# EDGAR Filing Document

**Accession Number:** 0001071336
**File Stem:** 0001752724-23-012603
**Filing Date:** 2023-1
**Character Count:** 304498
**Document Hash:** e2edb3887f1332f83317fd37eb5b72ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012603.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012603

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NUVEEN INVESTMENT TRUST III
- **CENTRAL INDEX KEY:** 0001071336
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09037
- **FILM NUMBER:** 23552033

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN NUVEEN & CO INC
- **STREET 2:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN NUVEEN & CO INC
- **STREET 2:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

## Series and Classes Contracts Data

### Nuveen Floating Rate Income Fund (Series ID: S000032446)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000100148 | Class A      | NFRAX           |
| C000100149 | Class C      | NFFCX           |
| C000100151 | Class I      | NFRIX           |
| C000151936 | Class R6     | NFRFX           |

## Nport-Ex

Nuveen

Floating

Rate

Income

Fund

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

LONG-TERM

INVESTMENTS

-

97.4%

X

1,774,806,040

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

81.4%

(2) X

1,774,806,040

Aerospace

&

Defense

-

0.3%

$

2,140

TransDigm,

Inc.,

Term

Loan

E

5.924%

3-Month

LIBOR

2.250%

5/30/25

Ba3

$

2,114,898

3,932

TransDigm,

Inc.,

Term

Loan

F

5.924%

3-Month

LIBOR

2.250%

12/09/25

Ba3

3,881,730

6,072

Total

Aerospace

&

Defense

5,996,628

Airlines

-

2.7%

4,278

AAdvantage

Loyalty

IP

Ltd.,

Term

Loan

8.993%

3-Month

LIBOR

4.750%

4/20/28

Ba2

4,258,958

10,883

Air

Canada,

Term

Loan

B

8.130%

3-Month

LIBOR

3.500%

8/11/28

Ba2

10,776,618

7,663

American

Airlines,

Inc.,

Term

Loan

5.800%

1-Month

LIBOR

2.000%

12/14/23

Ba3

7,636,330

1,979

American

Airlines,

Inc.,

Term

Loan

B

5.794%

1-Month

LIBOR

1.750%

6/27/25

Ba3

1,895,139

15,527

Kestrel

Bidco

Inc.,

Term

Loan

B

6.939%

1-Month

LIBOR

3.000%

12/11/26

BB-

13,991,850

8,347

Mileage

Plus

Holdings

LLC,

Term

Loan

B,

(DD1)

8.777%

3-Month

LIBOR

5.250%

6/20/27

Baa3

8,597,668

3,385

SkyMiles

IP

Ltd.,

Term

Loan

B,

(DD1)

7.993%

3-Month

LIBOR

3.750%

10/20/27

Baa1

3,438,111

8,168

United

Airlines,

Inc.,

Term

Loan

B

8.108%

3-Month

LIBOR

3.750%

4/21/28

Ba1

8,089,611

60,230

Total

Airlines

58,684,285

Auto

Components

-

1.0%

6,172

Adient

US

LLC,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

4/08/28

BB+

6,107,373

11,863

Clarios

Global

LP,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

4/30/26

B1

11,706,056

3,423

DexKo

Global

Inc.,

Term

Loan

B

7.816%

1+3

Month

LIBOR

3.750%

10/04/28

B1

3,109,511

21,458

Total

Auto

Components

20,922,940

Beverages

-

1.2%

1,546

City

Brewing

Company,

LLC,

Term

Loan

7.379%

1-Month

LIBOR

3.500%

4/05/28

B-

973,564

8,678

Naked

Juice

LLC,

Term

Loan

6.903%

SOFR90A

3.250%

1/20/29

Ba3

8,194,177

1,040

Naked

Juice

LLC,

Term

Loan,

Second

Lien

9.653%

3-Month

LIBOR

6.000%

1/20/30

B3

923,816

7,750

Sunshine

Investments

B.V.,

Term

Loan

8.515%

CME

Term

SOFR

Month

4.250%

5/05/29

B+

7,614,375

8,099

Triton

Water

Holdings,

Inc,

Term

Loan

7.174%

3-Month

LIBOR

3.500%

3/31/28

B1

7,509,219

27,113

Total

Beverages

25,215,151

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Biotechnology

-

0.3%

$

6,800

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B

6.071%

1-Month

LIBOR

2.000%

11/15/27

BB+

$

6,601,678

Building

Products

-

0.4%

5,920

Chamberlain

Group

Inc,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

10/22/28

B

5,562,223

615

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B

7.123%

1-Month

LIBOR

3.250%

4/12/28

B

550,466

772

Griffon

Corporation,

Term

Loan

B

7.829%

SOFR90A

+

Prime

1.500%

1/19/29

BB

760,057

657

Quikrete

Holdings,

Inc.,

Term

Loan,

First

Lien

6.696%

1-Month

LIBOR

2.625%

1/31/27

Ba2

646,448

2,420

Standard

Industries

Inc.,

Term

Loan

B

6.425%

6-Month

LIBOR

2.250%

9/22/28

BBB-

2,397,215

10,384

Total

Building

Products

9,916,409

Capital

Markets

-

0.3%

3,742

Astra

Acquisition

Corp.,

Term

Loan,

First

Lien

9.321%

1-Month

LIBOR

5.250%

10/22/28

BB-

3,399,285

1,500

AVSC

Holding

Corp.,

Term

Loan

B3,

(cash

5.000%,

PIK

10.000%)

15.000%

N/A

N/A

12/04/26

CCC+

1,531,883

1,882

Motion

Finco

LLC,

(WI/DD)

TBD

TBD

TBD

TBD

B

1,816,575

7,124

Total

Capital

Markets

6,747,743

Chemicals

-

0.7%

1,644

ASP

Unifrax

Holdings

Inc,

Term

Loan

B

7.424%

3-Month

LIBOR

3.750%

12/12/25

BB

1,504,524

3,595

Diamond

(BC)

B.V.,

Term

Loan

B

6.997%

1+3

Month

LIBOR

2.750%

9/29/28

Ba3

3,481,202

3,900

Discovery

Purchaser

Corporation,

Term

Loan

7.967%

SOFR90A

4.375%

8/03/29

B-

3,573,375

824

INEOS

Styrolution

US

Holding

LLC,

Term

Loan

B

6.821%

1-Month

LIBOR

2.750%

1/29/26

BB+

813,151

1,244

Kraton

Corporation,

Term

Loan

6.718%

SOFR90A

3.250%

3/15/29

BB

1,233,514

3,839

Trinseo

Materials

Operating

S.C.A.,

Term

Loan,

(DD1)

6.071%

1-Month

LIBOR

2.000%

9/09/24

Ba2

3,717,064

15,046

Total

Chemicals

14,322,830

Commercial

Services

&

Supplies

-

2.9%

3,391

Amentum

Government

Services

Holdings

LLC,

Term

Loan

7.206%

SOFR90A

4.000%

2/07/29

B1

3,347,004

590

Anticimex

International

AB,

Term

Loan

8.735%

3-Month

LIBOR

4.000%

11/16/28

B

575,750

2,183

Anticimex

International

AB,

Term

Loan

B1

8.235%

3-Month

LIBOR

3.500%

11/16/28

B

2,123,454

3,194

Covanta

Holding

Corporation,

Term

Loan

B,

(DD1)

6.571%

1-Month

LIBOR

2.500%

11/30/28

Ba1

3,135,472

Covanta

Holding

Corporation,

Term

Loan

C,

(DD1)

6.571%

1-Month

LIBOR

2.500%

11/30/28

Ba1

236,399

4,929

Garda

World

Security

Corporation,

Term

Loan

B

8.930%

3-Month

LIBOR

4.250%

10/30/26

BB+

4,748,119

19,872

GFL

Environmental

Inc.,

Term

Loan,

(DD1)

7.415%

3-Month

LIBOR

3.000%

5/30/25

BB-

19,869,125

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Commercial

Services

&

Supplies

(continued)

$

2,475

Herman

Miller,

Inc,

Term

Loan

B

6.063%

1-Month

LIBOR

2.000%

7/19/28

BB+

$

2,394,562

8,749

Intrado

Corporation,

Term

Loan,

(DD1)

8.415%

3-Month

LIBOR

4.000%

10/10/24

B2

8,072,676

13,409

Prime

Security

Services

Borrower,

LLC,

Term

Loan

6.505%

3-Month

LIBOR

2.750%

9/23/26

BB-

13,240,572

3,951

West

Corporation,

Term

Loan

B1,

(DD1)

7.915%

3-Month

LIBOR

3.500%

10/10/24

B2

3,642,870

1,072

WIN

Waste

Innovations

Holdings,

Inc.,

Term

Loan

B

6.424%

3-Month

LIBOR

2.750%

3/25/28

B+

1,052,521

64,056

Total

Commercial

Services

&

Supplies

62,438,524

Communications

Equipment

-

1.4%

2,335

Avaya,

Inc.,

Term

Loan

B

8.123%

1-Month

LIBOR

4.250%

12/15/27

Caa2

1,120,800

4,569

CommScope,

Inc.,

Term

Loan

B,

(DD1)

7.321%

1-Month

LIBOR

3.250%

4/04/26

B1

4,405,459

650

Delta

TopCo,

Inc.,

Term

Loan,

Second

Lien

10.332%

3-Month

LIBOR

7.250%

12/01/28

CCC

561,035

2,075

EOS

Finco

Sarl,

Term

Loan

9.612%

TSFR1M

6.000%

8/03/29

B2

2,015,344

14,878

Maxar

Technologies

Ltd.,

Term

Loan

B

8.436%

SOFR30A

4.350%

6/09/29

B+

14,351,190

3,527

MLN

US

HoldCo

LLC,

Term

Loan

11.154%

CME

Term

SOFR

Month

6.700%

10/18/27

CCC+

2,927,070

6,068

MLN

US

HoldCo

LLC,

Term

Loan,

First

Lien

8.252%

3-Month

LIBOR

4.500%

11/30/25

CCC-

2,147,980

3,284

Riverbed

Technology,

Inc.,

Exit

Term

Loan,

(DD1)

,

(cash

7.000%,

PIK

2.000%)

5.411%

3-Month

LIBOR

6.000%

12/07/26

Caa1

1,388,843

1,621

ViaSat,

Inc.,

Term

Loan

8.701%

SOFR30A

4.500%

3/04/29

BB+

1,583,121

39,007

Total

Communications

Equipment

30,500,842

Construction

&

Engineering

-

0.1%

Aegion

Corporation,

Term

Loan

8.821%

1-Month

LIBOR

4.750%

5/17/28

B

226,916

2,444

Centuri

Group,

Inc,

Term

Loan

B

8.625%

1+3

Month

LIBOR

+

Prime

2.500%

8/27/28

Ba2

2,362,148

2,687

Total

Construction

&

Engineering

2,589,064

Consumer

Finance

-

0.1%

1,559

Fleetcor

Technologies

Operating

Company,

LLC,

Term

Loan

B4

5.821%

1-Month

LIBOR

1.750%

4/30/28

BB+

1,539,159

Containers

&

Packaging

-

1.0%

6,530

Berry

Global,

Inc.,

Term

Loan

Z

5.629%

3-Month

LIBOR

1.750%

7/01/26

BBB-

6,459,268

1,421

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B

8.361%

SOFR30A

4.175%

3/30/29

B

1,375,357

5,449

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B

8.259%

6-Month

LIBOR

4.750%

2/09/26

B

4,880,534

1,799

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

9/24/28

B+

1,778,046

4,990

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B2,

(DD1)

7.321%

1-Month

LIBOR

3.250%

2/05/26

B+

4,930,157

1,574

TricorBraun

Holdings,

Inc.,

Term

Loan

7.321%

1-Month

LIBOR

3.250%

3/03/28

B2

1,505,690

21,763

Total

Containers

&

Packaging

20,929,052

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Diversified

Consumer

Services

-

0.2%

$

3,952

Spin

Holdco

Inc.,

Term

Loan

7.144%

3-Month

LIBOR

4.000%

3/04/28

B-

$

3,549,635

Diversified

Financial

Services

-

0.4%

1,196

Avaya,

Inc.,

Term

Loan

B2

7.873%

1-Month

LIBOR

4.000%

12/15/27

Caa2

574,204

904

Avolon

TLB

Borrower

(US)

LLC,

Term

Loan

B3

5.689%

1-Month

LIBOR

1.750%

1/15/25

Baa2

891,535

666

Avolon

TLB

Borrower

(US)

LLC,

Term

Loan

B4

5.439%

1-Month

LIBOR

1.500%

2/12/27

Baa2

655,335

2,071

Ditech

Holding

Corporation,

Term

Loan

0.000%

N/A

N/A

12/19/22

N/R

258,818

5,649

Trans

Union,

LLC,

Term

Loan

B6,

(DD1)

6.321%

1-Month

LIBOR

2.250%

12/01/28

BBB-

5,563,630

10,486

Total

Diversified

Financial

Services

7,943,522

Diversified

Telecommunication

Services

-

2.7%

1,696

Altice

France

S.A.,

Term

Loan

B12

7.767%

3-Month

LIBOR

3.688%

1/31/26

B

1,629,875

9,646

Altice

France

S.A.,

Term

Loan

B13

8.650%

3-Month

LIBOR

4.000%

8/14/26

B

9,340,356

1,494

Cablevision

Lightpath

LLC,

Term

Loan

B

7.123%

1-Month

LIBOR

3.250%

12/01/27

B+

1,464,050

514

CenturyLink,

Inc.,

Term

Loan

B

6.321%

1-Month

LIBOR

2.250%

3/15/27

BB+

488,357

8,712

Cincinnati

Bell,

Inc.,

Term

Loan

B2

7.336%

SOFR30A

3.250%

11/23/28

B+

8,567,706

608

Connect

Finco

Sarl,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

12/12/26

B+

601,054

13,873

Cyxtera

DC

Holdings,

Inc.,

Term

Loan

B,

(DD1)

7.360%

3-Month

LIBOR

3.000%

5/01/24

B

12,295,906

9,302

Dawn

Acquisition

LLC,

Term

Loan

7.424%

3-Month

LIBOR

3.750%

12/31/25

B-

6,345,905

2,717

Eagle

Broadband

Investments

LLC,

Term

Loan

6.688%

3-Month

LIBOR

3.000%

11/12/27

B+

2,623,473

16,588

Frontier

Communications

Corp.,

Term

Loan

B

7.438%

3-Month

LIBOR

3.750%

10/08/27

BB+

15,968,339

65,150

Total

Diversified

Telecommunication

Services

59,325,021

Electric

Utilities

-

0.6%

853

ExGen

Renewables

IV,

LLC,

Term

Loan

7.240%

3-Month

LIBOR

2.500%

12/15/27

BB-

846,710

2,714

Pacific

Gas

&

Electric

Company,

Term

Loan

7.125%

1-Month

LIBOR

3.000%

6/23/25

BB

2,679,055

9,834

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(DD1)(5)

7.821%

1-Month

LIBOR

3.750%

7/08/26

N/R

9,956,925

13,401

Total

Electric

Utilities

13,482,690

Electrical

Equipment

-

0.0%

1,024

Vertiv

Group

Corporation,

Term

Loan

B

6.555%

1-Month

LIBOR

2.750%

3/02/27

BB-

1,001,065

Electronic

Equipment,

Instruments

&

Components

-

0.6%

5,000

II-VI

Incorporated,

Term

Loan

B

6.586%

1-Month

LIBOR

2.750%

7/01/29

BBB-

4,964,075

8,058

Ingram

Micro

Inc.,

Term

Loan

B

7.174%

3-Month

LIBOR

3.500%

7/02/28

BB+

7,965,699

13,058

Total

Electronic

Equipment,

Instruments

&

Components

12,929,774

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Entertainment

-

0.6%

$

12,587

AMC

Entertainment

Holdings,

Inc.

,

Term

Loan

B

6.859%

1-Month

LIBOR

3.000%

4/22/26

B-

$

7,072,406

5,123

Crown

Finance

US,

Inc.,

Term

Loan(5)

0.000%

12-Month

LIBOR

0.000%

2/28/25

D

1,143,502

2,325

Crown

Finance

US,

Inc.,

Term

Loan(5)

0.000%

12-Month

LIBOR

0.000%

9/20/26

D

512,614

Crown

Finance

US,

Inc.,

Term

Loan

B1

13.178%

6-Month

LIBOR

8.250%

5/23/24

D

182,464

Diamond

Sports

Group,

LLC,

Term

Loan

11.894%

SOFR30A

8.100%

5/19/26

B2

389,007

870

Diamond

Sports

Group,

LLC,

Term

Loan,

Second

Lien

7.144%

SOFR30A

3.250%

8/24/26

Caa2

142,962

1,206

Lions

Gate

Capital

Holdings

LLC,

Term

Loan

B

6.279%

1-Month

LIBOR

2.250%

3/24/25

Ba2

1,164,563

1,029

Playtika

Holding

Corp,

Term

Loan

6.821%

1-Month

LIBOR

2.750%

3/11/28

BB+

1,005,522

2,574

Univision

Communications

Inc.,

Term

Loan

C5

6.821%

1-Month

LIBOR

2.750%

3/15/24

B+

2,575,312

26,292

Total

Entertainment

14,188,352

Food

&

Staples

Retailing

-

1.1%

9,551

US

Foods,

Inc.,

6.071%

1-Month

LIBOR

2.000%

9/13/26

BB

9,445,005

15,526

US

Foods,

Inc.,

Term

Loan

B

6.821%

1-Month

LIBOR

2.750%

11/22/28

BB

15,452,384

25,077

Total

Food

&

Staples

Retailing

24,897,389

Food

Products

-

0.4%

3,893

CHG

PPC

Parent

LLC,

Term

Loan

7.125%

1-Month

LIBOR

3.000%

12/08/28

B1

3,756,679

H

Food

Holdings

LLC,

Term

Loan

B3

9.071%

1-Month

LIBOR

5.000%

5/31/25

B2

104,643

4,370

Sycamore

Buyer

LLC,

Term

Loan

B

6.315%

CME

Term

SOFR

Month

2.250%

7/22/29

BB+

4,330,670

8,382

Total

Food

Products

8,191,992

Health

Care

Equipment

&

Supplies

-

3.1%

22,689

Bausch

&

Lomb,

Inc.,

Term

Loan,

(DD1)

7.149%

SOFR30A

3.250%

5/05/27

BB-

21,571,816

1,397

Carestream

Health,

Inc.,

Term

Loan

11.153%

SOFR90A

7.500%

9/30/27

B-

1,117,725

1,274

Embecta

Corp,

Term

Loan

B

6.553%

SOFR90A

3.000%

1/27/29

Ba3

1,228,384

3,249

ICU

Medical,

Inc.,

Term

Loan

B

6.468%

SOFR30A

+

SOFR90A

2.250%

12/14/28

BBB-

3,134,289

41,807

Medline

Borrower,

LP,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

10/21/28

BB-

39,780,325

1,474

Viant

Medical

Holdings,

Inc.,

Term

Loan,

First

Lien

7.821%

1-Month

LIBOR

3.750%

7/02/25

B3

1,314,861

533

Vyaire

Medical,

Inc.,

Term

Loan

B

8.505%

3-Month

LIBOR

4.750%

4/16/25

Caa1

387,361

72,423

Total

Health

Care

Equipment

&

Supplies

68,534,761

Health

Care

Providers

&

Services

-

6.2%

Agiliti

Health,

Inc,

Term

Loan

6.563%

1-Month

LIBOR

2.750%

1/04/26

B+

398,491

2,657

Agiliti

Health,

Inc,

Term

Loan

6.563%

1-Month

LIBOR

2.750%

1/04/26

B+

2,607,647

6,270

AHP

Health

Partners,

Inc.,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

8/23/28

B1

6,115,934

6,764

DaVita,

Inc.

,

Term

Loan

B,

(DD1)

5.821%

1-Month

LIBOR

1.750%

8/12/26

BBB-

6,560,407

1,105

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan

7.903%

SOFR90A

4.250%

4/12/29

B1

1,086,585

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Health

Care

Providers

&

Services

(continued)

$

510

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan

7.903%

SOFR90A

4.250%

4/12/29

B1

$

501,501

2,653

EyeCare

Partners,

LLC,

Term

Loan

7.424%

3-Month

LIBOR

3.750%

2/20/27

B2

2,311,669

Forefront

Management

Holdings,

LLC,

Term

Loan(6)

4.250%

SOFR30A

+

SOFR90A

4.250%

3/23/29

B

454,988

2,479

Forefront

Management

Holdings,

LLC,

Term

Loan

B

8.336%

SOFR30A

4.250%

3/23/29

B

2,428,098

4,380

Gainwell

Acquisition

Corp.,

Term

Loan

B

7.674%

3-Month

LIBOR

4.000%

10/01/27

BB-

4,286,473

1,690

Global

Medical

Response,

Inc.,

Term

Loan

8.321%

1-Month

LIBOR

4.250%

3/14/25

B2

1,355,042

9,454

Global

Medical

Response,

Inc.,

Term

Loan

B

8.092%

1-Month

LIBOR

4.250%

10/02/25

B2

7,554,092

6,028

ICON

Luxembourg

S.A.R.L.,

Term

Loan

5.938%

3-Month

LIBOR

2.250%

7/01/28

BB+

6,008,160

1,299

Onex

TSG

Intermediate

Corp.,

Term

Loan

B

9.165%

3-Month

LIBOR

4.750%

2/26/28

B

1,163,025

2,215

Packaging

Coordinators

Midco,

Inc.,

Term

Loan,

First

Lien

7.174%

3-Month

LIBOR

3.500%

11/30/27

B2

2,140,546

35,631

Parexel

International

Corporation,

Term

Loan,

First

Lien

7.321%

1-Month

LIBOR

3.250%

11/15/28

B1

34,341,632

3,501

Phoenix

Guarantor

Inc,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

3/05/26

B1

3,338,428

Quorum

Health

Corporation,

Term

Loan(5)

12.034%

3-Month

LIBOR

8.250%

4/29/25

Caa1

159,372

9,503

RegionalCare

Hospital

Partners

Holdings,

Inc.,

Term

Loan

B

8.165%

3-Month

LIBOR

3.750%

11/16/25

B1

8,842,102

13,729

Select

Medical

Corporation,

Term

Loan

B

6.580%

1-Month

LIBOR

2.500%

3/06/25

Ba2

13,521,410

741

Sound

Inpatient

Physicians,

Term

Loan

B

7.071%

1-Month

LIBOR

3.000%

6/28/25

B

607,931

20,374

Surgery

Center

Holdings,

Inc.,

Term

Loan

7.630%

1-Month

LIBOR

3.750%

8/31/26

B1

20,054,722

5,136

Team

Health

Holdings,

Inc.,

Term

Loan,

First

Lien

6.821%

1-Month

LIBOR

2.750%

2/06/24

B-

4,314,105

5,869

US

Radiology

Specialists,

Inc.,

Term

Loan

8.924%

3-Month

LIBOR

5.250%

12/15/27

B-

5,323,169

143,094

Total

Health

Care

Providers

&

Services

135,475,529

Health

Care

Technology

-

0.1%

Athenahealth,

Inc.,

Term

Loan(6)

3.500%

SOFR30A

3.500%

1/27/29

B+

447,352

2,875

Athenahealth,

Inc.,

Term

Loan

B

7.411%

SOFR30A

3.500%

1/27/29

B+

2,632,782

3,364

Total

Health

Care

Technology

3,080,134

Hotels,

Restaurants

&

Leisure

-

11.7%

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(DD1)

18.735%

3-Month

LIBOR

14.000%

9/29/26

Caa3

86,253

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(cash

0.220%,

PIK

5.000%)

8.642%

3-Month

LIBOR

5.000%

12/29/25

CCC-

28,809

8,718

Alterra

Mountain

Company,

Term

Loan

7.571%

1-Month

LIBOR

3.500%

8/17/28

B+

8,626,984

3,407

Alterra

Mountain

Company,

Term

Loan

B1

6.821%

1-Month

LIBOR

2.750%

7/31/24

B+

3,402,327

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Hotels,

Restaurants

&

Leisure

(continued)

$

41,161

B.C.

Unlimited

Liability

Company,

Term

Loan

B4

6.840%

1+3

Month

LIBOR

1.750%

11/19/26

BB+

$

40,481,436

14,830

Caesars

Resort

Collection,

LLC,

Term

Loan

B,

First

Lien,

(DD1)

6.821%

1-Month

LIBOR

2.750%

12/22/24

BB-

14,752,918

7,977

Caesars

Resort

Collection,

LLC,

Term

Loan

B1

7.571%

1-Month

LIBOR

3.500%

7/20/25

BB-

7,936,883

3,053

Carnival

Corporation,

Term

Loan

B

6.127%

6-Month

LIBOR

3.250%

10/18/28

BB-

2,874,898

8,385

Carnival

Corporation,

Term

Loan

B

5.877%

6-Month

LIBOR

3.000%

6/30/25

Ba2

8,094,773

2,970

Churchill

Downs

Incorporated,

Term

Loan

B

6.080%

1-Month

LIBOR

2.000%

12/27/24

BBB-

2,971,598

7,077

Churchill

Downs

Incorporated,

Term

Loan

B1

6.080%

1-Month

LIBOR

2.000%

3/17/28

BBB-

6,982,536

14,746

ClubCorp

Holdings,

Inc.,

Term

Loan

B,

(DD1)

6.424%

3-Month

LIBOR

2.750%

9/18/24

B2

13,371,108

5,742

Crown

Finance

US

Inc,

(DD1)

14.210%

CME

Term

SOFR

Month

10.000%

9/09/23

N/R

5,556,802

2,593

Crown

Finance

US,

Inc.,

Term

Loan(6)

0.000%

12-Month

LIBOR

0.000%

5/31/23

CCC+

570,403

Crown

Finance

US,

Inc.,

Term

Loan

14.088%

SOFR30A

10.000%

9/09/23

N/R

406,046

Crown

Finance

US,

Inc.,

Term

Loan

B1,

(cash

7.132%,

PIK

8.250%)(5)

6.772%

3-Month

LIBOR

8.250%

5/23/24

D

467,006

4,650

Equinox

Holdings,

Inc.,

Term

Loan,

First

Lien

6.674%

3-Month

LIBOR

3.000%

3/08/24

CCC

3,483,079

583

Equinox

Holdings,

Inc.,

Term

Loan,

Second

Lien

10.674%

3-Month

LIBOR

7.000%

3/08/25

CC

381,302

2,228

Everi

Holdings

Inc.,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

8/03/28

BB+

2,208,176

15,424

Fertitta

Entertainment,

LLC,

Term

Loan

B

8.086%

SOFR30A

4.000%

1/27/29

B

14,749,591

2,475

GVC

Holdings

(Gibraltar)

Limited,

Term

Loan

B

7.506%

SOFR90A

3.500%

10/31/29

Ba1

2,455,819

3,451

Hayward

Industries,

Inc.,

Term

Loan

6.571%

1-Month

LIBOR

2.500%

5/28/28

BB

3,359,839

3,705

Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B

7.071%

1-Month

LIBOR

3.000%

8/02/28

BB+

3,674,897

2,000

IRB

Holding

Corp,

(WI/DD)

TBD

TBD

TBD

TBD

B+

1,967,860

3,113

IRB

Holding

Corp,

Term

Loan

B,

(DD1)

6.894%

SOFR30A

3.000%

12/15/27

B+

3,001,730

1,169

Life

Time

Fitness

Inc

,

Term

Loan

B

9.485%

3-Month

LIBOR

4.750%

12/15/24

B

1,164,012

Motion

Finco

LLC,

(WI/DD)

TBD

TBD

TBD

TBD

B

258,562

14,900

NASCAR

Holdings,

Inc,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

10/18/26

BBB-

14,843,703

711

PCI

Gaming

Authority,

Term

Loan

6.571%

1-Month

LIBOR

2.500%

5/31/26

BBB-

703,346

4,336

Penn

National

Gaming,

Inc.,

Term

Loan

B

6.936%

SOFR30A

2.750%

4/20/29

BB

4,285,183

3,125

Playa

Resorts

Holding

BV,

(WI/DD)

TBD

TBD

TBD

TBD

B

3,037,609

12,005

Scientific

Games

International,

Inc.,

Term

Loan

6.896%

SOFR30A

3.000%

4/07/29

BB

11,797,828

6,577

SeaWorld

Parks

&

Entertainment,

Inc.,

Term

Loan

B

7.125%

1-Month

LIBOR

3.000%

8/25/28

BB

6,464,021

750

SRAM,

LLC

,

Term

Loan

B

6.821%

1-Month

LIBOR

2.750%

5/18/28

BB-

737,813

28,851

Stars

Group

Holdings

B.V.

(The),

Term

Loan

4.500%

3-Month

LIBOR

2.250%

7/10/25

BBB

28,530,124

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Hotels,

Restaurants

&

Leisure

(continued)

$

4,995

Stars

Group

Holdings

B.V.

(The),

Term

Loan

B

6.781%

CME

Term

SOFR

Month

3.250%

7/04/28

BBB

$

4,966,903

2,527

Station

Casinos

LLC,

Term

Loan

B

6.330%

1-Month

LIBOR

2.250%

2/08/27

BB-

2,474,761

14,136

Twin

River

Worldwide

Holdings,

Inc.,

Term

Loan

B

7.129%

1-Month

LIBOR

3.250%

10/01/28

BB+

13,468,724

10,587

William

Morris

Endeavor

Entertainment,

LLC,

Term

Loan,

First

Lien,

(DD1)

5.279%

1+3

Month

LIBOR

2.750%

5/16/25

B

10,337,640

264,540

Total

Hotels,

Restaurants

&

Leisure

254,963,302

Household

Durables

-

0.7%

972

AI

Aqua

Merger

Sub

Inc,

(WI/

DD)

TBD

TBD

TBD

TBD

AAA

925,230

4,278

AI

Aqua

Merger

Sub

Inc,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

AAA

4,071,011

3,733

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

First

Lien

7.544%

SOFR30A

3.750%

7/30/28

B3

3,553,468

Serta

Simmons

Bedding,

LLC,

Term

Loan(5)

10.793%

1-Month

LIBOR

7.500%

8/10/23

B-

88,817

7,536

Weber-Stephen

Products

LLC,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

10/30/27

CCC+

6,369,217

16,610

Total

Household

Durables

15,007,743

Independent

Power

and

Renewable

Electricity

Producers

-

0.3%

5,892

Talen

Energy

Supply,

LLC,

Term

Loan(5)

4.120%

SOFR90A

4.750%

11/11/23

N/R

5,916,304

Insurance

-

4.1%

3,749

Acrisure,

LLC,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

2/15/27

B

3,521,025

1,990

Acrisure,

LLC,

Term

Loan

B,

First

Lien

8.321%

1-Month

LIBOR

4.250%

2/15/27

B

1,917,838

4,742

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

5/10/25

B

4,658,325

10,487

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B4

7.439%

1-Month

LIBOR

3.500%

11/06/27

B

10,191,672

5,967

AssuredPartners,

Inc.,

Term

Loan

7.586%

SOFR30A

3.500%

2/13/27

B

5,751,214

4,216

AssuredPartners,

Inc.,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

2/13/27

B

4,060,450

1,985

AssuredPartners,

Inc.,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

2/13/27

B

1,912,749

4,745

Asurion

LLC,

Term

Loan

B4,

Second

Lien

9.321%

1-Month

LIBOR

5.250%

1/15/29

B

3,683,306

6,843

Asurion

LLC,

Term

Loan

B7

7.071%

1-Month

LIBOR

3.000%

11/03/24

Ba3

6,573,358

Asurion

LLC,

Term

Loan

B8

7.321%

1-Month

LIBOR

3.250%

12/23/26

Ba3

348,591

3,574

Asurion

LLC,

Term

Loan

B9

7.321%

1-Month

LIBOR

3.250%

7/31/27

Ba3

3,107,387

1,657

Broadstreet

Partners,

Inc.,

Term

Loan

B,

(DD1)

7.071%

1-Month

LIBOR

3.000%

1/27/27

B1

1,601,352

8,425

Broadstreet

Partners,

Inc.,

Term

Loan

B2

7.321%

1-Month

LIBOR

3.250%

1/27/27

B1

8,130,070

5,599

Hub

International

Limited,

Term

Loan

B

7.173%

3-Month

LIBOR

3.000%

4/25/25

B

5,502,804

5,347

Hub

International

Limited,

Term

Loan

B

9.179%

3-Month

LIBOR

3.250%

4/25/25

B

5,267,508

1,155

Hub

International

Limited,

Term

Loan

B

8.220%

SOFR90A

4.000%

11/10/29

B

1,139,194

11,979

Ryan

Specialty

Group,

LLC,

Term

Loan

7.186%

SOFR30A

3.000%

9/01/27

BB-

11,934,570

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Insurance

(continued)

$

5,835

USI

Inc/NY,

(WI/DD)

TBD

TBD

TBD

TBD

B1

$

5,753,222

3,941

USI,

Inc.,

Term

Loan

B

6.924%

3-Month

LIBOR

3.250%

12/02/26

B1

3,883,982

92,633

Total

Insurance

88,938,617

Interactive

Media

&

Services

-

0.5%

Getty

Images,

Inc.,

Term

Loan

B

8.625%

1-Month

LIBOR

4.500%

2/19/26

BB-

388,848

17,064

Rackspace

Technology

Global,

Inc.,

Term

Loan

B

7.380%

3-Month

LIBOR

2.750%

2/09/28

B1

11,606,008

17,455

Total

Interactive

Media

&

Services

11,994,856

Internet

&

Direct

Marketing

Retail

-

0.3%

3,960

CNT

Holdings

I

Corp,

Term

Loan

7.239%

SOFR90A

3.500%

11/08/27

B

3,844,459

Medical

Solutions

Holdings,

Inc.,

Term

Loan

7.940%

3-Month

LIBOR

3.500%

11/01/28

B1

331,648

2,142

Medical

Solutions

Holdings,

Inc.,

Term

Loan,

First

Lien

6.377%

3-Month

LIBOR

3.500%

11/01/28

B1

2,061,389

6,447

Total

Internet

&

Direct

Marketing

Retail

6,237,496

IT

Services

-

1.7%

1,339

Ahead

DB

Holdings,

LLC,

Term

Loan

B

7.430%

3-Month

LIBOR

3.750%

10/16/27

B+

1,311,291

iQor

US

Inc.,

Exit

Term

Loan

11.571%

1-Month

LIBOR

7.500%

9/15/27

B1

288,150

5,667

Optiv

Security,

Inc.

,

Term

Loan,

First

Lien

7.420%

6-Month

LIBOR

3.250%

2/01/24

B-

5,497,473

3,080

Perforce

Software,

Inc.,

Term

Loan

B

7.821%

1-Month

LIBOR

3.750%

7/01/26

B2

2,856,282

8,394

Sabre

GLBL

Inc.,

Term

Loan

B

6.071%

1-Month

LIBOR

2.000%

2/22/24

Ba3

8,381,602

11,870

Syniverse

Holdings,

Inc.,

Term

Loan

10.553%

SOFR90A

7.000%

5/10/29

B-

10,419,112

5,631

Tempo

Acquisition

LLC,

Term

Loan

B

7.086%

SOFR30A

3.000%

8/31/28

BB-

5,598,020

1,186

Travelport

Finance

(Luxembourg)

S.a.r.l.,

Term

Loan,

(DD1)

,

(cash

3.500%,

PIK

6.500%)

6.212%

3-Month

LIBOR

7.250%

2/28/25

B-

1,182,807

784

WEX

Inc.,

Term

Loan

6.321%

1-Month

LIBOR

2.250%

4/01/28

Ba2

776,204

38,240

Total

IT

Services

36,310,941

Life

Sciences

Tools

&

Services

-

0.1%

1,687

Avantor

Funding,

Inc.,

Term

Loan

B5

6.321%

1-Month

LIBOR

2.250%

11/06/27

BB+

1,678,817

1,502

ICON

Luxembourg

S.A.R.L.,

Term

Loan

5.938%

3-Month

LIBOR

2.250%

7/01/28

BB+

1,497,044

3,189

Total

Life

Sciences

Tools

&

Services

3,175,861

Machinery

-

1.1%

5,320

Ali

Group

North

America

Corporation,

Term

Loan

B

6.201%

1-Month

LIBOR

2.000%

10/13/28

Baa3

5,261,826

1,312

Alliance

Laundry

Systems

LLC,

Term

Loan

B

7.409%

3-Month

LIBOR

3.500%

10/08/27

B

1,283,049

2,210

Filtration

Group

Corporation,

Term

Loan

7.571%

1-Month

LIBOR

3.500%

10/21/28

B

2,160,944

9,922

Gates

Global

LLC,

Term

Loan

B3

6.571%

1-Month

LIBOR

2.500%

3/31/27

Ba3

9,711,658

4,517

Grinding

Media

Inc.,

Term

Loan

B

7.649%

3-Month

LIBOR

4.000%

10/12/28

B

4,178,126

740

Madison

IAQ

LLC,

Term

Loan

6.815%

3-Month

LIBOR

3.250%

6/21/28

B

705,264

24,021

Total

Machinery

23,300,867

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Media

-

6.5%

$

3,157

ABG

Intermediate

Holdings

LLC,

Term

Loan

B1

7.300%

1-Month

LIBOR

3.500%

12/21/28

B1

$

3,059,754

640

ABG

Intermediate

Holdings

LLC,

Term

Loan,

Second

Lien

10.186%

SOFR30A

6.000%

12/20/29

CCC+

595,200

2,736

Altice

Financing

SA,

Term

Loan,

First

Lien

6.829%

3-Month

LIBOR

2.750%

1/31/26

B

2,680,816

11,551

Cengage

Learning,

Inc.,

Term

Loan

B

7.814%

3-Month

LIBOR

4.750%

7/14/26

B

10,641,238

Checkout

Holding

Corp.,

First

Out

Term

Loan

11.571%

1-Month

LIBOR

7.500%

2/15/23

N/R

226,954

551

Checkout

Holding

Corp.,

Last

Out

Term

Loan,

(DD1)

,

(cash

2.000,

PIK

9.500%)

5.737%

1-Month

LIBOR

9.500%

8/15/23

N/R

147,652

36,539

Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan

B

7.743%

1+3

Month

LIBOR

3.500%

8/21/26

B1

33,535,099

4,383

CSC

Holdings,

LLC,

Term

Loan

6.123%

1-Month

LIBOR

2.250%

1/15/26

BB-

4,189,617

5,429

CSC

Holdings,

LLC,

Term

Loan

B1

6.123%

1-Month

LIBOR

2.250%

7/17/25

BB-

5,214,673

1,183

CSC

Holdings,

LLC,

Term

Loan

B5

6.373%

1-Month

LIBOR

2.500%

4/15/27

BB-

1,113,657

4,595

Delta

Lux

Sarl,

(WI/DD)

TBD

TBD

TBD

TBD

BB

4,581,376

14,647

DirecTV

Financing,

LLC,

Term

Loan

9.071%

1-Month

LIBOR

5.000%

8/02/27

BBB-

14,065,634

7,429

Dotdash

Meredith

Inc,

Term

Loan

B

7.844%

1-Month

LIBOR

4.000%

12/01/28

B+

6,462,988

640

Emerald

Expositions

Holding,

Inc.,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

5/22/24

B

622,353

577

Gray

Television,

Inc.,

Term

Loan

B

6.268%

1-Month

LIBOR

2.500%

2/07/24

BB+

576,587

1,507

Gray

Television,

Inc.,

Term

Loan

C

6.268%

1-Month

LIBOR

2.500%

1/02/26

BB+

1,468,917

24,577

iHeartCommunications,

Inc.,

Term

Loan

7.071%

1-Month

LIBOR

3.000%

5/01/26

BB-

23,095,710

LCPR

Loan

Financing

LLC,

Term

Loan

B

7.625%

1-Month

LIBOR

3.750%

10/15/28

BB+

152,923

10,903

McGraw-Hill

Global

Education

Holdings,

LLC,

Term

Loan,

(DD1)

7.774%

1+6

Month

LIBOR

4.750%

7/30/28

BB+

10,445,410

719

Mission

Broadcasting,

Inc.,

Term

Loan

B

6.268%

1-Month

LIBOR

2.500%

6/03/28

BBB-

708,116

2,907

Outfront

Media

Capital

LLC,

Term

Loan

B

5.821%

1-Month

LIBOR

1.750%

11/18/26

Ba1

2,786,171

3,469

Virgin

Media

Bristol

LLC,

Term

Loan

N

6.373%

1-Month

LIBOR

2.500%

1/31/28

BB+

3,388,779

3,901

WideOpenWest

Finance

LLC,

Term

Loan

B

6.489%

SOFR90A

3.000%

12/20/28

BB

3,825,927

7,871

Ziggo

Financing

Partnership,

Term

Loan

I

6.373%

1-Month

LIBOR

2.500%

4/30/28

BB

7,633,327

150,346

Total

Media

141,218,878

Multiline

Retail

-

0.0%

799

Belk,

Inc.,

Term

Loan,

(cash

5.000%,

PIK

8.000%)

17.440%

3-Month

LIBOR

13.000%

7/31/25

CCC-

130,127

Belk,

Inc.,

Term

Loan

12.199%

3-Month

LIBOR

7.500%

7/31/25

B-

146,231

964

Total

Multiline

Retail

276,358

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Oil,

Gas

&

Consumable

Fuels

-

2.4%

$

BCP

Renaissance

Parent

LLC,

Term

Loan

B3

7.053%

SOFR90A

3.500%

10/31/26

B+

$

387,118

4,263

Buckeye

Partners,

L.P.,

Term

Loan

B

6.018%

1-Month

LIBOR

2.250%

11/01/26

BBB-

4,217,701

6,431

Citgo

Petroleum

Corporation,

Term

Loan

B,

(DD1)

10.321%

1-Month

LIBOR

6.250%

3/28/24

BB

6,449,741

17,953

Freeport

LNG

Investments,

LLLP,

Term

Loan

A,

(DD1)

7.243%

3-Month

LIBOR

3.000%

11/16/26

N/R

17,062,961

12,989

Gulf

Finance,

LLC,

Term

Loan

8.711%

1-Month

LIBOR

6.750%

8/25/26

B

10,776,573

3,165

M6

ETX

Holdings

II

Midco

LLC,

Term

Loan

B

8.511%

CME

Term

SOFR

Month

4.500%

8/11/29

BB+

3,168,972

5,723

QuarterNorth

Energy

Holding

Inc.,

Exit

Term

Loan,

Second

Lien

12.071%

1-Month

LIBOR

8.000%

8/27/26

B

5,708,184

4,317

TransMontaigne

Operating

Company

L.P.,

Term

Loan

B

6.739%

1-Month

LIBOR

3.500%

11/05/28

BB

4,238,842

1,245

Traverse

Midstream

Partners

LLC,

Term

Loan

8.405%

CME

Term

SOFR

Month

4.250%

9/27/24

B+

1,239,243

56,478

Total

Oil,

Gas

&

Consumable

Fuels

53,249,335

Paper

&

Forest

Products

-

0.1%

2,075

Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(DD1)

5.821%

1-Month

LIBOR

1.750%

9/04/27

BBB-

2,049,697

Personal

Products

-

0.1%

575

Conair

Holdings,

LLC,

Term

Loan

B

7.424%

3-Month

LIBOR

3.750%

5/17/28

B-

488,750

Kronos

Acquisition

Holdings

Inc.,

Term

Loan

B

8.485%

3-Month

LIBOR

3.750%

12/22/26

B2

682

4,035

Revlon

Consumer

Products

Corporation,

Term

Loan

B,

(DD1)(5)

8.710%

6-Month

LIBOR

3.500%

9/07/23

N/R

1,193,896

4,611

Total

Personal

Products

1,683,328

Pharmaceuticals

-

3.2%

767

Catalent

Pharma

Solutions

Inc.,

Term

Loan

B3

6.000%

1-Month

LIBOR

2.000%

2/22/28

BBB-

759,805

30,395

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan,

(DD1)

7.571%

1-Month

LIBOR

3.500%

5/05/28

BB+

30,212,568

3,474

LSCS

Holdings,

Inc.,

Term

Loan,

First

Lien

8.174%

3-Month

LIBOR

4.500%

12/16/28

B2

3,338,274

1,959

Mallinckrodt

International

Finance

S.A.,

Term

Loan,

(DD1)(5)

8.983%

3-Month

LIBOR

5.500%

9/30/27

B3

1,553,496

13,243

Mallinckrodt

International

Finance

S.A.,

Term

Loan,

(DD1)(5)

8.733%

3-Month

LIBOR

5.250%

9/30/27

B3

10,497,871

19,769

Organon

&

Co,

Term

Loan,

(DD1)

6.188%

3-Month

LIBOR

3.000%

6/02/28

BB

19,620,294

2,884

Perrigo

Investments,

LLC,

Term

Loan

B

6.686%

SOFR30A

2.500%

4/05/29

Baa3

2,851,330

72,491

Total

Pharmaceuticals

68,833,638

Professional

Services

-

0.7%

1,772

CCRR

Parent,

Inc,

Term

Loan

B

7.830%

1-Month

LIBOR

3.750%

3/05/28

B

1,691,896

2,412

CHG

Healthcare

Services

Inc.,

Term

Loan

7.321%

1-Month

LIBOR

3.250%

9/30/28

B1

2,369,169

729

Creative

Artists

Agency,

LLC

,

Term

Loan

B

7.821%

1-Month

LIBOR

3.750%

11/26/26

B

724,211

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Professional

Services

(continued)

$

2,099

Dun

&

Bradstreet

Corporation

(The),

Term

Loan

7.294%

1-Month

LIBOR

3.250%

2/08/26

BB+

$

2,074,816

2,652

Dun

&

Bradstreet

Corporation

(The),

Term

Loan

B2

7.305%

CME

Term

SOFR

Month

3.250%

1/18/29

BB+

2,620,186

1,058

Physician

Partners

LLC,

Term

Loan

7.800%

1-Month

LIBOR

4.000%

2/01/29

B

1,018,763

5,866

Verscend

Holding

Corp.,

Term

Loan

B

8.071%

1-Month

LIBOR

4.000%

8/27/25

BB-

5,837,604

16,588

Total

Professional

Services

16,336,645

Real

Estate

Management

&

Development

-

0.3%

5,371

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B

6.821%

1-Month

LIBOR

2.750%

8/21/25

BB

5,248,318

1,988

Forest

City

Enterprises,

L.P.,

Term

Loan

B

7.571%

1-Month

LIBOR

3.500%

12/07/25

B+

1,959,454

7,359

Total

Real

Estate

Management

&

Development

7,207,772

Road

&

Rail

-

1.6%

1,213

First

Student

Bidco

Inc,

Term

Loan

B

6.642%

3-Month

LIBOR

3.000%

7/21/28

BB+

1,143,154

First

Student

Bidco

Inc,

Term

Loan

C

6.642%

3-Month

LIBOR

3.000%

7/21/28

BB+

424,969

9,431

Genesee

&

Wyoming

Inc.

(New),

Term

Loan

5.674%

3-Month

LIBOR

2.000%

12/30/26

BB+

9,353,473

20,877

Hertz

Corporation,

(The),

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

6/30/28

BB+

20,427,741

3,982

Hertz

Corporation,

(The),

Term

Loan

C

7.321%

1-Month

LIBOR

3.250%

6/30/28

BB+

3,896,436

35,954

Total

Road

&

Rail

35,245,773

Semiconductors

&

Semiconductor

Equipment

-

0.2%

3,206

Bright

Bidco

B.V.,

Term

Loan

B(5)

7.439%

1-Month

LIBOR

3.500%

6/30/24

N/R

2,901,442

2,150

Entegris

Inc,

(WI/DD)

TBD

TBD

TBD

TBD

Baa3

2,136,412

MACOM

Technology

Solutions

Holdings,

Inc.,

Term

Loan

6.321%

1-Month

LIBOR

2.250%

5/19/24

Ba1

163,611

5,521

Total

Semiconductors

&

Semiconductor

Equipment

5,201,465

Software

-

11.6%

1,451

Applied

Systems,

Inc.,

Term

Loan,

First

Lien

6.674%

3-Month

LIBOR

3.000%

9/19/24

B2

1,449,243

3,413

AppLovin

Corporation,

Term

Loan

B

6.674%

3-Month

LIBOR

3.000%

10/21/28

BB-

3,211,287

920

Apttus

Corporation,

Term

Loan

8.665%

3-Month

LIBOR

4.250%

5/06/28

BB

866,445

9,925

Avaya,

Inc.,

Term

Loan

13.794%

CME

Term

SOFR

Month

10.000%

12/15/27

Caa2

6,219,700

8,708

Banff

Merger

Sub

Inc,

Term

Loan

7.821%

1-Month

LIBOR

3.750%

10/02/25

B2

8,375,435

3,549

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B

7.071%

1-Month

LIBOR

3.000%

10/31/26

B1

3,497,561

9,359

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B

7.071%

1-Month

LIBOR

3.000%

10/31/26

B1

9,214,392

4,054

CCC

Intelligent

Solutions

Inc.,

Term

Loan

B

6.321%

1-Month

LIBOR

2.250%

9/21/28

B+

4,003,683

6,315

CDK

Global,

Inc.,

Term

Loan

B

8.112%

SOFR90A

4.500%

6/09/29

B+

6,251,503

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Software

(continued)

$

7,392

Ceridian

HCM

Holding

Inc.,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

4/30/25

B+

$

7,247,727

5,000

DTI

Holdco,

Inc.,

Term

Loan

8.844%

SOFR90A

4.750%

4/21/29

B2

4,641,150

2,745

Emerald

TopCo

Inc,

Term

Loan

7.571%

1-Month

LIBOR

3.500%

7/25/26

B2

2,549,249

17,090

Epicor

Software

Corporation,

Term

Loan,

(DD1)

7.321%

1-Month

LIBOR

3.250%

7/31/27

B2

16,539,205

28,833

Finastra

USA,

Inc.,

Term

Loan,

First

Lien

6.871%

3-Month

LIBOR

3.500%

6/13/24

B+

26,162,392

11,974

Greeneden

U.S.

Holdings

II,

LLC,

Term

Loan

B4

8.071%

1-Month

LIBOR

4.000%

12/01/27

B2

11,652,135

1,548

Greenway

Health,

LLC,

Term

Loan,

First

Lien

7.820%

1-Month

LIBOR

3.750%

2/16/24

B-

1,310,827

992

Hyland

Software,

Inc.,

Term

Loan,

First

Lien

7.571%

1-Month

LIBOR

3.500%

7/01/24

B1

979,524

2,367

IGT

Holding

IV

AB,

Term

Loan

B2

7.074%

3-Month

LIBOR

3.400%

3/29/28

B

2,323,153

6,840

Informatica

LLC,

Term

Loan

B

6.875%

1-Month

LIBOR

2.750%

10/14/28

BB-

6,725,922

3,811

Instructure

Holdings,

Inc.,

Term

Loan

B

6.121%

3-Month

LIBOR

2.750%

10/29/28

BB+

3,777,505

799

iQor

US

Inc.,

Second

Out

Term

Loan

11.571%

1-Month

LIBOR

7.500%

11/19/25

CCC+

607,011

2,487

MA

FinanceCo.,

LLC,

Term

Loan

B

7.418%

3-Month

LIBOR

4.250%

6/05/25

BB+

2,477,523

16,238

McAfee,

LLC,

Term

Loan

B

7.636%

SOFR30A

3.750%

2/03/29

BB+

15,476,999

18,250

NortonLifeLock

Inc.,

Term

Loan

B

6.186%

SOFR30A

2.000%

1/28/29

BBB-

17,981,907

18,950

Open

Text

Corp,

(WI/DD)

TBD

TBD

TBD

TBD

Ba1

18,448,678

4,448

Polaris

Newco

LLC,

Term

Loan

B

7.674%

3-Month

LIBOR

4.000%

6/04/28

B2

4,078,549

Project

Ruby

Ultimate

Parent

Corp.,

Term

Loan

7.321%

1-Month

LIBOR

3.250%

3/10/28

B

375,602

–

(7) RealPage,

Inc,

Term

Loan,

First

Lien

7.071%

1-Month

LIBOR

3.000%

4/22/28

B+

11,919

Seattle

Spinco,

Inc.,

Term

Loan

B3

6.821%

1-Month

LIBOR

2.750%

6/21/24

BB+

11,799,703

5,030

Seattle

Spinco,

Inc.,

Term

Loan

B5

8.011%

SOFR30A

4.000%

1/14/27

BB+

4,954,693

9,101

Sophia,

L.P.,

Term

Loan

B

7.174%

3-Month

LIBOR

3.500%

10/07/27

B2

8,787,009

864

SS&C

European

Holdings

Sarl,

Term

Loan

B4

5.821%

1-Month

LIBOR

1.750%

4/16/25

BB+

850,196

1,034

SS&C

Technologies

Inc.,

Term

Loan

B3

5.821%

1-Month

LIBOR

1.750%

4/16/25

BB+

1,017,599

10,191

SS&C

Technologies

Inc.,

Term

Loan

B5

5.821%

1-Month

LIBOR

1.750%

4/16/25

BB+

10,025,072

2,115

SS&C

Technologies

Inc.,

Term

Loan

B6

6.436%

SOFR30A

2.250%

3/22/29

BB+

2,078,589

3,187

SS&C

Technologies

Inc.,

Term

Loan

B7

6.436%

SOFR30A

2.250%

3/22/29

BB+

3,131,957

13,163

Ultimate

Software

Group

Inc

(The),

Term

Loan

6.998%

3-Month

LIBOR

3.250%

5/03/26

B1

12,747,304

2,972

Ultimate

Software

Group

Inc

(The),

Term

Loan

B

7.821%

1-Month

LIBOR

3.750%

5/03/26

B1

2,902,546

1,065

Ultimate

Software

Group

Inc

(The),

Term

Loan,

Second

Lien

8.998%

1-Month

LIBOR

5.250%

5/03/27

Caa1

984,592

3,564

Vision

Solutions,

Inc.,

Term

Loan

8.358%

3-Month

LIBOR

4.000%

5/28/28

B2

2,944,820

3,927

Zelis

Healthcare

Corporation,

Term

Loan

7.571%

1-Month

LIBOR

3.500%

9/30/26

B

3,887,791

265,984

Total

Software

252,556,309

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(2) Reference

Rate

(2) Spread

(2) Maturity

(3) Ratings

(4) Value

Specialty

Retail

-

2.8%

$

1,256

Academy,

Ltd.,

Term

Loan

7.518%

1-Month

LIBOR

3.750%

11/06/27

BB

$

1,247,637

9,366

Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(DD1)

5.830%

1-Month

LIBOR

1.750%

8/06/27

BB+

8,919,698

8,645

Avis

Budget

Car

Rental,

LLC,

Term

Loan

C

7.686%

SOFR30A

3.500%

3/15/29

BB+

8,523,028

4,097

Driven

Holdings,

LLC,

Term

Loan

B

3.517%

3-Month

LIBOR

3.000%

12/17/28

B3

3,933,030

3,715

Jo-Ann

Stores,

Inc.,

Term

Loan

B1

9.077%

3-Month

LIBOR

4.750%

6/30/28

B-

2,557,677

1,863

LBM

Acquisition

LLC,

Term

Loan

B

7.121%

6-Month

LIBOR

3.750%

12/18/27

B+

1,612,013

1,365

Les

Schwab

Tire

Centers,

Term

Loan

B

6.580%

3-Month

LIBOR

3.250%

11/02/27

B

1,339,544

19,829

PetSmart,

Inc.,

Term

Loan

B

7.820%

1-Month

LIBOR

3.750%

2/12/28

BB-

19,127,991

3,960

Restoration

Hardware,

Inc.,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

10/15/28

BB

3,742,200

650

Staples,

Inc.,

Term

Loan

9.440%

3-Month

LIBOR

5.000%

4/12/26

B

581,341

8,001

Staples,

Inc.,

Term

Loan

B2

8.940%

3-Month

LIBOR

4.500%

9/12/24

B

7,802,863

2,489

Wand

NewCo

3,

Inc.,

Term

Loan

7.071%

1-Month

LIBOR

3.000%

2/05/26

B2

2,378,420

65,236

Total

Specialty

Retail

61,765,442

Technology

Hardware,

Storage

&

Peripherals

-

0.3%

7,249

NCR

Corporation,

Term

Loan

6.920%

3-Month

LIBOR

2.500%

8/28/26

BB+

7,049,453

Textiles,

Apparel

&

Luxury

Goods

-

0.7%

4,753

Birkenstock

GmbH

&

Co.

KG,

Term

Loan

B

7.690%

6-Month

LIBOR

3.250%

4/28/28

BB-

4,591,176

10,719

Crocs

Inc,

Term

Loan

B

7.203%

SOFR90A

3.500%

2/19/29

Ba2

10,380,540

15,472

Total

Textiles,

Apparel

&

Luxury

Goods

14,971,716

Trading

Companies

&

Distributors

-

0.4%

6,389

Core

&

Main

LP,

Term

Loan

B

7.583%

1+6

Month

LIBOR

2.500%

6/10/28

B+

6,307,507

2,148

Fly

Funding

II

S.a.r.l.,

Term

Loan

B

6.310%

3-Month

LIBOR

1.750%

8/09/25

B2

1,809,376

8,537

Total

Trading

Companies

&

Distributors

8,116,883

Transportation

Infrastructure

-

0.6%

3,945

Brown

Group

Holding,

LLC,

Term

Loan

B

6.571%

1-Month

LIBOR

2.500%

4/22/28

B+

3,867,827

2,900

Brown

Group

Holding,

LLC,

Term

Loan

B2

7.641%

SOFR90A

3.750%

6/09/29

B+

2,887,080

5,206

KKR

Apple

Bidco,

LLC,

Term

Loan

6.821%

1-Month

LIBOR

2.750%

9/23/28

B+

5,118,183

720

KKR

Apple

Bidco,

LLC,

Term

Loan

8.055%

CME

Term

SOFR

Month

4.000%

9/23/28

B+

716,627

12,771

Total

Transportation

Infrastructure

12,589,717

Wireless

Telecommunication

Services

-

1.0%

3,207

GOGO

Intermediate

Holdings

LLC,

Term

Loan

B

8.165%

3-Month

LIBOR

3.750%

4/30/28

B+

3,183,416

14,082

Intelsat

Jackson

Holdings

S.A.,

Term

Loan

B

7.445%

SOFR180A

4.500%

1/27/29

BB-

13,631,289

4,820

Iridium

Satellite

LLC,

Term

Loan

B2

6.571%

1-Month

LIBOR

2.500%

11/04/26

Ba3

4,788,770

22,109

Total

Wireless

Telecommunication

Services

21,603,475

$

1,887,774

Total

Variable

Rate

Senior

Loan

Interests

(cost

$1,862,588,435)

1,774,806,040

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(4) Value

X

286,861,376

CORPORATE

BONDS

-

13.2%

X

286,861,376

Airlines

-

0.3%

$

3,287

Air

Canada,

144A

3.875%

8/15/26

Ba2

$

3,007,610

1,500

United

Airlines

Inc,

144A

4.625%

4/15/29

Ba1

1,335,325

1,000

United

Airlines

Inc,

144A

4.375%

4/15/26

Ba1

931,025

5,787

Total

Airlines

5,273,960

Auto

Components

-

0.1%

1,050

Dana

Financing

Luxembourg

Sarl,

144A

5.750%

4/15/25

BB+

1,028,584

Automobiles

-

0.1%

2,500

Ford

Motor

Credit

Co

LLC

5.584%

3/18/24

BB+

2,471,875

Chemicals

-

0.5%

5,475

Celanese

US

Holdings

LLC

5.900%

7/05/24

BBB-

5,441,524

1,425

Rayonier

AM

Products

Inc,

144A

7.625%

1/15/26

B+

1,343,063

5,130

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

(8) 5.375%

9/01/25

B2

4,110,412

12,030

Total

Chemicals

10,894,999

Commercial

Services

&

Supplies

-

1.3%

12,800

GFL

Environmental

Inc,

144A

5.125%

12/15/26

BB-

12,325,888

5,000

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.250%

4/15/24

BB-

4,937,500

11,655

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

11,538,450

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

(8) 6.250%

1/15/28

B-

232,500

29,705

Total

Commercial

Services

&

Supplies

29,034,338

Communications

Equipment

-

0.5%

14,283

Avaya

Inc,

144A

6.125%

9/15/28

Caa2

6,304,230

3,500

Commscope

Inc,

144A

6.000%

3/01/26

B1

3,386,110

1,000

Commscope

Inc,

144A

(8) 8.250%

3/01/27

CCC+

858,405

18,783

Total

Communications

Equipment

10,548,745

Containers

&

Packaging

-

0.1%

3,000

Owens-Brockway

Glass

Container

Inc,

144A

5.375%

1/15/25

B+

2,845,217

Diversified

Telecommunication

Services

-

0.5%

1,000

Frontier

Communications

Holdings

LLC

5.875%

11/01/29

CCC+

798,205

9,784

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

BB+

9,309,672

10,784

Total

Diversified

Telecommunication

Services

10,107,877

Electric

Utilities

-

1.2%

5,340

Bruce

Mansfield

Unit

2007

Pass

Through

Trust

(5) 6.850%

6/01/34

N/R

6,675

994

Pacific

Gas

and

Electric

Co

4.500%

7/01/40

BBB-

792,344

993

Pacific

Gas

and

Electric

Co

3.150%

1/01/26

BBB-

920,529

2,602

PG&E

Corp

(8) 5.000%

7/01/28

BB

2,400,631

3,250

Talen

Energy

Supply

LLC,

144A

(5) 6.625%

1/15/28

N/R

3,290,625

19,000

Talen

Energy

Supply

LLC,

144A

(5) 7.250%

5/15/27

N/R

19,532,155

32,179

Total

Electric

Utilities

26,942,959

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(4) Value

Electronic

Equipment,

Instruments

&

Components

-

0.1%

$

2,000

Brightstar

Corp,

144A

9.750%

10/15/25

B-

$

1,825,725

Energy

Equipment

&

Services

-

0.1%

1,000

Weatherford

International

Ltd,

144A

(8) 8.625%

4/30/30

B-

959,000

Entertainment

-

0.0%

1,000

AMC

Entertainment

Holdings

Inc,

(cash

10.000%,

PIK

12.000%),

144A

10.000%

6/15/26

CCC-

373,710

2,000

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

6.625%

8/15/27

Ca

71,400

1,955

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

5.375%

8/15/26

Caa2

317,754

4,955

Total

Entertainment

762,864

Equity

Real

Estate

Investment

Trusts

-

0.1%

3,000

RLJ

Lodging

Trust

LP,

144A

3.750%

7/01/26

BB-

2,728,801

Food

&

Staples

Retailing

-

0.4%

8,000

US

Foods

Inc,

144A

6.250%

4/15/25

BB

8,074,720

Health

Care

Providers

&

Services

-

2.5%

585

CHS/Community

Health

Systems

Inc,

144A

8.000%

3/15/26

BB-

539,891

CHS/Community

Health

Systems

Inc,

144A

(8) 6.000%

1/15/29

BB-

208,585

2,000

Global

Medical

Response

Inc,

144A

6.500%

10/01/25

B2

1,505,160

4,901

HCA

Inc

5.375%

2/01/25

BBB-

4,892,979

1,000

HCA

Inc

5.000%

3/15/24

BBB-

995,976

500

Legacy

LifePoint

Health

LLC,

144A

4.375%

2/15/27

B1

414,479

1,190

LifePoint

Health

Inc,

144A

5.375%

1/15/29

CCC+

698,090

5,000

Select

Medical

Corp,

144A

(8) 6.250%

8/15/26

B-

4,839,300

5,500

Tenet

Healthcare

Corp,

144A

4.625%

6/15/28

BB-

4,922,605

20,500

Tenet

Healthcare

Corp,

144A

4.625%

9/01/24

BB-

20,069,500

14,250

Tenet

Healthcare

Corp,

144A

4.875%

1/01/26

BB-

13,522,965

Tenet

Healthcare

Corp

4.625%

7/15/24

BB-

403,140

500

Tenet

Healthcare

Corp,

144A

6.125%

10/01/28

B+

441,250

56,588

Total

Health

Care

Providers

&

Services

53,453,920

Hotels,

Restaurants

&

Leisure

-

1.3%

1,250

BC

ULC

/

New

Red

Finance

Inc,

144A

4.000%

10/15/30

B+

1,052,700

17,230

Caesars

Entertainment

Inc,

144A

6.250%

7/01/25

B1

17,028,452

5,500

Life

Time

Inc,

144A

5.750%

1/15/26

B

5,288,635

2,000

MGM

Resorts

International

6.750%

5/01/25

B+

1,990,461

2,000

MGM

Resorts

International

6.000%

3/15/23

B+

2,000,096

1,500

Scientific

Games

International

Inc,

144A

8.625%

7/01/25

B+

1,546,875

29,480

Total

Hotels,

Restaurants

&

Leisure

28,907,219

Independent

Power

Producers

&

Energy

Traders

-

0.3%

2,500

Talen

Energy

Supply

LLC,

144A

(5) 7.625%

6/01/28

N/R

2,575,125

5,000

Ziggo

Bond

Co

BV,

144A

(8) 6.000%

1/15/27

B-

4,612,500

7,500

Total

Independent

Power

Producers

&

Energy

Traders

7,187,625

Insurance

-

0.1%

2,100

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

4.250%

10/15/27

B

1,890,000

Media

-

1.1%

2,900

Clear

Channel

Outdoor

Holdings

Inc,

144A

5.125%

8/15/27

B1

2,499,362

3,730

CSC

Holdings

LLC,

144A

3.375%

2/15/31

BB-

2,690,151

4,008

iHeartCommunications

Inc

6.375%

5/01/26

BB-

3,790,591

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(4) Value

Media

(continued)

$

7,000

iHeartCommunications

Inc,

144A

(8) 5.250%

8/15/27

BB-

$

6,233,990

3,900

LCPR

Senior

Secured

Financing

DAC,

144A

5.125%

7/15/29

BB+

3,223,501

6,000

McGraw-Hill

Education

Inc,

144A

5.750%

8/01/28

BB+

5,332,500

500

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

(8) 5.000%

8/15/27

B+

455,625

28,038

Total

Media

24,225,720

Oil,

Gas

&

Consumable

Fuels

-

1.5%

972

Calumet

Specialty

Products

Partners

LP

/

Calumet

Finance

Corp,

144A

9.250%

7/15/24

B+

993,768

2,500

Calumet

Specialty

Products

Partners

LP

/

Calumet

Finance

Corp,

144A

8.125%

1/15/27

B-

2,400,900

1,500

Citgo

Holding

Inc,

144A

9.250%

8/01/24

B+

1,503,750

6,500

Citgo

Petroleum

Corp,

144A

7.000%

6/15/25

BB

6,404,547

3,000

EQM

Midstream

Partners

LP

(8) 4.750%

7/15/23

BB

2,977,500

500

Gulfport

Energy

Corp,

144A

8.000%

5/17/26

BB-

498,385

4,000

Matador

Resources

Co

(8) 5.875%

9/15/26

BB-

3,961,920

1,000

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

B

903,217

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

6.125%

3/01/25

Caa2

205,000

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

7.500%

11/01/23

Caa2

240,000

2,307

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.250%

6/15/25

BB

2,293,735

11,000

PBF

Logistics

LP

/

PBF

Logistics

Finance

Corp

6.875%

5/15/23

BB-

11,000,000

33,779

Total

Oil,

Gas

&

Consumable

Fuels

33,382,722

Pharmaceuticals

-

0.1%

3,000

ORGANON

&

CO/ORG,

144A

(8) 5.125%

4/30/31

BB-

2,662,230

Specialty

Retail

-

0.5%

10,650

Hertz

Corp,

144A

4.625%

12/01/26

B+

9,238,571

3,000

Michaels

Cos

Inc,

144A

5.250%

5/01/28

B1

2,197,305

13,650

Total

Specialty

Retail

11,435,876

Wireless

Telecommunication

Services

-

0.5%

10,000

Sprint

LLC

7.875%

9/15/23

Baa3

10,216,400

$

318,908

Total

Corporate

Bonds

(cost

$308,973,156)

286,861,376

Shares

Description

(1) Value

X

26,609,367

COMMON

STOCKS

-

1.2%

X

26,609,367

Banks

-

0.0%

28,137

iQor

US

Inc

(9) $

196,959

Communications

Equipment

-

0.0%

24,672

Windstream

Services

PE

LLC

(9) 320,736

Construction

&

Engineering

-

0.0%

2,687

TNT

Crane

&

Rigging

Inc

(9) 19,145

4,761

TNT

Crane

&

Rigging

Inc

(9) 476

Total

Construction

&

Engineering

19,621

Diversified

Consumer

Services

-

0.0%

17,726

Cengage

Learning

Holdings

II

Inc

(9) 206,508

Diversified

Telecommunication

Services

-

0.0%

18,781

Windstream

Services

PE

LLC

(9) 244,153

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Shares

Description

(1) Value

Energy

Equipment

&

Services

-

0.6%

85,364

Quarternorth

Energy

Holding

Inc

(9) $

11,637,930

76,990

Transocean

Ltd

(9) 327,208

5,884

Vantage

Drilling

International

(9) 101,499

Total

Energy

Equipment

&

Services

12,066,637

Health

Care

Equipment

&

Supplies

-

0.1%

52,393

Onex

Carestream

Finance

LP

(9) 759,698

Health

Care

Providers

&

Services

-

0.0%

57,666

Millennium

Health

LLC

(9),(10)

2,826

61,430

Millennium

Health

LLC

(9),(10)

9,153

Total

Health

Care

Providers

&

Services

11,979

Hotels,

Restaurants

&

Leisure

-

0.0%

76,044

Hour

Fitness

Worldwide

Inc

(9) 4,791

159,883

Hour

Fitness

Worldwide

Inc

(9) 1,279

Total

Hotels,

Restaurants

&

Leisure

6,070

Independent

Power

and

Renewable

Electricity

Producers

-

0.4%

115,290

Energy

Harbor

Corp

(9),(11)

9,146,302

Internet

&

Direct

Marketing

Retail

-

0.0%

7,503

Catalina

Marketing

Corp

(9) 1,314

Marine

-

0.0%

1,018

ACBL

HLDG

CORP

(9) 37,157

Media

-

0.0%

Cumulus

Media

Inc,

Class

A

(9) 51

Multiline

Retail

-

0.0%

Belk

Inc

(9) 841

Oil,

Gas

&

Consumable

Fuels

-

0.0%

8,735

California

Resources

Corp

396,394

2,246

Chord

Energy

Corp

342,583

Total

Oil,

Gas

&

Consumable

Fuels

738,977

Professional

Services

-

0.0%

109,621

Skillsoft

Corp

(8),(9)

210,472

Semiconductors

&

Semiconductor

Equipment

-

0.1%

63,503

TNT

Crane

and

Rigging

Inc

(9) 1,353,881

46,554

TNT

Crane

and

Rigging

Inc

(9) 1,288,011

Total

Semiconductors

&

Semiconductor

Equipment

2,641,892

Total

Common

Stocks

(cost

$26,757,611)

26,609,367

Shares

Description

(1) Value

X

25,663,615

EXCHANGE-TRADED

FUNDS

-

1.2%

X

25,663,615

817,693

Invesco

Senior

Loan

ETF

$

17,024,368

208,275

SPDR

Blackstone

Senior

Loan

ETF

8,639,247

Total

Exchange-Traded

Funds

(cost

$27,574,493)

25,663,615

Shares

Description

(1) Value

X

8,526,596

WARRANTS

-

0.4%

X

8,526,596

Energy

Equipment

&

Services

-

0.4%

55,057

Quarternorth

Energy

Holding

Inc

$

7,506,086

28,708

Quarternorth

Energy

Holding

Inc

287,080

55,290

Quarternorth

Energy

Holding

Inc

414,675

Total

Energy

Equipment

&

Services

8,207,841

Entertainment

-

0.0%

90,106

Cineworld

Warrant

–

Industrial

Conglomerates

-

0.0%

30,290

American

Commercial

Barge

Line

LLC

15,145

Marine

-

0.0%

1,071

ACBL

HLDG

CORP

39,091

3,984

ACBL

HLDG

CORP

99,600

3,029

ACBL

HLDG

CORP

143,878

39,840

American

Commercial

Barge

Line

LLC

14,940

Total

Marine

297,509

Oil,

Gas

&

Consumable

Fuels

-

0.0%

500

California

Resources

Corp

6,000

Software

-

0.0%

16,108

Avaya

Holdings

Corp

Wireless

Telecommunication

Services

-

0.0%

Intelsat

SA/Luxembourg

Total

Warrants

(cost

$2,532,885)

8,526,596

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(4) Value

3,000,000

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

0.1%

X

3,000,000

Capital

Markets

-

0.1%

$

3,000

Charles

Schwab

Corp/The

(3-Month

LIBOR

reference

rate

+

3.315%

spread)

(8),(12)

6.397%

N/A

(13) BBB

$

3,000,000

$

3,000

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$2,966,649)

3,000,000

Shares

Description

(1) Coupon

Ratings

(4) Value

X

306,713

CONVERTIBLE

PREFERRED

SECURITIES

-

0.0%

X

306,713

Communications

Equipment

-

0.0%

28,482

Riverbed

technology

inc

0.000%

N/R

$

7,120

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(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

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Shares

Description

(1) Coupon

Ratings

(4) Value

Marine

-

0.0%

3,789

ACBL

HLDG

CORP

0.000%

N/R

$

94,725

4,313

ACBL

HLDG

CORP

0.000%

N/R

204,868

Total

Marine

299,593

Total

Convertible

Preferred

Securities

(cost

$822,217)

306,713

Total

Long-Term

Investments

(cost

$2,232,215,446)

2,125,773,707

Shares

Description

(1) Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

&nbsp;&nbsp;&nbsp;&nbsp;0.3 %

X

7,751,941

MONEY

MARKET

FUNDS

-

0.3%

X

7,751,941

7,751,941

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(14) 3.860%(15)

$

7,751,941

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$7,751,941)

7,751,941

Shares

Description

(1) Coupon

Value

SHORT-TERM

INVESTMENTS

-

4.4%

95,004,370

INVESTMENT

COMPANIES

-

4.4%

95,004,370

95,004,370

BlackRock

Liquidity

Funds

T-Fund

Portfolio

3.580%(16)

$

95,004,370

Total

Investment

Companies

(cost

$95,004,370)

95,004,370

Total

Short-Term

Investments

(cost

$95,004,370)

95,004,370

Total

Investments

(cost

$

2,334,971,757)

-

.2

%

2,228,530,018

Other

Assets

Less

Liabilities

- (2.2)%

(48,834,854)

Net

Assets

-

100%

$

2,179,695,164

Level

Level

Level

Total

Long-Term

Investments:

Variable

Rate

Senior

Loan

Interests

$

–

$

1,774,806,040

$

–

$

1,774,806,040

Corporate

Bonds

–

286,861,376

–

286,861,376

Common

Stocks

3,918,600

22,678,788

11,979

26,609,367

Exchange-Traded

Funds

25,663,615

–

–

25,663,615

Warrants

6,000

8,520,596

–

8,526,596

$1,000

Par

(or

similar)

Institutional

Preferred

–

3,000,000

–

3,000,000

Convertible

Preferred

Securities

–

306,713

–

306,713

Investments

Purchased

with

Collateral

from

Securities

Lending

7,751,941

–

–

7,751,941

Short-Term

Investments:

Investment

Companies

95,004,370

–

–

95,004,370

Total

$

132,344,526

$

2,096,173,513

$

11,979

$

2,228,530,018

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,

or

portion

of

investment,

represents

an

outstanding

unfunded

senior

loan

commitment.

(7) Principal

Amount

(000) rounds

to

less

than

$1,000.

(8) Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$7,474,513.

(9) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(10) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (11) Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020

for

Bruce

Mansfield

Unit

2007

Pass-Through

Trust.

(12) Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(13) Perpetual

security.

Maturity

date

is

not

applicable.

(14) The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(15) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(16) The

rate

shown

is

the

annualized

seven-day

subsidized

yield

as

of

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.

CME

Chicago

Mercantile

Exchange

DD1

Portion

of

investment

purchased

on

a

delayed

delivery

basis.

ETF

Exchange-Traded

Fund

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.

SOFR

180A

Day

Average

Secured

Overnight

Financing

Rate

SOFR

30A

Day

Average

Secured

Overnight

Financing

Rate

SOFR

90A

Day

Average

Secured

Overnight

Financing

Rate

SPDR

Standard

&

Poor's

Depositary

Receipt

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

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.

TSFR

1M

CME

Term

SOFR

Month

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

Nuveen

High

Yield

Income

Fund

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

LONG-TERM

INVESTMENTS

-

93.0%

X

417,364,372

CORPORATE

BONDS

-

84.9%

X

417,364,372

Aerospace

&

Defense

-

2.4%

$

3,600

Bombardier

Inc,

144A

(3) 6.000%

2/15/28

B-

$

3,375,684

2,700

MAXAR

TECHNOLOGIES

INC,

144A

7.750%

6/15/27

B+

2,653,236

1,900

TransDigm

Inc,

144A

6.250%

3/15/26

Ba3

1,890,766

2,000

TransDigm

Inc

7.500%

3/15/27

B-

2,005,000

2,000

TransDigm

UK

Holdings

PLC

6.875%

5/15/26

B-

1,971,320

12,200

Total

Aerospace

&

Defense

11,896,006

Air

Freight

&

Logistics

-

0.5%

2,475

Cargo

Aircraft

Management

Inc,

144A

4.750%

2/01/28

BB

2,212,353

Airlines

-

2.0%

2,095

Allegiant

Travel

Co,

144A

7.250%

8/15/27

BB+

2,040,823

1,850

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd2021

CORP,

144A

5.500%

4/20/26

Ba2

1,794,164

1,850

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd2022

1,

144A

5.750%

4/20/29

Ba2

1,722,257

2,700

Delta

Air

Lines

Inc

4.375%

4/19/28

Baa3

2,467,381

1,250

United

Airlines

Inc,

144A

4.625%

4/15/29

Ba1

1,112,771

675

United

Airlines

Inc,

144A

4.375%

4/15/26

Ba1

628,442

10,420

Total

Airlines

9,765,838

Auto

Components

-

2.5%

2,000

Adient

Global

Holdings

Ltd,

144A

4.875%

8/15/26

BB-

1,866,820

3,000

Dana

Inc

4.500%

2/15/32

BB+

2,349,378

4,850

Goodyear

Tire

&

Rubber

Co

(3) 5.000%

7/15/29

BB-

4,219,500

930

Goodyear

Tire

&

Rubber

Co

5.250%

7/15/31

BB-

796,694

3,500

IHO

Verwaltungs

GmbH,

(Cash

4.750%,

PIK

5.500%),

144A

4.750%

9/15/26

Ba2

2,989,147

14,280

Total

Auto

Components

12,221,539

Automobiles

-

2.0%

3,000

Ford

Motor

Credit

Co

LLC

3.375%

11/13/25

BB+

2,767,890

6,000

Ford

Motor

Credit

Co

LLC

2.300%

2/10/25

BB+

5,505,000

1,800

General

Motors

Co

5.600%

10/15/32

BBB

1,730,003

10,800

Total

Automobiles

10,002,893

Beverages

-

0.6%

3,175

Primo

Water

Holdings

Inc,

144A

4.375%

4/30/29

B1

2,743,708

Building

Products

-

0.8%

3,200

Advanced

Drainage

Systems

Inc,

144A

6.375%

6/15/30

Ba2

3,079,520

1,150

Advanced

Drainage

Systems

Inc,

144A

5.000%

9/30/27

Ba2

1,071,886

4,350

Total

Building

Products

4,151,406

Capital

Markets

-

3.2%

2,000

AG

TTMT

Escrow

Issuer

LLC,

144A

8.625%

9/30/27

B2

2,020,580

2,625

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

2,294,880

3,000

Hunt

Cos

Inc,

144A

5.250%

4/15/29

BB-

2,488,108

4,625

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

4.375%

2/01/29

BB

3,890,781

1,800

LPL

Holdings

Inc,

144A

4.000%

3/15/29

Baa3

1,570,203

2,265

NFP

Corp,

144A

6.875%

8/15/28

CCC+

1,915,805

1,535

NFP

Corp,

144A

7.500%

10/01/30

B1

1,473,402

17,850

Total

Capital

Markets

15,653,759

Nuveen

High

Yield

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Chemicals

-

4.5%

$

3,320

ASP

Unifrax

Holdings

Inc,

144A

5.250%

9/30/28

BB

$

2,739,747

1,390

Avient

Corp,

144A

7.125%

8/01/30

BB-

1,357,057

4,350

Celanese

US

Holdings

LLC

6.050%

3/15/25

BBB-

4,328,152

2,680

EverArc

Escrow

Sarl,

144A

5.000%

10/30/29

B+

2,144,000

1,000

Olin

Corp

5.125%

9/15/27

BB+

937,500

1,000

Olin

Corp

5.625%

8/01/29

BB+

941,300

3,500

Olympus

Water

US

Holding

Corp,

144A

4.250%

10/01/28

B2

2,835,735

2,750

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

5.125%

4/01/29

B2

1,749,688

1,800

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

5.375%

9/01/25

B2

1,442,250

3,200

Tronox

Inc,

144A

4.625%

3/15/29

BB-

2,576,608

1,265

Univar

Solutions

USA

Inc/Washington,

144A

5.125%

12/01/27

BB+

1,216,563

26,255

Total

Chemicals

22,268,600

Commercial

Services

&

Supplies

-

3.2%

3,000

Allied

Universal

Holdco

LLC

/

Allied

Universal

Finance

Corp,

144A

6.625%

7/15/26

B

2,850,000

2,000

Allied

Universal

Holdco

LLC/Allied

Universal

Finance

Corp/Atlas

Luxco

Sarl,

144A

4.625%

6/01/28

B

1,696,230

1,250

Covanta

Holding

Corp,

144A

4.875%

12/01/29

B

1,056,250

3,000

Garda

World

Security

Corp,

144A

4.625%

2/15/27

BB+

2,694,270

1,660

GFL

Environmental

Inc,

144A

4.750%

6/15/29

B-

1,453,878

6,500

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B-

6,045,000

17,410

Total

Commercial

Services

&

Supplies

15,795,628

Communications

Equipment

-

0.7%

1,350

Commscope

Inc,

144A

6.000%

3/01/26

B1

1,306,071

1,750

Commscope

Inc,

144A

7.125%

7/01/28

CCC+

1,356,250

1,095

Viasat

Inc,

144A

5.625%

9/15/25

BB-

1,017,441

4,195

Total

Communications

Equipment

3,679,762

Construction

Materials

-

0.4%

1,800

Gates

Global

LLC

/

Gates

Corp,

144A

6.250%

1/15/26

B

1,735,578

Consumer

Finance

-

2.3%

2,250

Ally

Financial

Inc

7.100%

11/15/27

BBB-

2,313,892

3,000

Navient

Corp

4.875%

3/15/28

Ba3

2,448,885

1,975

Navient

Corp

5.500%

3/15/29

Ba3

1,613,358

2,850

OneMain

Finance

Corp

4.000%

9/15/30

BB

2,140,331

2,040

OneMain

Finance

Corp

3.500%

1/15/27

BB

1,672,068

1,250

OneMain

Finance

Corp

5.375%

11/15/29

BB

1,044,000

13,365

Total

Consumer

Finance

11,232,534

Containers

&

Packaging

-

1.7%

3,035

Ball

Corp

6.875%

3/15/28

BB+

3,138,888

3,000

LABL

Inc,

144A

5.875%

11/01/28

B2

2,650,901

2,000

Owens-Brockway

Glass

Container

Inc,

144A

(3) 6.625%

5/13/27

B+

1,924,055

730

Sealed

Air

Corp,

144A

6.875%

7/15/33

BB+

715,153

8,765

Total

Containers

&

Packaging

8,428,997

Diversified

Telecommunication

Services

-

2.1%

3,500

Cablevision

Lightpath

LLC,

144A

3.875%

9/15/27

B+

3,017,630

2,500

Frontier

Communications

Holdings

LLC,

144A

6.000%

1/15/30

BB-

2,045,700

1,750

Frontier

Communications

Holdings

LLC,

144A

5.000%

5/01/28

BB+

1,557,500

1,000

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

BB+

951,520

2,770

Iliad

Holding

SASU,

144A

6.500%

10/15/26

BB-

2,634,948

11,520

Total

Diversified

Telecommunication

Services

10,207,298

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Electric

Utilities

-

0.7%

$

1,800

Bruce

Mansfield

Unit

2007

Pass

Through

Trust

(4) 6.850%

6/01/34

N/R

$

2,250

1,600

EDP

Finance

BV,

144A

6.300%

10/11/27

BBB

1,627,090

2,000

Pacific

Gas

and

Electric

Co

3.150%

1/01/26

BBB-

1,853,283

5,400

Total

Electric

Utilities

3,482,623

Electronic

Equipment,

Instruments

&

Components

-

1.3%

2,500

Flex

Ltd.

6.000%

1/15/28

2,476,825

4,650

Imola

Merger

Corp,

144A

4.750%

5/15/29

BB+

4,150,125

7,150

Total

Electronic

Equipment,

Instruments

&

Components

6,626,950

Energy

Equipment

&

Services

-

1.1%

3,950

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.250%

4/01/28

B+

3,663,625

1,800

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

4/01/26

BB-

1,723,500

5,750

Total

Energy

Equipment

&

Services

5,387,125

Entertainment

-

0.7%

2,000

Univision

Communications

Inc,

144A

4.500%

5/01/29

B+

1,702,500

1,750

Warnermedia

Holdings

Inc,

144A

3.755%

3/15/27

BBB-

1,594,745

3,750

Total

Entertainment

3,297,245

Equity

Real

Estate

Investment

Trusts

-

1.8%

600

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.375%

6/15/26

Baa3

521,886

2,000

Iron

Mountain

Inc,

144A

4.875%

9/15/27

BB-

1,880,580

1,815

Iron

Mountain

Information

Management

Services

Inc,

144A

5.000%

7/15/32

BB-

1,533,657

1,755

RLJ

Lodging

Trust

LP,

144A

4.000%

9/15/29

BB-

1,470,629

1,090

RLJ

Lodging

Trust

LP,

144A

3.750%

7/01/26

BB-

991,464

2,500

SBA

Communications

Corp

3.125%

2/01/29

BB-

2,087,142

VICI

Properties

LP

4.750%

2/15/28

BBB-

259,231

10,035

Total

Equity

Real

Estate

Investment

Trusts

8,744,589

Food

&

Staples

Retailing

-

0.4%

1,555

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

5.875%

2/15/28

BB

1,486,922

745

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

4.625%

1/15/27

BB

689,192

2,300

Total

Food

&

Staples

Retailing

2,176,114

Food

Products

-

0.2%

1,000

Chobani

LLC

/

Chobani

Finance

Corp

Inc,

144A

4.625%

11/15/28

B1

881,083

Gas

Utilities

-

0.9%

2,425

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.375%

4/01/26

B

2,231,000

2,650

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.875%

4/01/29

B

2,231,399

5,075

Total

Gas

Utilities

4,462,399

Health

Care

Equipment

&

Supplies

-

1.1%

2,735

Embecta

Corp,

144A

5.000%

2/15/30

Ba3

2,345,263

3,500

Mozart

Debt

Merger

Sub

Inc,

144A

3.875%

4/01/29

BB-

3,009,160

6,235

Total

Health

Care

Equipment

&

Supplies

5,354,423

Health

Care

Providers

&

Services

-

3.6%

2,500

CHS/Community

Health

Systems

Inc,

144A

4.750%

2/15/31

BB-

1,831,725

1,800

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

BB-

1,372,680

2,165

Encompass

Health

Corp

4.625%

4/01/31

B+

1,868,449

835

Encompass

Health

Corp

4.750%

2/01/30

B+

741,063

Nuveen

High

Yield

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Health

Care

Providers

&

Services

(continued)

$

3,500

HCA

Inc

7.500%

11/06/33

BBB-

$

3,736,312

1,425

Owens

&

Minor

Inc,

144A

6.625%

4/01/30

BB-

1,266,355

2,000

Tenet

Healthcare

Corp,

144A

6.125%

10/01/28

B+

1,765,000

5,500

Tenet

Healthcare

Corp,

144A

4.625%

6/15/28

BB-

4,922,605

19,725

Total

Health

Care

Providers

&

Services

17,504,189

Hotels,

Restaurants

&

Leisure

-

5.4%

1,600

BC

ULC

/

New

Red

Finance

Inc,

144A

3.500%

2/15/29

BB+

1,364,228

4,250

Carnival

Corp,

144A

4.000%

8/01/28

BB-

3,538,125

3,050

CDI

Escrow

Issuer

Inc,

144A

5.750%

4/01/30

B+

2,829,271

1,000

Churchill

Downs

Inc,

144A

4.750%

1/15/28

B+

920,090

1,800

GLP

Capital

LP

/

GLP

Financing

II

Inc

5.300%

1/15/29

BBB-

1,692,270

2,485

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc,

144A

5.000%

6/01/29

BB-

2,151,836

2,300

Hilton

Worldwide

Finance

LLC

/

Hilton

Worldwide

Finance

Corp

4.875%

4/01/27

BB+

2,212,301

3,120

International

Game

Technology

PLC,

144A

5.250%

1/15/29

BB+

2,938,198

1,500

Life

Time

Inc,

144A

5.750%

1/15/26

B

1,442,355

2,000

Merlin

Entertainments

Ltd,

144A

5.750%

6/15/26

B

1,853,089

1,800

Penn

Entertainment

Inc,

144A

5.625%

1/15/27

B

1,659,581

1,640

Royal

Caribbean

Cruises

Ltd,

144A

8.250%

1/15/29

BB-

1,664,764

2,460

Yum!

Brands

Inc

5.375%

4/01/32

BB

2,281,822

29,005

Total

Hotels,

Restaurants

&

Leisure

26,547,930

Household

Durables

-

0.5%

1,200

Newell

Brands

Inc

6.375%

9/15/27

BBB-

1,189,620

1,350

Newell

Brands

Inc

5.625%

4/01/36

BBB-

1,155,533

2,550

Total

Household

Durables

2,345,153

Independent

Power

And

Renewable

Electricity

Producers

-

0.4%

2,000

Vistra

Operations

Co

LLC,

144A

3.700%

1/30/27

BBB-

1,828,410

Independent

Power

Producers

&

Energy

Traders

-

1.5%

1,850

Clearway

Energy

Operating

LLC,

144A

4.750%

3/15/28

BB

1,708,963

2,600

TerraForm

Power

Operating

LLC,

144A

5.000%

1/31/28

BB-

2,411,500

1,800

TerraForm

Power

Operating

LLC,

144A

4.750%

1/15/30

BB-

1,620,000

2,000

Ziggo

Bond

Co

BV,

144A

6.000%

1/15/27

B-

1,845,000

8,250

Total

Independent

Power

Producers

&

Energy

Traders

7,585,463

Insurance

-

1.5%

3,700

Acrisure

LLC

/

Acrisure

Finance

Inc,

144A

4.250%

2/15/29

B

3,017,007

2,000

AmWINS

Group

Inc,

144A

4.875%

6/30/29

B-

1,728,264

2,920

BroadStreet

Partners

Inc,

144A

5.875%

4/15/29

CCC+

2,482,000

8,620

Total

Insurance

7,227,271

Interactive

Media

&

Services

-

0.3%

1,500

Getty

Images

Inc,

144A

9.750%

3/01/27

B

1,481,250

IT

Services

-

1.5%

3,795

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

3,100,591

1,500

CA

Magnum

Holdings,

144A

5.375%

10/31/26

BB-

1,325,237

2,100

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

Ba3

1,677,417

1,425

Presidio

Holdings

Inc,

144A

8.250%

2/01/28

CCC+

1,275,330

8,820

Total

IT

Services

7,378,575

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Machinery

-

0.3%

$

1,800

Allison

Transmission

Inc,

144A

5.875%

6/01/29

BB+

$

1,701,433

Media

-

6.3%

2,250

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.000%

2/01/28

BB+

2,068,335

1,800

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.500%

8/15/30

BB+

1,516,500

5,250

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.700%

4/01/51

BBB-

3,353,422

2,250

CSC

Holdings

LLC,

144A

3.375%

2/15/31

BB-

1,622,745

2,000

CSC

Holdings

LLC,

144A

4.500%

11/15/31

BB-

1,524,244

4,000

DISH

Network

Corp,

144A

11.750%

11/15/27

Ba3

4,111,320

1,500

Gray

Escrow

Inc,

144A

5.375%

11/15/31

BB-

1,144,455

2,420

iHeartCommunications

Inc,

144A

(3) 4.750%

1/15/28

BB-

2,086,790

2,000

iHeartCommunications

Inc

6.375%

5/01/26

BB-

1,891,615

2,000

LCPR

Senior

Secured

Financing

DAC,

144A

6.750%

10/15/27

BB+

1,891,860

1,800

LCPR

Senior

Secured

Financing

DAC,

144A

5.125%

7/15/29

BB+

1,487,770

1,850

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

BB

1,635,067

1,350

UPC

Broadband

Finco

BV,

144A

4.875%

7/15/31

BB+

1,154,405

2,450

UPC

Holding

BV,

144A

5.500%

1/15/28

B

2,180,500

1,800

Virgin

Media

Secured

Finance

PLC,

144A

5.500%

5/15/29

BB+

1,662,948

2,000

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

BB

1,655,000

36,720

Total

Media

30,986,976

Metals

&

Mining

-

2.9%

2,250

ATI

Inc

4.875%

10/01/29

B+

1,917,965

2,000

First

Quantum

Minerals

Ltd,

144A

6.875%

3/01/26

B+

1,928,460

3,000

FMG

Resources

August

2006

Pty

Ltd,

144A

5.875%

4/15/30

BB+

2,809,650

1,750

Freeport-McMoRan

Inc

4.125%

3/01/28

Baa3

1,598,415

2,170

Mineral

Resources

Ltd,

144A

8.500%

5/01/30

BB

2,213,313

1,000

Mineral

Resources

Ltd,

144A

8.000%

11/01/27

BB

1,027,400

3,145

SunCoke

Energy

Inc,

144A

4.875%

6/30/29

BB

2,664,239

15,315

Total

Metals

&

Mining

14,159,442

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0.8%

1,550

Blackstone

Mortgage

Trust

Inc,

144A

3.750%

1/15/27

Ba2

1,350,599

2,325

Starwood

Property

Trust

Inc,

144A

4.375%

1/15/27

BB+

2,080,085

750

Starwood

Property

Trust

Inc,

144A

3.750%

12/31/24

BB+

708,750

4,625

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

4,139,434

Multiline

Retail

-

0.4%

1,300

Macy's

Retail

Holdings

LLC,

144A

6.125%

3/15/32

BBB-

1,154,062

700

Macy's

Retail

Holdings

LLC,

144A

5.875%

4/01/29

BBB-

651,105

2,000

Total

Multiline

Retail

1,805,167

Oil,

Gas

&

Consumable

Fuels

-

9.1%

1,835

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.375%

6/15/29

BB

1,692,787

935

Ascent

Resources

Utica

Holdings

LLC

/

ARU

Finance

Corp,

144A

7.000%

11/01/26

B+

916,534

2,750

Buckeye

Partners

LP,

144A

4.500%

3/01/28

BB

2,440,625

2,855

Callon

Petroleum

Co,

144A

7.500%

6/15/30

B+

2,716,590

1,710

Calumet

Specialty

Products

Partners

LP

/

Calumet

Finance

Corp,

144A

8.125%

1/15/27

B-

1,642,215

1,530

CNX

Midstream

Partners

LP,

144A

4.750%

4/15/30

BB

1,276,010

4,000

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

6.000%

2/01/29

BB

3,690,000

3,250

DT

Midstream

Inc,

144A

4.125%

6/15/29

BB+

2,863,575

2,900

Energean

Israel

Finance

Ltd,

144A

,

Reg

S

5.875%

3/30/31

BB-

2,587,042

1,800

Energean

Israel

Finance

Ltd,

144A

,

Reg

S

4.875%

3/30/26

BB-

1,683,303

1,840

EQM

Midstream

Partners

LP,

144A

6.500%

7/01/27

BB

1,784,800

Nuveen

High

Yield

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Oil,

Gas

&

Consumable

Fuels

(continued)

$

1,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

6.500%

10/01/25

B

$

962,650

1,625

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.000%

1/15/27

B

1,550,919

575

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

5.750%

2/01/29

BB+

526,733

2,930

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

6.000%

2/01/31

BB+

2,692,172

2,205

Kinetik

Holdings

LP,

144A

5.875%

6/15/30

BB+

2,072,060

2,250

Marathon

Oil

Corp

6.800%

3/15/32

BBB-

2,359,962

2,075

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

B

1,874,175

1,500

Occidental

Petroleum

Corp

8.875%

7/15/30

BB+

1,719,375

2,250

Ovintiv

Inc

7.200%

11/01/31

A-

2,404,147

3,150

Parkland

Corp/Canada,

144A

4.625%

5/01/30

BB

2,641,275

1,800

Southwestern

Energy

Co

4.750%

2/01/32

BB+

1,573,703

1,500

Sunoco

LP

/

Sunoco

Finance

Corp

4.500%

5/15/29

BB+

1,298,831

48,265

Total

Oil,

Gas

&

Consumable

Fuels

44,969,483

Personal

Products

-

1.1%

4,050

Coty

Inc/HFC

Prestige

Products

Inc/HFC

Prestige

International

US

LLC,

144A

4.750%

1/15/29

BB-

3,604,500

2,350

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

(3) 7.000%

12/31/27

CCC

1,950,500

6,400

Total

Personal

Products

5,555,000

Pharmaceuticals

-

2.0%

2,250

Horizon

Therapeutics

USA

Inc,

144A

5.500%

8/01/27

Ba2

2,233,125

5,800

ORGANON

&

CO/ORG,

144A

4.125%

4/30/28

BB

5,219,884

2,600

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4.750%

5/09/27

Ba2

2,334,851

10,650

Total

Pharmaceuticals

9,787,860

Professional

Services

-

0.3%

1,800

ASGN

Inc,

144A

4.625%

5/15/28

BB-

1,606,500

Real

Estate

Management

&

Development

-

0.9%

2,000

Cushman

&

Wakefield

US

Borrower

LLC,

144A

6.750%

5/15/28

BB

1,910,181

1,750

Kennedy-Wilson

Inc

5.000%

3/01/31

BB

1,380,076

1,675

Kennedy-Wilson

Inc

4.750%

3/01/29

BB

1,359,681

5,425

Total

Real

Estate

Management

&

Development

4,649,938

Road

&

Rail

-

0.2%

1,335

First

Student

Bidco

Inc

/

First

Transit

Parent

Inc,

144A

4.000%

7/31/29

BB+

1,108,050

Semiconductors

&

Semiconductor

Equipment

-

0.5%

2,750

Entegris

Escrow

Corp,

144A

4.750%

4/15/29

Baa3

2,488,983

Software

-

1.3%

900

Condor

Merger

Sub

Inc,

144A

7.375%

2/15/30

CCC+

737,380

3,000

Gen

Digital

Inc,

144A

6.750%

9/30/27

BB+

3,012,930

3,250

Rocket

Software

Inc,

144A

(3) 6.500%

2/15/29

CCC

2,555,247

7,150

Total

Software

6,305,557

Specialty

Retail

-

2.6%

1,850

Asbury

Automotive

Group

Inc,

144A

5.000%

2/15/32

BB

1,563,041

1,800

Bath

&

Body

Works

Inc,

144A

6.625%

10/01/30

BB

1,685,124

1,590

LCM

Investments

Holdings

II

LLC,

144A

4.875%

5/01/29

BB-

1,329,399

3,275

Michaels

Cos

Inc,

144A

5.250%

5/01/28

B1

2,398,724

1,175

Michaels

Cos

Inc,

144A

7.875%

5/01/29

Caa1

694,719

2,800

Staples

Inc,

144A

(3) 10.750%

4/15/27

CCC+

2,047,108

3,250

Staples

Inc,

144A

7.500%

4/15/26

B

2,899,439

15,740

Total

Specialty

Retail

12,617,554

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

Textiles,

Apparel

&

Luxury

Goods

-

0.7%

$

1,850

Crocs

Inc,

144A

4.250%

3/15/29

B

$

1,518,214

2,490

Wolverine

World

Wide

Inc,

144A

4.000%

8/15/29

BB-

1,842,600

4,340

Total

Textiles,

Apparel

&

Luxury

Goods

3,360,814

Thrifts

&

Mortgage

Finance

-

0.5%

2,000

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.625%

3/01/29

Ba1

1,610,000

1,000

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

2.875%

10/15/26

Ba1

852,760

3,000

Total

Thrifts

&

Mortgage

Finance

2,462,760

Trading

Companies

&

Distributors

-

2.1%

2,965

Albion

Financing

SARL

/

Aggreko

Holdings

Inc,

144A

6.125%

10/15/26

BB+

2,628,621

2,000

Albion

Financing

2SARL,

144A

8.750%

4/15/27

BB-

1,699,769

2,000

H&E

Equipment

Services

Inc,

144A

3.875%

12/15/28

BB-

1,729,580

2,000

United

Rentals

North

America

Inc,

144A

6.000%

12/15/29

BBB-

2,010,000

2,000

WESCO

Distribution

Inc,

144A

7.250%

6/15/28

BB

2,026,100

10,965

Total

Trading

Companies

&

Distributors

10,094,070

Wireless

Telecommunication

Services

-

1.1%

5,000

Sprint

LLC

7.625%

3/01/26

Baa3

5,258,660

$

469,305

Total

Corporate

Bonds

(cost

$448,467,231)

417,364,372

Principal

Amount

(000) Description

(1) Coupon

(5) Reference

Rate

(5) Spread

(5) Maturity

(6) Ratings

(2) Value

X

27,584,475

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

5.6%

(5) X

27,584,475

Beverages

-

0.3%

$

1,658

Triton

Water

Holdings,

Inc,

Term

Loan

7.174%

3-Month

LIBOR

3.500%

3/31/28

B1

$

1,537,283

Communications

Equipment

-

0.4%

1,841

CommScope,

Inc.,

Term

Loan

B

7.321%

1-Month

LIBOR

3.250%

4/04/26

B1

1,774,659

Diversified

Consumer

Services

-

0.3%

1,414

Spin

Holdco

Inc.,

Term

Loan

7.144%

3-Month

LIBOR

4.000%

3/04/28

B-

1,270,276

Diversified

Telecommunication

Services

-

0.3%

1,741

Cyxtera

DC

Holdings,

Inc.,

Term

Loan

B

7.360%

3-Month

LIBOR

3.000%

5/01/24

B

1,542,953

Health

Care

Providers

&

Services

-

0.4%

1,995

US

Radiology

Specialists,

Inc.,

Term

Loan

8.924%

3-Month

LIBOR

5.250%

12/15/27

B-

1,809,159

1,995

Total

Health

Care

Providers

&

Services

1,809,159

Hotels,

Restaurants

&

Leisure

-

0.4%

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(DD1)

16.136%

3-Month

LIBOR

14.000%

9/29/26

Caa3

90,066

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(cash

0.220%,

PIK

5.000%)

8.642%

3-Month

LIBOR

5.000%

12/29/25

CCC-

32,854

1,990

Fertitta

Entertainment,

LLC,

Term

Loan

B

8.086%

SOFR30A

4.000%

1/27/29

B

1,902,938

2,548

Total

Hotels,

Restaurants

&

Leisure

2,025,858

Nuveen

High

Yield

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Coupon

(5) Reference

Rate

(5) Spread

(5) Maturity

(6) Ratings

(2) Value

Interactive

Media

&

Services

-

0.2%

$

1,055

Getty

Images,

Inc.,

Term

Loan

B

8.625%

1-Month

LIBOR

4.500%

2/19/26

BB-

$

1,051,066

Media

-

1.1%

5,477

DirecTV

Financing,

LLC,

Term

Loan

9.071%

1-Month

LIBOR

5.000%

8/02/27

BBB-

5,260,271

Personal

Products

-

0.4%

7,214

Revlon

Consumer

Products

Corporation,

Term

Loan

B(4)

8.710%

6-Month

LIBOR

3.500%

9/07/23

N/R

2,134,417

Professional

Services

-

0.4%

2,152

Verscend

Holding

Corp.,

Term

Loan

B

8.071%

1-Month

LIBOR

4.000%

8/27/25

BB-

2,141,140

Software

-

1.1%

1,995

McAfee,

LLC,

Term

Loan

B

7.636%

SOFR30A

3.750%

2/03/29

BB+

1,901,494

3,500

Open

Text

Corp,

(WI/DD)

TBD

TBD

TBD

TBD

Ba1

3,407,408

5,495

Total

Software

5,308,902

Wireless

Telecommunication

Services

-

0.3%

1,741

GOGO

Intermediate

Holdings

LLC,

Term

Loan

B

8.165%

3-Month

LIBOR

3.750%

4/30/28

B+

1,728,491

$

34,331

Total

Variable

Rate

Senior

Loan

Interests

(cost

$33,396,685)

27,584,475

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(2) Value

X

6,703,216

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

1.4%

X

6,703,216

Automobiles

-

0.1%

$

625

General

Motors

Financial

Co

Inc

5.700%

N/A

(7) BB+

$

540,625

Electric

Utilities

-

0.5%

2,725

Edison

International

5.375%

N/A

(7) BB+

2,314,860

Independent

Power

Producers

&

Energy

Traders

-

0.3%

1,800

Vistra

Corp,

144A

7.000%

N/A

(7) Ba3

1,609,963

Oil,

Gas

&

Consumable

Fuels

-

0.5%

2,600

Energy

Transfer

LP

6.500%

N/A

(7) BB

2,237,768

$

7,750

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$7,625,633)

6,703,216

Shares

Description

(1) Value

X

3,102,931

COMMON

STOCKS

-

0.6%

X

3,102,931

Hotels,

Restaurants

&

Leisure

-

0.0%

182,331

Hour

Fitness

Worldwide

Inc

(8) $

1,459

86,730

Hour

Fitness

Worldwide

Inc

(8) 5,464

Total

Hotels,

Restaurants

&

Leisure

6,923

Independent

Power

and

Renewable

Electricity

Producers

-

0.6%

38,861

Energy

Harbor

Corp

(8) 3,082,960

Internet

&

Direct

Marketing

Retail

-

0.0%

652

Catalina

Marketing

Corp

(8) 114

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

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

Shares

Description

(1) Value

Semiconductors

&

Semiconductor

Equipment

-

0.0%

607

TNT

Crane

and

Rigging

Inc

(8) $

12,934

Total

Common

Stocks

(cost

$3,655,505)

3,102,931

Shares

Description

(1) Value

X

2,352,288

WARRANTS

-

0.5%

X

2,352,288

Energy

Equipment

&

Services

-

0.5%

13,860

Quarternorth

Energy

Holding

Inc

$

1,889,575

36,435

Quarternorth

Energy

Holding

Inc

273,263

18,918

Quarternorth

Energy

Holding

Inc

189,180

Total

Energy

Equipment

&

Services

2,352,018

Software

-

0.0%

45,063

Avaya

Holdings

Corp

Total

Warrants

(cost

$5,005,088)

2,352,288

Total

Long-Term

Investments

(cost

$498,150,142)

457,107,282

Shares

Description

(1) Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

&nbsp;&nbsp;&nbsp;&nbsp;2.0 %

9,960,007

MONEY

MARKET

FUNDS

-

2.0%

X

9,960,007

9,960,007

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(9) 3.860%(10)

$

9,960,007

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$9,960,007)

9,960,007

Shares

Description

(1) Coupon

Value

SHORT-TERM

INVESTMENTS

-

4.1%

19,996,273

INVESTMENT

COMPANIES

-

4.1%

19,996,273

19,996,273

BlackRock

Liquidity

Funds

T-Fund

Portfolio

3.591%(11)

$

19,996,273

Total

Investment

Companies

(cost

$19,996,273)

19,996,273

Total

Short-Term

Investments

(cost

$19,996,273)

19,996,273

Total

Investments

(cost

$

528,106,422)

-

.1

%

487,063,562

Other

Assets

Less

Liabilities

- 0.9%

4,540,811

Net

Assets

-

100%

$

491,604,373

Nuveen

High

Yield

Income

Fund

(continued)

Portfolio

of

Investments

November

30,

2022

(Unaudited)

them:

Level

Level

Level

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

417,364,372

$

–

$

417,364,372

Variable

Rate

Senior

Loan

Interests

–

27,584,475

–

27,584,475

$1,000

Par

(or

similar)

Institutional

Preferred

–

6,703,216

–

6,703,216

Common

Stocks

12,934

3,089,997

–

3,102,931

Warrants

–

2,352,288

–

2,352,288

Investments

Purchased

with

Collateral

from

Securities

Lending

9,960,007

–

–

9,960,007

Short-Term

Investments:

Investment

Companies

19,996,273

–

–

19,996,273

Total

$

29,969,214

$

457,094,348

$

–

$

487,063,562

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,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$9,584,635.

(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) Perpetual

security.

Maturity

date

is

not

applicable.

(8) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(9) The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(10) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(11) The

rate

shown

is

the

annualized

seven-day

subsidized

yield

as

of

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.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

SOFR

30A

Day

Average

Secured

Overnight

Financing

Rate

TBD

Senior

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR

1M

CME

Term

SOFR

Month

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nuveen Investment Trust III

- **b. Investment Company Act file number:** 811-09037

- **c. CIK number of Registrant:** 0001071336

- **d. LEI of Registrant:** 549300KN1Y12IJRVCT53

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Floating Rate Income Fund

- **b. EDGAR series identifier (if any):** S000032446

- **c. LEI of Series:** 549300TDTD2QCT0QR892

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2332683545.00

**Total Liabilities:** $164674396.00

**Net Assets:** $2168009149.00

**Delayed Delivery Securities:** $139223896.00

**Cash Not Reported:** $4830167.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -37.43000000 | **1-Year:** -3756.94000000 | **5-Year:** -8912.53000000 | **10-Year:** -1053.10000000 | **30-Year:** -337.28000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -656.41000000 | **1-Year:** -108330.14000000 | **5-Year:** -503643.66000000 | **10-Year:** -69499.33000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000100149 | -2.13%               | 1.10%                | 1.12%                |
| Class ID C000151936 | -2.08%               | 1.19%                | 1.21%                |
| Class ID C000100151 | -2.10%               | 1.18%                | 1.20%                |
| Class ID C000100148 | -2.07%               | 1.16%                | 1.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4433454.26             | $-54229220.42                              |
| Month 2  | $-8634041.63             | $22106085.74                               |
| Month 3  | $-5286620.65             | $18453220.54                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| US FOODS INC                                   | US Foods Inc                                                                | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   9551118 | PA      | $9445005.00   | 0.44%             | 2026-09-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                       | Element Materials Technology Group US Holdings Inc                          | CUSIP: BL3903004<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    510000 | PA      | $501500.84    | 0.02%             | 2029-04-12      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                             | Everi Holdings Inc                                                          | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |   2227500 | PA      | $2208176.44   | 0.10%             | 2028-08-03      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | Pacific Gas & Electric Company, Term Loan                                   | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   2713832 | PA      | $2679054.72   | 0.12%             | 2025-06-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC                       | Penn National Gaming, Inc., Term Loan B                                     | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4336132 | PA      | $4285182.94   | 0.20%             | 2029-04-20      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | Hub International Limited, Term Loan B                                      | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5346666 | PA      | $5267508.31   | 0.24%             | 2025-04-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                   | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DE               | CORP              | US        |       500 | NS      | $6000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELK INC                                       | Belk, Inc., Term Loan                                                       | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    799033 | PA      | $130126.46    | 0.01%             | 2025-07-31      | Fixed         | 17.44%                | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $959000.00    | 0.04%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                           | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   3900000 | PA      | $3223500.93   | 0.15%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                     | Avis Budget Car Rental, LLC, Term Loan B                                    | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   9365889 | PA      | $8919698.29   | 0.41%             | 2027-08-06      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC                       | WideOpenWest Finance LLC, Term Loan B                                       | CUSIP: 96758DBD4<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |   3900525 | PA      | $3825927.46   | 0.18%             | 2028-12-20      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                           | RLJ Lodging Trust LP                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2728800.84   | 0.13%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                       | INSTRUCTURE HOLDINGS INC                                                    | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3810850 | PA      | $3777505.06   | 0.17%             | 2028-10-29      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita, Inc. , Term Loan B                                                  | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   6764038 | PA      | $6560407.08   | 0.30%             | 2026-08-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US, Inc., Term Loan B1                                        | CUSIP: 22834KAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391756 | PA      | $467006.27    | 0.02%             | 2024-05-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                   | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5332500.00   | 0.25%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                                  | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5835000 | PA      | $5753222.48   | 0.27%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                          | Cablevision Lightpath LLC, Term Loan B                                      | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |   1494500 | PA      | $1464049.56   | 0.07%             | 2027-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                | Delta Topco Inc                                                             | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650000 | PA      | $561034.50    | 0.03%             | 2028-12-01      | Variable      | 10.33%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds T-Fund Portfolio     | BlackRock Liquidity Funds T-Fund Portfolio                                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | EC               | RF                | US        |  95004370 | NS      | $95004369.56  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY BREWING CO LLC                            | City Brewing Company, LLC, Term Loan                                        | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1545340 | PA      | $973564.20    | 0.04%             | 2028-04-05      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PHYSICIAN PARTNERS LLC                         | Physician Partners LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1057763 | PA      | $1018762.83   | 0.05%             | 2029-02-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING                    | Trinseo Materials Operating SCA                                             | CUSIP: L9339LAG8<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |   3839446 | PA      | $3717063.64   | 0.17%             | 2024-09-09      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | athenahealth Inc                                                            | CUSIP: 04686RAC7<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |    488509 | PA      | $447352.57    | 0.02%             | 2029-01-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                               | Finastra USA, Inc., Term Loan, First Lien                                   | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |  28832577 | PA      | $26162391.85  | 1.21%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                        | Legacy LifePoint Health LLC                                                 | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414478.55    | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines, Inc., Term Loan                                          | CUSIP: 02376CBA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   7662921 | PA      | $7636330.46   | 0.35%             | 2023-12-14      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                      | Fleetcor Technologies Operating Company, LLC, Term Loan B4                  | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1559226 | PA      | $1539158.88   | 0.07%             | 2028-04-30      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                       | Ceridian HCM Holding Inc., Term Loan B                                      | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   7391717 | PA      | $7247726.74   | 0.33%             | 2025-04-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WEST CORP                                      | Intrado Corporation, Term Loan                                              | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   8748924 | PA      | $8072675.95   | 0.37%             | 2024-10-10      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | Ultimate Software Group Inc (The), Term Loan                                | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  13162787 | PA      | $12747303.76  | 0.59%             | 2026-05-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP                                 | Core & Main LP, Term Loan B                                                 | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   6388967 | PA      | $6307507.47   | 0.29%             | 2028-06-10      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS                        | Getty Images, Inc., Term Loan B                                             | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390410 | PA      | $388848.29    | 0.02%             | 2026-02-19      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                    | Klockner-Pentaplast of America, Inc., Term Loan B                           | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |   5449305 | PA      | $4880533.92   | 0.23%             | 2026-02-09      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| EQUINOX HOLDINGS INC                           | Equinox Holdings Inc                                                        | CUSIP: 29446CAK0<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    583000 | PA      | $381302.41    | 0.02%             | 2025-03-08      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                          | Ahead DB Holdings, LLC, Term Loan B                                         | CUSIP: 00866HAF2<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1339050 | PA      | $1311291.46   | 0.06%             | 2027-10-16      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| PETROLEUM GEO-SERVICES                         | Petroleum Geo-Services ASA, Term Loan                                       | CUSIP: 71659MAH9<br>LEI: 213800T66DRTE6O6BV87 | Long             | LON              | CORP              | NO        |         0 | PA      | $0.01         | 0.00%             | 2024-03-19      | Variable      | 11.18%                | No            |                  2 | On Loan: No      |
| AVAYA INC                                      | Avaya Inc                                                                   | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |  14283000 | PA      | $6304230.54   | 0.29%             | 2028-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARESTREAM HEALTH INC                          | Carestream Health Inc                                                       | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |   1397156 | PA      | $1117724.74   | 0.05%             | 2027-09-30      | Variable      | 11.15%                | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment, Inc., Term Loan B                           | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   6577047 | PA      | $6464020.86   | 0.30%             | 2028-08-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BORROWER                      | Hilton Grand Vacations Borrower LLC, Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   3704981 | PA      | $3674896.94   | 0.17%             | 2028-08-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Transocean Ltd                                 | Transocean Ltd                                                              | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |     76990 | NS      | $327207.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT US LLC                                  | Adient US LLC, Term Loan B                                                  | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |   6172305 | PA      | $6107372.64   | 0.28%             | 2028-04-08      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                        | Brown Group Holding LLC                                                     | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   2900000 | PA      | $2887080.50   | 0.13%             | 2029-06-09      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                          | Iridium Satellite LLC                                                       | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   4819882 | PA      | $4788770.16   | 0.22%             | 2026-11-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                               | Delta 2 Lux Sarl                                                            | CUSIP: BL4053676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   4595000 | PA      | $4581375.83   | 0.21%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KRATON PERFORM POLYMERS                        | Kraton Corp                                                                 | CUSIP: 23292DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243750 | PA      | $1233513.94   | 0.06%             | 2029-03-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                       | NCR Corporation, Term Loan                                                  | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   7248795 | PA      | $7049452.82   | 0.33%             | 2026-08-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                       | Caesars Resort Collection, LLC, Term Loan B1                                | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   7976766 | PA      | $7936882.62   | 0.37%             | 2025-07-20      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                          | Dun & Bradstreet Corporation (The), Term Loan                               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   2098954 | PA      | $2074816.04   | 0.10%             | 2026-02-08      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                        | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $317753.91    | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings, Inc., Term Loan B                           | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36539366 | PA      | $33535099.04  | 1.55%             | 2026-08-21      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                       | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |   1155000 | PA      | $1139193.83   | 0.05%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441250.00    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                           | Citgo Petroleum Corp                                                        | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6404547.50   | 0.30%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                          | AAdvantage Loyalty IP Ltd., Term Loan                                       | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   4277673 | PA      | $4258958.00   | 0.20%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                          | ClubCorp Holdings, Inc., Term Loan B                                        | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |  14746191 | PA      | $13371108.49  | 0.62%             | 2024-09-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US, Inc., Term Loan                                           | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5122527 | PA      | $1143501.70   | 0.05%             | 2025-02-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                             | Grinding Media Inc., Term Loan B                                            | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   4516894 | PA      | $4178126.59   | 0.19%             | 2028-10-12      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | Acrisure, LLC, Term Loan B                                                  | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   3748981 | PA      | $3521024.59   | 0.16%             | 2027-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| American Commercial Barge Line LLC             | American Commercial Barge Line LLC                                          | CUSIP: 00085Q183<br>LEI: N8M4Q69WMYK6TKI6HE52 | Long             | DE               | CORP              | US        |     30290 | NS      | $15145.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines, Inc., Term Loan B                                        | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1979381 | PA      | $1895138.97   | 0.09%             | 2025-06-27      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                          | Dun & Bradstreet Corp/The                                                   | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   2651675 | PA      | $2620186.36   | 0.12%             | 2029-01-18      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                              | Parexel International Corporation, Term Loan, First Lien                    | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |  35630938 | PA      | $34341632.06  | 1.58%             | 2028-11-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response, Inc., Term Loan B                                  | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |   9454433 | PA      | $7554091.83   | 0.35%             | 2025-10-02      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings, LLC, Term Loan                                                | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   4383454 | PA      | $4189617.41   | 0.19%             | 2026-01-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4313 | NS      | $204867.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                         | AI Aqua Merger Sub, Inc., Term Loan B, First Lien                           | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   3733125 | PA      | $3553468.37   | 0.16%             | 2028-07-30      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                           | Vision Solutions, Inc., Term Loan                                           | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3564079 | PA      | $2944820.02   | 0.14%             | 2028-05-28      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                       | CCC Intelligent Solutions Inc., Term Loan B                                 | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   4054362 | PA      | $4003682.97   | 0.18%             | 2028-09-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                        | Jazz Financing Lux S.a.r.l., Term Loan                                      | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |  30395396 | PA      | $30212567.99  | 1.39%             | 2028-05-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EMERALD EXPO HOLDINGS INC                      | Emerald X Inc                                                               | CUSIP: 29088UAF4<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |    640258 | PA      | $622352.72    | 0.03%             | 2024-05-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                     | Mallinckrodt International Finance S.A., Term Loan B                        | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |         0 | PA      | $0.03         | 0.00%             | 2025-02-24      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      8735 | NS      | $396394.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN GROUP HOLDING LLC                        | Brown Group Holding, LLC, Term Loan B                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   3945172 | PA      | $3867826.67   | 0.18%             | 2028-04-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                            | KKR Apple Bidco LLC                                                         | CUSIP: 48254EAF8<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    720000 | PA      | $716626.80    | 0.03%             | 2028-09-23      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| WALTER INVESTMENT MGMT                         | Ditech Holding Corporation, Term Loan                                       | CUSIP: BL1181694<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |   2070545 | PA      | $258818.15    | 0.01%             | 2022-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                       | Mileage Plus Holdings LLC, Term Loan B                                      | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8347250 | PA      | $8597667.50   | 0.40%             | 2027-06-20      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                     | Mallinckrodt International Finance SA                                       | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |  13243100 | PA      | $10497871.40  | 0.48%             | 2027-09-30      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                  | Life Time Inc                                                               | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5288635.00   | 0.24%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APTTUS CORP                                    | Apttus Corporation, Term Loan                                               | CUSIP: 03835XAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    920121 | PA      | $866445.34    | 0.04%             | 2028-05-06      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown UK Holdco Ltd                                                         | CUSIP: N/A<br>LEI: 2138005YBTL32WI3LH04       | Long             | LON              | CORP              | GB        |   2592743 | PA      | $570403.46    | 0.03%             | 2023-05-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Corp                                                        | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498385.00    | 0.02%             | 2026-05-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TRANS UNION LLC                                | Trans Union, LLC, Term Loan B6                                              | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   5649073 | PA      | $5563630.35   | 0.26%             | 2028-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                            | KKR Apple Bidco LLC                                                         | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   5205638 | PA      | $5118182.85   | 0.24%             | 2028-09-23      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS LLC                           | Eyecare Partners LLC                                                        | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   2652517 | PA      | $2311668.82   | 0.11%             | 2027-02-20      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO                    | Scientific Games International, Inc., Term Loan                             | CUSIP: BL3898659<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |  12004912 | PA      | $11797827.76  | 0.54%             | 2029-04-07      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                  | Life Time Fitness Inc , Term Loan B                                         | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   1168540 | PA      | $1164011.62   | 0.05%             | 2024-12-15      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| IQOR US INC                                    | iQor US Inc., Exit Term Loan                                                | CUSIP: 46264NAN3<br>LEI: 549300LKMK4MMQCMDH78 | Long             | LON              | CORP              | US        |    289143 | PA      | $288150.20    | 0.01%             | 2027-09-15      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                       | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1029325 | PA      | $1005521.86   | 0.05%             | 2028-03-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                            | AssuredPartners, Inc., Term Loan B                                          | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   4216459 | PA      | $4060449.90   | 0.19%             | 2027-02-13      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                       | Discovery Purchaser Corp                                                    | CUSIP: BL3878735<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   3900000 | PA      | $3573375.00   | 0.16%             | 2029-08-03      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US, Inc., Term Loan B1                                        | CUSIP: 22834KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168948 | PA      | $182464.33    | 0.01%             | 2024-05-23      | Variable      | 13.18%                | No            |                  2 | On Loan: No      |
| GREENWAY HEALTH LLC                            | Greenway Health, LLC, Term Loan, First Lien                                 | CUSIP: 39678DAC4<br>LEI: 549300U56GIYUK0LTY73 | Long             | LON              | CORP              | US        |   1548215 | PA      | $1310827.14   | 0.06%             | 2024-02-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                          | Intelsat Jackson Holdings SA                                                | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |  14081910 | PA      | $13631288.80  | 0.63%             | 2029-01-27      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | BroadStreet Partners Inc                                                    | CUSIP: 11132VAP4<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   1656848 | PA      | $1601351.61   | 0.07%             | 2027-01-27      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                        | ICON Luxembourg S.A.R.L., Term Loan                                         | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |   1501992 | PA      | $1497043.43   | 0.07%             | 2028-07-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                 | Skillsoft Corp                                                              | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109621 | NS      | $210472.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BELK INC                                       | Belk, Inc., Term Loan                                                       | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165000 | PA      | $146231.13    | 0.01%             | 2025-07-31      | Variable      | 12.20%                | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA                        | Ali Group SRL                                                               | CUSIP: 01608UAE7<br>LEI: 815600323321F0921705 | Long             | LON              | CORP              | IT        |   5320000 | PA      | $5261825.79   | 0.24%             | 2028-10-13      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                       | Kronos Acquisition Holdings Inc., Term Loan B                               | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       716 | PA      | $682.20       | 0.00%             | 2026-12-22      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                               | Ingram Micro Inc., Term Loan B                                              | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |   8057596 | PA      | $7965699.34   | 0.37%             | 2028-07-02      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                         | Calumet Specialty Products Partners LP / Calumet Finance Corp               | CUSIP: 131477AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $993768.11    | 0.05%             | 2024-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                           | PCI Gaming Authority, Term Loan                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    711000 | PA      | $703346.09    | 0.03%             | 2026-05-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                           | Michaels Cos Inc                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2197304.94   | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7751941 | NS      | $7751940.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B                         | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5371074 | PA      | $5248318.27   | 0.24%             | 2025-08-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| PBF LOGISTICS LP/FINANCE                       | PBF Logistics LP / PBF Logistics Finance Corp                               | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11000000.00  | 0.51%             | 2023-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                      | Crocs Inc, Term Loan B                                                      | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |  10719325 | PA      | $10380540.61  | 0.48%             | 2029-02-19      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                            | Anticimex Global AB                                                         | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |   2183500 | PA      | $2123453.75   | 0.10%             | 2028-11-16      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                       | Catalent Pharma Solutions Inc., Term Loan B3                                | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |    767356 | PA      | $759805.24    | 0.04%             | 2028-02-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                    | Prime Security Services Borrower, LLC, Term Loan                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |  13408989 | PA      | $13240571.81  | 0.61%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                           | Ryan Specialty Group, LLC, Term Loan                                        | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |  11979493 | PA      | $11934569.69  | 0.55%             | 2027-09-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| REVERB BUYER INC                               | Reverb Buyer Inc                                                            | CUSIP: 58462QAJ0<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    344710 | PA      | $331648.54    | 0.02%             | 2028-11-01      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| iQor US Inc                                    | iQor US Inc                                                                 | CUSIP: N/A<br>LEI: 549300LKMK4MMQCMDH78       | Long             | EC               | CORP              | US        |     28137 | NS      | $196959.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                     | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995976.12    | 0.05%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                             | CHG PPC Parent LLC, Term Loan                                               | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   3892931 | PA      | $3756678.68   | 0.17%             | 2028-12-08      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                             | PBF Holding Co LLC / PBF Finance Corp                                       | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2293734.75   | 0.11%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHECKOUT HOLDINGS CORP                         | Checkout Holding Corp., First Out Term Loan                                 | CUSIP: 14886MAM3<br>LEI: 5493000F1R60SFVQY311 | Long             | LON              | CORP              | US        |    280190 | PA      | $226953.75    | 0.01%             | 2023-02-15      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| DRIVEN HOLDINGS LLC                            | Driven Holdings, LLC, Term Loan B                                           | CUSIP: N/A<br>LEI: 2549009H8IC4YXR5FV18       | Long             | LON              | CORP              | US        |   4096906 | PA      | $3933030.02   | 0.18%             | 2028-12-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                       | Asplundh Tree Expert, LLC, Term Loan B                                      | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2075075 | PA      | $2049697.20   | 0.09%             | 2027-09-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                         | MAXAR TECHNOLOGIES INC                                                      | CUSIP: BL3925007<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |  14877712 | PA      | $14351190.25  | 0.66%             | 2029-06-09      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| LCPR LOAN FINANCING LLC                        | LCPR Loan Financing LLC, Term Loan B                                        | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155384 | PA      | $152923.17    | 0.01%             | 2028-10-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                              | MLN US HoldCo LLC, Term Loan, First Lien                                    | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |   6068425 | PA      | $2147979.74   | 0.10%             | 2025-11-30      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                         | INEOS Styrolution US Holding LLC, Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    824488 | PA      | $813151.36    | 0.04%             | 2026-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                    | Surgery Center Holdings, Inc., Term Loan                                    | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |  20374500 | PA      | $20054722.30  | 0.93%             | 2026-08-31      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                      | Avaya, Inc., Term Loan B2                                                   | CUSIP: 05349UBD3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |   1196259 | PA      | $574204.36    | 0.03%             | 2027-12-15      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                            | AssuredPartners Inc                                                         | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   5967506 | PA      | $5751214.01   | 0.27%             | 2027-02-13      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                       | ASP Unifrax Holdings Inc, Term Loan B                                       | CUSIP: 00216UAC7<br>LEI: 549300RRU6BWJLD0YT71 | Long             | LON              | CORP              | US        |   1643731 | PA      | $1504523.59   | 0.07%             | 2025-12-12      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                       | Team Health Holdings, Inc., Term Loan, First Lien                           | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   5135839 | PA      | $4314105.15   | 0.20%             | 2024-02-06      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corp                                                         | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4839300.00   | 0.22%             | 2026-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| NAKED JUICE LLC                                | Naked Juice LLC, Term Loan                                                  | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8678250 | PA      | $8194177.22   | 0.38%             | 2029-01-20      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Millennium Health LLC                          | Millennium Health LLC                                                       | CUSIP: 933EBP906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61430 | NS      | $9153.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BCP RENAISSANCE PARENT                         | BCP Renaissance Parent LLC                                                  | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    391663 | PA      | $387117.76    | 0.02%             | 2026-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                        | First Student Bidco Inc                                                     | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1212690 | PA      | $1143154.39   | 0.05%             | 2028-07-21      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                  | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10216400.00  | 0.47%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | Hub International Limited, Term Loan B                                      | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5599450 | PA      | $5502803.64   | 0.25%             | 2025-04-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| REVERB BUYER INC                               | Medical Solutions Holdings, Inc., Term Loan, First Lien                     | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   2142571 | PA      | $2061388.56   | 0.10%             | 2028-11-01      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| WEST CORP                                      | West Corporation, Term Loan B1                                              | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   3950773 | PA      | $3642869.59   | 0.17%             | 2024-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS                     | MACOM Technology Solutions Holdings, Inc., Term Loan                        | CUSIP: 55278RAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165055 | PA      | $163611.40    | 0.01%             | 2024-05-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                        | First Student Bidco Inc                                                     | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    450819 | PA      | $424968.63    | 0.02%             | 2028-07-21      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                 | Hertz Corporation, (The), Term Loan C                                       | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   3982172 | PA      | $3896435.47   | 0.18%             | 2028-06-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $2690150.60   | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                | SkyMiles IP Ltd., Term Loan B                                               | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   3385000 | PA      | $3438110.65   | 0.16%             | 2027-10-20      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                              | IGT Holding IV AB, Term Loan B2                                             | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |   2367544 | PA      | $2323152.63   | 0.11%             | 2028-03-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1052700.00   | 0.05%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INFORMATICA LLC                                | Informatica LLC, Term Loan B                                                | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   6840500 | PA      | $6725921.63   | 0.31%             | 2028-10-14      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    993404 | PA      | $792343.96    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Corp., Term Loan B                                  | CUSIP: 35906EAQ3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | LON              | CORP              | US        |  16588328 | PA      | $15968339.48  | 0.74%             | 2027-10-08      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q118<br>LEI: N/A                  | Long             | DE               | CORP              | US        |      1071 | NS      | $39091.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                               | Delta 2 (LUX) S.a.r.l., Term Loan                                           | CUSIP: BL2628156<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.01         | 0.00%             | 2024-02-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                              | Chamberlain Group Inc, Term Loan B                                          | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   5920188 | PA      | $5562223.54   | 0.26%             | 2028-10-22      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                           | ICON Luxembourg S.A.R.L., Term Loan                                         | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |   6028022 | PA      | $6008160.07   | 0.28%             | 2028-07-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC, Term Loan B                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1863599 | PA      | $1612012.82   | 0.07%             | 2027-12-18      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                            | NASCAR Holdings, Inc, Term Loan B                                           | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |  14899576 | PA      | $14843702.80  | 0.68%             | 2026-10-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                          | Genesee & Wyoming Inc. (New), Term Loan                                     | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   9430568 | PA      | $9353473.30   | 0.43%             | 2026-12-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower, LP, Term Loan B                                           | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  41806915 | PA      | $39780324.80  | 1.83%             | 2028-10-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                        | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $71400.00     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q167<br>LEI: N/A                  | Long             | DE               | CORP              | US        |      3029 | NS      | $143877.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |   5892000 | PA      | $5916304.50   | 0.27%             | 2023-11-11      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                          | Phoenix Guarantor Inc, Term Loan B3                                         | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2026-03-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc., Term Loan B5                                        | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |  10190670 | PA      | $10025071.70  | 0.46%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19532154.85  | 0.90%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS                            | AHP Health Partners, Inc., Term Loan B                                      | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   6270084 | PA      | $6115934.28   | 0.28%             | 2028-08-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                              | Polaris Newco LLC, Term Loan B                                              | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   4447564 | PA      | $4078549.17   | 0.19%             | 2028-06-04      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                      | Sophia, L.P., Term Loan B                                                   | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   9100994 | PA      | $8787009.54   | 0.41%             | 2027-10-07      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                     | Camelot U.S. Acquisition LLC, Term Loan B                                   | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |   3548572 | PA      | $3497560.98   | 0.16%             | 2026-10-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                           | Ingenovis Health Inc                                                        | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1771619 | PA      | $1691896.22   | 0.08%             | 2028-03-05      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                         | Intelsat SA/Luxembourg                                                      | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | DE               | CORP              | LU        |         4 | NS      | $4.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                            | Banff Merger Sub Inc, Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   8707857 | PA      | $8375434.63   | 0.39%             | 2025-10-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                       | Alterra Mountain Company, Term Loan B1                                      | CUSIP: 46124CAB3<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   3407114 | PA      | $3402326.65   | 0.16%             | 2024-07-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| MA FINANCECO LLC                               | MA FinanceCo., LLC, Term Loan B                                             | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2486848 | PA      | $2477522.62   | 0.11%             | 2025-06-05      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   2150000 | PA      | $2136412.00   | 0.10%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Holdings II Inc               | Cengage Learning Holdings II Inc                                            | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |     17726 | NS      | $206507.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798205.00    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc., Term Loan B7                                        | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   3187126 | PA      | $3131957.08   | 0.14%             | 2029-03-22      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                                 | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3573763 | PA      | $3107387.04   | 0.14%             | 2027-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                             | Bausch + Lomb Corp                                                          | CUSIP: BL3906049<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |  22689262 | PA      | $21571816.32  | 1.00%             | 2027-05-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| MISSION BROADCASTING INC                       | Mission Broadcasting, Inc., Term Loan B                                     | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    718900 | PA      | $708116.50    | 0.03%             | 2028-06-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                   | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990461.00   | 0.09%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                       | ABG Intermediate Holdings 2 LLC, Term Loan, Second Lien                     | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    640000 | PA      | $595200.00    | 0.03%             | 2029-12-20      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc., Term Loan C5                                 | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   2574398 | PA      | $2575312.03   | 0.12%             | 2024-03-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                         | AI Aqua Merger Sub Inc, Term Loan B                                         | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   4277778 | PA      | $4071011.38   | 0.19%             | 2028-07-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| II-VI INC                                      | II-VI Incorporated, Term Loan B                                             | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4964075.00   | 0.23%             | 2029-07-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                          | Verscend Holding Corp., Term Loan B                                         | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5866408 | PA      | $5837603.88   | 0.27%             | 2025-08-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                   | CUSIP: 26885BAD2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977500.00   | 0.14%             | 2023-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DOTDASH MEREDITH INC                           | Dotdash Meredith Inc, Term Loan B                                           | CUSIP: N/A<br>LEI: 549300R2AA7U9CJUQO13       | Long             | LON              | CORP              | US        |   7428722 | PA      | $6462987.98   | 0.30%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                     | USI, Inc., Term Loan B                                                      | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3941348 | PA      | $3883982.13   | 0.18%             | 2026-12-02      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                           | Garda World Security Corporation, Term Loan B                               | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |   4929270 | PA      | $4748119.15   | 0.22%             | 2026-10-30      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| WEX INC                                        | WEX Inc., Term Loan                                                         | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    783656 | PA      | $776203.84    | 0.04%             | 2028-04-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc., Term Loan B3                                        | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1034119 | PA      | $1017598.85   | 0.05%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AEGION CORP                                    | Aegion Corporation, Term Loan                                               | CUSIP: 00771PAJ0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    242475 | PA      | $226916.24    | 0.01%             | 2028-05-17      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                    | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11655000 | PA      | $11538450.00  | 0.53%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3290625.00   | 0.15%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING COORDINATORS                         | Packaging Coordinators Midco Inc                                            | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |   2214843 | PA      | $2140546.38   | 0.10%             | 2027-11-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                         | Greeneden U.S. Holdings II, LLC, Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |  11973873 | PA      | $11652134.70  | 0.54%             | 2027-12-01      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $13522965.00  | 0.62%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                            | Avantor Funding, Inc., Term Loan B5                                         | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   1687143 | PA      | $1678817.42   | 0.08%             | 2027-11-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                           | Stars Group Holdings B.V. (The), Term Loan B                                | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |   4995000 | PA      | $4966903.13   | 0.23%             | 2028-07-04      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                              | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $373710.00    | 0.02%             | 2026-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| OPTIV SECURITY INC                             | Optiv Security Inc                                                          | CUSIP: 68404XAB2<br>LEI: 549300VZRXJMEDMZX746 | Long             | LON              | CORP              | US        |   5667498 | PA      | $5497473.13   | 0.25%             | 2024-02-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                           | Matador Resources Co                                                        | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3961920.00   | 0.18%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TRINSEO OP / TRINSEO FIN                       | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc             | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5130000 | PA      | $4110412.50   | 0.19%             | 2025-09-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| COVANTA HOLDING CORP                           | Covanta Holding Corporation, Term Loan C                                    | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |    240787 | PA      | $236399.11    | 0.01%             | 2028-11-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Belk Inc                                       | Belk Inc                                                                    | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $841.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                       | Alterra Mountain Company, Term Loan                                         | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   8717780 | PA      | $8626984.42   | 0.40%             | 2028-08-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings, Inc., Term Loan, First Lien                              | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    656592 | PA      | $646447.61    | 0.03%             | 2027-01-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| DERMATOLOGY INTERMEDIATE                       | Dermatology Intermediate Holdings III Inc                                   | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   2479219 | PA      | $2428097.92   | 0.11%             | 2029-03-23      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                       | Gainwell Acquisition Corp., Term Loan B                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4379538 | PA      | $4286473.15   | 0.20%             | 2027-10-01      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications, Inc., Term Loan                                       | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |  24576833 | PA      | $23095710.43  | 1.07%             | 2026-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                          | DirecTV Financing, LLC, Term Loan                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14646515 | PA      | $14065634.38  | 0.65%             | 2027-08-02      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                   | RealPage, Inc, Term Loan, First Lien                                        | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |       137 | PA      | $131.43       | 0.00%             | 2028-04-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| VYAIRE MEDICAL INC                             | Vyaire Medical, Inc., Term Loan B                                           | CUSIP: 92921XAB6<br>LEI: 549300ZVN6ARCNECB069 | Long             | LON              | CORP              | US        |    533372 | PA      | $387361.10    | 0.02%             | 2025-04-16      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                 | Hertz Corp                                                                  | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9238571.05   | 0.43%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL                             | Connect Finco Sarl, Term Loan B                                             | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    607585 | PA      | $601053.91    | 0.03%             | 2026-12-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                              | CUSIP: BL4048833<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |  18950000 | PA      | $18448677.75  | 0.85%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO                       | M6 ETX Holdings II Midco LLC                                                | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3165000 | PA      | $3168972.08   | 0.15%             | 2029-08-11      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Cineworld Warrant                              | Cineworld Warrant                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     90106 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television, Inc., Term Loan B                                          | CUSIP: 389376AX2<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    576691 | PA      | $576587.38    | 0.03%             | 2024-02-07      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                    | Staples, Inc., Term Loan                                                    | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    649848 | PA      | $581341.15    | 0.03%             | 2026-04-12      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corporation, Term Loan B                                           | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |   3052995 | PA      | $2874898.24   | 0.13%             | 2028-10-18      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                | Naked Juice LLC, Term Loan, Second Lien                                     | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1040333 | PA      | $923815.70    | 0.04%             | 2030-01-20      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television, Inc., Term Loan C                                          | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   1507161 | PA      | $1468916.52   | 0.07%             | 2026-01-02      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                          | Astra Acquisition Corp., Term Loan, First Lien                              | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3742346 | PA      | $3399285.30   | 0.16%             | 2028-10-22      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                     | Mallinckrodt International Finance S.A., Term Loan B                        | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |         0 | PA      | $0.02         | 0.00%             | 2024-09-24      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                    | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5441524.48   | 0.25%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC                        | ExGen Renewables IV, LLC, Term Loan                                         | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    853289 | PA      | $846709.86    | 0.04%             | 2027-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | Acrisure LLC                                                                | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1989975 | PA      | $1917838.35   | 0.09%             | 2027-02-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2575124.90   | 0.12%             | 2028-06-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q134<br>LEI: N/A                  | Long             | DE               | CORP              | US        |      3984 | NS      | $99600.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931025.20    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc., Term Loan                                           | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |  19871907 | PA      | $19869125.29  | 0.92%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                           | Cengage Learning, Inc., Term Loan B                                         | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |  11550868 | PA      | $10641237.53  | 0.49%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                        | Stars Group Holdings B.V. (The), Term Loan                                  | CUSIP: 933MFSII9<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |  28850655 | PA      | $28530123.91  | 1.32%             | 2025-07-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC, Term Loan B4, Second Lien                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4745000 | PA      | $3683306.25   | 0.17%             | 2029-01-15      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                       | Grifols Worldwide Operations USA, Inc., Term Loan B                         | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6800000 | PA      | $6601678.00   | 0.30%             | 2027-11-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TNT Crane & Rigging Inc                        | TNT Crane & Rigging Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2687 | NS      | $19144.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                    | Academy, Ltd., Term Loan                                                    | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |   1255875 | PA      | $1247636.46   | 0.06%             | 2027-11-06      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                       | Outfront Media Capital LLC / Outfront Media Capital Corp                    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $455625.00    | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| BRIGHT BIDCO BV                                | Bright Bidco B.V., Term Loan B                                              | CUSIP: N1603LAD9<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |  16796067 | PA      | $5731657.73   | 0.26%             | 2024-06-30      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US Inc                                                        | CUSIP: 22834KAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419568 | PA      | $406045.60    | 0.02%             | 2023-09-09      | Variable      | 14.09%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS                     | AMC Entertainment Holdings, Inc. , Term Loan B                              | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |  12587152 | PA      | $7072405.92   | 0.33%             | 2026-04-22      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERS                       | Ziggo Financing Partnership, Term Loan I                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | LON              | CORP              | US        |   7871072 | PA      | $7633326.76   | 0.35%             | 2028-04-30      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC                                | ICU Medical, Inc., Term Loan B                                              | CUSIP: BL3788280<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |   3248675 | PA      | $3134289.15   | 0.14%             | 2028-12-14      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                            | Churchill Downs Inc                                                         | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |   2970202 | PA      | $2971597.59   | 0.14%             | 2024-12-27      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO LLC                               | Motion Finco LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    267890 | PA      | $258562.07    | 0.01%             | 2026-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                            | CUSIP: 62913TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $205000.00    | 0.01%             | 2025-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2400631.22   | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| QUORUM HEALTH CORP                             | Quorum Health Corporation, Term Loan                                        | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    233512 | PA      | $159371.97    | 0.01%             | 2025-04-29      | Variable      | 12.03%                | No            |                  2 | On Loan: No      |
| SRAM LLC                                       | SRAM, LLC , Term Loan B                                                     | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |    750000 | PA      | $737812.52    | 0.03%             | 2028-05-18      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                    | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4937500.00   | 0.23%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                       | Sound Inpatient Physicians Holdings LLC                                     | CUSIP: 46322EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740625 | PA      | $607930.92    | 0.03%             | 2025-06-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                               | Dexko Global Inc                                                            | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |   3422800 | PA      | $3109511.12   | 0.14%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Energy Harbor Corp                             | Energy Harbor Corp                                                          | CUSIP: 29279N102<br>LEI: 5493003HK03UVPUSUP12 | Long             | EC               | CORP              | US        |    115290 | NS      | $9146301.57   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LL                       | Serta Simmons Bedding, LLC, Term Loan                                       | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     91188 | PA      | $88816.86     | 0.00%             | 2023-08-10      | Variable      | 10.79%                | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC, Term Loan B7                                                   | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   6842793 | PA      | $6573357.75   | 0.30%             | 2024-11-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply, LLC, Term Loan B                                       | CUSIP: 87422LAM2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   9834000 | PA      | $9956925.00   | 0.46%             | 2026-07-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer              | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1890000.00   | 0.09%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FLY FUNDING II SARL                            | Fly Funding II Sarl                                                         | CUSIP: N/A<br>LEI: 54930033GL3A930IIN33       | Long             | LON              | CORP              | LU        |   2147627 | PA      | $1809375.56   | 0.08%             | 2025-08-09      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE                        | Endo Luxembourg Finance Company I S.a r.l., Term Loan                       | CUSIP: L2968EAE2<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.02         | 0.00%             | 2028-03-25      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| Onex Carestream Finance LP                     | Onex Carestream Finance LP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     52393 | NS      | $759698.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services PE LLC                     | Windstream Services PE LLC                                                  | CUSIP: N/A<br>LEI: 549300L3SXBFJVGRCF66       | Long             | EC               | CORP              | US        |     24672 | NS      | $320736.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RH                                             | Restoration Hardware, Inc., Term Loan B                                     | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   3960000 | PA      | $3742200.00   | 0.17%             | 2028-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                    | CHG Healthcare Services Inc., Term Loan                                     | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |   2411797 | PA      | $2369168.46   | 0.11%             | 2028-09-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                             | NortonLifeLock Inc., Term Loan B                                            | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |  18250000 | PA      | $17981907.50  | 0.83%             | 2029-01-28      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                 | Hertz Corporation, (The), Term Loan B                                       | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |  20877228 | PA      | $20427740.93  | 0.94%             | 2028-06-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PERFORCE SOFTWARE INC                          | Perforce Software, Inc., Term Loan B                                        | CUSIP: 71376GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3080246 | PA      | $2856281.72   | 0.13%             | 2026-07-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                              | AVSC Holding Corp                                                           | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1531882.50   | 0.07%             | 2026-12-04      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                  | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1620938 | PA      | $1583121.03   | 0.07%             | 2029-03-04      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                       | Diamond Sports Group, LLC, Term Loan                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    409481 | PA      | $389007.11    | 0.02%             | 2026-05-19      | Variable      | 11.89%                | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada, Term Loan B                                                     | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |  10882725 | PA      | $10776618.43  | 0.50%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                    | McAfee, LLC, Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 254900SAGUYT3MBUU161 | Long             | LON              | CORP              | US        |  16238078 | PA      | $15476999.53  | 0.71%             | 2029-02-03      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                      | Avaya Holdings Corp                                                         | CUSIP: 05349UBE1<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |   9925000 | PA      | $6219699.75   | 0.29%             | 2027-12-15      | Variable      | 13.79%                | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                            | Conair Holdings, LLC, Term Loan B                                           | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    575000 | PA      | $488750.00    | 0.02%             | 2028-05-17      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope, Inc., Term Loan B                                                | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   4568936 | PA      | $4405459.42   | 0.20%             | 2026-04-04      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                     | Avis Budget Car Rental, LLC, Term Loan C                                    | CUSIP: 05377JAS1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   8645535 | PA      | $8523027.82   | 0.39%             | 2029-03-15      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                            | AssuredPartners, Inc., Term Loan B                                          | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1984694 | PA      | $1912748.73   | 0.09%             | 2027-02-13      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                             | Agiliti Health Inc                                                          | CUSIP: 00847YAD4<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    407143 | PA      | $398491.06    | 0.02%             | 2026-01-04      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                            | Churchill Downs Incorporated, Term Loan B1                                  | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |   7076906 | PA      | $6982535.63   | 0.32%             | 2028-03-17      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MA FINANCECO LLC                               | Seattle Spinco, Inc., Term Loan B5                                          | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   5030145 | PA      | $4954692.66   | 0.23%             | 2027-01-14      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc., Term Loan B                                       | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   2419889 | PA      | $2397214.74   | 0.11%             | 2028-09-22      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | ORGANON & CO/ORG                                                            | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2662230.00   | 0.12%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| CROWN FINANCE US INC                           | Crown Finance US, Inc., Term Loan                                           | CUSIP: 22834KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2324779 | PA      | $512613.69    | 0.02%             | 2026-09-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JO-ANN STORES INC                              | Jo-Ann Stores, Inc., Term Loan B1                                           | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |   3714854 | PA      | $2557676.86   | 0.12%             | 2028-06-30      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                            | Hyland Software, Inc., Term Loan, First Lien                                | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992235 | PA      | $979524.18    | 0.05%             | 2024-07-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| IQOR US INC                                    | iQor US Inc., Second Out Term Loan                                          | CUSIP: 46264NAL7<br>LEI: 549300LKMK4MMQCMDH78 | Long             | LON              | CORP              | US        |    798698 | PA      | $607010.75    | 0.03%             | 2025-11-19      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LL                       | Serta Simmons Bedding, LLC, Term Loan                                       | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2023-08-10      | Variable      | 10.79%                | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                   | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000096.00   | 0.09%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE OPERATING CO                    | TransMontaigne Operating Company L.P., Term Loan B                          | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |   4317375 | PA      | $4238841.95   | 0.20%             | 2028-11-05      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                     | Alliant Holdings Intermediate, LLC, Term Loan B                             | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   4741683 | PA      | $4658324.54   | 0.21%             | 2025-05-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                    | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6233990.00   | 0.29%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| TRITON WATER HOLDINGS IN                       | Triton Water Holdings, Inc, Term Loan                                       | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   8098900 | PA      | $7509219.07   | 0.35%             | 2028-03-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                           | Epicor Software Corporation, Term Loan                                      | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  17090193 | PA      | $16539205.18  | 0.76%             | 2027-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Millennium Health LLC                          | Millennium Health LLC                                                       | CUSIP: 933UAY902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57666 | NS      | $2825.63      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ORGANON & CO                                   | Organon & Co, Term Loan                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |  19768558 | PA      | $19620293.89  | 0.90%             | 2028-06-02      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| FOREST CITY ENTERPRISES                        | Forest City Enterprises LP                                                  | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |   1988243 | PA      | $1959453.33   | 0.09%             | 2025-12-07      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                              | Cumulus Media Inc                                                           | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $51.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                     | Alliant Holdings Intermediate, LLC, Term Loan B4                            | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  10486554 | PA      | $10191672.07  | 0.47%             | 2027-11-06      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                     | Mallinckrodt International Finance SA                                       | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |   1959394 | PA      | $1553496.06   | 0.07%             | 2027-09-30      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global, Inc., Term Loan Z                                             | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   6529460 | PA      | $6459267.90   | 0.30%             | 2026-07-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corporation, Term Loan B                                           | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |   8384977 | PA      | $8094772.61   | 0.37%             | 2025-06-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                       | Zelis Healthcare Corporation, Term Loan                                     | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   3927419 | PA      | $3887791.26   | 0.18%             | 2026-09-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EOS US FINCO LLC                               | EOS US Finco LLC                                                            | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2075000 | PA      | $2015343.75   | 0.09%             | 2029-08-03      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    993404 | PA      | $920529.38    | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                       | Element Materials Technology Group US Holdings Inc., Term Loan              | CUSIP: BL3899012<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   1105000 | PA      | $1086585.18   | 0.05%             | 2029-04-12      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                          | Phoenix Guarantor Inc, Term Loan B                                          | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   3501308 | PA      | $3338427.48   | 0.15%             | 2026-03-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | CenturyLink, Inc., Term Loan B                                              | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    513722 | PA      | $488357.19    | 0.02%             | 2027-03-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | Commscope Inc                                                               | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $858405.00    | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| HAYWARD INDUSTRIES INC                         | Hayward Industries, Inc., Term Loan                                         | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |   3450961 | PA      | $3359838.63   | 0.15%             | 2028-05-28      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                              | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2246 | NS      | $342582.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI HEALTH INC                             | Agiliti Health Inc                                                          | CUSIP: 00847YAC6<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |   2657475 | PA      | $2607647.28   | 0.12%             | 2026-01-04      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                       | Freeport LNG Investments LLLP                                               | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |  17953075 | PA      | $17062961.12  | 0.79%             | 2026-11-16      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                       | Travelport Finance (Luxembourg) S.a.r.l., Term Loan                         | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   1185499 | PA      | $1182807.43   | 0.05%             | 2025-02-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                | Spin Holdco Inc., Term Loan                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   3952273 | PA      | $3549635.45   | 0.16%             | 2028-03-04      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG Inc                                                                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   1065000 | PA      | $984592.50    | 0.05%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                       | GOGO Intermediate Holdings LLC, Term Loan B                                 | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3206794 | PA      | $3183416.15   | 0.15%             | 2028-04-30      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corporation, Term Loan B                                     | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |  13729480 | PA      | $13521409.81  | 0.62%             | 2025-03-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                             | Seattle Spinco, Inc., Term Loan B3                                          | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |  11918892 | PA      | $11799703.07  | 0.54%             | 2024-06-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings, LLC, Term Loan B1                                             | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   5429124 | PA      | $5214673.26   | 0.24%             | 2025-07-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                               | Pegasus Bidco BV                                                            | CUSIP: BL3903723<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |   7750000 | PA      | $7614375.00   | 0.35%             | 2029-05-05      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB Holding Corp, Term Loan B                                               | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3113424 | PA      | $3001730.16   | 0.14%             | 2027-12-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| AZALEA TOPCO INC                               | Azalea Topco Inc                                                            | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   2744817 | PA      | $2549248.78   | 0.12%             | 2026-07-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                        | Perrigo Investments, LLC, Term Loan B                                       | CUSIP: BL3890177<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |   2883773 | PA      | $2851330.08   | 0.13%             | 2029-04-05      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                            | Buckeye Partners, L.P., Term Loan B                                         | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   4262737 | PA      | $4217701.22   | 0.19%             | 2026-11-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | Broadstreet Partners, Inc., Term Loan B2                                    | CUSIP: 11132VAR0<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   8424900 | PA      | $8130070.36   | 0.38%             | 2027-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| QUARTERNORTH ENERGY HOLD                       | QuarterNorth Energy Holding Inc., Exit Term Loan, Second Lien               | CUSIP: 74771KAB3<br>LEI: 549300BC3OH5VUTNXB92 | Long             | LON              | CORP              | US        |   5722490 | PA      | $5708183.39   | 0.26%             | 2026-08-27      | Variable      | 12.07%                | No            |                  2 | On Loan: No      |
| US RADIOLOGY SPECIALISTS                       | US Radiology Specialists, Inc., Term Loan                                   | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5869211 | PA      | $5323168.75   | 0.25%             | 2027-12-15      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| OCKENFELS GROUP GMBH & C                       | Birkenstock GmbH & Co. KG, Term Loan B                                      | CUSIP: BL3604495<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |   4752770 | PA      | $4591175.74   | 0.21%             | 2028-04-28      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $37157.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1335325.56   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RAYONIER AM PROD INC                           | Rayonier AM Products Inc                                                    | CUSIP: 75508EAB4<br>LEI: 549300ZGRDDK1QM6MM16 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1343062.50   | 0.06%             | 2026-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                 | B.C. Unlimited Liability Company, Term Loan B4                              | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |  41161423 | PA      | $40481436.46  | 1.87%             | 2026-11-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                  | 24 Hour Fitness Worldwide, Inc., Exit Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    338933 | PA      | $28809.30     | 0.00%             | 2025-12-29      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                     | Playa Resorts Holding BV                                                    | CUSIP: 72812NAG1<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   3125000 | PA      | $3037609.38   | 0.14%             | 2028-11-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods, Inc., Term Loan B                                                 | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |  15525665 | PA      | $15452384.08  | 0.71%             | 2028-11-22      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DERMATOLOGY INTERMEDIATE                       | Dermatology Intermediate Holdings III Inc                                   | CUSIP: 24982LAD7<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    464567 | PA      | $454987.52    | 0.02%             | 2029-03-23      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4922605.44   | 0.23%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                        | Lions Gate Capital Holdings LLC, Term Loan B                                | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |   1205764 | PA      | $1164562.84   | 0.05%             | 2025-03-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                            | CNT Holdings I Corp, Term Loan                                              | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3959849 | PA      | $3844458.80   | 0.18%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Quarternorth Energy Holding Inc                | Quarternorth Energy Holding Inc                                             | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |     28708 | NS      | $287080.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                          | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1546875.00   | 0.07%             | 2025-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                       | TricorBraun Holdings, Inc., Term Loan                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   1573468 | PA      | $1505690.58   | 0.07%             | 2028-03-03      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc., Term Loan B6                                        | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   2115204 | PA      | $2078589.50   | 0.10%             | 2029-03-22      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                   | Griffon Corp                                                                | CUSIP: 39843GAJ2<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |    771875 | PA      | $760057.59    | 0.04%             | 2029-01-19      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Global Education Holdings, LLC, Term Loan                       | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10903350 | PA      | $10445409.52  | 0.48%             | 2028-07-30      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| CYXTERA DC HOLDINGS INC                        | Cyxtera DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13872675 | PA      | $12295906.33  | 0.57%             | 2024-05-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                       | Diamond Sports Group, LLC, Term Loan, Second Lien                           | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    869705 | PA      | $142962.04    | 0.01%             | 2026-08-24      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL Inc., Term Loan B                                                | CUSIP: 78571YBB5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   8393856 | PA      | $8381601.46   | 0.39%             | 2024-02-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                               | Wand NewCo 3, Inc., Term Loan                                               | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   2488629 | PA      | $2378419.77   | 0.11%             | 2026-02-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                    | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2471875.00   | 0.11%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                          | Filtration Group Corp                                                       | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   2210119 | PA      | $2160943.74   | 0.10%             | 2028-10-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | Ultimate Software Group Inc (The), Term Loan B                              | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2971880 | PA      | $2902546.20   | 0.13%             | 2026-05-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA, Term Loan, First Lien                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |   2735526 | PA      | $2680815.97   | 0.12%             | 2026-01-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| SYCAMORE BUYER LLC                             | Sycamore Buyer LLC                                                          | CUSIP: 87114UAB9<br>LEI: 549300QY6JWOUB8MFP78 | Long             | LON              | CORP              | US        |   4370000 | PA      | $4330670.00   | 0.20%             | 2029-07-22      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response, Inc., Term Loan                                    | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |   1690285 | PA      | $1355041.96   | 0.06%             | 2025-03-14      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Bruce Mansfield Unit 1 2007 Pass Through Trust | Bruce Mansfield Unit 1 2007 Pass Through Trust                              | CUSIP: 116ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5340000 | PA      | $6675.00      | 0.00%             | 2034-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | Athenahealth, Inc., Term Loan B                                             | CUSIP: 04686RAB9<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |   2875000 | PA      | $2632781.68   | 0.12%             | 2029-01-27      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                     | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4892979.37   | 0.23%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TNT Crane & Rigging Inc                        | TNT Crane & Rigging Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4761 | NS      | $476.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIKEWIZE CORP                                  | Brightstar Corp                                                             | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1825724.74   | 0.08%             | 2025-10-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                              | Clarios Global LP, Term Loan B                                              | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |  11863004 | PA      | $11706056.21  | 0.54%             | 2026-04-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                                | Bright Bidco B.V., Term Loan                                                | CUSIP: BL3997675<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |   1967668 | PA      | $1987344.44   | 0.09%             | 2023-02-28      | Variable      | 12.36%                | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                       | Traverse Midstream Partners LLC, Term Loan                                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1244951 | PA      | $1239243.24   | 0.06%             | 2024-09-27      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| ALL DAY ACQUISITIONCO LLC                      | 24 Hour Fitness Worldwide, Inc., Exit Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164291 | PA      | $86252.62     | 0.00%             | 2026-09-29      | Variable      | 18.29%                | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC, Term Loan B                                            | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   2527278 | PA      | $2474761.00   | 0.11%             | 2027-02-08      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                       | WIN Waste Innovations Holdings, Inc., Term Loan B                           | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |   1071607 | PA      | $1052521.48   | 0.05%             | 2028-03-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Catalina Marketing Corp                        | Catalina Marketing Corp                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7503 | NS      | $1313.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC, Term Loan N                                       | CUSIP: BL3183086<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3469000 | PA      | $3388779.38   | 0.16%             | 2028-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                           | Rackspace Technology Global, Inc., Term Loan B                              | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |  17064145 | PA      | $11606007.87  | 0.54%             | 2028-02-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France S.A., Term Loan B13                                           | CUSIP: 963YSLII7<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   9645840 | PA      | $9340356.10   | 0.43%             | 2026-08-14      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                        | Riverbed Technology, Inc., Exit Term Loan                                   | CUSIP: BL3791722<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |   3284443 | PA      | $1388843.25   | 0.06%             | 2026-12-07      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| Quarternorth Energy Holding Inc                | Quarternorth Energy Holding Inc                                             | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |     55057 | NS      | $7506085.98   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                       | Amentum Government Services Holdings LLC, Term Loan                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   3391500 | PA      | $3347003.52   | 0.15%             | 2029-02-07      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                       | Alliance Laundry Systems LLC, Term Loan B                                   | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1311911 | PA      | $1283048.69   | 0.06%             | 2027-10-08      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                        | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $698089.70    | 0.03%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                           | Cornerstone Building Brands, Inc., Term Loan B                              | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    614939 | PA      | $550465.94    | 0.03%             | 2028-04-12      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                             | Camelot U.S. Acquisition LLC, Term Loan B                                   | CUSIP: L2000AAC4<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | LU        |   9359464 | PA      | $9214392.32   | 0.43%             | 2026-10-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO                       | Les Schwab Tire Centers, Term Loan B                                        | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1365141 | PA      | $1339544.28   | 0.06%             | 2027-11-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc., Term Loan E                                                | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2140076 | PA      | $2114898.00   | 0.10%             | 2025-05-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                 | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1505160.00   | 0.07%             | 2025-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                         | Syniverse Holdings LLC/DE                                                   | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  11870250 | PA      | $10419111.94  | 0.48%             | 2029-05-10      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                              | Vertiv Group Corporation, Term Loan B                                       | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1024013 | PA      | $1001064.92   | 0.05%             | 2027-03-02      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Windstream Services PE LLC                     | Windstream Services PE LLC                                                  | CUSIP: N/A<br>LEI: 549300L3SXBFJVGRCF66       | Long             | EC               | CORP              | US        |     18781 | NS      | $244153.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                               | Ziggo Bond Co BV                                                            | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4612500.00   | 0.21%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                     | CUSIP: 808513AP0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.14%             | N/A             | Variable      | 6.40%                 | No            |                  2 | On Loan: —       |
| AVAYA INC                                      | Avaya, Inc., Term Loan B                                                    | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |   2335000 | PA      | $1120800.00   | 0.05%             | 2027-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                          | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2845216.89   | 0.13%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                       | Onex TSG Intermediate Corp., Term Loan B                                    | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |   1298562 | PA      | $1163025.04   | 0.05%             | 2028-02-26      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                           | Citgo Petroleum Corp                                                        | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |   6431251 | PA      | $6449741.05   | 0.30%             | 2024-03-28      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                               | Gates Global LLC, Term Loan B3                                              | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   9921852 | PA      | $9711657.98   | 0.45%             | 2027-03-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc., Term Loan F                                                | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3932120 | PA      | $3881730.35   | 0.18%             | 2025-12-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9784000 | PA      | $9309671.68   | 0.43%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                       | Fertitta Entertainment, LLC, Term Loan B                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |  15424409 | PA      | $14749591.28  | 0.68%             | 2029-01-27      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | Commscope Inc                                                               | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3386110.00   | 0.16%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                         | Calumet Specialty Products Partners LP / Calumet Finance Corp               | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2400900.00   | 0.11%             | 2027-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOX HOLDINGS INC                           | Equinox Holdings, Inc., Term Loan, First Lien                               | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |   4650306 | PA      | $3483078.98   | 0.16%             | 2024-03-08      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                    | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232500.00    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                               | CSC Holdings, LLC, Term Loan B5                                             | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1183168 | PA      | $1113656.91   | 0.05%             | 2027-04-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO LLC                               | Motion Finco LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1882110 | PA      | $1816574.93   | 0.08%             | 2026-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| REVLON CONSUMER PRODUCTS CO                    | Revlon Consumer Products Corporation, Term Loan B                           | CUSIP: 761520AY1<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |   4034930 | PA      | $1193895.33   | 0.06%             | 2023-09-07      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                            | Applied Systems Inc                                                         | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1450897 | PA      | $1449242.86   | 0.07%             | 2024-09-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France S.A., Term Loan B12                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   1695578 | PA      | $1629874.51   | 0.08%             | 2026-01-31      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| CENTURI GROUP INC                              | Centuri Group, Inc, Term Loan B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2444250 | PA      | $2362148.09   | 0.11%             | 2028-08-27      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                       | Avolon TLB Borrower 1 (US) LLC, Term Loan B4                                | CUSIP: 05400KAF7<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    666441 | PA      | $655334.80    | 0.03%             | 2027-02-12      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                              | Kestrel Bidco Inc., Term Loan B                                             | CUSIP: N/A<br>LEI: 5493004LHNGMD0JHE251       | Long             | LON              | CORP              | CA        |  15527091 | PA      | $13991849.62  | 0.65%             | 2026-12-11      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVEST                         | Eagle Broadband Investments LLC                                             | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   2716865 | PA      | $2623473.15   | 0.12%             | 2027-11-12      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                         | AI Aqua Merger Sub Inc                                                      | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    972222 | PA      | $925229.87    | 0.04%             | 2028-07-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                            | Anticimex International AB, Term Loan                                       | CUSIP: W8189EAF7<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    590513 | PA      | $575749.75    | 0.03%             | 2028-11-16      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208585.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| EMBECTA CORP                                   | Embecta Corp                                                                | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |   1274033 | PA      | $1228384.01   | 0.06%             | 2029-01-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                    | Creative Artists Agency, LLC , Term Loan B                                  | CUSIP: 22526WAM0<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    729375 | PA      | $724211.03    | 0.03%             | 2026-11-26      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                       | Caesars Resort Collection, LLC, Term Loan B, First Lien                     | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |  14830407 | PA      | $14752918.27  | 0.68%             | 2024-12-22      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                | SPDR Blackstone Senior Loan ETF                                             | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |    208275 | NS      | $8639247.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C European Holdings Sarl, Term Loan B4                                   | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    863998 | PA      | $850195.72    | 0.04%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| LSCS HOLDINGS INC                              | LSCS Holdings Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3473750 | PA      | $3338273.75   | 0.15%             | 2028-12-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                       | Outfront Media Capital LLC, Term Loan B                                     | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   2907000 | PA      | $2786170.55   | 0.13%             | 2026-11-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8074720.00   | 0.37%             | 2025-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI BELL INC                            | Cincinnati Bell, Inc., Term Loan B2                                         | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |   8712552 | PA      | $8567705.70   | 0.40%             | 2028-11-23      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp                                                               | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   3412850 | PA      | $3211287.08   | 0.15%             | 2028-10-21      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                 | DTI Holdco Inc                                                              | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4641150.00   | 0.21%             | 2029-04-21      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS INC                          | Delek US Holdings, Inc., Term Loan B                                        | CUSIP: 24664GAD3<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2025-03-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada                                                                  | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3287000 | PA      | $3007609.60   | 0.14%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| riverbed technology inc                        | Riverbed technology inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     28482 | NS      | $7120.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines, Inc., Term Loan B                                          | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   8168395 | PA      | $8089611.01   | 0.37%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| MILLER (HERMAN) INC                            | MillerKnoll Inc                                                             | CUSIP: 427430AP8<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | LON              | CORP              | US        |   2475000 | PA      | $2394562.50   | 0.11%             | 2028-07-19      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC, Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    397020 | PA      | $348591.49    | 0.02%             | 2026-12-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    585000 | PA      | $539890.65    | 0.02%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                        | Invesco Senior Loan ETF                                                     | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    817693 | NS      | $17024368.26  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                            | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240000.00    | 0.01%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quarternorth Energy Holding Inc                | Quarternorth Energy Holding Inc                                             | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |     55290 | NS      | $414675.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                            | Avaya Holdings Corp                                                         | CUSIP: 05351X119<br>LEI: 549300NZS2OZN6Q63A60 | Long             | DE               | CORP              | US        |     16108 | NS      | $96.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                             | Central Parent Inc                                                          | CUSIP: BL3922269<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6315000 | PA      | $6251502.68   | 0.29%             | 2029-06-09      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | Clydesdale Acquisition Holdings Inc, Term Loan B                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1421425 | PA      | $1375356.62   | 0.06%             | 2029-03-30      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| CHECKOUT HOLDINGS CORP                         | Checkout Holding Corp., Last Out Term Loan                                  | CUSIP: 14886MAN1<br>LEI: 5493000F1R60SFVQY311 | Long             | LON              | CORP              | US        |    551113 | PA      | $147651.51    | 0.01%             | 2023-08-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                    | Staples Inc                                                                 | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   8000680 | PA      | $7802862.86   | 0.36%             | 2024-09-12      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                           | Covanta Holding Corporation, Term Loan B                                    | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |   3193676 | PA      | $3135471.73   | 0.14%             | 2028-11-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                            | H Food Holdings LLC, Term Loan B3                                           | CUSIP: 40422KAE1<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    119223 | PA      | $104642.85    | 0.00%             | 2025-05-31      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                 | ACBL HLDG CORP                                                              | CUSIP: 00085Q407<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3789 | NS      | $94725.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quarternorth Energy Holding Inc                | Quarternorth Energy Holding Inc                                             | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | EC               | CORP              | US        |     85364 | NS      | $11637930.21  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    412000 | PA      | $403139.94    | 0.02%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                              | MLN US Holdco LLC                                                           | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |   3526591 | PA      | $2927070.41   | 0.14%             | 2027-10-18      | Variable      | 11.15%                | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                       | ABG Intermediate Holdings 2 LLC                                             | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   3157088 | PA      | $3059754.49   | 0.14%             | 2028-12-21      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                  | Diamond (BC) B.V., Term Loan B                                              | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |   3594835 | PA      | $3481202.27   | 0.16%             | 2028-09-29      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                          | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903216.80    | 0.04%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BALLY'S CORP                                   | Twin River Worldwide Holdings, Inc., Term Loan B                            | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |  14136237 | PA      | $13468724.33  | 0.62%             | 2028-10-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US Inc                                                        | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5741863 | PA      | $5556802.39   | 0.26%             | 2023-09-09      | Variable      | 14.21%                | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                         | Reynolds Group Holdings Inc. , Term Loan B                                  | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1799269 | PA      | $1778046.51   | 0.08%             | 2028-09-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| American Commercial Barge Line LLC             | American Commercial Barge Line LLC                                          | CUSIP: 00085Q142<br>LEI: N8M4Q69WMYK6TKI6HE52 | Long             | DE               | CORP              | US        |     39840 | NS      | $14940.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                    | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4007782 | PA      | $3790590.92   | 0.17%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARE                     | Project Ruby Ultimate Parent Corp., Term Loan                               | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    394000 | PA      | $375602.17    | 0.02%             | 2028-03-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR EN                     | William Morris Endeavor Entertainment, LLC, Term Loan, First Lien           | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |  10587234 | PA      | $10337639.64  | 0.48%             | 2025-05-16      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                       | Weber-Stephen Products LLC, Term Loan B                                     | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   7535305 | PA      | $6369216.63   | 0.29%             | 2027-10-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                   | PetSmart, Inc., Term Loan B                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19829150 | PA      | $19127991.44  | 0.88%             | 2028-02-12      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                   | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  17230000 | PA      | $17028451.73  | 0.79%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                  | 24 Hour Fitness Worldwide Inc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    159883 | NS      | $1279.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                       | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |  12800000 | PA      | $12325888.00  | 0.57%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Vantage Drilling International                 | Vantage Drilling International                                              | CUSIP: N/A<br>LEI: 549300T9QN1134QR7185       | Long             | EC               | CORP              | US        |      5884 | NS      | $101499.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | RegionalCare Hospital Partners Holdings, Inc., Term Loan B                  | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   9503140 | PA      | $8842101.87   | 0.41%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC, Term Loan                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    740625 | PA      | $705263.86    | 0.03%             | 2028-06-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                              | Citgo Holding Inc                                                           | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503750.00   | 0.07%             | 2024-08-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DAWN ACQUISITIONS LLC                          | Dawn Acquisitions LLC                                                       | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9302254 | PA      | $6345904.87   | 0.29%             | 2025-12-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                  | 24 Hour Fitness Worldwide Inc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     76044 | NS      | $4790.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                               | Gulf Finance, LLC, Term Loan                                                | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |  12989457 | PA      | $10776572.90  | 0.50%             | 2026-08-25      | Variable      | 10.68%                | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                         | Reynolds Group Holdings Inc. , Term Loan B2                                 | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   4989861 | PA      | $4930156.89   | 0.23%             | 2026-02-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                       | Avolon TLB Borrower 1 (US) LLC, Term Loan B3                                | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    903964 | PA      | $891534.86    | 0.04%             | 2025-01-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                          | Tempo Acquisition LLC                                                       | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   5630876 | PA      | $5598019.50   | 0.26%             | 2028-08-31      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20069500.00  | 0.93%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS                         | Viant Medical Holdings, Inc., Term Loan, First Lien                         | CUSIP: 58506PAF8<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |   1473919 | PA      | $1314861.34   | 0.06%             | 2025-07-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB Holding Corp                                                            | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1967860.00   | 0.09%             | 2025-02-05      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                        | Dana Financing Luxembourg Sarl                                              | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $1028583.84   | 0.05%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                       | Entain Holdings Gibraltar Ltd                                               | CUSIP: BL4031979<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   2475000 | PA      | $2455818.75   | 0.11%             | 2029-10-31      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings Inc                                          | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2499362.42   | 0.12%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** Nuveen Investment Trust III

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller