homes Funding Corp, 144A | 5.875% | 4/01/23 | BB- | 2,295,000 |
3
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Household Durables (continued) | ||||||
| $1,800 | William Lyon Homes Inc | 6.000% | 9/01/23 | B+ | $1,827,000 | |
| 5,050 | Total Household Durables | 5,162,000 | ||||
| Independent Power & Renewable Electricity Producers – 0.4% | ||||||
| 2,500 | Pattern Energy Group Inc, 144A | 5.875% | 2/01/24 | BB- | 2,537,500 | |
| Industrial Conglomerates – 0.2% | ||||||
| 1,800 | Aptim Corp, 144A | 7.750% | 6/15/25 | CCC+ | 1,377,000 | |
| Insurance – 0.2% | ||||||
| 1,250 | Fidelity & Guaranty Life Holdings Inc, 144A | 5.500% | 5/01/25 | BB+ | 1,296,875 | |
| Internet Software & Services – 0.3% | ||||||
| 1,700 | j2 Cloud Services LLC / j2 Global Co-Obligor Inc, 144A | 6.000% | 7/15/25 | BB | 1,780,750 | |
| IT Services – 1.7% | ||||||
| 2,750 | Booz Allen Hamilton Inc, 144A | 5.125% | 5/01/25 | B+ | 2,791,250 | |
| 4,000 | CDW LLC / CDW Finance Corp | 5.500% | 12/01/24 | Ba2 | 4,276,000 | |
| 2,700 | Go Daddy Operating Co LLC / GD Finance Co Inc, 144A | 5.250% | 12/01/27 | B+ | 2,794,500 | |
| 9,450 | Total IT Services | 9,861,750 | ||||
| Life Sciences Tools & Services – 0.2% | ||||||
| 900 | IQVIA Inc, 144A | 5.000% | 5/15/27 | BB | 929,250 | |
| Machinery – 1.1% | ||||||
| 3,510 | Apex Tool Group LLC / BC Mountain Finance Inc, 144A | 9.000% | 2/15/23 | CCC+ | 3,132,675 | |
| 1,000 | Cloud Crane LLC, 144A | 10.125% | 8/01/24 | B | 1,075,000 | |
| 2,400 | USA Compression Partners LP / USA Compression Finance Corp | 6.875% | 4/01/26 | BB- | 2,537,760 | |
| 6,910 | Total Machinery | 6,745,435 | ||||
| Media – 10.8% | ||||||
| 1,500 | AMC Entertainment Holdings Inc | 5.750% | 6/15/25 | B3 | 1,389,450 | |
| 900 | AMC Entertainment Holdings Inc | 6.125% | 5/15/27 | B3 | 801,000 | |
| 2,000 | CCO Holdings LLC / CCO Holdings Capital Corp, 144A | 5.375% | 5/01/25 | BB+ | 2,067,500 | |
| 3,500 | CCO Holdings LLC / CCO Holdings Capital Corp, 144A, (DD1) | 5.375% | 6/01/29 | BB+ | 3,613,750 | |
| 3,500 | Clear Channel Worldwide Holdings Inc, 144A | 9.250% | 2/15/24 | CCC+ | 3,797,500 | |
| 3,790 | CSC Holdings LLC, 144A | 5.375% | 7/15/23 | BB | 3,894,225 | |
| 2,000 | CSC Holdings LLC, 144A | 5.500% | 4/15/27 | BB | 2,100,000 | |
| 2,500 | DISH DBS Corp | 5.875% | 7/15/22 | BB- | 2,537,500 | |
| 1,500 | DISH DBS Corp | 5.000% | 3/15/23 | BB- | 1,449,375 | |
| 900 | Entercom Media Corp, 144A | 6.500% | 5/01/27 | B2 | 936,000 | |
| 1,750 | EW Scripps Co/The, 144A | 5.125% | 5/15/25 | B | 1,680,000 | |
| 3,890 | Gray Television Inc, 144A | 5.125% | 10/15/24 | BB- | 3,962,938 | |
| 8,000 | iHeartCommunications Inc, 144A, (3), (4) | 11.250% | 3/01/21 | N/R | — |
4
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Media (continued) | ||||||
| $31,633 | iHeartCommunications Inc, (3), (4) | 12.000% | 8/01/21 | N/R | $ — | |
| 850 | iHeartCommunications Inc | 6.375% | 5/01/26 | BB- | 901,778 | |
| 1,564 | iHeartCommunications Inc | 8.375% | 5/01/27 | B- | 1,638,610 | |
| 5,035 | Intelsat Luxembourg SA | 8.125% | 6/01/23 | CCC- | 3,889,538 | |
| 3,800 | Lamar Media Corp | 5.750% | 2/01/26 | BB | 3,994,750 | |
| 1,890 | Nexstar Broadcasting Inc, 144A | 5.625% | 8/01/24 | B | 1,957,965 | |
| 1,900 | Nexstar Escrow Inc, 144A, (WI/DD) | 5.625% | 7/15/27 | B | 1,947,500 | |
| 4,975 | Nielsen Finance LLC / Nielsen Finance Co, 144A | 5.000% | 4/15/22 | BB | 4,968,781 | |
| 2,700 | Outfront Media Capital LLC / Outfront Media Capital Corp | 5.000% | 8/15/27 | N/R | 2,763,990 | |
| 2,000 | Quebecor Media Inc | 5.750% | 1/15/23 | Ba2 | 2,140,000 | |
| 2,000 | Sirius XM Radio Inc, 144A | 5.500% | 7/01/29 | BB | 2,050,400 | |
| 1,400 | Univision Communications Inc, 144A | 5.125% | 2/15/25 | B | 1,331,750 | |
| 2,200 | UPCB Finance IV Ltd, 144A | 5.375% | 1/15/25 | BB+ | 2,261,182 | |
| 1,600 | Videotron Ltd, 144A | 5.125% | 4/15/27 | Ba1 | 1,670,000 | |
| 2,300 | Virgin Media Secured Finance PLC, 144A | 5.250% | 1/15/26 | BB+ | 2,356,833 | |
| 1,800 | Virgin Media Secured Finance PLC, 144A | 5.500% | 5/15/29 | BB+ | 1,824,750 | |
| 103,377 | Total Media | 63,927,065 | ||||
| Metals & Mining – 0.1% | ||||||
| 850 | Steel Dynamics Inc | 4.125% | 9/15/25 | BB+ | 845,750 | |
| Oil, Gas & Consumable Fuels – 5.4% | ||||||
| 1,000 | Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A | 5.750% | 1/15/28 | BBB- | 990,000 | |
| 1,810 | California Resources Corp, 144A | 8.000% | 12/15/22 | B- | 1,364,287 | |
| 1,640 | Calumet Specialty Products Partners LP / Calumet Finance Corp | 6.500% | 4/15/21 | B- | 1,631,800 | |
| 2,700 | Cheniere Energy Partners LP | 5.250% | 10/01/25 | BB | 2,791,125 | |
| 1,576 | Denbury Resources Inc, 144A | 9.250% | 3/31/22 | B | 1,477,500 | |
| 665 | Denbury Resources Inc, 144A | 7.750% | 2/15/24 | B3 | 551,950 | |
| 3,710 | Holly Energy Partners LP / Holly Energy Finance Corp, 144A | 6.000% | 8/01/24 | BB | 3,858,400 | |
| 2,350 | Murphy Oil Corp | 6.875% | 8/15/24 | BBB- | 2,467,500 | |
| 1,750 | Murphy Oil Corp | 5.750% | 8/15/25 | BBB- | 1,813,700 | |
| 1,500 | Parsley Energy LLC / Parsley Finance Corp, 144A | 6.250% | 6/01/24 | BB- | 1,560,000 | |
| 750 | Parsley Energy LLC / Parsley Finance Corp, 144A | 5.250% | 8/15/25 | BB- | 761,250 | |
| 1,890 | PDC Energy Inc | 6.125% | 9/15/24 | BB- | 1,890,000 | |
| 5,000 | Peabody Energy Corp, 144A | 6.000% | 3/31/22 | BB | 5,118,750 | |
| 1,820 | QEP Resources Inc | 5.625% | 3/01/26 | BB- | 1,710,800 | |
| 700 | Rex Energy Corp | 8.000% | 10/01/20 | N/R | 9,625 | |
| 2,000 | Whiting Petroleum Corp | 5.750% | 3/15/21 | BB | 1,995,000 | |
| 1,750 | WPX Energy Inc | 5.750% | 6/01/26 | BB- | 1,811,250 | |
| 32,611 | Total Oil, Gas & Consumable Fuels | 31,802,937 |
5
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Paper & Forest Products – 0.6% | ||||||
| $950 | Louisiana-Pacific Corp | 4.875% | 9/15/24 | BB+ | $965,438 | |
| 2,250 | Norbord Inc, 144A | 6.250% | 4/15/23 | BB+ | 2,376,562 | |
| 3,200 | Total Paper & Forest Products | 3,342,000 | ||||
| Personal Products – 0.4% | ||||||
| 2,300 | Revlon Consumer Products Corp | 5.750% | 2/15/21 | CCC | 2,058,500 | |
| Pharmaceuticals – 2.6% | ||||||
| 4,049 | Advanz Pharma Corp | 8.000% | 9/06/24 | B- | 3,917,407 | |
| 1,750 | Bausch Health Americas Inc, 144A | 8.500% | 1/31/27 | B | 1,924,160 | |
| 1,137 | Bausch Health Cos Inc, 144A | 5.875% | 5/15/23 | B | 1,150,212 | |
| 1,800 | Bausch Health Cos Inc, 144A | 7.000% | 1/15/28 | B | 1,865,250 | |
| 1,875 | Catalent Pharma Solutions Inc, 144A | 4.875% | 1/15/26 | B+ | 1,903,125 | |
| 2,000 | Catalent Pharma Solutions Inc, 144A | 5.000% | 7/15/27 | B+ | 2,035,000 | |
| 1,750 | Eagle Holding Co II LLC, (cash 7.625%, PIK 8.375%), 144A | 7.625% | 5/15/22 | CCC+ | 1,758,750 | |
| 900 | Eagle Holding Co II LLC, (cash 7.750%, PIK 7.750%), 144A | 7.750% | 5/15/22 | CCC+ | 906,750 | |
| 15,261 | Total Pharmaceuticals | 15,460,654 | ||||
| Real Estate Management & Development – 0.7% | ||||||
| 2,700 | Howard Hughes Corp/The, 144A | 5.375% | 3/15/25 | BB- | 2,789,640 | |
| 1,805 | Realogy Group LLC / Realogy Co-Issuer Corp, 144A | 4.875% | 6/01/23 | B | 1,624,500 | |
| 4,505 | Total Real Estate Management & Development | 4,414,140 | ||||
| Road & Rail – 0.7% | ||||||
| 3,760 | United Rentals North America Inc | 5.250% | 1/15/30 | BB- | 3,863,400 | |
| Semiconductors & Semiconductor Equipment – 0.5% | ||||||
| 1,820 | Entegris Inc, 144A | 4.625% | 2/10/26 | BB | 1,833,650 | |
| 825 | Versum Materials Inc, 144A | 5.500% | 9/30/24 | BB+ | 883,781 | |
| 2,645 | Total Semiconductors & Semiconductor Equipment | 2,717,431 | ||||
| Software – 1.7% | ||||||
| 3,750 | Blackboard Inc, 144A | 9.750% | 10/15/21 | CCC- | 3,618,750 | |
| 900 | CDK Global Inc, 144A | 5.250% | 5/15/29 | BB+ | 932,625 | |
| 1,000 | Fair Isaac Corp, 144A | 5.250% | 5/15/26 | BB+ | 1,050,000 | |
| 900 | Nuance Communications Inc | 5.625% | 12/15/26 | BB- | 938,520 | |
| 1,750 | SS&C Technologies Inc, 144A | 5.500% | 9/30/27 | B+ | 1,815,625 | |
| 1,600 | Symantec Corp, 144A | 5.000% | 4/15/25 | Baa3 | 1,639,789 | |
| 9,900 | Total Software | 9,995,309 | ||||
| Specialty Retail – 0.7% | ||||||
| 4,275 | Rent-A-Center Inc/TX | 4.750% | 5/01/21 | B | 4,269,656 | |
| Technology Hardware, Storage & Peripherals – 0.3% | ||||||
| 1,170 | Western Digital Corp | 4.750% | 2/15/26 | Baa3 | 1,147,829 |
6
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| Technology Hardware, Storage & Peripherals (continued) | ||||||
| $900 | Xerox Corp | 4.800% | 3/01/35 | BB+ | $779,625 | |
| 2,070 | Total Technology Hardware, Storage & Peripherals | 1,927,454 | ||||
| Thrifts & Mortgage Finance – 1.2% | ||||||
| 3,500 | Freedom Mortgage Corp, 144A | 8.125% | 11/15/24 | B+ | 2,975,000 | |
| 3,150 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp, 144A | 5.250% | 3/15/22 | BB | 3,213,000 | |
| 1,000 | Radian Group Inc | 4.875% | 3/15/27 | BB+ | 1,006,250 | |
| 7,650 | Total Thrifts & Mortgage Finance | 7,194,250 | ||||
| Trading Companies & Distributors – 0.5% | ||||||
| 1,700 | Ashtead Capital Inc, 144A | 4.125% | 8/15/25 | BBB- | 1,721,250 | |
| 1,425 | BMC East LLC, 144A | 5.500% | 10/01/24 | BB | 1,444,594 | |
| 3,125 | Total Trading Companies & Distributors | 3,165,844 | ||||
| Wireless Telecommunication Services – 2.4% | ||||||
| 2,000 | Altice Financing SA, 144A | 6.625% | 2/15/23 | B+ | 2,050,000 | |
| 3,480 | Hughes Satellite Systems Corp | 5.250% | 8/01/26 | BBB- | 3,575,700 | |
| 2,750 | Intelsat Connect Finance SA, 144A | 9.500% | 2/15/23 | CCC- | 2,433,750 | |
| 2,250 | Intelsat Jackson Holdings SA, 144A | 8.500% | 10/15/24 | CCC+ | 2,227,500 | |
| 3,550 | Sprint Corp | 7.875% | 9/15/23 | B+ | 3,860,625 | |
| 14,030 | Total Wireless Telecommunication Services | 14,147,575 | ||||
| $468,815 | Total Corporate Bonds (cost $407,694,275) | 417,610,487 |
| Principal Amount (000) | Description (1) | Coupon (5) | Reference Rate (5) | Spread (5) | Maturity (6) | Ratings (2) | Value | |
| VARIABLE RATE SENIOR LOAN INTERESTS – 23.1% (5) | ||||||||
| Aerospace & Defense – 0.9% | ||||||||
| $4,276 | Sequa Corporation, Term Loan B | 7.560% | 3-Month LIBOR | 5.000% | 11/28/21 | B | $4,192,499 | |
| 985 | Sequa Corporation, Term Loan, Second Lien | 11.583% | 3-Month LIBOR | 9.000% | 4/28/22 | Caa2 | 945,523 | |
| 5,261 | Total Aerospace & Defense | 5,138,022 | ||||||
| Air Freight & Logistics – 0.1% | ||||||||
| 741 | Ceva Group PLC, Term Loan B | 7.330% | 3-Month LIBOR | 5.000% | 8/03/25 | N/R | 654,140 | |
| Commercial Services & Supplies – 0.5% | ||||||||
| 708 | Education Management LLC, Term Loan A, (4) | 0.000% | N/A | N/A | 7/02/20 | N/R | 26,560 | |
| 1,023 | Education Management LLC, Term Loan B, (4) | 0.000% | N/A | N/A | 7/02/20 | N/R | 2,559 | |
| 3,145 | iQor US, Inc., Term Loan B, First Lien | 7.592% | 3-Month LIBOR | 5.000% | 4/01/21 | Caa1 | 3,072,495 | |
| 4,876 | Total Commercial Services & Supplies | 3,101,614 | ||||||
| Communications Equipment – 0.6% | ||||||||
| 1,975 | Avaya, Inc., Term Loan B | 6.651% | 1-Month LIBOR | 4.250% | 12/15/24 | BB- | 1,893,471 |
7
| Principal Amount (000) | Description (1) | Coupon (5) | Reference Rate (5) | Spread (5) | Maturity (6) | Ratings (2) | Value | |
| Communications Equipment (continued) | ||||||||
| $1,929 | MultiPlan, Inc., Term Loan B | 5.080% | 3-Month LIBOR | 2.750% | 6/07/23 | B+ | $1,849,262 | |
| 3,904 | Total Communications Equipment | 3,742,733 | ||||||
| Consumer Finance – 0.5% | ||||||||
| 2,729 | Verscend Technologies, Tern Loan B | 6.902% | 1-Month LIBOR | 4.500% | 8/27/25 | B+ | 2,736,635 | |
| Diversified Consumer Services – 1.0% | ||||||||
| 2,414 | Cengage Learning Acquisitions, Inc., Term Loan B | 6.652% | 1-Month LIBOR | 4.250% | 6/07/23 | B | 2,320,132 | |
| 571 | Education Management LLC, Elevated Term Loan B, (4) | 0.000% | N/A | N/A | 7/02/20 | N/R | 91,414 | |
| 3,835 | Houghton Mifflin, Term Loan B, First Lien, (DD1) | 5.402% | 1-Month LIBOR | 3.000% | 5/29/21 | B | 3,630,995 | |
| 6,820 | Total Diversified Consumer Services | 6,042,541 | ||||||
| Diversified Financial Services – 0.2% | ||||||||
| 1,131 | Getty Images, Inc., Initial Dollar Term Loan | 6.938% | 1-Month LIBOR | 4.500% | 2/19/26 | B2 | 1,127,116 | |
| Diversified Telecommunication Services – 1.3% | ||||||||
| 4,987 | Frontier Communications Corporation, Term Loan B1, (WI/DD) | TBD | TBD | TBD | TBD | BB- | 4,902,095 | |
| 2,836 | Numericable Group S.A., Term Loan B13 | 6.394% | 1-Month LIBOR | 4.000% | 8/14/26 | B | 2,781,984 | |
| 7,823 | Total Diversified Telecommunication Services | 7,684,079 | ||||||
| Energy Equipment & Services – 0.8% | ||||||||
| 4,202 | McDermott International, Term Loan | 7.402% | 1-Month LIBOR | 5.000% | 5/10/25 | Ba3 | 4,139,771 | |
| 898 | Petroleum GEO-Services ASA, Inc., Term Loan, (WI/DD) | TBD | TBD | TBD | TBD | B3 | 865,572 | |
| 5,100 | Total Energy Equipment & Services | 5,005,343 | ||||||
| Equity Real Estate Investment Trust – 0.3% | ||||||||
| 1,741 | Communications Sales & Leasing, Inc., Shortfall Term Loan | 7.402% | 1-Month LIBOR | 5.000% | 10/24/22 | BB | 1,701,088 | |
| Food & Staples Retailing – 0.3% | ||||||||
| 1,775 | JBS USA LUX SA, Term Loan | 4.902% | 1-Month LIBOR | 2.500% | 5/01/26 | BB+ | 1,774,387 | |
| Food Products – 0.3% | ||||||||
| 1,990 | Chobani, LLC, New Term Loan, First Lien | 5.902% | 1-Month LIBOR | 3.500% | 10/07/23 | B1 | 1,961,200 | |
| Health Care Equipment & Supplies – 0.8% | ||||||||
| 1,696 | Air Methods, Term Loan, First Lien, (DD1) | 5.830% | 3-Month LIBOR | 3.500% | 4/21/24 | B | 1,388,628 | |
| 1,987 | Onex Carestream Finance LP, Term Loan, First Lien | 8.152% | 1-Month LIBOR | 5.750% | 2/28/21 | B1 | 1,927,545 |
8
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (5) | Reference Rate (5) | Spread (5) | Maturity (6) | Ratings (2) | Value | |
| Health Care Equipment & Supplies (continued) | ||||||||
| $1,521 | Onex Carestream Finance LP, Term Loan, Second Lien | 11.902% | 1-Month LIBOR | 9.500% | 6/07/21 | B- | $1,464,060 | |
| 5,204 | Total Health Care Equipment & Supplies | 4,780,233 | ||||||
| Health Care Providers & Services – 1.7% | ||||||||
| 2,500 | Air Medical Group Holdings, Inc., Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | B1 | 2,362,500 | |
| 3,970 | Kindred at Home Hospice, Term Loan B | 6.188% | 1-Month LIBOR | 3.750% | 7/02/25 | B1 | 3,978,694 | |
| 3,793 | Prospect Medical Holdings, Term Loan B1, (DD1) | 7.938% | 1-Month LIBOR | 5.500% | 2/24/24 | B3 | 3,590,634 | |
| 10,263 | Total Health Care Providers & Services | 9,931,828 | ||||||
| Health Care Technology – 0.7% | ||||||||
| 4,000 | Emdeon, Inc., Term Loan, (WI/DD) | TBD | TBD | TBD | TBD | B+ | 3,980,000 | |
| Hotels, Restaurants & Leisure – 0.7% | ||||||||
| 3,999 | Stars Group Holdings, Term Loan, (WI/DD) | TBD | TBD | TBD | TBD | B+ | 4,005,057 | |
| Household Durables – 0.8% | ||||||||
| 4,271 | Apex Tool Group LLC, Term Loan B | 6.152% | 1-Month LIBOR | 3.750% | 2/23/22 | B2 | 4,117,455 | |
| 660 | Serta Simmons Holdings LLC, Term Loan, First Lien | 5.908% | 1-Month LIBOR | 3.500% | 11/08/23 | CCC+ | 431,006 | |
| 4,931 | Total Household Durables | 4,548,461 | ||||||
| Insurance – 0.3% | ||||||||
| 1,955 | Acrisure LLC, Term Loan B | 6.772% | 3-Month LIBOR | 4.250% | 11/22/23 | B | 1,949,886 | |
| Interactive Media & Services – 0.3% | ||||||||
| 1,741 | Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien | 5.576% | 3-Month LIBOR | 3.000% | 11/03/23 | BB+ | 1,612,170 | |
| Internet Software & Services – 1.0% | ||||||||
| 3,929 | Ancestry.com, Inc., Term Loan, First Lien | 5.660% | 1-Month LIBOR | 3.250% | 10/19/23 | B | 3,927,662 | |
| 846 | Dynatrace, Term Loan, First Lien | 5.402% | 1-Month LIBOR | 3.000% | 8/23/25 | B1 | 845,242 | |
| 88 | Dynatrace, Term Loan, Second Lien | 9.402% | 1-Month LIBOR | 7.000% | 8/23/26 | CCC+ | 88,400 |
9
| Principal Amount (000) | Description (1) | Coupon (5) | Reference Rate (5) | Spread (5) | Maturity (6) | Ratings (2) | Value | |
| Internet Software & Services (continued) | ||||||||
| $2,825 | SkillSoft Corporation, Term Loan, Second Lien | 10.689% | 1-Week LIBOR | 8.250% | 4/28/22 | Ca | $1,113,516 | |
| 7,688 | Total Internet Software & Services | 5,974,820 | ||||||
| IT Services – 0.5% | ||||||||
| 2,935 | Syniverse Holdings, Inc., Term Loan C | 7.401% | 1-Month LIBOR | 5.000% | 3/09/23 | B2 | 2,706,029 | |
| Marine – 0.2% | ||||||||
| 992 | Harvey Gulf International Marine, Inc., Exit Term Loan | 8.743% | 3-Month LIBOR | 6.000% | 7/02/23 | B | 951,182 | |
| Media – 1.5% | ||||||||
| 981 | Affinion Group Holdings, Inc., Consenting Term Loan, (cash 6.404%, PIK 1.750%) | 6.404% | 1-Month LIBOR | 4.000% | 4/10/24 | N/R | 842,224 | |
| 6,776 | Clear Channel Communications, Inc., Exit Term Loan, (DD1) | 6.579% | 3-Month LIBOR | 4.000% | 5/01/26 | BB- | 6,792,269 | |
| 815 | Cumulus Media, Inc., Exit Term Loan | 6.910% | 1-Month LIBOR | 4.500% | 5/15/22 | B | 815,361 | |
| 323 | McGraw-Hill Education Holdings LLC, Term Loan B | 6.402% | 1-Month LIBOR | 4.000% | 5/04/22 | BB+ | 309,407 | |
| 8,895 | Total Media | 8,759,261 | ||||||
| Oil, Gas & Consumable Fuels – 1.1% | ||||||||
| 3,913 | Fieldwood Energy LLC, Exit Term Loan | 7.652% | 1-Month LIBOR | 5.250% | 4/11/22 | BB- | 3,644,180 | |
| 3,520 | Fieldwood Energy LLC, Exit Term Loan, Second Lien | 9.652% | 1-Month LIBOR | 7.250% | 4/11/23 | B+ | 2,962,468 | |
| 7,433 | Total Oil, Gas & Consumable Fuels | 6,606,648 | ||||||
| Personal Products – 0.9% | ||||||||
| 6,521 | Revlon Consumer Products Corporation, Term Loan B | 6.022% | 3-Month LIBOR | 3.500% | 9/07/23 | B3 | 5,465,538 | |
| Professional Services – 1.5% | ||||||||
| 4,221 | Ceridian HCM Holding Inc., Initial Term Loan | 5.402% | 1-Month LIBOR | 3.000% | 4/30/25 | B | 4,238,330 | |
| 5,650 | Skillsoft Corporation, Initial Term Loan, First Lien, (DD1) | 7.152% | 1-Month LIBOR | 4.750% | 4/28/21 | Caa2 | 4,896,328 | |
| 9,871 | Total Professional Services | 9,134,658 | ||||||
| Software – 3.1% | ||||||||
| 1,250 | Blackboard, Inc., Term Loan B4 | 7.601% | 2-Month LIBOR | 5.000% | 6/18/21 | B- | 1,246,257 | |
| 3,606 | Ellucian, Term Loan B | 5.580% | 3-Month LIBOR | 3.250% | 9/30/22 | B | 3,600,695 | |
| 4,989 | Epicor Software Corp, Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | B2 | 4,964,064 | |
| 6,364 | Greeneden U.S. Holdings II, LLC, Term Loan B | 5.652% | 1-Month LIBOR | 3.250% | 12/01/23 | B2 | 6,299,137 |
10
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (5) | Reference Rate (5) | Spread (5) | Maturity (6) | Ratings (2) | Value | |
| Software (continued) | ||||||||
| $2,503 | TIBCO Software, Inc., Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | BB- | $2,510,778 | |
| 18,712 | Total Software | 18,620,931 | ||||||
| Specialty Retail – 0.7% | ||||||||
| 4,308 | Petsmart, Inc., Term Loan, (WI/DD) | TBD | TBD | TBD | TBD | B | 4,204,418 | |
| Technology Hardware, Storage & Peripherals – 0.5% | ||||||||
| 3,233 | BMC Software, Inc., Term Loan B | 6.580% | 3-Month LIBOR | 4.250% | 10/02/25 | B | 3,067,143 | |
| $146,572 | Total Variable Rate Senior Loan Interests (cost $143,096,542) | 136,967,161 | ||||||
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (2) | Value | |
| CONVERTIBLE BONDS – 1.5% | ||||||
| Biotechnology – 1.0% | ||||||
| $2,950 | Acorda Therapeutics Inc | 1.750% | 6/15/21 | N/R | $2,509,344 | |
| 1,796 | BioMarin Pharmaceutical Inc | 0.599% | 8/01/24 | N/R | 1,864,472 | |
| 1,800 | Clovis Oncology Inc | 2.500% | 9/15/21 | N/R | 1,596,436 | |
| 6,546 | Total Biotechnology | 5,970,252 | ||||
| Oil, Gas & Consumable Fuels – 0.1% | ||||||
| 475 | Denbury Resources Inc, 144A | 6.375% | 12/31/24 | N/R | 306,518 | |
| Technology Hardware, Storage & Peripherals – 0.4% | ||||||
| 2,800 | Western Digital Corp, 144A | 1.500% | 2/01/24 | Baa3 | 2,514,486 | |
| $9,821 | Total Convertible Bonds (cost $9,038,362) | 8,791,256 |
| Shares | Description (1) | Value | ||||
| COMMON STOCKS – 1.4% | ||||||
| Diversified Consumer Services – 0.3% | ||||||
| 131,431 | Cengage Learning Holdings II Inc, (7), (8) | $1,823,605 | ||||
| Internet & Direct Marketing Retail – 0.0% | ||||||
| 652 | Catalina Marketing Corp, (7), (8) | 3,260 | ||||
| Marine – 0.0% | ||||||
| 2,332 | HGIM Corp, (7), (8) | 32,648 | ||||
| Media – 0.6% | ||||||
| 208,386 | Clear Channel Outdoor Holdings Inc, (8) | 983,582 | ||||
| 183,957 | iHeartMedia Inc, (7), (8) | 2,911,119 | ||||
| 9,292 | Tribune Co, (3) | 5,111 | ||||
| Total Media | 3,899,812 |
11
| Shares | Description (1) | Value | ||||
| Software – 0.5% | ||||||
| 231,551 | Avaya Holdings Corp, (8) | $2,757,772 | ||||
| Specialty Retail – 0.0% | ||||||
| 11,975 | Gymboree Holding Corp, (7), (8) | 5,988 | ||||
| 32,604 | Gymboree Holding Corp, (7), (8) | 16,302 | ||||
| Total Specialty Retail | 22,290 | |||||
| Total Common Stocks (cost $17,607,783) | 8,539,387 |
| Shares | Description (1) | Value | ||||||
| COMMON STOCK RIGHTS – 0.1% | ||||||||
| Oil, Gas & Consumable Fuels – 0.1% | ||||||||
| 2,935 | Fieldwood Energy LLC, (7), (8) | $88,050 | ||||||
| 14,531 | Fieldwood Energy LLC, (7), (8) | 435,930 | ||||||
| Total Common Stock Rights (cost $414,740) | 523,980 |
| Shares | Description (1) | Value | ||||||
| WARRANTS – 0.0% | ||||||||
| Communications Equipment – 0.0% | ||||||||
| 45,063 | Avaya Holdings Corp, (7) | $22,532 | ||||||
| Marine – 0.0% | ||||||||
| 10,423 | HGIM Corp, (7) | 145,922 | ||||||
| Total Warrants (cost $5,060,813) | 168,454 | |||||||
| Total Long-Term Investments (cost $582,912,515) | 572,600,725 |
| Shares | Description (1) | Coupon | Value | |||||
| SHORT-TERM INVESTMENTS – 7.6% | ||||||||
| INVESTMENT COMPANIES – 7.6% | ||||||||
| 44,836,876 | BlackRock Liquidity Funds T-Fund, (9) | 2.218% (10) | $44,836,876 | |||||
| Total Short-Term Investments (cost $44,836,876) | 44,836,876 | |||||||
| Total Investments (cost $627,749,391) – 104.0% | 617,437,601 | |||||||
| Other Assets Less Liabilities – (4.0)% (11) | (23,657,109) | |||||||
| Net Assets – 100% | $593,780,492 |
Investments in Derivatives
| Credit Default Swaps - OTC Uncleared | ||||||||||
| Counterparty | Referenced Entity | Buy/Sell Protection (12) | Current Credit Spread (13) | Notional Amount | Fixed Rate (Annualized) | Fixed Rate Payment Frequency | Maturity Date | Value | Premiums Paid (Received) | Unrealized Appreciation (Depreciation) |
| JPMorgan Chase Bank, N.A. | Realogy Holdings Corp | Buy | 8.00% | $900,000 | 5.000% | Quarterly | 6/20/24 | $85,256 | $66,117 | $16,139 |
12
Nuveen Symphony High Yield Income Fund (continued)
(formerly known as Nuveen
Symphony Credit Opportunities Fund)
Portfolio of Investments June 30, 2019
(Unaudited)
Part F of Form N-PORT was prepared
in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim
filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in
accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to the Fund's most recently filed
annual or semi-annual report.
Fair Value Measurements
Fair value is defined as the price
that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy
is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the
assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the
reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The
following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1
– Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3 – Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The inputs or methodologies used for
valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
| Level 1 | Level 2 | Level 3 | Total | |
| Long-Term Investments: | ||||
| Corporate Bonds | $ — | $417,610,487 | $ —* | $417,610,487 |
| Variable Rate Senior Loan Interests | — | 136,967,161 | — | 136,967,161 |
| Convertible Bonds | — | 8,791,256 | — | 8,791,256 |
| Common Stocks | 3,741,354 | 4,792,922 | 5,111 | 8,539,387 |
| Common Stock Rights | — | 523,980 | — | 523,980 |
| Warrants | — | 168,454 | — | 168,454 |
| Short-Term Investments: | ||||
| Investment Companies | 44,836,876 | — | — | 44,836,876 |
| Investments in Derivatives: | ||||
| Credit Default Swap** | — | 16,139 | — | 16,139 |
| Total | $48,578,230 | $568,870,399 | $5,111 | $617,453,740 |
| * | Value equals zero as of the end of the reporting period. |
| ** | Represents net unrealized appreciation (depreciation). |
13
| For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
| (1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
| (2) | For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies. | |
| (3) | Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
| (4) | Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy. | |
| (5) | Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period. | |
| (6) | Senior loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments of senior loans may occur. As a result, the actual remaining maturity of senior loans held may be substantially less than the stated maturities shown. | |
| (7) | For fair value measurement disclosure purposes, investment classified as Level 2. | |
| (8) | Non-income producing; issuer has not declared a dividend within the past twelve months. | |
| (9) | A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov. | |
| (10) | The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period. | |
| (11) | Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable. | |
| (12) | The Fund entered into the credit default swaps to gain investment exposure to the referenced entity. Selling protection has a similar credit risk position to owning the referenced entity. Buying protection has a similar credit risk position to selling the referenced entity short. | |
| (13) | The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by the seller of protection. | |
| 144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. | |
| DD1 | Portion of investment purchased on a delayed delivery basis. | |
| LIBOR | London Inter-Bank Offered Rate | |
| MSCI | Morgan Stanley Capital International Inc. | |
| N/A | Not applicable | |
| PIK | Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period. | |
| TBD | Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, Senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date. | |
| WI/DD | Purchased on a when-issued or delayed delivery basis. |
14
Nuveen Symphony Floating Rate Income Fund
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| LONG-TERM INVESTMENTS – 100.1% | ||||||||
| VARIABLE RATE SENIOR LOAN INTERESTS – 85.3% (2) | ||||||||
| Aerospace & Defense – 2.0% | ||||||||
| $3,375 | MacDonald, Dettwiler and Associates, Ltd., Term Loan B | 5.160% | 1-Month LIBOR | 2.750% | 10/05/24 | B | $3,056,731 | |
| 2,491 | Rexnord LLC/ RBS Global, Inc., Term Loan, First Lien | 4.402% | 1-Month LIBOR | 2.000% | 8/21/24 | BBB- | 2,491,930 | |
| 6,057 | Sequa Corporation, Term Loan B | 7.560% | 3-Month LIBOR | 5.000% | 11/28/21 | B | 5,938,377 | |
| 4,444 | Sequa Corporation, Term Loan, Second Lien | 11.583% | 3-Month LIBOR | 9.000% | 4/28/22 | Caa2 | 4,266,259 | |
| 2,116 | Transdigm, Inc., Term Loan E | 4.830% | 3-Month LIBOR | 2.500% | 5/30/25 | Ba3 | 2,070,988 | |
| 6,868 | Transdigm, Inc., Term Loan F | 4.830% | 3-Month LIBOR | 2.500% | 6/09/23 | Ba3 | 6,753,104 | |
| 25,351 | Total Aerospace & Defense | 24,577,389 | ||||||
| Air Freight & Logistics – 0.2% | ||||||||
| 1,104 | PAE Holding Corporation, Term Loan B | 7.902% | 1-Month LIBOR | 5.500% | 10/20/22 | B+ | 1,118,976 | |
| 1,766 | XPO Logistics, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 2/24/25 | BBB- | 1,754,801 | |
| 2,870 | Total Air Freight & Logistics | 2,873,777 | ||||||
| Airlines – 1.3% | ||||||||
| 1,347 | Allegiant Travel Company, Term Loan B | 7.065% | 3-Month LIBOR | 4.500% | 2/05/24 | BB- | 1,349,998 | |
| 1,949 | American Airlines, Inc., Replacement Term Loan | 4.412% | 1-Month LIBOR | 2.000% | 10/10/21 | BB+ | 1,944,780 | |
| 3,875 | American Airlines, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 4/28/23 | BB+ | 3,825,496 | |
| 6,314 | American Airlines, Inc., Term Loan B | 4.394% | 1-Month LIBOR | 2.000% | 12/14/23 | BB+ | 6,224,964 | |
| 2,772 | United Air Lines, Inc., Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 4/01/24 | BBB- | 2,765,226 | |
| 16,257 | Total Airlines | 16,110,464 | ||||||
| Auto Components – 0.2% | ||||||||
| 1,404 | DexKo Global, Inc., Term Loan B | 5.902% | 1-Month LIBOR | 3.500% | 7/24/24 | B1 | 1,400,946 | |
| 1,500 | Johnson Controls Inc., Term Loan B | 5.902% | 1-Month LIBOR | 3.500% | 4/30/26 | BB | 1,491,097 | |
| 2,904 | Total Auto Components | 2,892,043 | ||||||
| Automobiles – 0.2% | ||||||||
| 500 | Caliber Collision, Term Loan B | 5.919% | 1-Month LIBOR | 3.500% | 2/05/26 | B1 | 500,860 |
15
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Automobiles (continued) | ||||||||
| $2,364 | Navistar, Inc., Term Loan B | 5.910% | 1-Month LIBOR | 3.500% | 11/06/24 | Ba2 | $2,362,171 | |
| 2,864 | Total Automobiles | 2,863,031 | ||||||
| Beverages – 0.4% | ||||||||
| 4,549 | Jacobs Douwe Egberts International B.V., Term Loan B | 4.500% | 1-Month LIBOR | 2.000% | 11/01/25 | BB | 4,539,309 | |
| Biotechnology – 0.3% | ||||||||
| 4,044 | Grifols, Inc., Term Loan B | 4.635% | 1-Week LIBOR | 2.250% | 1/31/25 | BB+ | 4,037,496 | |
| Building Products – 1.1% | ||||||||
| 1,239 | Fairmount, Initial Term Loan | 6.598% | 3-Month LIBOR | 4.000% | 6/01/25 | BB- | 1,006,942 | |
| 12,732 | Quikrete Holdings, Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 11/15/23 | BB- | 12,529,218 | |
| 13,971 | Total Building Products | 13,536,160 | ||||||
| Capital Markets – 1.6% | ||||||||
| 5,516 | Capital Automotive LP, Term Loan, Second Lien | 8.410% | 1-Month LIBOR | 6.000% | 3/24/25 | CCC+ | 5,549,294 | |
| 1,990 | Distributed Power, Term Loan B | 5.639% | 1-Month LIBOR | 3.250% | 11/06/25 | B | 1,962,638 | |
| 1,062 | Lions Gate Capital Holdings LLC, Term Loan A | 4.402% | 1-Month LIBOR | 2.000% | 3/22/23 | Ba2 | 1,054,264 | |
| 11,295 | RPI Finance Trust, Term Loan B6 | 4.402% | 1-Month LIBOR | 2.000% | 4/17/23 | BBB- | 11,319,363 | |
| 19,863 | Total Capital Markets | 19,885,559 | ||||||
| Chemicals – 0.4% | ||||||||
| 2,000 | Hexion Inc., Initial Term Loan | 5.350% | 3-Month LIBOR | 2.750% | 11/01/20 | BB+ | 2,002,510 | |
| 2,000 | Momentive Performance Materials USA, Inc., Term Loan B | 5.590% | 3-Month LIBOR | 3.250% | 5/15/24 | BB- | 1,988,750 | |
| 386 | SI Group, Initial Term Loan | 7.344% | 3-Month LIBOR | 4.750% | 10/16/25 | BB- | 381,884 | |
| 4,386 | Total Chemicals | 4,373,144 | ||||||
| Commercial Services & Supplies – 2.8% | ||||||||
| 9,327 | ADS Waste Holdings, Inc., Term Loan B | 4.635% | 1-Week LIBOR | 2.250% | 11/10/23 | BB+ | 9,327,857 | |
| 1,520 | Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien | 6.788% | 3-Month LIBOR | 4.250% | 6/21/24 | B- | 1,472,138 | |
| 245 | Education Management LLC, Term Loan A, (5) | 0.000% | N/A | N/A | 7/02/20 | N/R | 9,177 | |
| 353 | Education Management LLC, Term Loan B, (5) | 0.000% | N/A | N/A | 7/02/20 | N/R | 884 | |
| 10,789 | Formula One Group, Term Loan B | 4.902% | 1-Month LIBOR | 2.500% | 2/01/24 | B+ | 10,584,060 | |
| 2,231 | GFL Environmental, Term Loan | 5.402% | 1-Month LIBOR | 3.000% | 5/31/25 | B+ | 2,198,748 | |
| 347 | IAA Spinco, Term Loan, (WI/DD) | TBD | TBD | TBD | TBD | BB+ | 348,853 | |
| 5,364 | iQor US, Inc., Term Loan B, First Lien | 7.592% | 3-Month LIBOR | 5.000% | 4/01/21 | Caa1 | 5,241,447 | |
| 417 | iQor US, Inc., Term Loan, Second Lien | 11.342% | 3-Month LIBOR | 8.750% | 4/01/22 | Caa3 | 358,333 | |
| 321 | KAR Auction Services, Inc., Term Loan B5 | 4.875% | 3-Month LIBOR | 2.500% | 3/09/23 | BB | 321,583 |
16
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Commercial Services & Supplies (continued) | ||||||||
| $1,449 | Protection One, Inc., Term Loan | 5.152% | 1-Month LIBOR | 2.750% | 5/02/22 | BB- | $1,440,547 | |
| 2,373 | Trans Union LLC, Term Loan B4 | 4.402% | 1-Month LIBOR | 2.000% | 6/19/25 | BB+ | 2,369,752 | |
| 593 | West Corporation, Incremental Term Loan B1 | 6.022% | 3-Month LIBOR | 3.500% | 10/10/24 | BB+ | 546,779 | |
| 35,329 | Total Commercial Services & Supplies | 34,220,158 | ||||||
| Communications Equipment – 1.8% | ||||||||
| 9,481 | Avaya, Inc., Term Loan B | 6.651% | 1-Month LIBOR | 4.250% | 12/15/24 | BB- | 9,089,647 | |
| 2,678 | CBS Radio, Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 11/18/24 | BB | 2,679,359 | |
| 3,000 | CommScope, Inc., Initial Term Loan | 5.652% | 1-Month LIBOR | 3.250% | 4/04/26 | Ba1 | 2,995,500 | |
| 2,388 | Lumentum Holdings, Inc., Term Loan B | 4.902% | 1-Month LIBOR | 2.500% | 12/10/25 | BB | 2,379,045 | |
| 2,388 | Mitel US Holdings, Inc., Term Loan, First Lien | 6.939% | 1-Month LIBOR | 4.500% | 11/30/25 | B | 2,288,504 | |
| 2,677 | Plantronics, Term Loan B | 4.902% | 1-Month LIBOR | 2.500% | 7/02/25 | Ba1 | 2,664,976 | |
| 22,612 | Total Communications Equipment | 22,097,031 | ||||||
| Construction & Engineering – 0.7% | ||||||||
| 2,622 | Aecom Technology Corporation, Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 3/13/25 | BBB- | 2,614,955 | |
| 1,660 | KBR, Inc, Term Loan B | 6.152% | 1-Month LIBOR | 3.750% | 4/25/25 | Ba3 | 1,664,786 | |
| 1,675 | Pike Corp, Term Loan B | 5.910% | 1-Month LIBOR | 3.500% | 3/23/25 | B | 1,678,829 | |
| 2,643 | Traverse Midstream Partners, Term Loan B | 6.590% | 3-Month LIBOR | 4.000% | 9/27/24 | B+ | 2,620,490 | |
| 8,600 | Total Construction & Engineering | 8,579,060 | ||||||
| Consumer Finance – 0.6% | ||||||||
| 2,366 | Vantiv LLC, Repriced Term Loan B4 | 4.145% | 1-Week LIBOR | 1.750% | 8/20/24 | BBB- | 2,367,202 | |
| 5,322 | Verscend Technologies, Tern Loan B, (DD1) | 6.902% | 1-Month LIBOR | 4.500% | 8/27/25 | B+ | 5,336,503 | |
| 7,688 | Total Consumer Finance | 7,703,705 | ||||||
| Containers & Packaging – 0.6% | ||||||||
| 2,387 | Berry Global Inc., Term Loan R | 4.412% | 1-Month LIBOR | 2.000% | 1/19/24 | BBB- | 2,366,538 | |
| 3,500 | Berry Global Inc., Term Loan U, (WI/DD) | TBD | TBD | TBD | TBD | BBB- | 3,480,312 | |
| 1,074 | Berry Global, Inc., Term Loan Q | 4.412% | 1-Month LIBOR | 2.000% | 10/03/22 | BBB- | 1,067,382 | |
| 6,961 | Total Containers & Packaging | 6,914,232 | ||||||
| Distributors – 0.3% | ||||||||
| 2,136 | Atotech, Initial Term Loan B1 | 5.330% | 3-Month LIBOR | 3.000% | 1/31/24 | B1 | 2,094,772 | |
| 1,855 | SRS Distribution, Inc., Term Loan B | 5.652% | 1-Month LIBOR | 3.250% | 5/24/25 | B | 1,783,676 | |
| 3,991 | Total Distributors | 3,878,448 | ||||||
| Diversified Consumer Services – 1.5% | ||||||||
| 12,301 | Cengage Learning Acquisitions, Inc., Term Loan B | 6.652% | 1-Month LIBOR | 4.250% | 6/07/23 | B | 11,823,208 |
17
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Diversified Consumer Services (continued) | ||||||||
| $197 | Education Management LLC, Elevated Term Loan B, (5) | 0.000% | N/A | N/A | 7/02/20 | N/R | $31,584 | |
| 6,873 | Houghton Mifflin, Term Loan B, First Lien | 5.402% | 1-Month LIBOR | 3.000% | 5/29/21 | B | 6,507,350 | |
| 19,371 | Total Diversified Consumer Services | 18,362,142 | ||||||
| Diversified Financial Services – 0.8% | ||||||||
| 500 | Blackstone CQP, Term Loan | 5.887% | 3-Month LIBOR | 3.500% | 6/07/24 | B+ | 501,125 | |
| 3,591 | Getty Images, Inc., Initial Dollar Term Loan | 6.938% | 1-Month LIBOR | 4.500% | 2/19/26 | B2 | 3,579,018 | |
| 1,839 | Lions Gate Entertainment Corporation, Term Loan B | 4.652% | 1-Month LIBOR | 2.250% | 3/24/25 | Ba2 | 1,830,882 | |
| 92 | Veritas US, Inc., Term Loan B | 6.890% | 3-Month LIBOR | 4.500% | 1/27/23 | B | 84,174 | |
| 11,828 | Walter Investment Management Corporation, Term Loan B, First Lien, (5) | 0.000% | N/A | N/A | 6/30/22 | Ca | 4,317,089 | |
| 17,850 | Total Diversified Financial Services | 10,312,288 | ||||||
| Diversified Telecommunication Services – 3.7% | ||||||||
| 901 | CenturyLink, Inc., Initial Term Loan A | 5.152% | 1-Month LIBOR | 2.750% | 9/30/22 | BBB- | 899,721 | |
| 16,792 | CenturyLink, Inc., Initial Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 1/31/25 | BBB- | 16,432,736 | |
| 5,166 | Frontier Communications Corporation, Term Loan B1 | 6.160% | 1-Month LIBOR | 3.750% | 6/15/24 | BB- | 5,078,354 | |
| 1,299 | Intelsat Jackson Holdings, S.A., Term Loan B5 | 0.000% | Fixed | 6.625% | 1/02/24 | B1 | 1,307,471 | |
| 6,773 | Level 3 Financing, Inc., Term Loan B | 4.652% | 1-Month LIBOR | 2.250% | 2/22/24 | BBB- | 6,727,897 | |
| 1,477 | Lumos Networks, Term Loan B | 5.402% | 1-Month LIBOR | 3.000% | 11/17/24 | B | 1,469,821 | |
| 10,044 | Numericable Group S.A., Term Loan B13 | 6.394% | 1-Month LIBOR | 4.000% | 8/14/26 | B | 9,854,069 | |
| 3,523 | Ziggo B.V., Term Loan E | 4.894% | 1-Month LIBOR | 2.500% | 4/15/25 | BB | 3,456,562 | |
| 45,975 | Total Diversified Telecommunication Services | 45,226,631 | ||||||
| Electric Utilities – 0.8% | ||||||||
| 2,357 | Calpine Corporation, Term Loan B5 | 4.830% | 3-Month LIBOR | 2.500% | 1/15/24 | BB+ | 2,348,010 | |
| 633 | Calpine Corporation, Term Loan B7 | 4.830% | 3-Month LIBOR | 2.500% | 5/31/23 | BB+ | 631,592 | |
| 4,088 | Texas Competitive Electric Holdings LLC, Exit Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 8/04/23 | BBB- | 4,088,119 | |
| 2,155 | Vistra Operations Co, Incremental Term Loan | 4.397% | 3-Month LIBOR | 2.000% | 12/31/25 | BBB- | 2,154,654 | |
| 9,233 | Total Electric Utilities | 9,222,375 | ||||||
| Electronic Equipment, Instruments & Components – 0.2% | ||||||||
| 1,373 | MTS Systems, Term Loan B | 5.660% | 1-Month LIBOR | 3.250% | 7/05/23 | BB- | 1,370,942 | |
| 1,620 | TTM Technologies, Inc., Term Loan B | 4.939% | 1-Month LIBOR | 2.500% | 9/28/24 | BB+ | 1,609,234 | |
| 2,993 | Total Electronic Equipment, Instruments & Components | 2,980,176 | ||||||
| Energy Equipment & Services – 0.7% | ||||||||
| 6,905 | McDermott International, Term Loan | 7.402% | 1-Month LIBOR | 5.000% | 5/10/25 | Ba3 | 6,802,015 |
18
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Energy Equipment & Services (continued) | ||||||||
| $2,841 | Seadrill Partners LLC, Initial Term Loan | 8.330% | 3-Month LIBOR | 6.000% | 2/21/21 | CCC+ | $2,046,266 | |
| 9,746 | Total Energy Equipment & Services | 8,848,281 | ||||||
| Equity Real Estate Investment Trust – 2.2% | ||||||||
| 12,101 | Communications Sales & Leasing, Inc., Shortfall Term Loan | 7.402% | 1-Month LIBOR | 5.000% | 10/24/22 | BB | 11,822,770 | |
| 7,052 | MGM Growth Properties, Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 3/23/25 | BBB- | 7,017,735 | |
| 6,170 | Realogy Group LLC, Term Loan A | 4.633% | 1-Month LIBOR | 2.250% | 2/08/23 | BB+ | 6,070,113 | |
| 1,610 | Realogy Group LLC, Term Loan B | 4.633% | 1-Month LIBOR | 2.250% | 2/08/25 | BB+ | 1,536,923 | |
| 26,933 | Total Equity Real Estate Investment Trust | 26,447,541 | ||||||
| Food & Staples Retailing – 2.4% | ||||||||
| 421 | Albertson's LLC, Term Loan B5 | 5.311% | 3-Month LIBOR | 3.000% | 12/21/22 | BB | 421,723 | |
| 12,466 | Albertson's LLC, Term Loan B7 | 5.402% | 1-Month LIBOR | 3.000% | 11/17/25 | BB | 12,419,353 | |
| 1,483 | C.H. Guenther, Term Loan, First Lien | 5.152% | 1-Month LIBOR | 2.750% | 3/31/25 | B | 1,474,181 | |
| 434 | Del Monte Foods Company, Term Loan, First Lien | 5.776% | PRIME | 2.250% | 2/18/21 | CCC+ | 310,973 | |
| 1,924 | Hearthside Group Holdings, LLC, Initial Term Loan | 6.090% | 1-Month LIBOR | 3.688% | 5/31/25 | B | 1,885,420 | |
| 12,821 | US Foods, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 6/27/23 | BBB- | 12,749,212 | |
| 29,549 | Total Food & Staples Retailing | 29,260,862 | ||||||
| Health Care Equipment & Supplies – 1.3% | ||||||||
| 2,288 | Acelity, Term Loan B | 5.580% | 3-Month LIBOR | 3.250% | 2/03/24 | B+ | 2,292,629 | |
| 2,500 | Agiliti Health, Inc., Initial Term Loan | 5.500% | 1-Month LIBOR | 3.000% | 1/04/26 | B1 | 2,496,875 | |
| 1,000 | Air Methods, Term Loan, First Lien, (WI/DD) | TBD | TBD | TBD | TBD | B | 810,000 | |
| 2,260 | Carestream Dental Equipment, Inc., Inital Term Loan, First Lien | 5.652% | 1-Month LIBOR | 3.250% | 8/07/24 | B | 2,227,741 | |
| 4,209 | Onex Carestream Finance LP, Term Loan, First Lien | 8.152% | 1-Month LIBOR | 5.750% | 2/28/21 | B1 | 4,082,967 | |
| 1,717 | Onex Carestream Finance LP, Term Loan, Second Lien | 11.902% | 1-Month LIBOR | 9.500% | 6/07/21 | B- | 1,652,214 | |
| 2,886 | Vyaire Medical, Inc., Term Loan, First Lien | 7.350% | 3-Month LIBOR | 4.750% | 4/30/25 | B3 | 2,612,180 | |
| 16,860 | Total Health Care Equipment & Supplies | 16,174,606 | ||||||
| Health Care Providers & Services – 5.4% | ||||||||
| 1,825 | Acadia Healthcare, Inc., Term Loan B3 | 4.902% | 1-Month LIBOR | 2.500% | 2/11/22 | Ba2 | 1,818,827 | |
| 2,246 | Air Medical Group Holdings, Inc., Term Loan B, (DD1) | 5.644% | 1-Month LIBOR | 3.250% | 4/28/22 | B1 | 2,122,039 | |
| 976 | Albany Molecular Research, Inc., Inital Term Loan, First Lien | 5.652% | 1-Month LIBOR | 3.250% | 8/31/24 | B2 | 962,043 | |
| 3,220 | Ardent Health, Term Loan, First Lien | 6.902% | 1-Month LIBOR | 4.500% | 6/28/25 | B1 | 3,236,081 | |
| 2,760 | Brightspring Health, Term Loan B | 6.921% | 1-Month LIBOR | 4.500% | 3/05/26 | B1 | 2,751,728 |
19
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Health Care Providers & Services (continued) | ||||||||
| $1,456 | Concentra, Inc., Term Loan B | 5.210% | 3-Month LIBOR | 2.750% | 6/01/22 | B+ | $1,459,826 | |
| 1,286 | ConvaTec Healthcare, Term Loan B | 4.580% | 3-Month LIBOR | 2.250% | 10/25/23 | BB | 1,284,226 | |
| 4,460 | Envision Healthcare Corporation, Initial Term Loan, (DD1) | 6.152% | 1-Month LIBOR | 3.750% | 10/10/25 | B+ | 3,952,270 | |
| 8,575 | HCA, Inc., Term Loan B10 | 4.330% | 3-Month LIBOR | 2.000% | 3/13/25 | BBB- | 8,589,531 | |
| 879 | Healogics, Inc., Initial Term Loan, First Lien | 6.730% | 3-Month LIBOR | 4.250% | 7/01/21 | B3 | 716,184 | |
| 8,492 | Kindred at Home Hospice, Term Loan B, (DD1) | 6.188% | 1-Month LIBOR | 3.750% | 7/02/25 | B1 | 8,510,739 | |
| 3,333 | Lifepoint Health, Inc., Term Loan B | 6.904% | 1-Month LIBOR | 4.500% | 11/16/25 | B+ | 3,319,250 | |
| 2,456 | Millennium Laboratories, Inc., Term Loan B, First Lien | 8.902% | 1-Month LIBOR | 6.500% | 12/21/20 | Caa3 | 1,135,935 | |
| 13,933 | Pharmaceutical Product Development, Inc., Term Loan B | 4.902% | 1-Month LIBOR | 2.500% | 8/18/22 | Ba3 | 13,872,585 | |
| 5,930 | Prospect Medical Holdings, Term Loan B1, (DD1) | 7.938% | 1-Month LIBOR | 5.500% | 2/24/24 | B3 | 5,613,712 | |
| 265 | Quorum Health Corp., Term Loan B | 9.152% | 1-Month LIBOR | 6.750% | 4/29/22 | B1 | 262,895 | |
| 2,777 | Select Medical Corporation, Term Loan B | 4.850% | 3-Month LIBOR | 2.500% | 3/06/25 | Ba2 | 2,771,522 | |
| 3,184 | Team Health, Initial Term Loan | 5.152% | 1-Month LIBOR | 2.750% | 2/06/24 | B+ | 2,827,586 | |
| 497 | Universal Health Services, Inc., Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 10/31/25 | BBB- | 498,279 | |
| 365 | Vizient, Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 5/06/26 | BB- | 365,158 | |
| 68,915 | Total Health Care Providers & Services | 66,070,416 | ||||||
| Health Care Technology – 0.8% | ||||||||
| 7,848 | Emdeon, Inc., Term Loan, (DD1) | 5.152% | 1-Month LIBOR | 2.750% | 3/01/24 | B+ | 7,801,109 | |
| 2,096 | Press Ganey Holdings, Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 10/23/23 | B | 2,095,489 | |
| 9,944 | Total Health Care Technology | 9,896,598 | ||||||
| Hotels, Restaurants & Leisure – 7.4% | ||||||||
| 2,396 | 24 Hour Fitness Worldwide, Inc., Term Loan B | 5.902% | 1-Month LIBOR | 3.500% | 5/31/25 | Ba3 | 2,390,415 | |
| 1,863 | Alterra Mountain Company, Term Loan B | 5.402% | 1-Month LIBOR | 3.000% | 7/31/24 | B | 1,859,015 | |
| 3,951 | Arby's Restaurant Group, Inc., Term Loan B | 5.644% | 1-Month LIBOR | 3.250% | 2/05/25 | B | 3,907,640 | |
| 2,976 | Boyd Gaming Corporation, Term Loan B | 4.622% | 1-Week LIBOR | 2.250% | 9/15/23 | BB | 2,963,746 | |
| 13,169 | Burger King Corporation, Term Loan B3 | 4.652% | 1-Month LIBOR | 2.250% | 2/16/24 | BB- | 13,091,731 | |
| 10,210 | Caesars Entertainment Operating Company, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 10/06/24 | BB | 10,138,501 | |
| 7,467 | Caesars Resort Collection, Term Loan, First Lien | 5.152% | 1-Month LIBOR | 2.750% | 12/22/24 | BB | 7,349,638 | |
| 6,700 | CityCenter Holdings LLC, Term Loan B | 4.652% | 1-Month LIBOR | 2.250% | 4/18/24 | BB- | 6,679,962 |
20
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Hotels, Restaurants & Leisure (continued) | ||||||||
| $2,250 | Equinox Holdings, Inc., Inital Term Loan, Second Lien | 9.402% | 1-Month LIBOR | 7.000% | 3/08/25 | CCC+ | $2,265,941 | |
| 2,067 | Equinox Holdings, Inc., Term Loan B1 | 5.402% | 1-Month LIBOR | 3.000% | 3/08/24 | B+ | 2,064,297 | |
| 2,376 | Four Seasons Holdings, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 11/30/23 | BB+ | 2,374,131 | |
| 446 | Hilton Hotels, Term Loan B2 | 4.154% | 1-Month LIBOR | 1.750% | 6/21/26 | BBB- | 446,143 | |
| 1,961 | Las Vegas Sands Corporation, Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 3/27/25 | BBB | 1,949,262 | |
| 8,535 | Life Time Fitness, Inc., Term Loan B | 5.272% | 3-Month LIBOR | 2.750% | 6/15/22 | BB- | 8,511,445 | |
| 8,367 | Scientific Games Corp., Initial Term Loan B5 | 5.216% | 1-Month LIBOR | 2.750% | 8/14/24 | Ba3 | 8,251,533 | |
| 8,989 | Stars Group Holdings, Term Loan, (DD1) | 5.830% | 3-Month LIBOR | 3.500% | 7/10/25 | B+ | 9,001,510 | |
| 1,478 | Station Casino LLC, Term Loan B | 4.910% | 1-Month LIBOR | 2.500% | 6/08/23 | BB- | 1,474,071 | |
| 2,479 | Wyndham International, Inc., Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 5/30/25 | BBB- | 2,474,115 | |
| 3,192 | Wynn Resorts Limited, Term Loan B | 4.690% | 1-Month LIBOR | 2.250% | 10/30/24 | BB | 3,169,832 | |
| 90,872 | Total Hotels, Restaurants & Leisure | 90,362,928 | ||||||
| Household Durables – 0.2% | ||||||||
| 3,509 | Serta Simmons Holdings LLC, Term Loan, First Lien | 5.908% | 1-Month LIBOR | 3.500% | 11/08/23 | CCC+ | 2,290,664 | |
| Household Products – 1.0% | ||||||||
| 1,247 | Energizer Holdings Inc., Term Loan B | 4.750% | 1-Month LIBOR | 2.250% | 1/02/26 | BB+ | 1,244,543 | |
| 3,125 | KIK Custom Products, Inc., Term Loan B2, (DD1) | 6.402% | 1-Month LIBOR | 4.000% | 5/15/23 | B3 | 2,955,078 | |
| 8,004 | Reynolds Group Holdings Inc., Incremental Term Loan | 5.152% | 1-Month LIBOR | 2.750% | 2/05/23 | B+ | 7,956,557 | |
| 12,376 | Total Household Products | 12,156,178 | ||||||
| Industrial Conglomerates – 0.2% | ||||||||
| 2,277 | Emerald Expositions Holding Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 5/22/24 | BB | 2,241,383 | |
| Insurance – 1.5% | ||||||||
| 2,948 | Acrisure LLC, Term Loan B | 6.772% | 3-Month LIBOR | 4.250% | 11/22/23 | B | 2,940,287 | |
| 2,661 | Alliant Holdings I LLC, Term Loan B | 5.404% | 1-Month LIBOR | 3.000% | 5/10/25 | B | 2,591,611 | |
| 3,285 | Asurion LLC, Term Loan B6 | 5.402% | 1-Month LIBOR | 3.000% | 11/03/23 | Ba3 | 3,282,637 | |
| 5,521 | Hub International Holdings, Inc., Initial Term Loan | 5.586% | 3-Month LIBOR | 3.000% | 4/25/25 | B | 5,392,406 | |
| 3,663 | USI Holdings Corporation, Initial Term Loan | 5.330% | 3-Month LIBOR | 3.000% | 5/16/24 | B | 3,577,291 | |
| 18,078 | Total Insurance | 17,784,232 | ||||||
| Interactive Media & Services – 0.4% | ||||||||
| 3,472 | Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien, (DD1) | 5.576% | 3-Month LIBOR | 3.000% | 11/03/23 | BB+ | 3,214,819 |
21
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Interactive Media & Services (continued) | ||||||||
| $1,990 | WeddingWire, Inc., Initial Term Loan, First Lien | 6.902% | 1-Month LIBOR | 4.500% | 12/21/25 | B+ | $1,997,463 | |
| 5,462 | Total Interactive Media & Services | 5,212,282 | ||||||
| Internet & Direct Marketing Retail – 1.0% | ||||||||
| 11,996 | Uber Technologies, Inc., Term Loan | 6.411% | 1-Month LIBOR | 4.000% | 4/04/25 | B1 | 12,018,080 | |
| Internet Software & Services – 0.5% | ||||||||
| 1,292 | Ancestry.com, Inc., Term Loan, First Lien | 5.660% | 1-Month LIBOR | 3.250% | 10/19/23 | B | 1,291,729 | |
| 1,943 | Dynatrace, Term Loan, First Lien | 5.402% | 1-Month LIBOR | 3.000% | 8/23/25 | B1 | 1,942,376 | |
| 252 | Dynatrace, Term Loan, Second Lien | 9.402% | 1-Month LIBOR | 7.000% | 8/23/26 | CCC+ | 254,241 | |
| 3,498 | SkillSoft Corporation, Term Loan, Second Lien | 10.689% | 1-Week LIBOR | 8.250% | 4/28/22 | Ca | 1,378,550 | |
| 1,513 | Thomson Reuters IP & S, Term Loan B | 5.652% | 1-Month LIBOR | 3.250% | 10/03/23 | BB- | 1,519,017 | |
| 8,498 | Total Internet Software & Services | 6,385,913 | ||||||
| IT Services – 2.6% | ||||||||
| 1,009 | DTI Holdings, Inc., Replacement Term Loan B1 | 7.333% | 3-Month LIBOR | 4.750% | 9/30/23 | B- | 935,121 | |
| 1,666 | Gartner, Inc., Term Loan A | 3.902% | 1-Month LIBOR | 1.500% | 3/20/22 | Ba1 | 1,670,203 | |
| 2,786 | Global Payments Inc., Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 10/10/25 | BBB- | 2,785,568 | |
| 3,260 | GTT Communications, Inc., Term Loan, First Lien | 5.150% | 1-Month LIBOR | 2.750% | 5/31/25 | BB- | 2,930,215 | |
| 1,168 | Leidos Holdings, Inc., Term Loan B | 4.188% | 1-Month LIBOR | 1.750% | 8/22/25 | BBB- | 1,168,234 | |
| 1,747 | NeuStar Inc., Term Loan B4, First Lien | 5.902% | 1-Month LIBOR | 3.500% | 8/08/24 | BB- | 1,696,872 | |
| 1,521 | NeuStar Inc., Term Loan, Second Lien | 10.402% | 1-Month LIBOR | 8.000% | 8/08/25 | CCC+ | 1,454,840 | |
| 1,853 | Optiv Security Inc., Term Loan, First Lien | 5.652% | 1-Month LIBOR | 3.250% | 2/01/24 | B2 | 1,699,811 | |
| 1,974 | Presidio, Inc., Term Loan B | 5.339% | 1-Month LIBOR | 2.750% | 2/02/24 | B+ | 1,971,012 | |
| 2,020 | Sabre, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 2/22/24 | BB | 2,017,134 | |
| 1,000 | Syniverse Holdings, Inc., Initial Term Loan, Second Lien | 11.401% | 1-Month LIBOR | 9.000% | 3/11/24 | CCC | 742,000 | |
| 8,690 | Syniverse Holdings, Inc., Term Loan C | 7.401% | 1-Month LIBOR | 5.000% | 3/09/23 | B2 | 8,011,441 | |
| 2,141 | Tempo Acquisition, LLC, Initial Term Loan | 5.402% | 1-Month LIBOR | 3.000% | 5/01/24 | B1 | 2,135,167 | |
| 1,500 | Travelport LLC, Term Loan B | 7.541% | 6-Month LIBOR | 5.000% | 5/30/26 | B2 | 1,415,152 | |
| 1,301 | WEX, Inc., Term Loan B3 | 4.652% | 1-Month LIBOR | 2.250% | 5/17/26 | BB- | 1,291,960 | |
| 33,636 | Total IT Services | 31,924,730 | ||||||
| Life Sciences Tools & Services – 0.2% | ||||||||
| 2,997 | Parexel International Corporation, Initial Term Loan | 5.152% | 1-Month LIBOR | 2.750% | 9/27/24 | B2 | 2,878,465 | |
| Machinery – 1.3% | ||||||||
| 1,331 | Columbus McKinnon Corporation, Term Loan B | 4.830% | 3-Month LIBOR | 2.500% | 1/20/24 | Ba2 | 1,330,691 |
22
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Machinery (continued) | ||||||||
| $2,859 | Gardner Denver, Inc., Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 7/30/24 | BB+ | $2,865,646 | |
| 5,693 | Gates Global LLC, Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 4/01/24 | B+ | 5,667,787 | |
| 1,177 | NN, Inc., Term Loan | 6.152% | 1-Month LIBOR | 3.750% | 10/19/22 | B | 1,161,643 | |
| 3,541 | TNT Crane and Rigging Inc., Initial Term Loan, First Lien | 6.830% | 3-Month LIBOR | 4.500% | 11/27/20 | CCC+ | 3,363,150 | |
| 1,325 | TNT Crane and Rigging, Inc., Term Loan, Second Lien | 11.330% | 3-Month LIBOR | 9.000% | 11/27/21 | CCC- | 1,111,344 | |
| 15,926 | Total Machinery | 15,500,261 | ||||||
| Marine – 0.4% | ||||||||
| 936 | American Commercial Lines LLC, Term Loan B, First Lien | 11.152% | 1-Month LIBOR | 8.750% | 11/12/20 | CCC+ | 636,301 | |
| 4,207 | Harvey Gulf International Marine, Inc., Exit Term Loan | 8.743% | 3-Month LIBOR | 6.000% | 7/02/23 | B | 4,035,362 | |
| 5,143 | Total Marine | 4,671,663 | ||||||
| Media – 9.2% | ||||||||
| 250 | Advantage Sales & Marketing, Inc., Term Loan, First Lien | 5.580% | 3-Month LIBOR | 3.250% | 7/25/21 | B2 | 229,300 | |
| 1,821 | Affinion Group Holdings, Inc., Consenting Term Loan, (cash 6.404%, PIK 1.750%) | 6.404% | 1-Month LIBOR | 4.000% | 4/10/24 | N/R | 1,562,817 | |
| 1,938 | Cable One, Inc., Term Loan B | 4.160% | 1-Month LIBOR | 1.750% | 5/01/24 | BBB- | 1,935,996 | |
| 316 | Catalina Marketing Corporation, First Out Term Loan | 9.894% | 1-Month LIBOR | 7.500% | 2/15/23 | N/R | 266,276 | |
| 396 | Catalina Marketing Corporation, Last Out Term Loan (cash 3.394%, PIK 9.500%) | 3.394% | 1_Month LIBOR | 1.000% | 8/15/23 | N/R | 184,917 | |
| 7,078 | Cequel Communications LLC, Term Loan B | 4.644% | 1-Month LIBOR | 2.250% | 1/15/26 | BB | 6,976,187 | |
| 9,732 | Charter Communications Operating Holdings LLC, Term Loan B | 4.330% | 3-Month LIBOR | 2.000% | 4/30/25 | BBB- | 9,732,436 | |
| 2,626 | Cineworld Group PLC, Initial Dollar Term Loan | 4.652% | 1-Month LIBOR | 2.250% | 2/28/25 | BB- | 2,586,453 | |
| 18,046 | Clear Channel Communications, Inc., Exit Term Loan, (DD1) | 6.579% | 3-Month LIBOR | 4.000% | 5/01/26 | BB- | 18,090,303 | |
| 2,371 | CSC Holdings LLC, Term Loan B | 4.894% | 1-Month LIBOR | 2.500% | 1/25/26 | BB+ | 2,345,247 | |
| 1,460 | CSC Holdings LLC, Term Loan B | 4.644% | 1-Month LIBOR | 2.250% | 7/17/25 | BB | 1,439,166 | |
| 4,126 | Cumulus Media, Inc., Exit Term Loan, (DD1) | 6.910% | 1-Month LIBOR | 4.500% | 5/15/22 | B | 4,129,195 | |
| 795 | Gray Television, Inc., Term Loan B2 | 4.681% | 1-Month LIBOR | 2.250% | 2/07/24 | BB+ | 792,367 | |
| 945 | Gray Television, Inc., Term Loan C | 4.931% | 1-Month LIBOR | 2.500% | 1/02/26 | BB+ | 945,486 | |
| 1,847 | IMG Worldwide, Inc., Term Loan B | 5.160% | 1-Month LIBOR | 2.750% | 5/16/25 | B | 1,789,737 | |
| 17,857 | Intelsat Jackson Holdings, S.A., Term Loan B | 6.154% | 1-Month LIBOR | 3.750% | 11/27/23 | B1 | 17,697,750 | |
| 475 | Lamar Media Corporation, Term Loan B | 4.125% | 3-Month LIBOR | 1.750% | 3/14/25 | BBB- | 476,301 |
23
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Media (continued) | ||||||||
| $10,938 | McGraw-Hill Education Holdings LLC, Term Loan B | 6.402% | 1-Month LIBOR | 4.000% | 5/04/22 | BB+ | $10,460,300 | |
| 1,216 | Mediacom Broadband LLC, Term Loan N | 4.140% | 1-Week LIBOR | 1.750% | 2/15/24 | BBB- | 1,210,677 | |
| 1,856 | Meredith Corporation, Term Loan B1 | 5.152% | 1-Month LIBOR | 2.750% | 1/31/25 | BB | 1,856,938 | |
| 1,982 | Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien | 4.910% | 1-Month LIBOR | 2.500% | 7/03/25 | BB | 1,966,415 | |
| 3,950 | Metro-Goldwyn-Mayer, Inc., Term Loan, Second Lien | 6.910% | 1-Month LIBOR | 4.500% | 7/06/26 | B2 | 3,836,437 | |
| 2,529 | NAI Entertainment Holdings, Term Loan B | 4.910% | 1-Month LIBOR | 2.500% | 5/08/25 | BB | 2,522,280 | |
| 2,000 | Nexstar Broadcasting, Inc., Incremental Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | BB | 1,995,000 | |
| 1,523 | Nexstar Broadcasting, Inc., Term Loan B3 | 4.690% | 1-Month LIBOR | 2.250% | 1/17/24 | BB | 1,513,022 | |
| 7,626 | Nexstar Broadcasting, Inc., Term Loan B3 | 4.652% | 1-Month LIBOR | 2.250% | 1/17/24 | BB | 7,576,135 | |
| 1,058 | Red Ventures LLC, Term Loan B1, First Lien | 5.402% | 1-Month LIBOR | 3.000% | 11/08/24 | BB | 1,057,114 | |
| 5,147 | Sinclair Television Group, Term Loan B2 | 4.660% | 1-Month LIBOR | 2.250% | 1/03/24 | BB+ | 5,089,062 | |
| 1,841 | UPC Financing Partnership, Term Loan AR1, First Lien | 4.894% | 1-Month LIBOR | 2.500% | 1/15/26 | BB+ | 1,840,899 | |
| 113,745 | Total Media | 112,104,213 | ||||||
| Mortgage Real Estate Investment Trust – 0.7% | ||||||||
| 8,240 | Capital Automotive LP, Term Loan, First Lien | 4.910% | 1-Month LIBOR | 2.500% | 3/24/24 | B1 | 8,147,778 | |
| Multiline Retail – 0.6% | ||||||||
| 1,796 | Belk, Inc., Term Loan B, First Lien, (DD1) | 7.285% | 3-Month LIBOR | 4.750% | 12/10/22 | B2 | 1,456,580 | |
| 4,534 | EG America LLC, Term Loan, First Lien | 6.330% | 3-Month LIBOR | 4.000% | 2/05/25 | B | 4,465,346 | |
| 1,386 | Hudson's Bay Company, Term Loan B, First Lien | 5.690% | 1-Month LIBOR | 3.250% | 9/30/22 | BB- | 1,386,554 | |
| 7,716 | Total Multiline Retail | 7,308,480 | ||||||
| Oil, Gas & Consumable Fuels – 2.9% | ||||||||
| 1,663 | BCP Renaissance Parent LLC, Term Loan B | 6.083% | 3-Month LIBOR | 3.500% | 11/01/24 | BB- | 1,660,883 | |
| 5,588 | California Resources Corporation, Term Loan | 12.777% | 1-Month LIBOR | 10.375% | 12/31/21 | B | 5,694,412 | |
| 6,309 | California Resources Corporation, Term Loan B | 7.152% | 1-Month LIBOR | 4.750% | 12/31/22 | B | 6,048,825 | |
| 5,125 | Delek US Holdings, Inc., Initial Term Loan | 4.580% | 3-Month LIBOR | 2.250% | 3/30/25 | BBB- | 5,058,089 | |
| 10,996 | Fieldwood Energy LLC, Exit Term Loan | 7.652% | 1-Month LIBOR | 5.250% | 4/11/22 | BB- | 10,241,388 | |
| 5,977 | Fieldwood Energy LLC, Exit Term Loan, Second Lien | 9.652% | 1-Month LIBOR | 7.250% | 4/11/23 | B+ | 5,029,985 |
24
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Oil, Gas & Consumable Fuels (continued) | ||||||||
| $2,016 | Peabody Energy Corporation, Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 3/31/25 | BB | $2,011,106 | |
| 37,674 | Total Oil, Gas & Consumable Fuels | 35,744,688 | ||||||
| Personal Products – 1.1% | ||||||||
| 3,776 | Coty, Inc., Term Loan A | 4.419% | 1-Month LIBOR | 2.000% | 4/05/23 | BB | 3,667,091 | |
| 1,977 | Coty, Inc., Term Loan B | 4.669% | 1-Month LIBOR | 2.250% | 4/05/25 | BB | 1,934,670 | |
| 9,900 | Revlon Consumer Products Corporation, Term Loan B | 6.022% | 3-Month LIBOR | 3.500% | 9/07/23 | B3 | 8,297,504 | |
| 15,653 | Total Personal Products | 13,899,265 | ||||||
| Pharmaceuticals – 2.3% | ||||||||
| 4,711 | Alphabet Holding Company, Inc., Initial Term Loan, First Lien | 5.902% | 1-Month LIBOR | 3.500% | 9/28/24 | B- | 4,458,085 | |
| 1,000 | Alphabet Holding Company, Inc., Initial Term Loan, Second Lien | 10.152% | 1-Month LIBOR | 7.750% | 8/15/25 | CCC | 892,500 | |
| 998 | Catalent Pharma Solutions, Inc., Dollar Term Loan B2 | 4.652% | 1-Month LIBOR | 2.250% | 5/17/26 | BB | 998,747 | |
| 6,575 | Concordia Healthcare Corp, Exit Term Loan | 7.911% | 1-Month LIBOR | 5.500% | 9/06/24 | B- | 6,348,816 | |
| 2,947 | Prestige Brands, Inc., Term Loan B4 | 4.402% | 1-Month LIBOR | 2.000% | 1/26/24 | BB | 2,936,851 | |
| 1,327 | Valeant Pharmaceuticals International, Inc., Term Loan B | 5.162% | 1-Month LIBOR | 2.750% | 11/27/25 | Ba2 | 1,320,893 | |
| 11,399 | Valeant Pharmaceuticals International, Inc., Term Loan, First Lien | 5.412% | 1-Month LIBOR | 3.000% | 6/02/25 | Ba2 | 11,407,444 | |
| 28,957 | Total Pharmaceuticals | 28,363,336 | ||||||
| Professional Services – 1.6% | ||||||||
| 4,010 | Ceridian HCM Holding Inc., Initial Term Loan | 5.402% | 1-Month LIBOR | 3.000% | 4/30/25 | B | 4,025,998 | |
| 2,000 | Dun & Bradstreet Corp., Initial Term Loan | 7.404% | 1-Month LIBOR | 5.000% | 2/06/26 | BB | 2,003,130 | |
| 5,563 | Nielsen Finance LLC, Term Loan B4 | 4.412% | 1-Month LIBOR | 2.000% | 10/04/23 | BBB- | 5,517,004 | |
| 720 | On Assignment, Inc., Initial Term Loan B1 | 4.402% | 1-Month LIBOR | 2.000% | 6/03/22 | BB | 719,321 | |
| 1,136 | On Assignment, Inc., Term Loan B | 4.402% | 1-Month LIBOR | 2.000% | 4/02/25 | BB | 1,136,137 | |
| 7,456 | Skillsoft Corporation, Initial Term Loan, First Lien, (DD1) | 7.152% | 1-Month LIBOR | 4.750% | 4/28/21 | Caa2 | 6,461,871 | |
| 20,885 | Total Professional Services | 19,863,461 | ||||||
| Real Estate Management & Development – 0.9% | ||||||||
| 2,487 | Forest City Enterprises LP, Term Loan B | 6.402% | 1-Month LIBOR | 4.000% | 12/07/25 | B+ | 2,500,970 | |
| 8,542 | GGP, Initial Term Loan A2 | 4.652% | 1-Month LIBOR | 2.250% | 8/24/23 | BB+ | 8,320,003 | |
| 11,029 | Total Real Estate Management & Development | 10,820,973 | ||||||
| Road & Rail – 0.9% | ||||||||
| 6,912 | Avolon LLC, Term Loan B3 | 4.133% | 1-Month LIBOR | 1.750% | 1/15/25 | Baa2 | 6,912,586 |
25
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Road & Rail (continued) | ||||||||
| $2,185 | Savage Enterprises LLC, Initial Term Loan | 6.920% | 1-Month LIBOR | 4.500% | 8/01/25 | B+ | $2,191,840 | |
| 2,380 | United Rentals North America, Inc., Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 10/31/25 | BBB- | 2,383,483 | |
| 11,477 | Total Road & Rail | 11,487,909 | ||||||
| Semiconductors & Semiconductor Equipment – 0.8% | ||||||||
| 1,802 | Cabot Microelectronics, Term Loan B | 4.688% | 1-Month LIBOR | 2.250% | 11/15/25 | BB+ | 1,804,468 | |
| 811 | Cypress Semiconductor Corp, Term Loan B | 4.410% | 1-Month LIBOR | 2.000% | 7/05/21 | BBB- | 811,129 | |
| 1,348 | Lumileds, Term Loan B | 5.854% | 1-Month LIBOR | 3.500% | 6/30/24 | B | 962,044 | |
| 2,750 | Microchip Technology., Inc, Term Loan B | 4.410% | 1-Month LIBOR | 2.000% | 5/29/25 | Baa3 | 2,740,625 | |
| 2,915 | ON Semiconductor Corporation, Term Loan B3 | 4.152% | 1-Month LIBOR | 1.750% | 3/31/23 | Baa3 | 2,881,436 | |
| 9,626 | Total Semiconductors & Semiconductor Equipment | 9,199,702 | ||||||
| Software – 7.4% | ||||||||
| 1,394 | Applied Systems, Inc., Term Loan, First Lien | 5.330% | 3-Month LIBOR | 3.000% | 9/19/24 | B2 | 1,384,357 | |
| 2,813 | Blackboard, Inc., Term Loan B4 | 7.601% | 2-Month LIBOR | 5.000% | 6/18/21 | B- | 2,804,272 | |
| 1,530 | Compuware Corporation, Term Loan, First Lien, (DD1) | 5.902% | 1-Month LIBOR | 3.500% | 8/23/25 | B | 1,529,781 | |
| 1,043 | Ellucian, Term Loan B | 5.580% | 3-Month LIBOR | 3.250% | 9/30/22 | B | 1,041,345 | |
| 2,746 | Epicor Software Corp, Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | B2 | 2,731,875 | |
| 2,603 | Greeneden U.S. Holdings II, LLC, Term Loan B | 5.652% | 1-Month LIBOR | 3.250% | 12/01/23 | B2 | 2,577,061 | |
| 9,907 | Infor (US), Inc., Term Loan B | 5.080% | 3-Month LIBOR | 2.750% | 2/01/22 | Ba3 | 9,897,355 | |
| 5,158 | Informatica, Term Loan B | 5.652% | 1-Month LIBOR | 3.250% | 8/06/22 | B1 | 5,168,726 | |
| 1,500 | Kronos Incorporated, Initial Term Loan, Second Lien | 10.829% | 3-Month LIBOR | 8.250% | 11/01/24 | CCC | 1,555,320 | |
| 1,325 | Kronos Incorporated, Term Loan B | 5.579% | 3-Month LIBOR | 3.000% | 11/01/23 | B | 1,323,587 | |
| 2,092 | LANDesk Software Group, Inc., Term Loan, First Lien | 6.670% | 1-Month LIBOR | 4.250% | 1/20/24 | B2 | 2,089,903 | |
| 4,937 | McAfee LLC, Term Loan B | 6.080% | 1-Month LIBOR | 3.750% | 9/29/24 | B | 4,937,731 | |
| 1,312 | McAfee, LLC, Initial Loan, Second Lien | 10.902% | 1-Month LIBOR | 8.500% | 9/28/25 | B- | 1,332,463 | |
| 9,291 | Micro Focus International PLC, Term Loan | 4.902% | 1-Month LIBOR | 2.500% | 6/21/24 | BB- | 9,125,930 | |
| 1,584 | Micro Focus International PLC, Term Loan B2 | 4.652% | 1-Month LIBOR | 2.250% | 11/30/21 | BB- | 1,571,306 | |
| 1,376 | Micro Focus International PLC, Term Loan B3 | 4.902% | 1-Month LIBOR | 2.500% | 6/21/24 | BB- | 1,351,340 | |
| 3,113 | Misys, New Term Loan, Second Lien, (DD1) | 9.652% | 1-Month LIBOR | 7.250% | 6/13/25 | BB- | 3,096,210 | |
| 2,000 | Perforce Software Inc., Term Loan, First Lien, (WI/DD) | TBD | TBD | TBD | TBD | B2 | 2,000,000 |
26
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Software (continued) | ||||||||
| $2,960 | Quintiles Transnational, Dollar Term Loan B3 | 4.152% | 1-Month LIBOR | 1.750% | 6/11/25 | BBB- | $2,948,018 | |
| 2,038 | RP Crown Parent LLC, Term Loan B | 5.152% | 1-Month LIBOR | 2.750% | 10/12/23 | B1 | 2,031,178 | |
| 5,643 | SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B3 | 4.652% | 1-Month LIBOR | 2.250% | 4/16/25 | BB+ | 5,628,865 | |
| 3,870 | SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B4 | 4.652% | 1-Month LIBOR | 2.250% | 4/16/25 | BB+ | 3,860,222 | |
| 5,554 | SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B5 | 4.652% | 1-Month LIBOR | 2.250% | 4/16/25 | BB+ | 5,541,676 | |
| 4,226 | TIBCO Software, Inc., Term Loan B, (WI/DD) | TBD | TBD | TBD | TBD | BB- | 4,238,941 | |
| 8,467 | TIBCO Software, Inc., Term Loan, First Lien | 5.910% | 1-Month LIBOR | 3.500% | 12/04/20 | BB- | 8,467,219 | |
| 2,000 | Ultimate Software, Term Loan, First Lien | 6.080% | 3-Month LIBOR | 3.750% | 5/03/26 | B | 2,006,460 | |
| 90,482 | Total Software | 90,241,141 | ||||||
| Specialty Retail – 1.5% | ||||||||
| 3,259 | Academy, Ltd., Term Loan B | 6.439% | 1-Month LIBOR | 4.000% | 7/01/22 | CCC+ | 2,339,930 | |
| 1,042 | Neiman Marcus Group, Inc., Term Loan | 8.402% | 1-Month LIBOR | 6.000% | 10/25/23 | CCC+ | 895,478 | |
| 3,525 | Petco Animal Supplies, Inc., Term Loan | 5.833% | 3-Month LIBOR | 3.250% | 1/26/23 | B2 | 2,745,018 | |
| 12,678 | Petsmart, Inc., Term Loan, (DD1) | 6.670% | 1-Month LIBOR | 4.250% | 3/11/22 | B | 12,374,936 | |
| 787 | Serta Simmons Holdings LLC, Term Loan, Second Lien | 10.394% | 1-Month LIBOR | 8.000% | 11/08/24 | CCC- | 357,042 | |
| 21,291 | Total Specialty Retail | 18,712,404 | ||||||
| Technology Hardware, Storage & Peripherals – 1.8% | ||||||||
| 6,372 | BMC Software, Inc., Term Loan B | 6.580% | 3-Month LIBOR | 4.250% | 10/02/25 | B | 6,045,018 | |
| 12,895 | Dell International LLC, Refinancing Term Loan B | 4.410% | 1-Month LIBOR | 2.000% | 9/07/23 | BBB- | 12,843,686 | |
| 2,648 | Western Digital, Term Loan B | 4.152% | 1-Month LIBOR | 1.750% | 4/29/23 | BBB- | 2,598,610 | |
| 21,915 | Total Technology Hardware, Storage & Peripherals | 21,487,314 | ||||||
| Trading Companies & Distributors – 1.1% | ||||||||
| 4,335 | Fly Funding II Sarl, Term Loan B | 4.560% | 3-Month LIBOR | 2.000% | 2/09/23 | Ba2 | 4,322,307 | |
| 2,742 | Hayward Industries, Inc., Initial Term Loan, First Lien | 5.902% | 1-Month LIBOR | 3.500% | 8/04/24 | B | 2,690,876 | |
| 5,154 | Univar, Inc., Term Loan B | 4.652% | 1-Month LIBOR | 2.250% | 7/01/24 | BB+ | 5,146,838 | |
| 1,618 | Utility One Source, Initial Term Loan | 7.830% | 3-Month LIBOR | 5.500% | 4/18/23 | B | 1,627,815 | |
| 13,849 | Total Trading Companies & Distributors | 13,787,836 | ||||||
| Transportation Infrastructure – 0.3% | ||||||||
| 1,493 | Atlantic Aviation FBO Inc., Term Loan | 6.160% | 1-Month LIBOR | 3.750% | 12/06/25 | BB | 1,505,559 | |
| 1,301 | Standard Aero, Initial Term Loan B1 | 6.330% | 3-Month LIBOR | 4.000% | 4/08/26 | BB | 1,307,899 |
27
| Principal Amount (000) | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value | |
| Transportation Infrastructure (continued) | ||||||||
| $699 | Standard Aero, Initial Term Loan B2 | 6.330% | 3-Month LIBOR | 4.000% | 4/04/26 | BB | $703,171 | |
| 3,493 | Total Transportation Infrastructure | 3,516,629 | ||||||
| Wireless Telecommunication Services – 1.2% | ||||||||
| 14,436 | Sprint Corp, Initial Term Loan | 4.938% | 1-Month LIBOR | 2.500% | 2/02/24 | BB+ | 14,243,451 | |
| $1,080,847 | Total Variable Rate Senior Loan Interests (cost $1,067,768,174) | 1,044,238,281 | ||||||
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (4) | Value | |
| CORPORATE BONDS – 12.8% | ||||||
| Commercial Services & Supplies – 0.6% | ||||||
| $6,450 | ADT Security Corp/The | 6.250% | 10/15/21 | BB- | $6,820,875 | |
| Communications Equipment – 1.1% | ||||||
| 160 | Avaya Inc, 144A, (5), (6) | 7.000% | 4/01/19 | N/R | — | |
| 3,950 | Avaya Inc, 144A, (5), (6) | 10.500% | 3/01/21 | N/R | — | |
| 7,667 | Intelsat Jackson Holdings SA | 5.500% | 8/01/23 | CCC+ | 6,996,138 | |
| 6,700 | Intelsat Jackson Holdings SA, 144A | 9.750% | 7/15/25 | CCC+ | 6,867,500 | |
| 18,477 | Total Communications Equipment | 13,863,638 | ||||
| Containers & Packaging – 0.8% | ||||||
| 9,691 | Reynolds Group Issuer Inc / Reynolds Group Issuer LLC | 5.750% | 10/15/20 | B+ | 9,715,305 | |
| Diversified Telecommunication Services – 1.0% | ||||||
| 3,900 | CenturyLink Inc | 5.800% | 3/15/22 | BB | 4,065,750 | |
| 4,000 | CenturyLink Inc | 6.750% | 12/01/23 | BB | 4,315,000 | |
| 4,000 | Frontier Communications Corp, 144A | 8.000% | 4/01/27 | BB- | 4,160,000 | |
| 11,900 | Total Diversified Telecommunication Services | 12,540,750 | ||||
| Energy Equipment & Services – 0.2% | ||||||
| 2,000 | Bausch Health Cos Inc, 144A | 6.125% | 4/15/25 | B | 2,040,000 | |
| Health Care Providers & Services – 1.7% | ||||||
| 6,250 | HCA Inc | 6.500% | 2/15/20 | BBB- | 6,393,681 | |
| 3,350 | HCA Inc | 5.875% | 3/15/22 | BBB- | 3,660,282 | |
| 1,610 | Tenet Healthcare Corp | 6.000% | 10/01/20 | BB | 1,660,313 | |
| 2,400 | Tenet Healthcare Corp | 4.500% | 4/01/21 | BB | 2,433,000 | |
| 1,600 | Tenet Healthcare Corp | 4.375% | 10/01/21 | BB | 1,624,000 | |
| 5,000 | Tenet Healthcare Corp | 8.125% | 4/01/22 | B- | 5,250,000 | |
| 20,210 | Total Health Care Providers & Services | 21,021,276 | ||||
| Hotels, Restaurants & Leisure – 1.2% | ||||||
| 1,730 | MGM Resorts International | 6.750% | 10/01/20 | BB | 1,807,850 | |
| 2,400 | MGM Resorts International | 7.750% | 3/15/22 | BB | 2,676,000 |
28
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (4) | Value | |
| Hotels, Restaurants & Leisure (continued) | ||||||
| $5,000 | MGM Resorts International | 6.000% | 3/15/23 | BB | $5,418,750 | |
| 2,571 | Scientific Games International Inc | 10.000% | 12/01/22 | B- | 2,696,336 | |
| 2,000 | Scientific Games International Inc, 144A | 5.000% | 10/15/25 | Ba3 | 2,020,000 | |
| 13,701 | Total Hotels, Restaurants & Leisure | 14,618,936 | ||||
| Internet Software & Services – 0.2% | ||||||
| 2,000 | Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl/Greeneden US Ho, 144A | 10.000% | 11/30/24 | CCC+ | 2,172,500 | |
| Media – 1.7% | ||||||
| 800 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.750% | 9/01/23 | BB+ | 817,744 | |
| 200 | Charter Communications Operating LLC / Charter Communications Operating Capital | 3.579% | 7/23/20 | BBB- | 201,765 | |
| 4,590 | Clear Channel Worldwide Holdings Inc, 144A | 9.250% | 2/15/24 | CCC+ | 4,980,150 | |
| 7,091 | iHeartCommunications Inc, (5), (6) | 9.000% | 12/15/19 | N/R | — | |
| 18,490 | iHeartCommunications Inc, (5), (6) | 12.000% | 8/01/21 | N/R | — | |
| 9,723 | iHeartCommunications Inc | 8.375% | 5/01/27 | B- | 10,184,906 | |
| 340 | Intelsat Luxembourg SA | 8.125% | 6/01/23 | CCC- | 262,650 | |
| 4,430 | Nielsen Finance LLC / Nielsen Finance Co, 144A | 5.000% | 4/15/22 | BB | 4,424,463 | |
| 45,664 | Total Media | 20,871,678 | ||||
| Oil, Gas & Consumable Fuels – 0.1% | ||||||
| 1,005 | Denbury Resources Inc, 144A | 9.250% | 3/31/22 | B | 942,187 | |
| Pharmaceuticals – 1.1% | ||||||
| 5,240 | Advanz Pharma Corp | 8.000% | 9/06/24 | B- | 5,069,700 | |
| 2,000 | Bausch Health Cos Inc, 144A | 7.000% | 3/15/24 | Ba2 | 2,125,200 | |
| 6,000 | Bausch Health Cos Inc, 144A | 9.000% | 12/15/25 | B | 6,703,800 | |
| 13,240 | Total Pharmaceuticals | 13,898,700 | ||||
| Real Estate Management & Development – 0.4% | ||||||
| 5,345 | Realogy Group LLC / Realogy Co-Issuer Corp, 144A | 5.250% | 12/01/21 | B | 5,131,200 | |
| Semiconductors & Semiconductor Equipment – 0.2% | ||||||
| 621 | Advanced Micro Devices Inc | 7.500% | 8/15/22 | BB- | 701,730 | |
| 1,500 | Advanced Micro Devices Inc | 7.000% | 7/01/24 | BB- | 1,556,400 | |
| 2,121 | Total Semiconductors & Semiconductor Equipment | 2,258,130 | ||||
| Software – 0.8% | ||||||
| 8,870 | TIBCO Software, Inc., 144A | 11.375% | 12/01/21 | B- | 9,424,375 | |
| Wireless Telecommunication Services – 1.7% | ||||||
| 4,450 | Intelsat Connect Finance SA, 144A | 9.500% | 2/15/23 | CCC- | 3,938,250 | |
| 5,500 | Level 3 Financing Inc | 5.375% | 8/15/22 | BB | 5,506,875 | |
| 7,395 | Sprint Communications Inc | 7.000% | 8/15/20 | B+ | 7,663,069 |
29
| Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (4) | Value | |
| Wireless Telecommunication Services (continued) | ||||||
| $1,600 | Sprint Corp | 7.250% | 9/15/21 | B+ | $1,700,000 | |
| 800 | Sprint Corp | 7.875% | 9/15/23 | B+ | 870,000 | |
| 2,000 | T-Mobile US Inc, (6) | 6.000% | 3/01/23 | N/R | — | |
| 1,600 | T-Mobile USA Inc | 6.000% | 3/01/23 | BB+ | 1,636,000 | |
| 23,345 | Total Wireless Telecommunication Services | 21,314,194 | ||||
| $184,019 | Total Corporate Bonds (cost $155,671,531) | 156,633,744 |
| Shares | Description (1) | Value | ||||
| COMMON STOCKS – 1.9% | ||||||
| Diversified Consumer Services – 0.0% | ||||||
| 17,726 | Cengage Learning Holdings II Inc, (7), (8) | $245,948 | ||||
| Energy Equipment & Services – 0.1% | ||||||
| 76,990 | Transocean Ltd | 493,506 | ||||
| 2,052 | Vantage Drilling International, (7), (8) | 513,000 | ||||
| Total Energy Equipment & Services | 1,006,506 | |||||
| Health Care Providers & Services – 0.0% | ||||||
| 65,945 | Millennium Health LLC, (7), (8) | 989 | ||||
| 61,430 | Millennium Health LLC, (6), (8) | 67,265 | ||||
| 57,666 | Millennium Health LLC, (6), (8) | 57,376 | ||||
| Total Health Care Providers & Services | 125,630 | |||||
| Internet & Direct Marketing Retail – 0.0% | ||||||
| 7,503 | Catalina Marketing Corp, (7), (8) | 37,515 | ||||
| Marine – 0.0% | ||||||
| 11,073 | HGIM Corp, (7), (8) | 155,022 | ||||
| Media – 1.5% | ||||||
| 1,305,573 | Clear Channel Outdoor Holdings Inc, (8) | 6,162,305 | ||||
| 84,586 | Cumulus Media Inc | 1,569,070 | ||||
| 615,176 | iHeartMedia Inc, (7), (8) | 9,735,160 | ||||
| Total Media | 17,466,535 | |||||
| Pharmaceuticals – 0.0% | ||||||
| 18,761 | Advanz Pharma Corp, (8) | 307,305 | ||||
| Software – 0.3% | ||||||
| 322,590 | Avaya Holdings Corp, (8) | 3,842,047 | ||||
| Specialty Retail – 0.0% | ||||||
| 9,046 | Gymboree Holding Corp, (7) | 4,523 |
30
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| Shares | Description (1) | Value | ||||
| Specialty Retail (continued) | ||||||
| 24,628 | Gymboree Holding Corp, (7) | $12,314 | ||||
| Total Specialty Retail | 16,837 | |||||
| Total Common Stocks (cost $33,271,684) | 23,203,345 |
| Shares | Description (1) | Value | ||||||
| WARRANTS – 0.1% | ||||||||
| Communications Equipment – 0.0% | ||||||||
| 16,108 | Avaya Holdings Corp, (7) | $8,054 | ||||||
| Marine – 0.1% | ||||||||
| 49,473 | HGIM Corp, (7) | 692,622 | ||||||
| Total Warrants (cost $3,344,740) | 700,676 |
| Shares | Description (1) | Value | ||||||
| COMMON STOCK RIGHTS – 0.0% | ||||||||
| Oil, Gas & Consumable Fuels – 0.0% | ||||||||
| 3,829 | Fieldwood Energy LLC, (7), (8) | $114,870 | ||||||
| 18,956 | Fieldwood Energy LLC, (7), (8) | 568,680 | ||||||
| Total Common Stock Rights (cost $541,054) | 683,550 | |||||||
| Total Long-Term Investments (cost $1,260,597,183) | 1,225,459,596 |
| Shares | Description (1) | Coupon | Value | |||||
| SHORT-TERM INVESTMENTS – 1.1% | ||||||||
| INVESTMENT COMPANIES – 1.1% | ||||||||
| 13,642,266 | BlackRock Liquidity Funds T-Fund, (9) | 2.218% (10) | $13,642,266 | |||||
| Total Short-Term Investments (cost $13,642,266) | 13,642,266 | |||||||
| Total Investments (cost $1,274,239,449) – 101.2% | 1,239,101,862 | |||||||
| Other Assets Less Liabilities – (1.2)% | (14,397,545) | |||||||
| Net Assets – 100% | $1,224,704,317 |
31
Part F of Form N-PORT was prepared
in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim
filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in
accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to the Fund's most recently filed
annual or semi-annual report.
Fair Value Measurements
Fair value is defined as the price
that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy
is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the
assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the
reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The
following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1
– Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3 – Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The inputs or methodologies used for
valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
| Level 1 | Level 2 | Level 3 | Total | |
| Long-Term Investments: | ||||
| Variable Rate Senior Loan Interests | $ — | $1,044,238,281 | $ — | $1,044,238,281 |
| Corporate Bonds | — | 156,633,744 | —* | 156,633,744 |
| Common Stocks | 12,374,233 | 10,704,471 | 124,641 | 23,203,345 |
| Warrants | — | 700,676 | — | 700,676 |
| Common Stock Rights | — | 683,550 | — | 683,550 |
| Short-Term Investments: | ||||
| Investment Companies | 13,642,266 | — | — | 13,642,266 |
| Total | $26,016,499 | $1,212,960,722 | $124,641 | $1,239,101,862 |
| * | Value equals zero as of the end of the reporting period. |
32
Nuveen Symphony Floating Rate Income Fund (continued)
Portfolio of Investments June 30, 2019
(Unaudited)
| For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease. | ||
| (1) | All percentages shown in the Portfolio of Investments are based on net assets. | |
| (2) | 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 valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. | |
| (7) | For fair value measurement disclosure purposes, investment classified as Level 2. | |
| (8) | Non-income producing; issuer has not declared a dividend within the past twelve months. | |
| (9) | A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov. | |
| (10) | The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period. | |
| 144A | Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers. | |
| DD1 | Portion of investment purchased on a delayed delivery basis. | |
| LIBOR | London Inter-Bank Offered Rate | |
| N/A | Not applicable | |
| PIK | Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period. | |
| TBD | Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, Senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date. | |
| WI/DD | Purchased on a when-issued or delayed delivery basis. |
33
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