Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
February 28 2014 - 1:40PM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number 811-09037
Nuveen Investment Trust III
(Exact name of registrant as specified in
charter)
Nuveen Investments
333 West Wacker Drive, Chicago, Illinois 60606
(Address of principal
executive offices) (Zip code)
Kevin J. McCarthyVice President and Secretary
333 West Wacker Drive, Chicago, Illinois 60606
(Name and address of agent for service)
Registrants telephone number, including area code: 312-917-7700
Date of fiscal year end: September 30
Date of reporting period: December 31, 2013
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the
Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its
regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information
specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget
(OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments.
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
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Shares
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Description (1)
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Value
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LONG-TERM INVESTMENTS 93.3%
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COMMON STOCKS 0.0%
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Media 0.0%
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9,292
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Tribune Company, (2)
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$
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Total Common Stocks (cost $0)
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Principal
Amount (000)
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Description (1)
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Coupon
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Ratings (3)
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Value
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$1,000 PAR (OR SIMILAR) INSTITUTIONAL STRUCTURES 0.1%
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IT Services 0.1%
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$
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1,000
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Zayo Escrow Corporation
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8.125%
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B1
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$
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1,095,000
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Total $1,000 Par (or similar) Institutional Structures (cost
$1,000,000)
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1,095,000
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Principal
Amount (000)
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Description (1)
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Coupon
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Maturity
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Ratings (3)
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Value
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CONVERTIBLE BONDS 0.3%
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Health Care Equipment & Supplies 0.2%
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$
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1,537
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Hologic Inc.
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0.000%
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12/15/43
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N/R
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$
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1,613,850
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Health Care Providers & Services 0.1%
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500
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LifePoint Hospitals, Inc.
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3.500%
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5/15/14
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BB
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543,438
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500
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Omnicare, Inc.
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3.250%
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12/15/35
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B+
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534,375
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1,000
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Total Health Care Providers & Services
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1,077,813
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$
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2,537
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Total Convertible Bonds (cost $2,448,482)
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2,691,663
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Principal
Amount (000)
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Description (1)
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Coupon
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Maturity
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Ratings (3)
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Value
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CORPORATE BONDS 62.9%
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Aerospace & Defense 0.5%
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$
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1,150
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Bombardier Inc., 144A
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6.125%
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1/15/23
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BB
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$
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1,141,375
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2,219
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Erickson Air-Crane Inc., 144A
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8.250%
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5/01/20
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B1
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2,296,665
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1,000
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TransDigm Inc.
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7.750%
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12/15/18
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B
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1,072,500
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4,369
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Total Aerospace & Defense
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4,510,540
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Auto Components 1.1%
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2,000
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Ahern Rentals Inc., 144A
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9.500%
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6/15/18
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B
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2,165,000
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3,750
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Chassix Inc., 144A
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9.250%
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8/01/18
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B
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3,993,750
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1,900
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Schaeffler Holding Finance BV, 144A
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6.875%
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8/15/18
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B1
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2,014,000
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2,100
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Stackpole International Intermediate Company, 144A
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7.750%
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10/15/21
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B+
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2,184,000
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9,750
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Total Auto Components
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10,356,750
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Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
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Principal
Amount (000)
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Description (1)
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Coupon
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Maturity
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Ratings (3)
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Value
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Automobiles 0.6%
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$
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6,000
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Jaguar Land Rover PLC, 144A
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4.125%
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12/15/18
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BB
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$
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6,037,500
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Beverages 0.6%
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6,300
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Innvoation Ventures LLC Finance, 144A
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9.500%
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8/15/19
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B2
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6,079,500
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Capital Markets 0.8%
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7,000
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KCG Holdings Inc., 144A
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8.250%
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6/15/18
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B
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7,367,500
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Chemicals 1.5%
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7,000
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Hexion US Finance
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6.625%
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4/15/20
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Ba3
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7,175,000
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1,600
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Ineos Finance PLC, 144A
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8.375%
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2/15/19
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BB
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1,780,000
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5,000
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Ineos Group Holdings SA, 144A
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6.125%
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8/15/18
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B
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5,025,000
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13,600
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Total Chemicals
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13,980,000
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Commercial Services & Supplies 2.9%
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5,000
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ABX Group Inc.
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6.375%
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12/01/19
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Ba3
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5,075,000
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6,950
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ABX Group Inc.
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8.750%
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12/01/20
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CCC+
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7,089,000
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3,000
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Ceridian Corporation, 144A
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8.875%
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7/15/19
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B1
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3,450,000
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54
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Ceridian Corporation
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12.250%
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11/15/15
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CCC
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54,405
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5,098
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Harland Clarke Holdings
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9.500%
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5/15/15
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B
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5,123,490
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900
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Monitronics Escrow Corporation, 144A
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9.125%
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4/01/20
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CCC+
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954,000
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5,000
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Tervita Corporation, 144A
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8.000%
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11/15/18
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B
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5,162,500
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26,002
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Total Commercial Services & Supplies
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26,908,395
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Communications Equipment 2.5%
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12,000
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Alcatel Lucent USA Inc., 144A
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6.750%
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11/15/20
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B3
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12,465,000
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2,800
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Alcatel Lucent USA Inc., 144A
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4.625%
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7/01/17
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B3
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2,803,500
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2,000
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Avaya Inc., 144A
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7.000%
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4/01/19
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B1
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1,960,000
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1,000
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IntelSat Jackson Holdings
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7.250%
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4/01/19
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B+
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1,080,000
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1,000
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IntelSat Jackson Holdings
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7.500%
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4/01/21
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B+
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1,102,500
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1,750
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Level 3 Financing Inc., 144A
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6.125%
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1/15/21
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BB
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1,767,500
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2,000
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Nortel Networks Limited, (6)
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0.000%
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7/15/11
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N/R
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2,130,000
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22,550
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Total Communications Equipment
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23,308,500
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Computers & Peripherals 0.1%
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900
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Seagate HDD Cayman, 144A
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3.750%
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11/15/18
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BBB
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910,125
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Consumer Finance 0.8%
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2,700
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SLM Corporation
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4.875%
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6/17/19
|
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BBB
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2,690,423
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1,900
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|
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Springleaf Finance Corporation
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6.000%
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|
6/01/20
|
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B3
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|
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1,900,000
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|
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2,500
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TMX Finance LLC, 144A
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8.500%
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|
|
|
9/15/18
|
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B+
|
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2,662,500
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7,100
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|
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Total Consumer Finance
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|
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7,252,923
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Containers & Packaging 0.6%
|
|
|
|
|
|
|
|
|
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|
|
|
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|
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1,750
|
|
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Ardagh Packaging Finance / MP HD USA, 144A
|
|
|
7.000%
|
|
|
|
11/15/20
|
|
|
|
CCC+
|
|
|
|
1,767,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,000
|
|
|
Ardagh Packaging Finance PLC, 144A
|
|
|
7.375%
|
|
|
|
10/15/17
|
|
|
|
Ba3
|
|
|
$
|
1,075,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Ardagh Packaging Finance PLC, 144A / MP HD USA, 144A
|
|
|
7.375%
|
|
|
|
10/15/17
|
|
|
|
Ba3
|
|
|
|
1,073,750
|
|
|
|
|
|
|
|
|
1,250
|
|
|
Reynolds Group
|
|
|
7.875%
|
|
|
|
8/15/19
|
|
|
|
B+
|
|
|
|
1,381,250
|
|
|
|
|
|
|
|
|
500
|
|
|
Reynolds Group
|
|
|
6.875%
|
|
|
|
2/15/21
|
|
|
|
B+
|
|
|
|
538,750
|
|
|
5,500
|
|
|
Total Containers & Packaging
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,836,250
|
|
|
|
|
|
|
|
|
|
|
|
Distributors 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,590
|
|
|
HD Supply Inc.
|
|
|
11.500%
|
|
|
|
7/15/20
|
|
|
|
CCC+
|
|
|
|
9,060,563
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,650
|
|
|
NES Rental Holdings Inc., 144A
|
|
|
7.875%
|
|
|
|
5/01/18
|
|
|
|
CCC+
|
|
|
|
1,736,625
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 1.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
500
|
|
|
American Capital Limited, 144A
|
|
|
6.500%
|
|
|
|
9/15/18
|
|
|
|
BB
|
|
|
|
521,250
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Harland Clarke Holdings
|
|
|
5.010%
|
|
|
|
5/15/15
|
|
|
|
B
|
|
|
|
997,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Jefferies Finance LLC Corporation, 144A
|
|
|
7.375%
|
|
|
|
4/01/20
|
|
|
|
B+
|
|
|
|
2,080,000
|
|
|
|
|
|
|
|
|
3,350
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
8/01/18
|
|
|
|
B+
|
|
|
|
3,408,625
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
6/01/22
|
|
|
|
B+
|
|
|
|
2,812,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
PHH Corporation
|
|
|
6.375%
|
|
|
|
8/15/21
|
|
|
|
Ba2
|
|
|
|
2,000,000
|
|
|
11,850
|
|
|
Total Diversified Financial Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,819,875
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 2.5%
|
|
|
|
|
|
|
|
|
1,213
|
|
|
Cincinnati Bell Inc.
|
|
|
8.375%
|
|
|
|
10/15/20
|
|
|
|
B
|
|
|
|
1,313,073
|
|
|
|
|
|
|
|
|
1,500
|
|
|
CyrusOne LP Finance
|
|
|
6.375%
|
|
|
|
11/15/22
|
|
|
|
B+
|
|
|
|
1,552,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
IntelSat Limited, 144A
|
|
|
7.750%
|
|
|
|
6/01/21
|
|
|
|
B
|
|
|
|
2,145,000
|
|
|
|
|
|
|
|
|
7,000
|
|
|
IntelSat Limited
|
|
|
8.125%
|
|
|
|
6/01/23
|
|
|
|
B
|
|
|
|
7,507,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Level 3 Financing Inc.
|
|
|
7.000%
|
|
|
|
6/01/20
|
|
|
|
BB
|
|
|
|
2,120,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Level 3 Financing Inc.
|
|
|
8.625%
|
|
|
|
7/15/20
|
|
|
|
BB
|
|
|
|
2,240,000
|
|
|
|
|
|
|
|
|
4,900
|
|
|
Windstream Corporation
|
|
|
7.750%
|
|
|
|
10/01/21
|
|
|
|
BB+
|
|
|
|
5,194,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Windstream Corporation
|
|
|
7.500%
|
|
|
|
4/01/23
|
|
|
|
BB+
|
|
|
|
1,005,000
|
|
|
21,613
|
|
|
Total Diversified Telecommunication Services
|
|
|
|
23,077,073
|
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,900
|
|
|
Calpine Corporation, 144A
|
|
|
6.000%
|
|
|
|
1/15/22
|
|
|
|
BB+
|
|
|
|
1,947,500
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Calfrac Holdings LP, 144A
|
|
|
7.500%
|
|
|
|
12/01/20
|
|
|
|
BB
|
|
|
|
2,040,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Hornbeck Offshore Services Inc.
|
|
|
5.875%
|
|
|
|
4/01/20
|
|
|
|
BB
|
|
|
|
2,065,000
|
|
|
4,000
|
|
|
Total Energy Equipment & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,105,000
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,600
|
|
|
Rite Aid Corporation
|
|
|
9.250%
|
|
|
|
3/15/20
|
|
|
|
CCC+
|
|
|
|
1,836,000
|
|
|
|
|
|
|
|
|
500
|
|
|
Rite Aid Corporation
|
|
|
8.000%
|
|
|
|
8/15/20
|
|
|
|
BB
|
|
|
|
562,500
|
|
|
|
|
|
|
|
|
1,200
|
|
|
Rite Aid Corporation
|
|
|
6.750%
|
|
|
|
6/15/21
|
|
|
|
CCC+
|
|
|
|
1,258,500
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
5,000
|
|
|
US Foods Inc.
|
|
|
8.500%
|
|
|
|
6/30/19
|
|
|
|
CCC+
|
|
|
$
|
5,475,000
|
|
|
8,300
|
|
|
Total Food & Staples Retailing
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,132,000
|
|
|
|
|
|
|
|
|
|
|
|
Food Products 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
JBS USA LLC, 144A
|
|
|
8.250%
|
|
|
|
2/01/20
|
|
|
|
BB
|
|
|
|
1,627,500
|
|
|
|
|
|
|
|
|
|
|
|
Gas Utilities 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
AmeriGas Finance LLC
|
|
|
7.000%
|
|
|
|
5/20/22
|
|
|
|
Ba2
|
|
|
|
2,170,000
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 2.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
248
|
|
|
Apria Healthcare Group Inc.
|
|
|
12.375%
|
|
|
|
11/01/14
|
|
|
|
B
|
|
|
|
250,170
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Biomet Inc.
|
|
|
6.500%
|
|
|
|
8/01/20
|
|
|
|
B
|
|
|
|
1,575,000
|
|
|
|
|
|
|
|
|
2,500
|
|
|
Kinetic Concepts
|
|
|
10.500%
|
|
|
|
11/01/18
|
|
|
|
B
|
|
|
|
2,875,000
|
|
|
|
|
|
|
|
|
9,775
|
|
|
Kinetic Concepts
|
|
|
12.500%
|
|
|
|
11/01/19
|
|
|
|
CCC+
|
|
|
|
10,996,875
|
|
|
|
|
|
|
|
|
8,300
|
|
|
Tenet Healthcare Corporation, 144A
|
|
|
8.125%
|
|
|
|
4/01/22
|
|
|
|
B3
|
|
|
|
8,943,250
|
|
|
22,323
|
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,640,295
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 3.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Aviv Healthcare Properties LP
|
|
|
7.750%
|
|
|
|
2/15/19
|
|
|
|
B+
|
|
|
|
1,075,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
HCA Holdings Inc.
|
|
|
6.250%
|
|
|
|
2/15/21
|
|
|
|
B
|
|
|
|
1,046,250
|
|
|
|
|
|
|
|
|
7,500
|
|
|
Iasis Healthcare Capital Corporation
|
|
|
8.375%
|
|
|
|
5/15/19
|
|
|
|
CCC+
|
|
|
|
7,950,000
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Prospect Medical Holdings Inc., 144A
|
|
|
8.375%
|
|
|
|
5/01/19
|
|
|
|
B
|
|
|
|
5,362,500
|
|
|
|
|
|
|
|
|
1,385
|
|
|
Symbion Inc.
|
|
|
8.000%
|
|
|
|
6/15/16
|
|
|
|
B
|
|
|
|
1,468,100
|
|
|
|
|
|
|
|
|
10,200
|
|
|
Truven Health Analtyics Inc.
|
|
|
10.625%
|
|
|
|
6/01/20
|
|
|
|
CCC+
|
|
|
|
11,538,750
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Universal Hospital Services Inc.
|
|
|
7.625%
|
|
|
|
8/15/20
|
|
|
|
B+
|
|
|
|
2,110,000
|
|
|
28,085
|
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,550,600
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Technology 0.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,500
|
|
|
MedAssets Inc.
|
|
|
8.000%
|
|
|
|
11/15/18
|
|
|
|
B
|
|
|
|
8,100,000
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure 2.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Caesars Operating Escrow
|
|
|
9.000%
|
|
|
|
2/15/20
|
|
|
|
B
|
|
|
|
972,500
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Gaming and Leisure Products Inc., GLP Capital LP Financing II Inc., 144A
|
|
|
4.375%
|
|
|
|
11/01/18
|
|
|
|
BBB
|
|
|
|
4,090,000
|
|
|
|
|
|
|
|
|
7,750
|
|
|
Landrys Holdings
|
|
|
10.250%
|
|
|
|
1/01/18
|
|
|
|
CCC+
|
|
|
|
8,224,688
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Landrys Restaurants Inc., 144A
|
|
|
9.375%
|
|
|
|
5/01/20
|
|
|
|
B3
|
|
|
|
2,180,000
|
|
|
|
|
|
|
|
|
1,200
|
|
|
MGM Resorts International Inc.
|
|
|
7.750%
|
|
|
|
3/15/22
|
|
|
|
B+
|
|
|
|
1,341,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Pinnacle Entertainment Inc.
|
|
|
7.750%
|
|
|
|
4/01/22
|
|
|
|
B
|
|
|
|
2,180,000
|
|
|
|
|
|
|
|
|
2,875
|
|
|
Pinnacle Finance Corporation, 144A
|
|
|
6.375%
|
|
|
|
8/01/21
|
|
|
|
BB
|
|
|
|
2,939,688
|
|
|
|
|
|
|
|
|
2,600
|
|
|
Station Casinos LLC
|
|
|
7.500%
|
|
|
|
3/01/21
|
|
|
|
CCC+
|
|
|
|
2,769,000
|
|
|
23,425
|
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,696,876
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,950
|
|
|
KB Home
|
|
|
7.000%
|
|
|
|
12/15/21
|
|
|
|
B+
|
|
|
|
2,032,875
|
|
|
|
|
|
|
|
|
1,440
|
|
|
Libbey Glass Inc.
|
|
|
6.875%
|
|
|
|
5/15/20
|
|
|
|
BB
|
|
|
|
1,555,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,000
|
|
|
RSI Home Products Incorporated, 144A
|
|
|
6.875%
|
|
|
|
3/01/18
|
|
|
|
B+
|
|
|
$
|
1,047,500
|
|
|
4,390
|
|
|
Total Household Durables
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,635,575
|
|
|
|
|
|
|
|
|
|
|
|
Household Products 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Serta Simmons Holdings LLC, 144A
|
|
|
8.125%
|
|
|
|
10/01/20
|
|
|
|
CCC+
|
|
|
|
3,262,500
|
|
|
|
|
|
|
|
|
500
|
|
|
Spectrum Brands Inc., 144A
|
|
|
6.625%
|
|
|
|
11/15/22
|
|
|
|
BB
|
|
|
|
531,875
|
|
|
3,500
|
|
|
Total Household Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,794,375
|
|
|
|
|
|
|
|
Independent Power Producers & Energy Traders 0.2%
|
|
|
|
|
|
|
|
|
650
|
|
|
Calpine Corporation, 144A
|
|
|
5.875%
|
|
|
|
1/15/24
|
|
|
|
BB+
|
|
|
|
635,375
|
|
|
|
|
|
|
|
|
1,500
|
|
|
NRG Energy Inc.
|
|
|
6.625%
|
|
|
|
3/15/23
|
|
|
|
BB
|
|
|
|
1,511,250
|
|
|
2,150
|
|
|
Total Independent Power Producers & Energy Traders
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,146,625
|
|
|
|
|
|
|
|
|
|
|
|
Insurance 0.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Fidelity & Guaranty Life Holdings Inc., 144A
|
|
|
6.375%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
2,100,000
|
|
|
|
|
|
|
|
|
6,000
|
|
|
Hockey Merger Sub 2 Inc., 144A
|
|
|
7.875%
|
|
|
|
10/01/21
|
|
|
|
CCC+
|
|
|
|
6,165,000
|
|
|
8,000
|
|
|
Total Insurance
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,265,000
|
|
|
|
|
|
|
|
|
|
|
|
IT Services 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
First Data Corporation, 144A
|
|
|
7.375%
|
|
|
|
6/15/19
|
|
|
|
BB
|
|
|
|
3,202,500
|
|
|
|
|
|
|
|
|
8,925
|
|
|
First Data Corporation
|
|
|
12.625%
|
|
|
|
1/15/21
|
|
|
|
B
|
|
|
|
10,475,719
|
|
|
11,925
|
|
|
Total IT Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,678,219
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products 0.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
PC Merger Sub Inc., 144A
|
|
|
8.875%
|
|
|
|
8/01/20
|
|
|
|
BB
|
|
|
|
2,240,000
|
|
|
|
|
|
|
|
|
2,980
|
|
|
PC NextCo Holdings Finance, 144A
|
|
|
8.750%
|
|
|
|
8/15/19
|
|
|
|
CCC+
|
|
|
|
3,058,225
|
|
|
4,980
|
|
|
Total Leisure Equipment & Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,298,225
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 0.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750
|
|
|
Cleaver-Brooks Inc., 144A
|
|
|
8.750%
|
|
|
|
12/15/19
|
|
|
|
B
|
|
|
|
1,898,750
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Meritor Inc.
|
|
|
6.750%
|
|
|
|
6/15/21
|
|
|
|
B
|
|
|
|
1,020,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Terex Corporation
|
|
|
6.000%
|
|
|
|
5/15/21
|
|
|
|
BB
|
|
|
|
2,067,500
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Xerium Technologies
|
|
|
8.875%
|
|
|
|
6/15/18
|
|
|
|
B
|
|
|
|
3,150,000
|
|
|
7,750
|
|
|
Total Machinery
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,136,250
|
|
|
|
|
|
|
|
|
|
|
|
Media 4.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Cequel Communication Holdings I, 144A
|
|
|
5.125%
|
|
|
|
12/15/21
|
|
|
|
B
|
|
|
|
3,750,000
|
|
|
|
|
|
|
|
|
2,750
|
|
|
Cequel Communications Holding I LLC Capital
|
|
|
6.375%
|
|
|
|
9/15/20
|
|
|
|
B
|
|
|
|
2,818,750
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Charter Communications, CCO Holdings LLC
|
|
|
6.625%
|
|
|
|
1/31/22
|
|
|
|
BB
|
|
|
|
1,030,000
|
|
|
|
|
|
|
|
|
14,082
|
|
|
Clear Channel Communications, Inc., 144A
|
|
|
14.000%
|
|
|
|
2/01/21
|
|
|
|
CCC
|
|
|
|
12,779,090
|
|
|
|
|
|
|
|
|
109
|
|
|
Clear Channel Communications, Inc.
|
|
|
9.000%
|
|
|
|
12/15/19
|
|
|
|
CCC+
|
|
|
|
111,180
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Clear Channel Communications, Inc.
|
|
|
11.250%
|
|
|
|
3/01/21
|
|
|
|
CCC+
|
|
|
|
1,075,000
|
|
|
|
|
|
|
|
|
500
|
|
|
Clear Channel Worldwide, Series A
|
|
|
7.625%
|
|
|
|
3/15/20
|
|
|
|
B
|
|
|
|
520,000
|
|
|
|
|
|
|
|
|
1,100
|
|
|
Clear Channel Worldwide, Series B
|
|
|
7.625%
|
|
|
|
3/15/20
|
|
|
|
B
|
|
|
|
1,156,375
|
|
|
|
|
|
|
|
|
2,900
|
|
|
Dreamworks Animation SKG, 144A
|
|
|
6.875%
|
|
|
|
8/15/20
|
|
|
|
Ba3
|
|
|
|
3,066,750
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Media
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,000
|
|
|
Expo Event Transco Inc., 144A
|
|
|
9.000%
|
|
|
|
6/15/21
|
|
|
|
B
|
|
|
$
|
2,035,000
|
|
|
|
|
|
|
|
|
8,000
|
|
|
McGraw-Hill Global Education Holdings, 144A
|
|
|
9.750%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
8,840,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Mediacom LLC
|
|
|
7.250%
|
|
|
|
2/15/22
|
|
|
|
B
|
|
|
|
1,060,000
|
|
|
|
|
|
|
|
|
2,875
|
|
|
Midcontinent Communications Finance Company, 144A
|
|
|
6.250%
|
|
|
|
8/01/21
|
|
|
|
B
|
|
|
|
2,896,563
|
|
|
|
|
|
|
|
|
500
|
|
|
UnityMedia Hessen GmBH, 144A
|
|
|
7.500%
|
|
|
|
3/15/19
|
|
|
|
BB
|
|
|
|
543,750
|
|
|
|
|
|
|
|
|
1,000
|
|
|
UPCB Finance Limited, 144A
|
|
|
7.250%
|
|
|
|
11/15/21
|
|
|
|
BB
|
|
|
|
1,085,000
|
|
|
|
|
|
|
|
|
500
|
|
|
UPCB Finance Limited, 144A
|
|
|
6.875%
|
|
|
|
1/15/22
|
|
|
|
BB
|
|
|
|
531,250
|
|
|
|
|
|
|
|
|
2,000
|
|
|
WideOpenWest Finance Capital Corporation
|
|
|
10.250%
|
|
|
|
7/15/19
|
|
|
|
CCC+
|
|
|
|
2,220,000
|
|
|
45,316
|
|
|
Total Media
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,518,708
|
|
|
|
|
|
|
|
|
|
|
|
Metals & Mining 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Global Brass and Copper, 144A
|
|
|
9.500%
|
|
|
|
6/01/19
|
|
|
|
B
|
|
|
|
1,140,000
|
|
|
|
|
|
|
|
|
500
|
|
|
Novellis Inc.
|
|
|
8.750%
|
|
|
|
12/15/20
|
|
|
|
B
|
|
|
|
556,250
|
|
|
1,500
|
|
|
Total Metals & Mining
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,696,250
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 9.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Calumet Specialty Products
|
|
|
9.375%
|
|
|
|
5/01/19
|
|
|
|
B+
|
|
|
|
1,110,000
|
|
|
|
|
|
|
|
|
1,522
|
|
|
Chaparral Energy Inc.
|
|
|
8.250%
|
|
|
|
9/01/21
|
|
|
|
B
|
|
|
|
1,651,370
|
|
|
|
|
|
|
|
|
2,250
|
|
|
Chaparral Energy Inc.
|
|
|
7.625%
|
|
|
|
11/15/22
|
|
|
|
B
|
|
|
|
2,407,500
|
|
|
|
|
|
|
|
|
4,700
|
|
|
Clayton Williams Energy Inc., 144A
|
|
|
7.750%
|
|
|
|
4/01/19
|
|
|
|
B3
|
|
|
|
4,829,250
|
|
|
|
|
|
|
|
|
4,750
|
|
|
Crestwood Midstream Partners LP, 144A
|
|
|
6.125%
|
|
|
|
3/01/22
|
|
|
|
BB
|
|
|
|
4,868,750
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Drill Rigs Holdings Inc., 144A
|
|
|
6.500%
|
|
|
|
10/01/17
|
|
|
|
B
|
|
|
|
2,160,000
|
|
|
|
|
|
|
|
|
6,000
|
|
|
Energy XXI Gulf Coast Inc.
|
|
|
7.500%
|
|
|
|
12/15/21
|
|
|
|
B+
|
|
|
|
6,255,000
|
|
|
|
|
|
|
|
|
1,250
|
|
|
Everest Acquisition LLC Finance, 144A
|
|
|
7.750%
|
|
|
|
9/01/22
|
|
|
|
B
|
|
|
|
1,400,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Genesis Energy LP
|
|
|
7.875%
|
|
|
|
12/15/18
|
|
|
|
B1
|
|
|
|
1,077,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Halcon Resources Corporation, 144A
|
|
|
9.750%
|
|
|
|
7/15/20
|
|
|
|
CCC+
|
|
|
|
2,082,500
|
|
|
|
|
|
|
|
|
5,800
|
|
|
Halcon Resources Corporation, 144A
|
|
|
9.250%
|
|
|
|
2/15/22
|
|
|
|
CCC+
|
|
|
|
5,901,500
|
|
|
|
|
|
|
|
|
500
|
|
|
Hercules Offshore LLC, 144A
|
|
|
7.500%
|
|
|
|
10/01/21
|
|
|
|
B
|
|
|
|
530,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Laredo Petroleum Inc.
|
|
|
7.375%
|
|
|
|
5/01/22
|
|
|
|
Ba2
|
|
|
|
2,170,000
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Linn Energy LLC Finance Corporation, 144A
|
|
|
6.250%
|
|
|
|
11/01/19
|
|
|
|
B+
|
|
|
|
3,030,000
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Magnum Hunter Resources Corporation
|
|
|
9.750%
|
|
|
|
5/15/20
|
|
|
|
CCC
|
|
|
|
4,320,000
|
|
|
|
|
|
|
|
|
500
|
|
|
MEG Energy Corportation, 144A
|
|
|
7.000%
|
|
|
|
3/31/24
|
|
|
|
BB
|
|
|
|
506,250
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Oasis Petroleum Inc.
|
|
|
6.500%
|
|
|
|
11/01/21
|
|
|
|
B
|
|
|
|
2,140,000
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Ocean Rig UDW Inc.
|
|
|
9.500%
|
|
|
|
4/27/16
|
|
|
|
CCC+
|
|
|
|
3,183,750
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Offshore Group Investment Limited
|
|
|
7.125%
|
|
|
|
4/01/23
|
|
|
|
B
|
|
|
|
5,100,000
|
|
|
|
|
|
|
|
|
2,750
|
|
|
Penn Virginia Corporation
|
|
|
8.500%
|
|
|
|
5/01/20
|
|
|
|
B
|
|
|
|
2,956,250
|
|
|
|
|
|
|
|
|
2,000
|
|
|
PetroBakken Energy Limited, 144A
|
|
|
8.625%
|
|
|
|
2/01/20
|
|
|
|
B
|
|
|
|
2,020,000
|
|
|
|
|
|
|
|
|
1,750
|
|
|
Rosetta Resources Inc.
|
|
|
5.625%
|
|
|
|
5/01/21
|
|
|
|
BB
|
|
|
|
1,745,625
|
|
|
|
|
|
|
|
|
1,950
|
|
|
Sanchez Energy Corporation, 144A
|
|
|
7.750%
|
|
|
|
6/15/21
|
|
|
|
CCC+
|
|
|
|
1,993,875
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Sandridge Energy Inc.
|
|
|
7.500%
|
|
|
|
2/15/23
|
|
|
|
B2
|
|
|
|
5,075,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,600
|
|
|
Shelf Drill Holdings Limited, 144A
|
|
|
8.625%
|
|
|
|
11/01/18
|
|
|
|
B+
|
|
|
$
|
2,808,000
|
|
|
|
|
|
|
|
|
6,000
|
|
|
Talos Production LLC, 144A
|
|
|
9.750%
|
|
|
|
2/15/18
|
|
|
|
CCC+
|
|
|
|
6,135,000
|
|
|
|
|
|
|
|
|
1,970
|
|
|
Tesoro Logistics LP Finance Corporation
|
|
|
6.125%
|
|
|
|
10/15/21
|
|
|
|
BB
|
|
|
|
2,029,100
|
|
|
|
|
|
|
|
|
6,000
|
|
|
Venoco Inc.
|
|
|
8.875%
|
|
|
|
2/15/19
|
|
|
|
CCC+
|
|
|
|
5,910,000
|
|
|
82,292
|
|
|
Total Oil, Gas & Consumable Fuels
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
85,396,220
|
|
|
|
|
|
|
|
|
|
|
|
Personal Products 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Prestige Brands Inc.
|
|
|
8.125%
|
|
|
|
2/01/20
|
|
|
|
B+
|
|
|
|
1,120,000
|
|
|
|
|
|
|
|
|
1,300
|
|
|
Revlon Consumer Products
|
|
|
5.750%
|
|
|
|
2/15/21
|
|
|
|
B
|
|
|
|
1,282,125
|
|
|
2,300
|
|
|
Total Personal Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,402,125
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 1.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,700
|
|
|
Par Pharmaceutical Companies Inc.
|
|
|
7.375%
|
|
|
|
10/15/20
|
|
|
|
B
|
|
|
|
5,892,375
|
|
|
|
|
|
|
|
|
2,100
|
|
|
Salix Pharmaceuticals Limited, 144A
|
|
|
6.000%
|
|
|
|
1/15/21
|
|
|
|
B
|
|
|
|
2,152,500
|
|
|
|
|
|
|
|
|
2,900
|
|
|
VPII Escrow Corporation, 144A
|
|
|
7.500%
|
|
|
|
7/15/21
|
|
|
|
B1
|
|
|
|
3,182,750
|
|
|
10,700
|
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,227,625
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trust 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,200
|
|
|
iStar Financial Inc.
|
|
|
9.000%
|
|
|
|
6/01/17
|
|
|
|
B+
|
|
|
|
1,405,500
|
|
|
|
|
|
|
|
|
1,250
|
|
|
iStar Financial Inc.
|
|
|
4.875%
|
|
|
|
7/01/18
|
|
|
|
B+
|
|
|
|
1,245,313
|
|
|
2,450
|
|
|
Total Real Estate Investment Trust
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,650,813
|
|
|
|
|
|
|
|
Real Estate Management & Development 0.1%
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Realogy Group / Sun Group Florida, 144A
|
|
|
3.375%
|
|
|
|
5/01/16
|
|
|
|
B
|
|
|
|
1,007,500
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Avis Budget Car Rental
|
|
|
8.250%
|
|
|
|
1/15/19
|
|
|
|
BB
|
|
|
|
1,090,000
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Kenan Advantage Group, 144A
|
|
|
8.375%
|
|
|
|
12/15/18
|
|
|
|
B
|
|
|
|
5,262,500
|
|
|
|
|
|
|
|
|
500
|
|
|
Swift Services Holdings Inc.
|
|
|
10.000%
|
|
|
|
11/15/18
|
|
|
|
B+
|
|
|
|
556,250
|
|
|
6,500
|
|
|
Total Road & Rail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,908,750
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Equipment 2.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,500
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.750%
|
|
|
|
8/01/20
|
|
|
|
B
|
|
|
|
3,473,750
|
|
|
|
|
|
|
|
|
10,500
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.500%
|
|
|
|
8/15/22
|
|
|
|
B
|
|
|
|
10,185,000
|
|
|
|
|
|
|
|
|
10,000
|
|
|
Freescale Semiconductor Inc., 144A
|
|
|
6.000%
|
|
|
|
1/15/22
|
|
|
|
B1
|
|
|
|
10,125,000
|
|
|
24,000
|
|
|
Total Semiconductors & Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,783,750
|
|
|
|
|
|
|
|
|
|
|
|
Software 1.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,800
|
|
|
Audatex North America Inc., 144A
|
|
|
6.125%
|
|
|
|
11/01/23
|
|
|
|
Ba2
|
|
|
|
7,004,000
|
|
|
|
|
|
|
|
|
1,750
|
|
|
BMC Software Finance Inc., 144A
|
|
|
8.125%
|
|
|
|
7/15/21
|
|
|
|
B
|
|
|
|
1,802,500
|
|
|
|
|
|
|
|
|
400
|
|
|
Emdeon Inc.
|
|
|
11.000%
|
|
|
|
12/31/19
|
|
|
|
CCC+
|
|
|
|
462,000
|
|
|
|
|
|
|
|
|
3,300
|
|
|
First Data Corporation, 144A (WI/DD)
|
|
|
11.750%
|
|
|
|
8/15/21
|
|
|
|
CCC+
|
|
|
|
3,481,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
First Data Corporation
|
|
|
10.625%
|
|
|
|
6/15/21
|
|
|
|
B
|
|
|
|
2,167,500
|
|
|
|
|
|
|
|
|
850
|
|
|
Infor Us Inc.
|
|
|
11.500%
|
|
|
|
7/15/18
|
|
|
|
B
|
|
|
|
979,625
|
|
|
|
|
|
|
|
|
750
|
|
|
Infor Us Inc.
|
|
|
9.375%
|
|
|
|
4/01/19
|
|
|
|
B
|
|
|
|
843,750
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Software
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,500
|
|
|
Sungard Data Systems Inc.
|
|
|
6.625%
|
|
|
|
11/01/19
|
|
|
|
B
|
|
|
$
|
1,575,000
|
|
|
17,350
|
|
|
Total Software
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,315,875
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail 2.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,008
|
|
|
Burlington Holding LLC Finance, Payment in Kind
|
|
|
9.000%
|
|
|
|
2/15/18
|
|
|
|
CCC+
|
|
|
|
1,033,200
|
|
|
|
|
|
|
|
|
10,350
|
|
|
Chino Intermediate Holdings A Inc., 144A
|
|
|
7.750%
|
|
|
|
5/01/19
|
|
|
|
CCC+
|
|
|
|
10,582,875
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Claires Stores, Inc., 144A
|
|
|
9.000%
|
|
|
|
3/15/19
|
|
|
|
B2
|
|
|
|
3,255,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Claires Stores, Inc.
|
|
|
10.500%
|
|
|
|
6/01/17
|
|
|
|
CCC
|
|
|
|
1,025,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Claires Stores, Inc.
|
|
|
8.875%
|
|
|
|
3/15/19
|
|
|
|
BB
|
|
|
|
1,030,000
|
|
|
|
|
|
|
|
|
2,850
|
|
|
Jo-Ann Stores Holdings Inc.
|
|
|
9.750%
|
|
|
|
10/15/19
|
|
|
|
CCC+
|
|
|
|
2,981,813
|
|
|
|
|
|
|
|
|
1,900
|
|
|
Michaels FinCo Holdings LLC, 144A
|
|
|
7.500%
|
|
|
|
8/01/18
|
|
|
|
CCC+
|
|
|
|
1,976,000
|
|
|
21,108
|
|
|
Total Specialty Retail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,883,888
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Fifth & Pacific Company Inc.
|
|
|
10.500%
|
|
|
|
4/15/19
|
|
|
|
CCC+
|
|
|
|
4,315,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Levi Strauss & Company
|
|
|
6.875%
|
|
|
|
5/01/22
|
|
|
|
BB
|
|
|
|
2,200,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Perry Ellis International
|
|
|
7.875%
|
|
|
|
4/01/19
|
|
|
|
B+
|
|
|
|
1,065,000
|
|
|
|
|
|
|
|
|
2,875
|
|
|
Quicksilver Inc / QS Wholesale Inc.
|
|
|
7.875%
|
|
|
|
8/01/18
|
|
|
|
B2
|
|
|
|
3,119,375
|
|
|
|
|
|
|
|
|
2,400
|
|
|
Springs Industries Inc-SIWF Merger Sub
|
|
|
6.250%
|
|
|
|
6/01/21
|
|
|
|
B
|
|
|
|
2,421,000
|
|
|
12,275
|
|
|
Total Textiles, Apparel & Luxury Goods
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,120,375
|
|
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
7/01/21
|
|
|
|
B+
|
|
|
|
1,428,750
|
|
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Rexel SA, 144A
|
|
|
5.250%
|
|
|
|
6/15/20
|
|
|
|
BB
|
|
|
|
2,010,000
|
|
|
|
|
|
|
|
|
1,200
|
|
|
United Rentals North America Inc.
|
|
|
7.375%
|
|
|
|
5/15/20
|
|
|
|
BB
|
|
|
|
1,330,500
|
|
|
3,200
|
|
|
Total Trading Companies & Distributors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,340,500
|
|
|
|
|
|
|
|
|
|
|
|
Transportation Infrastructure 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
900
|
|
|
Flexi-Van Leasing Inc., 144A
|
|
|
7.875%
|
|
|
|
8/15/18
|
|
|
|
BB
|
|
|
|
954,000
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 4.3%
|
|
|
|
|
|
|
|
|
2,000
|
|
|
CenturyLink Inc.
|
|
|
5.625%
|
|
|
|
4/01/20
|
|
|
|
BB+
|
|
|
|
2,035,000
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Digicel Group, Limited, 144A
|
|
|
8.250%
|
|
|
|
9/30/20
|
|
|
|
B
|
|
|
|
4,145,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Digicel Limited, 144A
|
|
|
6.000%
|
|
|
|
4/15/21
|
|
|
|
B1
|
|
|
|
1,930,000
|
|
|
|
|
|
|
|
|
4,000
|
|
|
FairPoint Communications Inc., 144A
|
|
|
8.750%
|
|
|
|
8/15/19
|
|
|
|
B
|
|
|
|
4,240,000
|
|
|
|
|
|
|
|
|
1,700
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.250%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
1,763,750
|
|
|
|
|
|
|
|
|
3,500
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.625%
|
|
|
|
4/01/23
|
|
|
|
BB
|
|
|
|
3,613,750
|
|
|
|
|
|
|
|
|
11,700
|
|
|
Sprint Corporation, 144A
|
|
|
7.875%
|
|
|
|
9/15/23
|
|
|
|
BB
|
|
|
|
12,577,500
|
|
|
|
|
|
|
|
|
7,000
|
|
|
Sprint Corporation, 144A
|
|
|
7.125%
|
|
|
|
6/15/24
|
|
|
|
BB
|
|
|
|
7,105,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Syniverse Holdings Inc.
|
|
|
9.125%
|
|
|
|
1/15/19
|
|
|
|
B
|
|
|
|
1,092,500
|
|
|
|
|
|
|
|
|
900
|
|
|
T-Mobile USA Inc.
|
|
|
6.731%
|
|
|
|
4/28/22
|
|
|
|
BB
|
|
|
|
938,250
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
Wireless Telecommunication Services
(continued)
|
|
|
|
|
|
|
|
$
|
900
|
|
|
T-Mobile USA Inc.
|
|
|
6.836%
|
|
|
|
4/28/23
|
|
|
|
BB
|
|
|
$
|
933,746
|
|
|
38,700
|
|
|
Total Wireless Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
40,374,496
|
|
$
|
564,593
|
|
|
Total Corporate Bonds (cost $569,741,232)
|
|
|
|
|
|
|
|
|
|
|
|
591,175,784
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (4)
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
VARIABLE RATE SENIOR LOAN INTERESTS 30.0% (5)
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
286
|
|
|
Beechcraft Holdings LLC, Exit Term Loan B
|
|
|
5.750%
|
|
|
|
2/15/20
|
|
|
|
BB
|
|
|
$
|
289,048
|
|
|
|
|
|
|
|
|
858
|
|
|
Hamilton Sundstrand, Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
12/13/19
|
|
|
|
B+
|
|
|
|
859,836
|
|
|
1,144
|
|
|
Total Aerospace & Defense
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,148,884
|
|
|
|
|
|
|
|
|
|
|
|
Airlines 1.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,709
|
|
|
American Airlines Inc., Term Loan, DD1
|
|
|
3.750%
|
|
|
|
6/16/19
|
|
|
|
Ba2
|
|
|
|
12,823,910
|
|
|
|
|
|
|
|
|
496
|
|
|
United Airlines Inc., Term Loan B
|
|
|
4.000%
|
|
|
|
4/01/19
|
|
|
|
Ba2
|
|
|
|
500,898
|
|
|
|
|
|
|
|
|
2,000
|
|
|
US Airways Group Inc., Term Loan B1
|
|
|
4.000%
|
|
|
|
5/23/19
|
|
|
|
Ba2
|
|
|
|
2,016,666
|
|
|
15,205
|
|
|
Total Airlines
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,341,474
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,107
|
|
|
Federal-Mogul Corporation, Tranche B, Term Loan
|
|
|
2.108%
|
|
|
|
12/29/14
|
|
|
|
B1
|
|
|
|
4,055,017
|
|
|
|
|
|
|
|
|
2,417
|
|
|
Federal-Mogul Corporation, Tranche C, Term
Loan
|
|
|
2.108%
|
|
|
|
12/28/15
|
|
|
|
B1
|
|
|
|
2,386,349
|
|
|
6,524
|
|
|
Total Auto Components
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,441,366
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
291
|
|
|
Grifols Inc., Term Loan
|
|
|
4.250%
|
|
|
|
6/01/17
|
|
|
|
Ba1
|
|
|
|
292,995
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
661
|
|
|
American Capital LTD., Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
8/22/16
|
|
|
|
BB
|
|
|
|
664,003
|
|
|
|
|
|
|
|
|
998
|
|
|
Guggenheim Partners LLC, Initial Term Loan
|
|
|
4.250%
|
|
|
|
7/22/20
|
|
|
|
N/R
|
|
|
|
1,008,218
|
|
|
|
|
|
|
|
|
1,742
|
|
|
Walter Investment Management Corporation, Tranche B, Term Loan, First Lien
|
|
|
4.750%
|
|
|
|
12/18/20
|
|
|
|
B+
|
|
|
|
1,751,864
|
|
|
3,401
|
|
|
Total Capital Markets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,424,085
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
485
|
|
|
Univar, Inc., Term Loan
|
|
|
5.000%
|
|
|
|
6/30/17
|
|
|
|
B+
|
|
|
|
480,917
|
|
|
|
|
|
|
|
Commercial Services & Supplies 1.8%
|
|
|
|
|
|
|
|
|
13,999
|
|
|
Education Management LLC, Tranche C2, Term Loan, DD1
|
|
|
4.250%
|
|
|
|
6/01/16
|
|
|
|
B
|
|
|
|
13,474,317
|
|
|
|
|
|
|
|
|
2,944
|
|
|
Harland Clarke Holdings Corporation, Term Loan B3
|
|
|
7.000%
|
|
|
|
5/22/18
|
|
|
|
B+
|
|
|
|
2,972,976
|
|
|
16,943
|
|
|
Total Commercial Services & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,447,293
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment 2.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,970
|
|
|
Alcatel-Lucent Inc., Term Loan C
|
|
|
5.750%
|
|
|
|
1/30/19
|
|
|
|
B+
|
|
|
|
6,011,551
|
|
|
|
|
|
|
|
|
14,672
|
|
|
Avaya Inc., Term Loan, B3, DD1
|
|
|
4.736%
|
|
|
|
10/26/17
|
|
|
|
B1
|
|
|
|
14,348,118
|
|
|
20,642
|
|
|
Total Communications Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,359,669
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (4)
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
10,000
|
|
|
Dell Inc., Term Loan B
|
|
|
4.500%
|
|
|
|
4/29/20
|
|
|
|
BB+
|
|
|
$
|
10,037,500
|
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Berry Plastics Corporation, Term Loan E
|
|
|
3.750%
|
|
|
|
12/18/20
|
|
|
|
B+
|
|
|
|
4,002,856
|
|
|
|
|
|
|
|
|
|
|
|
Distributors 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,231
|
|
|
HD Supply Inc., Term Loan B
|
|
|
4.500%
|
|
|
|
10/12/17
|
|
|
|
B+
|
|
|
|
1,244,018
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 2.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
990
|
|
|
Cengage Learning Acquisitions Inc., Term Loan, (6)
|
|
|
0.000%
|
|
|
|
7/03/14
|
|
|
|
D
|
|
|
|
776,759
|
|
|
|
|
|
|
|
|
2,491
|
|
|
Ceridian Corporation, New Replacement Term Loan
|
|
|
4.415%
|
|
|
|
8/14/15
|
|
|
|
B1
|
|
|
|
2,505,168
|
|
|
|
|
|
|
|
|
16,684
|
|
|
Hilton Hotels Corporation, Term Loan B2
|
|
|
3.750%
|
|
|
|
10/25/20
|
|
|
|
BB
|
|
|
|
16,837,155
|
|
|
|
|
|
|
|
|
1,985
|
|
|
Laureate Education, Inc., Term Loan B
|
|
|
5.000%
|
|
|
|
6/16/18
|
|
|
|
B1
|
|
|
|
1,999,276
|
|
|
|
|
|
|
|
|
202
|
|
|
Pinnacle Entertainment Inc., Term Loan B1
|
|
|
3.750%
|
|
|
|
8/15/16
|
|
|
|
BB+
|
|
|
|
203,444
|
|
|
|
|
|
|
|
|
995
|
|
|
Pinnacle Entertainment Inc., Term Loan B2
|
|
|
3.750%
|
|
|
|
8/13/20
|
|
|
|
BB+
|
|
|
|
1,001,219
|
|
|
23,347
|
|
|
Total Diversified Consumer Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,323,021
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,493
|
|
|
Home Loan Servicing Solutions Ltd., Term Loan B
|
|
|
4.500%
|
|
|
|
6/26/20
|
|
|
|
BB
|
|
|
|
1,505,559
|
|
|
|
|
|
|
|
|
2,390
|
|
|
WideOpenWest Finance LLC, Term Loan B
|
|
|
4.750%
|
|
|
|
4/01/19
|
|
|
|
B1
|
|
|
|
2,404,641
|
|
|
3,883
|
|
|
Total Diversified Financial Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,910,200
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Other 0.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,988
|
|
|
Rexnord LLC, Term Loan B
|
|
|
4.000%
|
|
|
|
8/21/20
|
|
|
|
B+
|
|
|
|
5,005,146
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
602
|
|
|
Albertsons LLC, Term Loan B1
|
|
|
4.250%
|
|
|
|
3/21/16
|
|
|
|
BB
|
|
|
|
606,902
|
|
|
|
|
|
|
|
|
393
|
|
|
Albertsons LLC Term Loan B2
|
|
|
4.750%
|
|
|
|
3/21/19
|
|
|
|
BB
|
|
|
|
395,809
|
|
|
|
|
|
|
|
|
1,641
|
|
|
BJs Wholesale Club Inc., Replacement Loan, First Lien
|
|
|
4.500%
|
|
|
|
9/26/19
|
|
|
|
B
|
|
|
|
1,653,178
|
|
|
|
|
|
|
|
|
1,000
|
|
|
BJs Wholesale Club Inc., Replacement Loan, Second Lien
|
|
|
8.500%
|
|
|
|
3/31/20
|
|
|
|
CCC
|
|
|
|
1,023,000
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Rite Aid Corporation, Tranche 1, Term Loan, Second Lien
|
|
|
5.750%
|
|
|
|
8/21/20
|
|
|
|
B
|
|
|
|
4,117,500
|
|
|
|
|
|
|
|
|
495
|
|
|
Supervalu Inc., Term Loan B
|
|
|
5.000%
|
|
|
|
3/21/19
|
|
|
|
B+
|
|
|
|
500,243
|
|
|
|
|
|
|
|
|
1,406
|
|
|
Wilton Products Inc., Tranche B, Term Loan
|
|
|
7.500%
|
|
|
|
8/30/18
|
|
|
|
B
|
|
|
|
1,344,140
|
|
|
9,537
|
|
|
Total Food & Staples Retailing
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,640,772
|
|
|
|
|
|
|
|
|
|
|
|
Food Products 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
990
|
|
|
Advanced Pierre Foods, Inc., Term Loan, First Lien
|
|
|
5.750%
|
|
|
|
7/10/17
|
|
|
|
B1
|
|
|
|
979,481
|
|
|
|
|
|
|
|
|
900
|
|
|
Advanced Pierre Foods Inc., Term Loan, Second Lien
|
|
|
9.500%
|
|
|
|
10/10/17
|
|
|
|
CCC+
|
|
|
|
873,000
|
|
|
|
|
|
|
|
|
2,429
|
|
|
U.S. Foods, Inc. Incremental Term Loan
|
|
|
4.500%
|
|
|
|
3/31/19
|
|
|
|
B2
|
|
|
|
2,451,018
|
|
|
4,319
|
|
|
Total Food Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,303,499
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Onex Carestream Finance, LP, Term Loan, Second Lien
|
|
|
9.500%
|
|
|
|
12/07/19
|
|
|
|
B
|
|
|
|
2,032,500
|
|
|
|
|
|
|
|
|
702
|
|
|
Hologic Refinancing Term Loan, Tranche B
|
|
|
3.750%
|
|
|
|
8/01/19
|
|
|
|
BBB
|
|
|
|
707,365
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Kinetic Concepts Inc., Term Loan D1
|
|
|
4.500%
|
|
|
|
5/04/18
|
|
|
|
BB
|
|
|
|
2,012,850
|
|
|
4,697
|
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,752,715
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (4)
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
4,975
|
|
|
Apria Healthcare Group Inc., Term Loan, First Lien
|
|
|
6.750%
|
|
|
|
4/06/20
|
|
|
|
BB
|
|
|
$
|
4,999,875
|
|
|
|
|
|
|
|
|
926
|
|
|
Bioscrip Inc., Delayed Draw, Term Loan
|
|
|
6.500%
|
|
|
|
7/31/20
|
|
|
|
B
|
|
|
|
922,310
|
|
|
|
|
|
|
|
|
456
|
|
|
IASIS Healthcare LLC, Term B2, First Lien
|
|
|
4.500%
|
|
|
|
5/03/18
|
|
|
|
Ba3
|
|
|
|
459,266
|
|
|
|
|
|
|
|
|
740
|
|
|
National Mentor Holdings Inc., Term Loan B
|
|
|
6.500%
|
|
|
|
2/09/17
|
|
|
|
B+
|
|
|
|
747,894
|
|
|
|
|
|
|
|
|
924
|
|
|
Select Medical Corporation, Term Loan B
|
|
|
4.000%
|
|
|
|
6/01/18
|
|
|
|
Ba2
|
|
|
|
930,065
|
|
|
|
|
|
|
|
|
1,970
|
|
|
Sheridan Holdings Inc., Term Loan, First Lien
|
|
|
4.500%
|
|
|
|
6/29/18
|
|
|
|
B1
|
|
|
|
1,984,573
|
|
|
|
|
|
|
|
|
447
|
|
|
Skilled Healthcare Group, Term Loan
|
|
|
6.750%
|
|
|
|
4/09/16
|
|
|
|
B
|
|
|
|
447,086
|
|
|
10,438
|
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,491,069
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure 1.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,988
|
|
|
Bally Technologies Inc., Term Loan B
|
|
|
4.250%
|
|
|
|
11/25/20
|
|
|
|
BB
|
|
|
|
5,029,021
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Caesars Entertainment Operating Company Inc., Term Loan B6
|
|
|
5.488%
|
|
|
|
1/28/18
|
|
|
|
B
|
|
|
|
1,913,588
|
|
|
|
|
|
|
|
|
1,000
|
|
|
CityCenter Holdings LLC, Term Loan B
|
|
|
5.000%
|
|
|
|
10/16/20
|
|
|
|
B+
|
|
|
|
1,016,514
|
|
|
|
|
|
|
|
|
1,433
|
|
|
Landrys Restaurants Inc., Term Loan B
|
|
|
4.000%
|
|
|
|
4/24/18
|
|
|
|
BB
|
|
|
|
1,445,862
|
|
|
|
|
|
|
|
|
1,987
|
|
|
Station Casinos LLC, Term Loan B
|
|
|
5.000%
|
|
|
|
3/02/20
|
|
|
|
B1
|
|
|
|
2,012,641
|
|
|
11,408
|
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,417,626
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,454
|
|
|
AOT Bedding Super Holdings LLC, Term Loan B
|
|
|
4.250%
|
|
|
|
10/01/19
|
|
|
|
B+
|
|
|
|
1,465,301
|
|
|
|
|
|
|
|
|
708
|
|
|
Reynolds Group Holdings Inc., Incremental US Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
12/01/18
|
|
|
|
B+
|
|
|
|
715,287
|
|
|
|
|
|
|
|
|
1,663
|
|
|
Sun Products Corporation, Term Loan
|
|
|
5.500%
|
|
|
|
3/23/20
|
|
|
|
B1
|
|
|
|
1,579,609
|
|
|
|
|
|
|
|
|
807
|
|
|
Tempur-Pedic International Inc., New Term B Loan
|
|
|
3.500%
|
|
|
|
3/18/20
|
|
|
|
BB
|
|
|
|
807,990
|
|
|
4,632
|
|
|
Total Household Durables
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,568,187
|
|
|
|
|
|
|
|
|
|
|
|
Household Products 0.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,906
|
|
|
Spectrum Brands Inc., Term Loan A
|
|
|
3.000%
|
|
|
|
9/04/17
|
|
|
|
BB
|
|
|
|
4,924,629
|
|
|
|
|
|
|
|
|
998
|
|
|
Spectrum Brands Inc., Term Loan C
|
|
|
3.500%
|
|
|
|
9/04/19
|
|
|
|
BB
|
|
|
|
1,002,276
|
|
|
5,904
|
|
|
Total Household Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,926,905
|
|
|
|
|
|
|
|
|
|
|
|
Internet Software & Services 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,147
|
|
|
EIG Investors Corp., Term Loan
|
|
|
5.000%
|
|
|
|
11/09/19
|
|
|
|
B
|
|
|
|
2,162,095
|
|
|
|
|
|
|
|
|
1,733
|
|
|
Sabre Inc., Term Loan B
|
|
|
5.250%
|
|
|
|
2/19/19
|
|
|
|
B1
|
|
|
|
1,747,505
|
|
|
|
|
|
|
|
|
386
|
|
|
VFH Parrent LLC, New Term Loan
|
|
|
5.750%
|
|
|
|
11/08/19
|
|
|
|
N/R
|
|
|
|
389,995
|
|
|
4,266
|
|
|
Total Internet Software & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,299,595
|
|
|
|
|
|
|
|
|
|
|
|
IT Services 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
658
|
|
|
CompuCom Systems Inc., Term Loan B
|
|
|
4.250%
|
|
|
|
5/09/20
|
|
|
|
B1
|
|
|
|
658,559
|
|
|
|
|
|
|
|
|
606
|
|
|
SRA International Inc., Term Loan
|
|
|
6.500%
|
|
|
|
7/20/18
|
|
|
|
B1
|
|
|
|
601,327
|
|
|
|
|
|
|
|
|
1,489
|
|
|
SunGuard Data Systems Inc., Term Loan E
|
|
|
4.000%
|
|
|
|
3/08/20
|
|
|
|
BB
|
|
|
|
1,502,475
|
|
|
|
|
|
|
|
|
561
|
|
|
Zayo Group LLC, Term Loan B
|
|
|
4.000%
|
|
|
|
7/02/19
|
|
|
|
B1
|
|
|
|
562,328
|
|
|
3,314
|
|
|
Total IT Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,324,689
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Boyd Gaming Corporation, Term Loan B
|
|
|
4.000%
|
|
|
|
8/14/20
|
|
|
|
BB
|
|
|
|
2,008,301
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (4)
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 1.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
8,978
|
|
|
Gardner Denver Inc., Term Loan, DD1
|
|
|
4.250%
|
|
|
|
7/30/20
|
|
|
|
B1
|
|
|
$
|
9,005,555
|
|
|
|
|
|
|
|
|
3,320
|
|
|
Xerium Technologies Inc., Initial Term Loan
|
|
|
5.750%
|
|
|
|
5/17/19
|
|
|
|
BB
|
|
|
|
3,340,742
|
|
|
12,298
|
|
|
Total Machinery
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,346,297
|
|
|
|
|
|
|
|
|
|
|
|
Media 5.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,736
|
|
|
Clear Channel Communications Inc., Term Loan E
|
|
|
7.669%
|
|
|
|
7/30/19
|
|
|
|
CCC+
|
|
|
|
1,714,647
|
|
|
|
|
|
|
|
|
205
|
|
|
Clear Channel Communications, Inc., Tranche D, Term Loan
|
|
|
6.919%
|
|
|
|
1/30/19
|
|
|
|
CCC+
|
|
|
|
195,980
|
|
|
|
|
|
|
|
|
8,000
|
|
|
Cumulus Media, Inc., Term Loan B
|
|
|
4.250%
|
|
|
|
12/20/20
|
|
|
|
B+
|
|
|
|
8,070,000
|
|
|
|
|
|
|
|
|
1,990
|
|
|
Emerald Expositions Holdings Inc., Term Loan, First Lien
|
|
|
5.500%
|
|
|
|
6/17/20
|
|
|
|
BB
|
|
|
|
2,003,681
|
|
|
|
|
|
|
|
|
993
|
|
|
Internet Brands Inc., Term Loan B
|
|
|
6.250%
|
|
|
|
3/18/19
|
|
|
|
B+
|
|
|
|
997,462
|
|
|
|
|
|
|
|
|
1,785
|
|
|
McGraw-Hill Education Holding LLC, Term Loan
|
|
|
9.000%
|
|
|
|
3/22/19
|
|
|
|
B2
|
|
|
|
1,822,485
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Media General Inc., Delayed Draw Term Loan
|
|
|
4.250%
|
|
|
|
7/31/20
|
|
|
|
BB
|
|
|
|
1,011,244
|
|
|
|
|
|
|
|
|
2,993
|
|
|
Springer Science & Business Media, Inc., Term Loan
|
|
|
5.000%
|
|
|
|
8/14/20
|
|
|
|
B
|
|
|
|
3,013,073
|
|
|
|
|
|
|
|
|
30,000
|
|
|
Tribune Company, Term Loan B, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
BB
|
|
|
|
29,909,370
|
|
|
|
|
|
|
|
|
500
|
|
|
Weather Channel Corporation, Term Loan, Second
Lien
|
|
|
7.000%
|
|
|
|
6/26/20
|
|
|
|
B3
|
|
|
|
515,000
|
|
|
49,202
|
|
|
Total Media
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,252,942
|
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Hudsons Bay Company, Term Loan B, First Lien
|
|
|
4.750%
|
|
|
|
11/04/20
|
|
|
|
BB
|
|
|
|
2,034,306
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Fieldwood Energy LLC, Term Loan, First Lien
|
|
|
3.875%
|
|
|
|
9/28/18
|
|
|
|
Ba2
|
|
|
|
2,012,871
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Fieldwood Energy LLC, Term Loan, Second Lien
|
|
|
8.375%
|
|
|
|
9/30/20
|
|
|
|
B2
|
|
|
|
2,046,428
|
|
|
|
|
|
|
|
|
2,993
|
|
|
Harvey Gulf International Marine, Inc., Term Loan B
|
|
|
5.500%
|
|
|
|
6/18/20
|
|
|
|
B1
|
|
|
|
3,024,295
|
|
|
|
|
|
|
|
|
3,491
|
|
|
Drill Rigs Holding, Inc., Tranche B1, Term
Loan
|
|
|
6.000%
|
|
|
|
3/31/21
|
|
|
|
B+
|
|
|
|
3,576,349
|
|
|
10,479
|
|
|
Total Oil, Gas & Consumable Fuels
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,659,943
|
|
|
|
|
|
|
|
|
|
|
|
Personal Products 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
225
|
|
|
Prestige Brands, Inc., Term Loan B1
|
|
|
3.750%
|
|
|
|
1/31/19
|
|
|
|
BB
|
|
|
|
226,687
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
555
|
|
|
Bioscrip Inc., Term Loan B
|
|
|
6.500%
|
|
|
|
7/31/20
|
|
|
|
B
|
|
|
|
553,386
|
|
|
|
|
|
|
|
|
263
|
|
|
ConvaTec Healthcare Incremental, Term Loan B
|
|
|
4.000%
|
|
|
|
12/22/16
|
|
|
|
Ba3
|
|
|
|
264,495
|
|
|
|
|
|
|
|
|
16
|
|
|
Graceway Pharmaceuticals LLC, Term Loan, (6)
|
|
|
0.000%
|
|
|
|
5/03/12
|
|
|
|
N/R
|
|
|
|
18,093
|
|
|
|
|
|
|
|
|
490
|
|
|
Pharmaceutical Product Development Inc., Term Loan B, First Lien
|
|
|
4.000%
|
|
|
|
12/01/18
|
|
|
|
Ba3
|
|
|
|
494,101
|
|
|
|
|
|
|
|
|
1,496
|
|
|
Pharmaceutical Research Associates, Inc., Term Loan B
|
|
|
5.000%
|
|
|
|
9/23/20
|
|
|
|
B1
|
|
|
|
1,503,570
|
|
|
|
|
|
|
|
|
1,985
|
|
|
Valeant Pharmaceuticals International, Inc., Term Loan BE, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
Ba1
|
|
|
|
2,001,749
|
|
|
4,805
|
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,835,394
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trust 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500
|
|
|
Capital Automotive LP, Term Loan, Second Lien
|
|
|
6.000%
|
|
|
|
4/30/20
|
|
|
|
B1
|
|
|
|
2,587,500
|
|
|
|
|
|
|
|
|
1,137
|
|
|
iStar Financial Inc., Term Loan
|
|
|
4.500%
|
|
|
|
10/15/17
|
|
|
|
BB
|
|
|
|
1,145,038
|
|
|
3,637
|
|
|
Total Real Estate Investment Trust
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,732,538
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (4)
|
|
|
Ratings (3)
|
|
|
Value
|
|
|
|
|
|
|
|
Real Estate Management & Development 0.2%
|
|
|
|
|
|
|
|
$
|
330
|
|
|
Capital Automotive LP, Term Loan, Tranche B1
|
|
|
4.000%
|
|
|
|
4/10/19
|
|
|
|
Ba2
|
|
|
$
|
333,050
|
|
|
|
|
|
|
|
|
1,489
|
|
|
Realogy Corporation, Term Loan B
|
|
|
4.500%
|
|
|
|
3/05/20
|
|
|
|
BB
|
|
|
|
1,506,197
|
|
|
1,819
|
|
|
Total Real Estate Management & Development
|
|
|
|
|
|
|
|
|
|
|
|
1,839,247
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
269
|
|
|
Swift Transportation Company, Inc., Term Loan B2
|
|
|
4.000%
|
|
|
|
12/21/17
|
|
|
|
BB
|
|
|
|
271,704
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Equipment 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,746
|
|
|
Freescale Semiconductor, Inc., Term Loan Tranche B5
|
|
|
5.000%
|
|
|
|
1/15/21
|
|
|
|
B1
|
|
|
|
1,768,348
|
|
|
|
|
|
|
|
|
|
|
|
Software 1.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Activision Blizzard Inc., Term Loan B
|
|
|
3.250%
|
|
|
|
10/12/20
|
|
|
|
BBB
|
|
|
|
2,010,489
|
|
|
|
|
|
|
|
|
1,451
|
|
|
Attachmate Corporation, Term Loan, First Lien
|
|
|
7.250%
|
|
|
|
11/22/17
|
|
|
|
BB
|
|
|
|
1,477,600
|
|
|
|
|
|
|
|
|
450
|
|
|
Blackboard Inc., Term Loan B2
|
|
|
4.750%
|
|
|
|
10/04/18
|
|
|
|
B+
|
|
|
|
455,919
|
|
|
|
|
|
|
|
|
3,000
|
|
|
BMC Software Inc., Initial Term Loan
|
|
|
5.000%
|
|
|
|
9/10/20
|
|
|
|
BB
|
|
|
|
3,019,869
|
|
|
|
|
|
|
|
|
419
|
|
|
Datatel Parent Corp., Term Loan B
|
|
|
4.500%
|
|
|
|
7/19/18
|
|
|
|
B+
|
|
|
|
421,875
|
|
|
|
|
|
|
|
|
500
|
|
|
Deltek Inc., Term Loan, Second Lien
|
|
|
10.000%
|
|
|
|
10/10/19
|
|
|
|
CCC+
|
|
|
|
510,000
|
|
|
|
|
|
|
|
|
4,061
|
|
|
Infor Global Solutions Intermediate Holdings Ltd., Term Loan B5, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
Ba3
|
|
|
|
4,069,159
|
|
|
|
|
|
|
|
|
1,061
|
|
|
Infor Enterprise Applications, Term Loan B
|
|
|
5.250%
|
|
|
|
4/5/2018
|
|
|
|
Ba3
|
|
|
|
1,067,779
|
|
|
|
|
|
|
|
|
995
|
|
|
Misys PLC, Term Loan B, First Lien
|
|
|
5.000%
|
|
|
|
12/12/18
|
|
|
|
B+
|
|
|
|
1,003,671
|
|
|
13,932
|
|
|
Total Software
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,036,361
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,315
|
|
|
Collective Brands Inc., Term Loan B
|
|
|
7.250%
|
|
|
|
10/09/19
|
|
|
|
B
|
|
|
|
1,323,083
|
|
|
|
|
|
|
|
|
438
|
|
|
Jo-Ann Stores Inc., Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
3/16/18
|
|
|
|
B+
|
|
|
|
439,610
|
|
|
1,753
|
|
|
Total Specialty Retail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,762,693
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 0.7%
|
|
|
|
|
|
|
|
|
3,424
|
|
|
Clear Channel Communications Inc., Tranche B, Term Loan, DD1
|
|
|
3.819%
|
|
|
|
1/29/16
|
|
|
|
CCC+
|
|
|
|
3,326,378
|
|
|
|
|
|
|
|
|
1,493
|
|
|
Cricket Communications Inc., Term Loan C
|
|
|
4.750%
|
|
|
|
3/08/20
|
|
|
|
Ba3
|
|
|
|
1,497,831
|
|
|
|
|
|
|
|
|
1,975
|
|
|
IPC Systems, Inc., Term Loan, Tranche C, First Lien
|
|
|
7.750%
|
|
|
|
7/31/17
|
|
|
|
B1
|
|
|
|
1,969,449
|
|
|
6,892
|
|
|
Total Wireless Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,793,658
|
|
$
|
281,651
|
|
|
Total Variable Rate Senior Loan Interests (cost $278,732,547)
|
|
|
|
|
|
|
|
281,752,900
|
|
|
|
|
|
Total Long-Term Investments (cost $851,922,261)
|
|
|
|
|
|
|
|
|
|
|
|
876,715,347
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS 9.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
93,078
|
|
|
Repurchase Agreement with State Street Bank, dated 12/31/13, repurchase
price $93,077,582,
collateralized by $97,085,000 U.S. Treasury Notes,
2.125%, due 8/15/21, value $94,940,489
|
|
|
0.000%
|
|
|
|
1/02/14
|
|
|
|
|
|
|
$
|
93,077,582
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Investments (cost $93,077,582)
|
|
|
|
|
|
|
|
|
|
|
|
93,077,582
|
|
|
|
|
|
Total Investments (cost $944,999,843) 103.2%
|
|
|
|
|
|
|
|
|
|
|
|
969,792,929
|
|
|
|
|
|
Other Assets Less Liabilities (3.2)%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(30,002,276
|
)
|
|
|
|
|
Net Assets 100%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
939,790,653
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Credit Opportunities Fund
(continued)
Fair Value Measurements
Fair value is defined as the price
that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use
of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or
liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entitys own assumptions about the assumptions market participants would use in pricing
the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
|
|
|
Level 1
|
|
Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
|
Level 2
|
|
Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
|
Level 3
|
|
Prices are determined using significant unobservable inputs (including managements assumptions in determining the fair value of investments).
|
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those
securities. The following is a summary of the Funds fair value measurements as of the end of the reporting period:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Long-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
$
|
|
|
|
$
|
|
|
|
$
|
|
*
|
|
$
|
|
|
$1,000 Par (or similar) Institutional Structures
|
|
|
|
|
|
|
1,095,000
|
|
|
|
|
|
|
|
1,095,000
|
|
Convertible Bonds
|
|
|
|
|
|
|
2,691,663
|
|
|
|
|
|
|
|
2,691,663
|
|
Corporate Bonds
|
|
|
|
|
|
|
591,175,784
|
|
|
|
|
|
|
|
591,175,784
|
|
Variable Rate Senior Loan Interests
|
|
|
|
|
|
|
281,752,900
|
|
|
|
|
|
|
|
281,752,900
|
|
Short-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Repurchase Agreements
|
|
|
|
|
|
|
93,077,582
|
|
|
|
|
|
|
|
93,077,582
|
|
Total
|
|
$
|
|
|
|
$
|
969,792,929
|
|
|
$
|
|
*
|
|
$
|
969,792,929
|
|
*
|
Value equals zero as of the end of the reporting period.
|
Income
Tax Information
The following information is presented on an income tax basis. Differences between amounts for financial statement and federal
income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital
accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset
value of the Fund.
As of December 31, 2013, the cost of investments was $945,939,161.
Gross unrealized appreciation and gross unrealized depreciation of investments as of December 31, 2013, were as follows:
|
|
|
|
|
Gross unrealized:
|
|
|
|
|
Appreciation
|
|
$
|
26,173,176
|
|
Depreciation
|
|
|
(2,319,408
|
)
|
Net unrealized appreciation (depreciation) of investments
|
|
$
|
23,853,768
|
|
|
For Fund portfolio compliance purposes, the Funds 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)
|
Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees. For fair value measurement disclosure purposes,
investment classified as Level 3.
|
(3)
|
Ratings: Using the highest of Standard & Poors Group (Standard & Poors), Moodys Investors Service, Inc. (Moodys)
or Fitch, Inc. (Fitch) rating. Ratings below BBB by Standard & Poors, Baa by Moodys 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.
|
(4)
|
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.
|
(5)
|
Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate plus an assigned fixed rate. 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.
|
(6)
|
At or subsequent to the end of the reporting period, this security is non-income producing. Non-income producing, in the case of a fixed-income security, generally denotes that
the issuer has (1) defaulted on the payment of principal or interest, (2) is under the protection of the Federal Bankruptcy Court or (3) the Funds Adviser has concluded that the issue is not likely to meet its future interest payment
obligations and has directed the Funds custodian to cease accruing additional income on the Funds records.
|
DD1
|
Portion of investment purchased on a delayed delivery basis.
|
WI/DD
|
Purchased on a when-issued or delayed delivery basis.
|
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.
|
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. As of settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and
maturity date.
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
LONG-TERM INVESTMENTS 95.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS 17.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
500
|
|
|
Ceridian Corporation
|
|
|
12.250%
|
|
|
|
11/15/15
|
|
|
|
CCC
|
|
|
$
|
503,750
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Harland Clarke Holdings
|
|
|
9.500%
|
|
|
|
5/15/15
|
|
|
|
B
|
|
|
|
1,005,000
|
|
|
1,500
|
|
|
Total Commercial Services & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,508,750
|
|
|
|
|
|
|
|
|
|
|
|
Distributors 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500
|
|
|
HD Supply Inc.
|
|
|
11.500%
|
|
|
|
7/15/20
|
|
|
|
CCC+
|
|
|
|
2,984,375
|
|
|
|
|
|
|
|
Diversified Consumer Services 0.3%
|
|
|
|
|
|
|
|
|
2,000
|
|
|
NES Rental Holdings Inc., 144A
|
|
|
7.875%
|
|
|
|
5/01/18
|
|
|
|
CCC+
|
|
|
|
2,105,000
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
850
|
|
|
UPCB Finance Limited, 144A
|
|
|
6.625%
|
|
|
|
7/01/20
|
|
|
|
BB
|
|
|
|
903,125
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 2.6%
|
|
|
|
|
|
|
|
|
4,100
|
|
|
IntelSat Limited, 144A
|
|
|
7.750%
|
|
|
|
6/01/21
|
|
|
|
B
|
|
|
|
4,397,250
|
|
|
|
|
|
|
|
|
5,950
|
|
|
IntelSat Limited
|
|
|
8.125%
|
|
|
|
6/01/23
|
|
|
|
B
|
|
|
|
6,381,375
|
|
|
|
|
|
|
|
|
6,750
|
|
|
Level 3 Communications Inc.
|
|
|
11.875%
|
|
|
|
2/01/19
|
|
|
|
B
|
|
|
|
7,762,500
|
|
|
16,800
|
|
|
Total Diversified Telecommunication Services
|
|
|
|
18,541,125
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 1.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,500
|
|
|
Convatec Finance International SA, 144A
|
|
|
8.250%
|
|
|
|
1/15/19
|
|
|
|
B
|
|
|
|
3,583,125
|
|
|
|
|
|
|
|
|
4,325
|
|
|
Kinetic Concepts
|
|
|
10.500%
|
|
|
|
11/01/18
|
|
|
|
B
|
|
|
|
4,973,750
|
|
|
|
|
|
|
|
|
2,500
|
|
|
Kinetic Concepts
|
|
|
12.500%
|
|
|
|
11/01/19
|
|
|
|
CCC+
|
|
|
|
2,812,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Tenet Healthcare Corporation
|
|
|
8.125%
|
|
|
|
4/01/22
|
|
|
|
B3
|
|
|
|
2,155,000
|
|
|
12,325
|
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,524,375
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 2.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,500
|
|
|
IASIS Healthcare Capital Corporation
|
|
|
8.375%
|
|
|
|
5/15/19
|
|
|
|
CCC+
|
|
|
|
4,770,000
|
|
|
|
|
|
|
|
|
6,000
|
|
|
Tenet Healthcare Corporation, 144A
|
|
|
6.000%
|
|
|
|
10/01/20
|
|
|
|
BB
|
|
|
|
6,262,500
|
|
|
|
|
|
|
|
|
3,619
|
|
|
Truven Health Analtyics Inc.
|
|
|
10.625%
|
|
|
|
6/01/20
|
|
|
|
CCC+
|
|
|
|
4,093,994
|
|
|
14,119
|
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,126,494
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
Caesars Operating Escrow
|
|
|
9.000%
|
|
|
|
2/15/20
|
|
|
|
B
|
|
|
|
243,125
|
|
|
|
|
|
|
|
|
3,000
|
|
|
MGM Resorts International Inc.
|
|
|
7.750%
|
|
|
|
3/15/22
|
|
|
|
B+
|
|
|
|
3,352,500
|
|
|
3,250
|
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,595,625
|
|
|
|
|
|
|
|
|
|
|
|
Household Products 1.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,200
|
|
|
Reynolds Group
|
|
|
9.875%
|
|
|
|
8/15/19
|
|
|
|
CCC+
|
|
|
|
8,010,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Household Products
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,250
|
|
|
Sprectum Brands Inc., 144A
|
|
|
6.625%
|
|
|
|
11/15/22
|
|
|
|
BB
|
|
|
$
|
1,329,688
|
|
|
8,450
|
|
|
Total Household Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,339,688
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,530
|
|
|
Xerium Technologies
|
|
|
8.875%
|
|
|
|
6/15/18
|
|
|
|
B
|
|
|
|
1,606,500
|
|
|
|
|
|
|
|
|
|
|
|
Media 1.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Cequel Communications Holding I LLC Capital
|
|
|
6.375%
|
|
|
|
9/15/20
|
|
|
|
B
|
|
|
|
3,075,000
|
|
|
|
|
|
|
|
|
4,500
|
|
|
Clear Channel Communications, Inc., 144A
|
|
|
14.000%
|
|
|
|
2/01/21
|
|
|
|
CCC
|
|
|
|
4,083,750
|
|
|
|
|
|
|
|
|
2,091
|
|
|
Clear Channel Communications, Inc.
|
|
|
9.000%
|
|
|
|
12/15/19
|
|
|
|
CCC+
|
|
|
|
2,132,820
|
|
|
|
|
|
|
|
|
500
|
|
|
Expo Event Transco Inc., 144A
|
|
|
9.000%
|
|
|
|
6/15/21
|
|
|
|
B
|
|
|
|
508,750
|
|
|
|
|
|
|
|
|
1,500
|
|
|
WideOpenWest Finance Capital Corporation
|
|
|
10.250%
|
|
|
|
7/15/19
|
|
|
|
CCC+
|
|
|
|
1,665,000
|
|
|
11,591
|
|
|
Total Media
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,465,320
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Chaparral Energy Inc.
|
|
|
7.625%
|
|
|
|
11/15/22
|
|
|
|
B
|
|
|
|
2,140,000
|
|
|
|
|
|
|
|
|
2,500
|
|
|
Halcon Resources Corporation, 144A
|
|
|
9.250%
|
|
|
|
2/15/22
|
|
|
|
CCC+
|
|
|
|
2,543,750
|
|
|
|
|
|
|
|
|
3,250
|
|
|
Offshore Group Investment Limited
|
|
|
7.125%
|
|
|
|
4/01/23
|
|
|
|
B
|
|
|
|
3,315,000
|
|
|
7,750
|
|
|
Total Oil, Gas & Consumable Fuels
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,998,750
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750
|
|
|
Endo Pharmaceutical Holdings Inc.
|
|
|
7.250%
|
|
|
|
1/15/22
|
|
|
|
B1
|
|
|
|
1,872,500
|
|
|
|
|
|
|
|
|
1,000
|
|
|
VPII Escrow Corporation, 144A
|
|
|
7.500%
|
|
|
|
7/15/21
|
|
|
|
B1
|
|
|
|
1,097,500
|
|
|
2,750
|
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,970,000
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Equipment 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,200
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.750%
|
|
|
|
8/01/20
|
|
|
|
B
|
|
|
|
2,183,500
|
|
|
|
|
|
|
|
|
5,416
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.500%
|
|
|
|
8/15/22
|
|
|
|
B
|
|
|
|
5,253,520
|
|
|
7,616
|
|
|
Total Semiconductors & Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,437,020
|
|
|
|
|
|
|
|
|
|
|
|
Software 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Emdeon Inc.
|
|
|
11.000%
|
|
|
|
12/31/19
|
|
|
|
CCC+
|
|
|
|
1,732,500
|
|
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
7/01/21
|
|
|
|
B+
|
|
|
|
238,125
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 2.9%
|
|
|
|
|
|
|
|
|
1,750
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.250%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
1,815,625
|
|
|
|
|
|
|
|
|
1,250
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.625%
|
|
|
|
4/01/23
|
|
|
|
BB
|
|
|
|
1,290,625
|
|
|
|
|
|
|
|
|
16,000
|
|
|
Sprint Corporation, 144A
|
|
|
7.875%
|
|
|
|
9/15/23
|
|
|
|
BB
|
|
|
|
17,200,000
|
|
|
|
|
|
|
|
|
275
|
|
|
T-Mobile USA Inc.
|
|
|
6.731%
|
|
|
|
4/28/22
|
|
|
|
BB
|
|
|
|
286,688
|
|
|
|
|
|
|
|
|
275
|
|
|
T-Mobile USA Inc.
|
|
|
6.836%
|
|
|
|
4/28/23
|
|
|
|
BB
|
|
|
|
285,311
|
|
|
19,550
|
|
|
Total Wireless Telecommunication Services
|
|
|
|
20,878,249
|
|
$
|
114,331
|
|
|
Total Corporate Bonds (cost $119,024,096)
|
|
|
|
121,955,021
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
VARIABLE RATE SENIOR LOAN INTERESTS 78.6% (4)
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
490
|
|
|
Hamilton Sundstrand, Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
12/13/19
|
|
|
|
B+
|
|
|
$
|
490,982
|
|
|
|
|
|
|
|
|
1,735
|
|
|
Sequa Corporation, Term Loan B
|
|
|
5.250%
|
|
|
|
6/19/17
|
|
|
|
B
|
|
|
|
1,699,197
|
|
|
2,225
|
|
|
Total Aerospace & Defense
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,190,179
|
|
|
|
|
|
|
|
|
|
|
|
Airlines 2.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,960
|
|
|
American Airlines Inc., Exit Term Loan
|
|
|
3.750%
|
|
|
|
6/16/19
|
|
|
|
Ba2
|
|
|
|
8,032,141
|
|
|
|
|
|
|
|
|
2,133
|
|
|
Delta Air Lines Inc., Term Loan B1
|
|
|
4.000%
|
|
|
|
10/18/18
|
|
|
|
Ba1
|
|
|
|
2,145,965
|
|
|
|
|
|
|
|
|
4,750
|
|
|
US Airways Group Inc., Term Loan B1
|
|
|
4.000%
|
|
|
|
5/23/19
|
|
|
|
Ba2
|
|
|
|
4,789,582
|
|
|
14,843
|
|
|
Total Airlines
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,967,688
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,995
|
|
|
Allison Transmission Inc., Term Loan B3, DD1
|
|
|
3.750%
|
|
|
|
8/23/19
|
|
|
|
BB
|
|
|
|
4,022,453
|
|
|
|
|
|
|
|
|
4,228
|
|
|
Federal-Mogul Corporation, Tranche B, Term Loan
|
|
|
2.108%
|
|
|
|
12/29/14
|
|
|
|
B1
|
|
|
|
4,174,732
|
|
|
|
|
|
|
|
|
2,229
|
|
|
Federal Mogul Corporation, Tranche C, Term Loan
|
|
|
2.108%
|
|
|
|
12/28/15
|
|
|
|
B1
|
|
|
|
2,201,227
|
|
|
10,452
|
|
|
Total Auto Components
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,398,412
|
|
|
|
|
|
|
|
|
|
|
|
Building Products 1.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,990
|
|
|
CPG International Inc., Term Loan
|
|
|
4.750%
|
|
|
|
9/30/20
|
|
|
|
B
|
|
|
|
4,014,938
|
|
|
|
|
|
|
|
|
2,494
|
|
|
Quikrete Holdings Inc., Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
9/28/20
|
|
|
|
B+
|
|
|
|
2,510,104
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Quikrete Holdings Inc., Term Loan, Second Lien
|
|
|
7.000%
|
|
|
|
3/26/21
|
|
|
|
B
|
|
|
|
4,105,000
|
|
|
10,484
|
|
|
Total Building Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,630,042
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets 0.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
165
|
|
|
American Capital LTD., Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
8/22/16
|
|
|
|
BB
|
|
|
|
166,001
|
|
|
|
|
|
|
|
|
1,746
|
|
|
Guggenheim Partners LLC, Initial Term Loan
|
|
|
4.250%
|
|
|
|
7/22/20
|
|
|
|
N/R
|
|
|
|
1,764,382
|
|
|
|
|
|
|
|
|
3,934
|
|
|
Walter Investment Management Corporation, Tranche B, Term Loan
|
|
|
4.750%
|
|
|
|
12/18/20
|
|
|
|
B+
|
|
|
|
3,955,399
|
|
|
5,845
|
|
|
Total Capital Markets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,885,782
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,088
|
|
|
Ineos US Finance LLC, Term Loan, First Lien
|
|
|
4.000%
|
|
|
|
5/04/18
|
|
|
|
BB
|
|
|
|
2,097,460
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 1.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,729
|
|
|
Education Management LLC, Tranche C2, Term Loan
|
|
|
4.250%
|
|
|
|
6/01/16
|
|
|
|
B
|
|
|
|
4,551,499
|
|
|
|
|
|
|
|
|
6,009
|
|
|
Harland Clarke Holdings, Term Loan B3
|
|
|
7.000%
|
|
|
|
5/22/18
|
|
|
|
B+
|
|
|
|
6,068,677
|
|
|
|
|
|
|
|
|
1,999
|
|
|
Tervita Corporation, Term Loan B
|
|
|
6.250%
|
|
|
|
5/12/18
|
|
|
|
B
|
|
|
|
2,009,643
|
|
|
12,737
|
|
|
Total Commercial Services & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,629,819
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment 1.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,216
|
|
|
Alcatel-Lucent, Inc., Term Loan C
|
|
|
5.750%
|
|
|
|
1/30/19
|
|
|
|
B+
|
|
|
|
4,245,593
|
|
|
|
|
|
|
|
|
975
|
|
|
Aspect Software Inc., Term Loan B
|
|
|
7.000%
|
|
|
|
5/07/16
|
|
|
|
B1
|
|
|
|
980,777
|
|
|
|
|
|
|
|
|
4,985
|
|
|
Avaya Inc., Term Loan B3
|
|
|
4.736%
|
|
|
|
10/26/17
|
|
|
|
B1
|
|
|
|
4,875,356
|
|
|
|
|
|
|
|
|
235
|
|
|
Cricket Communications, Inc., Term Loan B
|
|
|
4.750%
|
|
|
|
10/10/19
|
|
|
|
Ba3
|
|
|
|
236,203
|
|
|
|
|
|
|
|
|
242
|
|
|
Syniverse Technologies Inc., Tranche B, Term Loan
|
|
|
4.000%
|
|
|
|
4/23/19
|
|
|
|
BB
|
|
|
|
243,592
|
|
|
10,653
|
|
|
Total Communications Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,581,521
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
10,000
|
|
|
Dell Inc., Term Loan B
|
|
|
4.500%
|
|
|
|
4/29/20
|
|
|
|
BB+
|
|
|
$
|
10,037,500
|
|
|
|
|
|
|
|
|
|
|
|
Construction Materials 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Polymer Group Inc., Term Loan, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B1
|
|
|
|
5,037,500
|
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Berry Plastics Corporation, Term Loan E, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B+
|
|
|
|
5,003,570
|
|
|
|
|
|
|
|
|
|
|
|
Distributors 0.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,480
|
|
|
HD Supply Inc., Term Loan B
|
|
|
4.500%
|
|
|
|
10/12/17
|
|
|
|
B+
|
|
|
|
3,516,160
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 4.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,899
|
|
|
Ceridian Corporation, New Replacement Term Loan
|
|
|
4.415%
|
|
|
|
8/14/15
|
|
|
|
B1
|
|
|
|
3,921,868
|
|
|
|
|
|
|
|
|
17,421
|
|
|
Hilton Hotels Corporation, Term Loan B2
|
|
|
3.750%
|
|
|
|
10/25/20
|
|
|
|
BB
|
|
|
|
17,580,751
|
|
|
|
|
|
|
|
|
4,968
|
|
|
Laureate Education, Inc., Term Loan B, DD1
|
|
|
5.000%
|
|
|
|
6/16/18
|
|
|
|
B1
|
|
|
|
5,004,558
|
|
|
|
|
|
|
|
|
404
|
|
|
Pinnacle Entertainment Inc., Term Loan B1
|
|
|
3.750%
|
|
|
|
8/15/16
|
|
|
|
BB+
|
|
|
|
406,888
|
|
|
|
|
|
|
|
|
1,493
|
|
|
Pinnacle Entertainment Inc., Term Loan B2
|
|
|
3.750%
|
|
|
|
8/13/20
|
|
|
|
BB+
|
|
|
|
1,501,828
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Spotless Holdings, SAS, Term Loan, First Lien
|
|
|
5.000%
|
|
|
|
10/02/18
|
|
|
|
B1
|
|
|
|
2,028,043
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Spotless Holdings, SAS, Term Loan, Second Lien
|
|
|
8.750%
|
|
|
|
4/02/19
|
|
|
|
B3
|
|
|
|
1,025,625
|
|
|
31,180
|
|
|
Total Diversified Consumer Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,469,561
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 2.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,739
|
|
|
Altisource Solutions S.A.R.L, Term Loan B
|
|
|
4.500%
|
|
|
|
12/09/20
|
|
|
|
B+
|
|
|
|
1,758,306
|
|
|
|
|
|
|
|
|
1,493
|
|
|
Home Loan Servicing Solutions Ltd., Term Loan B
|
|
|
4.500%
|
|
|
|
6/26/20
|
|
|
|
BB
|
|
|
|
1,505,559
|
|
|
|
|
|
|
|
|
995
|
|
|
ION Trading Technologies S.A.R.L, Term Loan, First Lien
|
|
|
4.500%
|
|
|
|
5/22/20
|
|
|
|
B+
|
|
|
|
1,004,018
|
|
|
|
|
|
|
|
|
769
|
|
|
KCG Holdings, Inc., Term Loan B
|
|
|
5.750%
|
|
|
|
12/05/17
|
|
|
|
BB
|
|
|
|
773,496
|
|
|
|
|
|
|
|
|
4,729
|
|
|
Ocwen Financial Corporation, Term Loan B
|
|
|
5.000%
|
|
|
|
2/15/18
|
|
|
|
B+
|
|
|
|
4,789,591
|
|
|
|
|
|
|
|
|
195
|
|
|
RPI Finance Trust Term Loan B3
|
|
|
3.250%
|
|
|
|
11/09/18
|
|
|
|
Baa2
|
|
|
|
195,638
|
|
|
|
|
|
|
|
|
2,750
|
|
|
Wendys/Arbys Restaurants LLC, Term Loan B
|
|
|
5.000%
|
|
|
|
11/15/20
|
|
|
|
B
|
|
|
|
2,768,048
|
|
|
|
|
|
|
|
|
3,749
|
|
|
WideOpenWest Finance LLC, Term Loan B
|
|
|
4.750%
|
|
|
|
4/01/19
|
|
|
|
B1
|
|
|
|
3,772,263
|
|
|
16,419
|
|
|
Total Diversified Financial Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,566,919
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Other 0.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,736
|
|
|
Rexnord LLC, Term Loan B
|
|
|
4.000%
|
|
|
|
8/21/20
|
|
|
|
B+
|
|
|
|
5,755,918
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 0.9%
|
|
|
|
|
|
|
|
|
4,489
|
|
|
Cincinnati Bell Inc., Tranche B, Term Loan
|
|
|
4.000%
|
|
|
|
9/10/20
|
|
|
|
BB
|
|
|
|
4,503,980
|
|
|
|
|
|
|
|
|
667
|
|
|
Greeneden U.S. Holdings II LLC, Series 1, Incremental Term Loan
|
|
|
4.500%
|
|
|
|
2/08/20
|
|
|
|
B+
|
|
|
|
669,792
|
|
|
|
|
|
|
|
|
1,333
|
|
|
Greeneden U.S. Holdings II LLC, Series 2, Term Loan
|
|
|
4.500%
|
|
|
|
11/13/20
|
|
|
|
B+
|
|
|
|
1,338,751
|
|
|
6,489
|
|
|
Total Diversified Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,512,523
|
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities 0.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
992
|
|
|
Calpine Corporation, Term Loan B2
|
|
|
4.000%
|
|
|
|
4/01/18
|
|
|
|
BB
|
|
|
|
1,000,507
|
|
|
|
|
|
|
|
|
2,500
|
|
|
EFS Cogen Holdings LLC, Term Loan B
|
|
|
5.000%
|
|
|
|
12/17/20
|
|
|
|
BB+
|
|
|
|
2,518,750
|
|
|
|
|
|
|
|
|
1,992
|
|
|
Equipower Resources Holdings LLC, Term Loan C, DD1
|
|
|
4.250%
|
|
|
|
12/21/19
|
|
|
|
BB
|
|
|
|
2,003,289
|
|
|
5,484
|
|
|
Total Electric Utilities
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,522,546
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing 2.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,193
|
|
|
Albertsons LLC Term Loan B2, DD1
|
|
|
4.750%
|
|
|
|
3/21/19
|
|
|
|
BB
|
|
|
$
|
2,209,105
|
|
|
|
|
|
|
|
|
301
|
|
|
Albertsons LLC, Term Loan B1
|
|
|
4.250%
|
|
|
|
3/21/16
|
|
|
|
BB
|
|
|
|
303,451
|
|
|
|
|
|
|
|
|
1,747
|
|
|
BJs Wholesale Club Inc., Replacement Loan, First Lien
|
|
|
4.500%
|
|
|
|
9/26/19
|
|
|
|
B
|
|
|
|
1,760,438
|
|
|
|
|
|
|
|
|
1,500
|
|
|
BJs Wholesale Club Inc., Replacement Loan, Second Lien
|
|
|
8.500%
|
|
|
|
3/31/20
|
|
|
|
CCC
|
|
|
|
1,534,500
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Del Monte Foods Company, Term Loan, First Lien, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B+
|
|
|
|
2,010,834
|
|
|
|
|
|
|
|
|
500
|
|
|
Rite Aid Corporation, Tranche 1, Term Loan, Second Lien
|
|
|
5.750%
|
|
|
|
8/21/20
|
|
|
|
B
|
|
|
|
514,688
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Rite Aid Corporation, Tranche 2, Term Loan, Second Lien
|
|
|
4.875%
|
|
|
|
6/21/21
|
|
|
|
B
|
|
|
|
1,525,624
|
|
|
|
|
|
|
|
|
6,453
|
|
|
Supervalu Inc., New Term Loan B
|
|
|
5.000%
|
|
|
|
3/21/19
|
|
|
|
B+
|
|
|
|
6,527,196
|
|
|
|
|
|
|
|
|
1,974
|
|
|
Wilton Products, Inc., Tranche B, Term Loan
|
|
|
7.500%
|
|
|
|
8/30/18
|
|
|
|
B
|
|
|
|
1,886,512
|
|
|
18,168
|
|
|
Total Food & Staples Retailing
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,272,348
|
|
|
|
|
|
|
|
|
|
|
|
Food Products 4.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
149
|
|
|
Advanced Pierre Foods, Inc., Term Loan, First Lien
|
|
|
5.750%
|
|
|
|
7/10/17
|
|
|
|
B1
|
|
|
|
146,922
|
|
|
|
|
|
|
|
|
975
|
|
|
Advanced Pierre Foods, Inc., Term Loan, Second Lien
|
|
|
9.500%
|
|
|
|
10/10/17
|
|
|
|
CCC+
|
|
|
|
945,750
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Dole Foods Company, Inc., Tranche B, Term Loan
|
|
|
4.500%
|
|
|
|
11/01/18
|
|
|
|
B2
|
|
|
|
3,016,875
|
|
|
|
|
|
|
|
|
13,455
|
|
|
H.J. Heinz Company, Term Loan B2
|
|
|
3.500%
|
|
|
|
6/05/20
|
|
|
|
BB
|
|
|
|
13,574,908
|
|
|
|
|
|
|
|
|
993
|
|
|
Pinnacle Foods Finance LLC, Term Loan G
|
|
|
3.250%
|
|
|
|
4/29/20
|
|
|
|
BB
|
|
|
|
992,943
|
|
|
|
|
|
|
|
|
1,496
|
|
|
Pinnacle Foods Finance LLC, Term Loan H
|
|
|
3.250%
|
|
|
|
4/29/20
|
|
|
|
BB
|
|
|
|
1,496,718
|
|
|
|
|
|
|
|
|
8,199
|
|
|
US Foods, Incremental Term Loan
|
|
|
4.500%
|
|
|
|
3/31/19
|
|
|
|
B2
|
|
|
|
8,273,563
|
|
|
28,267
|
|
|
Total Food Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,447,679
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 1.7%
|
|
|
|
|
|
|
|
|
1,150
|
|
|
Ardent Medical Services Inc., Term Loan, Second Lien
|
|
|
11.000%
|
|
|
|
1/02/19
|
|
|
|
CCC+
|
|
|
|
1,164,375
|
|
|
|
|
|
|
|
|
1,493
|
|
|
Biomet, Inc., Term Loan B2
|
|
|
3.670%
|
|
|
|
7/25/17
|
|
|
|
BB
|
|
|
|
1,506,255
|
|
|
|
|
|
|
|
|
3,169
|
|
|
Onex Carestream Finance LP, Term Loan, First Lien
|
|
|
5.000%
|
|
|
|
6/07/19
|
|
|
|
B+
|
|
|
|
3,210,834
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Onex Carestream Finance LP, Term Loan, Second Lien
|
|
|
9.500%
|
|
|
|
12/07/19
|
|
|
|
B
|
|
|
|
2,032,500
|
|
|
|
|
|
|
|
|
3,724
|
|
|
Kinetic Concepts Inc., Term Loan D1, DD1
|
|
|
4.500%
|
|
|
|
5/04/18
|
|
|
|
BB
|
|
|
|
3,757,098
|
|
|
|
|
|
|
|
|
700
|
|
|
United Surgical Partners International, Inc., Incremental Term Loan
|
|
|
4.750%
|
|
|
|
4/03/19
|
|
|
|
B1
|
|
|
|
703,998
|
|
|
12,236
|
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,375,060
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 6.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,736
|
|
|
Apria Healthcare Group Inc., Term Loan, First Lien
|
|
|
6.750%
|
|
|
|
4/06/20
|
|
|
|
BB
|
|
|
|
3,754,292
|
|
|
|
|
|
|
|
|
1,852
|
|
|
Bioscrip Inc., Delayed Draw, Term Loan
|
|
|
6.500%
|
|
|
|
7/31/20
|
|
|
|
B
|
|
|
|
1,844,619
|
|
|
|
|
|
|
|
|
6,767
|
|
|
Golden Living, Term Loan
|
|
|
5.000%
|
|
|
|
5/04/18
|
|
|
|
B
|
|
|
|
6,652,919
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Healogics Inc., Term Loan, Second Lien (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
CCC+
|
|
|
|
3,076,251
|
|
|
|
|
|
|
|
|
6,513
|
|
|
Health Management Associates, Inc., Replacement Term Loan B
|
|
|
3.500%
|
|
|
|
11/16/18
|
|
|
|
BB
|
|
|
|
6,520,670
|
|
|
|
|
|
|
|
|
3,229
|
|
|
IASIS Healthcare LLC, Term Loan B2, First Lien
|
|
|
4.500%
|
|
|
|
5/03/18
|
|
|
|
Ba3
|
|
|
|
3,255,318
|
|
|
|
|
|
|
|
|
1,406
|
|
|
Kindred Healthcare Inc., Term Loan B1
|
|
|
4.250%
|
|
|
|
6/01/18
|
|
|
|
Ba3
|
|
|
|
1,407,729
|
|
|
|
|
|
|
|
|
86
|
|
|
LifePoint Hospitals, Inc., Incremental Term Loan B
|
|
|
2.670%
|
|
|
|
7/24/17
|
|
|
|
Ba1
|
|
|
|
86,016
|
|
|
|
|
|
|
|
|
2,000
|
|
|
One Call Care Management, Inc., Term Loan B
|
|
|
5.000%
|
|
|
|
11/27/20
|
|
|
|
B1
|
|
|
|
2,004,166
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Sheridan Holding Inc., Term Loan, Second Lien, DD1
|
|
|
8.250%
|
|
|
|
12/31/21
|
|
|
|
B+
|
|
|
|
2,035,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
Health Care Providers & Services
(continued)
|
|
|
|
|
|
|
|
$
|
319
|
|
|
Sheridan Holdings Inc., Delayed Draw, Term Loan, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B1
|
|
|
$
|
318,799
|
|
|
|
|
|
|
|
|
5,232
|
|
|
Sheridan Holdings Inc., Term Loan, First Lien, DD1
|
|
|
4.500%
|
|
|
|
6/29/18
|
|
|
|
B1
|
|
|
|
5,270,664
|
|
|
|
|
|
|
|
|
995
|
|
|
Surgical Care Affiliates LLC, Incremental Term Loan B
|
|
|
4.250%
|
|
|
|
6/29/18
|
|
|
|
B
|
|
|
|
997,799
|
|
|
|
|
|
|
|
|
2,226
|
|
|
Truven Health Analytics, Term Loan B
|
|
|
4.500%
|
|
|
|
6/06/19
|
|
|
|
Ba3
|
|
|
|
2,232,103
|
|
|
|
|
|
|
|
|
3,741
|
|
|
U.S. Renal Care Inc., Incremental Term Loan, Tranche B1, First Lien
|
|
|
4.250%
|
|
|
|
7/16/19
|
|
|
|
B
|
|
|
|
3,765,564
|
|
|
|
|
|
|
|
|
1,500
|
|
|
U.S. Renal Care Inc., Incremental Term Loan, Tranche B1, Second Lien
|
|
|
8.500%
|
|
|
|
7/03/20
|
|
|
|
B3
|
|
|
|
1,524,375
|
|
|
44,602
|
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,746,284
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure 3.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,489
|
|
|
Bally Technologies Inc., Term Loan B, DD1
|
|
|
4.250%
|
|
|
|
11/25/20
|
|
|
|
BB
|
|
|
|
4,526,119
|
|
|
|
|
|
|
|
|
809
|
|
|
BLB Management Services, Inc., Term Loan
|
|
|
5.250%
|
|
|
|
11/10/18
|
|
|
|
BB
|
|
|
|
819,823
|
|
|
|
|
|
|
|
|
5,100
|
|
|
Caesars Entertainment Operating Company Inc., Term Loan B6
|
|
|
5.488%
|
|
|
|
1/28/18
|
|
|
|
B
|
|
|
|
4,879,649
|
|
|
|
|
|
|
|
|
5,500
|
|
|
CityCenter Holdings LLC, Term Loan B
|
|
|
5.000%
|
|
|
|
10/16/20
|
|
|
|
B+
|
|
|
|
5,590,827
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Intrawest Resort Holdings Inc., Initial Term Loan
|
|
|
5.500%
|
|
|
|
12/09/20
|
|
|
|
B+
|
|
|
|
2,007,500
|
|
|
|
|
|
|
|
|
961
|
|
|
Landrys Restaurants Inc., Term Loan B
|
|
|
4.000%
|
|
|
|
4/24/18
|
|
|
|
BB
|
|
|
|
969,371
|
|
|
|
|
|
|
|
|
2,482
|
|
|
MGM Resorts, International, Term Loan B
|
|
|
3.500%
|
|
|
|
12/20/19
|
|
|
|
BB
|
|
|
|
2,484,263
|
|
|
21,341
|
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,277,552
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,743
|
|
|
Jarden Corporation, Term Loan B1
|
|
|
2.919%
|
|
|
|
9/30/20
|
|
|
|
BBB
|
|
|
|
2,743,410
|
|
|
|
|
|
|
|
|
2,080
|
|
|
Sun Products Corporation, Term Loan
|
|
|
5.500%
|
|
|
|
3/23/20
|
|
|
|
B1
|
|
|
|
1,975,996
|
|
|
4,823
|
|
|
Total Household Durables
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,719,406
|
|
|
|
|
|
|
|
|
|
|
|
Household Products 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Revlon Consumer Products Corporation, Term Loan
|
|
|
4.000%
|
|
|
|
8/19/19
|
|
|
|
Ba2
|
|
|
|
3,015,468
|
|
|
|
|
|
|
|
|
2,944
|
|
|
Spectrum Brands, Term Loan A
|
|
|
3.000%
|
|
|
|
9/04/17
|
|
|
|
BB
|
|
|
|
2,954,777
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Spectrum Brands Inc., Term Loan C
|
|
|
3.500%
|
|
|
|
9/04/19
|
|
|
|
BB
|
|
|
|
2,004,552
|
|
|
7,939
|
|
|
Total Household Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,974,797
|
|
|
|
|
|
|
|
Independent Power Producers & Energy Traders 0.5%
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Calpine Corporation, Delayed Term Loan
|
|
|
4.000%
|
|
|
|
10/31/20
|
|
|
|
BB+
|
|
|
|
1,511,812
|
|
|
|
|
|
|
|
|
991
|
|
|
Calpine Corporation, Term Loan B1
|
|
|
4.000%
|
|
|
|
4/01/18
|
|
|
|
BB
|
|
|
|
999,447
|
|
|
|
|
|
|
|
|
1,072
|
|
|
Dynegy Inc., Term Loan B2
|
|
|
4.000%
|
|
|
|
4/23/20
|
|
|
|
BB
|
|
|
|
1,079,352
|
|
|
3,563
|
|
|
Total Independent Power Producers & Energy Traders
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,590,611
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,479
|
|
|
Dupont Performance Coatings, Dollar Term Loan B
|
|
|
4.750%
|
|
|
|
2/03/20
|
|
|
|
B+
|
|
|
|
2,499,763
|
|
|
|
|
|
|
|
|
|
|
|
Insurance 0.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,990
|
|
|
Hub International Holdings, Inc., Term Loan B
|
|
|
4.750%
|
|
|
|
10/02/20
|
|
|
|
B1
|
|
|
|
4,050,680
|
|
|
|
|
|
|
|
|
1,684
|
|
|
Sedgwick Holdings, Inc. Term Loan First Lien
|
|
|
4.250%
|
|
|
|
6/12/18
|
|
|
|
B+
|
|
|
|
1,693,318
|
|
|
|
|
|
|
|
|
500
|
|
|
Sedgwick Holdings, Inc. Term Loan, Second Lien
|
|
|
8.000%
|
|
|
|
12/12/18
|
|
|
|
CCC+
|
|
|
|
508,750
|
|
|
6,174
|
|
|
Total Insurance
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,252,748
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Internet Software & Services 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,948
|
|
|
EIG, Investors Corp., Term Loan
|
|
|
5.000%
|
|
|
|
11/09/19
|
|
|
|
B
|
|
|
$
|
2,968,258
|
|
|
|
|
|
|
|
|
500
|
|
|
ION Trading Technologies S.A.R.L., Term Loan, Second Lien
|
|
|
8.250%
|
|
|
|
5/22/21
|
|
|
|
CCC+
|
|
|
|
507,812
|
|
|
|
|
|
|
|
|
459
|
|
|
Sabre Inc., Term Loan C
|
|
|
4.000%
|
|
|
|
2/19/18
|
|
|
|
B1
|
|
|
|
461,429
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Sabre Inc., Term Loan B2
|
|
|
4.500%
|
|
|
|
2/19/19
|
|
|
|
B1
|
|
|
|
1,999,676
|
|
|
|
|
|
|
|
|
2,281
|
|
|
Sabre Inc., Term Loan B
|
|
|
5.250%
|
|
|
|
2/19/19
|
|
|
|
B1
|
|
|
|
2,300,976
|
|
|
|
|
|
|
|
|
2,088
|
|
|
VFH Parrent LLC, New Term Loan
|
|
|
5.750%
|
|
|
|
11/08/19
|
|
|
|
N/R
|
|
|
|
2,108,544
|
|
|
10,271
|
|
|
Total Internet Software & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,346,695
|
|
|
|
|
|
|
|
|
|
|
|
IT Services 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
993
|
|
|
SunGard Data Systems, Inc., Term Loan E
|
|
|
4.000%
|
|
|
|
3/08/20
|
|
|
|
BB
|
|
|
|
1,001,650
|
|
|
|
|
|
|
|
|
1,612
|
|
|
Zayo Group LLC, Term Loan B
|
|
|
4.000%
|
|
|
|
7/02/19
|
|
|
|
B1
|
|
|
|
1,614,967
|
|
|
2,605
|
|
|
Total IT Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,616,617
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products 1.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,489
|
|
|
AMC Entertainment Inc., Initial Term Loan
|
|
|
3.500%
|
|
|
|
4/30/20
|
|
|
|
Ba2
|
|
|
|
1,493,003
|
|
|
|
|
|
|
|
|
2,627
|
|
|
Bombardier Recreational Products, Inc., Term Loan
|
|
|
4.000%
|
|
|
|
1/30/19
|
|
|
|
B+
|
|
|
|
2,639,732
|
|
|
|
|
|
|
|
|
3,491
|
|
|
Boyd Gaming Corporation, Term Loan B
|
|
|
4.000%
|
|
|
|
8/14/20
|
|
|
|
BB
|
|
|
|
3,514,526
|
|
|
|
|
|
|
|
|
1,094
|
|
|
Equinox Holdings Inc., New Initial Term Loan B
|
|
|
4.501%
|
|
|
|
1/31/20
|
|
|
|
B1
|
|
|
|
1,103,185
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Four Seasons Holdings Inc., Term Loan, Second Lien
|
|
|
6.250%
|
|
|
|
12/27/20
|
|
|
|
B
|
|
|
|
1,027,500
|
|
|
|
|
|
|
|
|
2,992
|
|
|
Leslies Poolmart Inc., Tranche B, Term Loan
|
|
|
4.250%
|
|
|
|
10/16/19
|
|
|
|
B
|
|
|
|
3,011,128
|
|
|
12,693
|
|
|
Total Leisure Equipment & Products
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,789,074
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 1.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,990
|
|
|
Gardner Denver Inc., Term Loan, DD1
|
|
|
4.250%
|
|
|
|
7/30/20
|
|
|
|
B1
|
|
|
|
4,002,469
|
|
|
|
|
|
|
|
|
2,000
|
|
|
TNT Crane & Rigging Inc., Initial Term Loan, First Lien
|
|
|
5.500%
|
|
|
|
11/27/20
|
|
|
|
B1
|
|
|
|
1,991,250
|
|
|
|
|
|
|
|
|
3,072
|
|
|
Xerium Technologies Inc., Initial Term Loan
|
|
|
5.750%
|
|
|
|
5/17/19
|
|
|
|
BB
|
|
|
|
3,091,692
|
|
|
9,062
|
|
|
Total Machinery
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,085,411
|
|
|
|
|
|
|
|
|
|
|
|
Media 12.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
391
|
|
|
Charter Communications Operating Holdings LLC, Term Loan F
|
|
|
3.000%
|
|
|
|
12/31/20
|
|
|
|
Baa3
|
|
|
|
388,169
|
|
|
|
|
|
|
|
|
3,016
|
|
|
Clear Channel Communications Inc., Term Loan E, DD1
|
|
|
7.669%
|
|
|
|
7/30/19
|
|
|
|
CCC+
|
|
|
|
2,978,340
|
|
|
|
|
|
|
|
|
17,549
|
|
|
Clear Channel Communications, Inc., Tranche D, DD1
|
|
|
6.919%
|
|
|
|
1/30/19
|
|
|
|
CCC+
|
|
|
|
16,803,329
|
|
|
|
|
|
|
|
|
12,000
|
|
|
Cumulus Media, Inc., Term Loan B
|
|
|
4.250%
|
|
|
|
12/20/20
|
|
|
|
B+
|
|
|
|
12,105,000
|
|
|
|
|
|
|
|
|
2,239
|
|
|
Emerald Expositions Holdings Inc., Term Loan, First Lien
|
|
|
5.500%
|
|
|
|
6/17/20
|
|
|
|
BB
|
|
|
|
2,254,141
|
|
|
|
|
|
|
|
|
2,349
|
|
|
EMI Music Publishing LLC, Term Loan B
|
|
|
4.250%
|
|
|
|
6/29/18
|
|
|
|
BB
|
|
|
|
2,364,049
|
|
|
|
|
|
|
|
|
1,267
|
|
|
Internet Brands Inc., Term Loan B
|
|
|
6.250%
|
|
|
|
3/18/19
|
|
|
|
B+
|
|
|
|
1,272,929
|
|
|
|
|
|
|
|
|
1,500
|
|
|
McGraw Hill Education Holdings LLC, Term Loan B, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B1
|
|
|
|
1,499,062
|
|
|
|
|
|
|
|
|
3,350
|
|
|
McGraw-Hill Education LLC, Term Loan
|
|
|
9.000%
|
|
|
|
3/22/19
|
|
|
|
B2
|
|
|
|
3,420,014
|
|
|
|
|
|
|
|
|
4,250
|
|
|
Media General Inc., Delayed Draw, Term Loan
|
|
|
4.250%
|
|
|
|
7/31/20
|
|
|
|
BB
|
|
|
|
4,297,787
|
|
|
|
|
|
|
|
|
247
|
|
|
Mediacom Broadband LLC, Tranche G, Term Loan
|
|
|
4.000%
|
|
|
|
1/20/20
|
|
|
|
Ba3
|
|
|
|
247,027
|
|
|
|
|
|
|
|
|
3,491
|
|
|
Springer Science & Business Media Inc., Term Loan
|
|
|
5.000%
|
|
|
|
8/14/20
|
|
|
|
B
|
|
|
|
3,515,252
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Media
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
27,574
|
|
|
Tribune Company, Term Loan B, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
BB
|
|
|
$
|
27,490,615
|
|
|
|
|
|
|
|
|
93
|
|
|
UPC Broadband Holding BV, Term Loan AF
|
|
|
4.000%
|
|
|
|
1/31/21
|
|
|
|
BB
|
|
|
|
93,476
|
|
|
|
|
|
|
|
|
1,500
|
|
|
UPC Broadband Holding BV, Term Loan AH
|
|
|
3.250%
|
|
|
|
6/30/21
|
|
|
|
BB
|
|
|
|
1,499,296
|
|
|
|
|
|
|
|
|
2,400
|
|
|
Weather Channel Corporation, Term Loan, Second Lien
|
|
|
7.000%
|
|
|
|
6/26/20
|
|
|
|
B3
|
|
|
|
2,472,000
|
|
|
|
|
|
|
|
|
4,196
|
|
|
WMG Acquisition Corporation, Tranche B, Refinancing Term Loan
|
|
|
3.750%
|
|
|
|
7/01/20
|
|
|
|
BB
|
|
|
|
4,208,184
|
|
|
87,412
|
|
|
Total Media
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,908,670
|
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Hudsons Bay Company, Term Loan B, First Lien
|
|
|
4.750%
|
|
|
|
11/04/20
|
|
|
|
BB
|
|
|
|
4,068,612
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Hudsons Bay Company, Initial Term Loan, Second Lien, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
B
|
|
|
|
3,108,750
|
|
|
7,000
|
|
|
Total Multiline Retail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,177,362
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 4.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,994
|
|
|
Brand Energy & Infrastructure Services, Inc., Initial Term Loan
|
|
|
4.750%
|
|
|
|
11/26/20
|
|
|
|
B1
|
|
|
|
2,012,322
|
|
|
|
|
|
|
|
|
1,938
|
|
|
Crestwood Holdings LLC, Term Loan B
|
|
|
7.000%
|
|
|
|
6/19/19
|
|
|
|
B
|
|
|
|
1,995,746
|
|
|
|
|
|
|
|
|
4,489
|
|
|
Drill Rigs Holdings, Inc. Tranche B1, Term Loan
|
|
|
6.000%
|
|
|
|
3/31/21
|
|
|
|
B+
|
|
|
|
4,598,163
|
|
|
|
|
|
|
|
|
150
|
|
|
EP Energy LLC, Term Loan B3, Second Lien
|
|
|
3.500%
|
|
|
|
5/24/18
|
|
|
|
Ba3
|
|
|
|
150,228
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Fieldwood Energy LLC, Term Loan, First Lien
|
|
|
3.875%
|
|
|
|
9/28/18
|
|
|
|
Ba2
|
|
|
|
2,012,871
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Fieldwood Energy LLC, Term Loan, Second Lien
|
|
|
8.375%
|
|
|
|
9/30/20
|
|
|
|
B2
|
|
|
|
3,069,642
|
|
|
|
|
|
|
|
|
5,985
|
|
|
Harvey Gulf International Marine, Inc., Term Loan B
|
|
|
5.500%
|
|
|
|
6/18/20
|
|
|
|
B1
|
|
|
|
6,048,591
|
|
|
|
|
|
|
|
|
1,991
|
|
|
Pacific Drilling S.A., Term Loan B
|
|
|
4.500%
|
|
|
|
6/03/18
|
|
|
|
B+
|
|
|
|
2,015,307
|
|
|
|
|
|
|
|
|
1,247
|
|
|
Peabody Energy Corporation, Term Loan B
|
|
|
4.250%
|
|
|
|
9/24/20
|
|
|
|
BB+
|
|
|
|
1,257,674
|
|
|
|
|
|
|
|
|
1,491
|
|
|
Rice Drilling LLC, Term Loan, Second Lien
|
|
|
8.500%
|
|
|
|
10/25/18
|
|
|
|
N/R
|
|
|
|
1,527,881
|
|
|
|
|
|
|
|
|
473
|
|
|
Ruby Western Pipeline Holdings LLC, Term Loan B
|
|
|
3.500%
|
|
|
|
3/27/20
|
|
|
|
BB+
|
|
|
|
473,986
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Shelf Drilling Holdings LTD., Term Loan
|
|
|
10.000%
|
|
|
|
10/08/18
|
|
|
|
B+
|
|
|
|
1,017,500
|
|
|
|
|
|
|
|
|
2,482
|
|
|
Vantage Drilling Company, Term Loan B
|
|
|
5.750%
|
|
|
|
3/28/19
|
|
|
|
B
|
|
|
|
2,524,902
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Western Refining, Inc., Term Loan B
|
|
|
4.250%
|
|
|
|
11/12/20
|
|
|
|
BB
|
|
|
|
1,011,042
|
|
|
29,235
|
|
|
Total Oil, Gas & Consumable Fuels
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,715,855
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 3.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,111
|
|
|
Bioscrip Inc., Term Loan B
|
|
|
6.500%
|
|
|
|
7/31/20
|
|
|
|
B
|
|
|
|
1,106,771
|
|
|
|
|
|
|
|
|
199
|
|
|
Generic Drug Holdings, Inc Term Loan B
|
|
|
5.000%
|
|
|
|
8/16/20
|
|
|
|
B1
|
|
|
|
201,985
|
|
|
|
|
|
|
|
|
1,049
|
|
|
Par Pharmaceuticals Companies, Inc., Additional Term Loan B1
|
|
|
4.250%
|
|
|
|
9/30/19
|
|
|
|
B+
|
|
|
|
1,056,820
|
|
|
|
|
|
|
|
|
2,581
|
|
|
Pharmaceutical Product Development Inc., Term Loan B, First Lien
|
|
|
4.000%
|
|
|
|
12/01/18
|
|
|
|
Ba3
|
|
|
|
2,603,632
|
|
|
|
|
|
|
|
|
3,990
|
|
|
Pharmaceutical Research Associates, Inc., Term Loan B
|
|
|
5.000%
|
|
|
|
9/23/20
|
|
|
|
B1
|
|
|
|
4,009,519
|
|
|
|
|
|
|
|
|
5,500
|
|
|
Salix Pharmaceuticals LTD., Term Loan, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
Ba1
|
|
|
|
5,559,581
|
|
|
|
|
|
|
|
|
8,455
|
|
|
Valeant Pharmaceuticals International, Term Loan E, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
Ba1
|
|
|
|
8,526,343
|
|
|
|
|
|
|
|
|
98
|
|
|
Valeant Pharmaceuticals International, Tranche B, Term Loan D2
|
|
|
3.750%
|
|
|
|
2/13/19
|
|
|
|
BBB
|
|
|
|
99,055
|
|
|
22,983
|
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,163,706
|
|
|
|
|
|
|
|
|
|
|
|
Professional Services 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
195
|
|
|
CHG Healthcare, Term Loan, Second Lien
|
|
|
9.000%
|
|
|
|
11/19/20
|
|
|
|
CCC+
|
|
|
|
198,385
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trust 1.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,750
|
|
|
Capital Automotive LP, Term Loan, Second Lien
|
|
|
6.000%
|
|
|
|
4/30/20
|
|
|
|
B1
|
|
|
$
|
3,881,250
|
|
|
|
|
|
|
|
|
3,237
|
|
|
iStar Financial Inc., Term Loan
|
|
|
4.500%
|
|
|
|
10/15/17
|
|
|
|
BB
|
|
|
|
3,260,398
|
|
|
|
|
|
|
|
|
3,144
|
|
|
iStar Financial Inc., Term Loan, Tranche A2, First Lien
|
|
|
7.000%
|
|
|
|
3/19/17
|
|
|
|
BB
|
|
|
|
3,253,928
|
|
|
|
|
|
|
|
|
1,985
|
|
|
Starwood Property Trust Inc., Term Loan B
|
|
|
3.500%
|
|
|
|
4/17/20
|
|
|
|
BB+
|
|
|
|
1,985,828
|
|
|
12,116
|
|
|
Total Real Estate Investment Trust
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,381,404
|
|
|
|
|
|
|
|
Real Estate Management & Development 0.8%
|
|
|
|
|
|
|
|
|
4,156
|
|
|
Capital Automotive LP, Term Loan, Tranche B1
|
|
|
4.000%
|
|
|
|
4/10/19
|
|
|
|
Ba2
|
|
|
|
4,192,918
|
|
|
|
|
|
|
|
|
1,489
|
|
|
Realogy Corporation, Term Loan B
|
|
|
4.500%
|
|
|
|
3/05/20
|
|
|
|
BB
|
|
|
|
1,506,197
|
|
|
5,645
|
|
|
Total Real Estate Management & Development
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,699,115
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Equipment 1.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,720
|
|
|
Freescale Semiconductor, Inc., Term Loan, Tranche B4
|
|
|
5.000%
|
|
|
|
2/28/20
|
|
|
|
B1
|
|
|
|
4,778,481
|
|
|
|
|
|
|
|
|
4,489
|
|
|
Freescale Semiconductor, Inc., Term Loan, Tranche B5
|
|
|
5.000%
|
|
|
|
1/15/21
|
|
|
|
B1
|
|
|
|
4,547,180
|
|
|
|
|
|
|
|
|
295
|
|
|
NXP Semiconductor LLC, Term Loan D
|
|
|
3.250%
|
|
|
|
1/11/20
|
|
|
|
BB+
|
|
|
|
295,542
|
|
|
9,504
|
|
|
Total Semiconductors & Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,621,203
|
|
|
|
|
|
|
|
|
|
|
|
Software 4.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,995
|
|
|
Activision Blizzard Inc., Term Loan B
|
|
|
3.250%
|
|
|
|
10/12/20
|
|
|
|
BBB
|
|
|
|
2,010,489
|
|
|
|
|
|
|
|
|
1,991
|
|
|
Blackboard Inc., Term Loan B3
|
|
|
4.750%
|
|
|
|
10/04/18
|
|
|
|
B+
|
|
|
|
2,014,868
|
|
|
|
|
|
|
|
|
4,000
|
|
|
BMC Software Inc., Initial Term Loan
|
|
|
5.000%
|
|
|
|
9/10/20
|
|
|
|
BB
|
|
|
|
4,026,492
|
|
|
|
|
|
|
|
|
3,307
|
|
|
Datatel Parent Corp., Term Loan B
|
|
|
4.500%
|
|
|
|
7/19/18
|
|
|
|
B+
|
|
|
|
3,330,178
|
|
|
|
|
|
|
|
|
245
|
|
|
Epicor Software Corporation, Term Loan B1
|
|
|
4.500%
|
|
|
|
5/16/18
|
|
|
|
Ba3
|
|
|
|
247,077
|
|
|
|
|
|
|
|
|
2,484
|
|
|
Emdeon Business Services LLC, Term Loan B2
|
|
|
3.750%
|
|
|
|
11/02/18
|
|
|
|
BB
|
|
|
|
2,493,568
|
|
|
|
|
|
|
|
|
7,089
|
|
|
Infor Global Solutions Intermediate Holdings, Ltd., Term Loan S, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
Ba3
|
|
|
|
7,103,377
|
|
|
|
|
|
|
|
|
2,750
|
|
|
IPC Systems, Inc., Extended Term Loan, Tranche B1, First Lien
|
|
|
7.750%
|
|
|
|
7/31/17
|
|
|
|
B1
|
|
|
|
2,742,267
|
|
|
|
|
|
|
|
|
5,228
|
|
|
Misys PLC, Term Loan B, First Lien
|
|
|
5.000%
|
|
|
|
12/12/18
|
|
|
|
B+
|
|
|
|
5,273,708
|
|
|
|
|
|
|
|
|
1,296
|
|
|
RedPrairie Corporation, Term Loan, First Lien
|
|
|
6.000%
|
|
|
|
12/13/19
|
|
|
|
B+
|
|
|
|
1,305,454
|
|
|
30,385
|
|
|
Total Software
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,547,478
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
454
|
|
|
Collective Brands Inc., Term Loan B
|
|
|
7.250%
|
|
|
|
10/09/19
|
|
|
|
B
|
|
|
|
456,536
|
|
|
|
|
|
|
|
|
499
|
|
|
Michaels Stores, Inc., Term Loan, First Lien (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
BB
|
|
|
|
501,434
|
|
|
953
|
|
|
Total Specialty Retail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
957,970
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.1%
|
|
|
|
|
|
|
|
|
359
|
|
|
Phillips-Van Heusen Corporation, Term Loan B
|
|
|
3.250%
|
|
|
|
2/13/20
|
|
|
|
BBB
|
|
|
|
361,724
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 1.7%
|
|
|
|
|
|
|
|
|
2,991
|
|
|
Avaya Inc., Term Loan B5
|
|
|
8.000%
|
|
|
|
3/31/18
|
|
|
|
B1
|
|
|
|
3,034,273
|
|
|
|
|
|
|
|
|
2,163
|
|
|
Clear Channel Communications Inc., Tranche B, Term Loan B, DD1
|
|
|
3.819%
|
|
|
|
1/29/16
|
|
|
|
CCC+
|
|
|
|
2,101,394
|
|
|
|
|
|
|
|
|
4,514
|
|
|
Fairpoint Communications Inc., Term Loan B, DD1
|
|
|
7.500%
|
|
|
|
2/11/19
|
|
|
|
B
|
|
|
|
4,665,379
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
Wireless Telecommunication Services
(continued)
|
|
|
|
|
|
|
|
$
|
2,239
|
|
|
IPC Systems, Inc., Term Loan, Tranche C, First Lien
|
|
|
7.750%
|
|
|
|
7/31/17
|
|
|
|
B1
|
|
|
$
|
2,232,389
|
|
|
11,907
|
|
|
Total Wireless Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,033,435
|
|
$
|
560,032
|
|
|
Total Variable Rate Senior Loan Interests (cost $556,850,247)
|
|
|
|
562,563,452
|
|
|
|
|
|
Total Long-Term Investments (cost $675,874,343)
|
|
|
|
684,518,473
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS 12.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
92,411
|
|
|
Repurchase Agreement with State Street Bank, dated 12/31/12, repurchase price $92,410,935,
collateralized by: $94,345,000 U.S. Treasury Notes,
2.125%, due 8/15/21, value $92,261,013 and $2,000,000 U.S. Treasury Notes, 0.250%, due 9/30/14, value $2,002,890
|
|
|
0.000%
|
|
|
|
1/02/14
|
|
|
|
|
|
|
$
|
92,410,935
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Investments (cost $92,410,935)
|
|
|
|
92,410,935
|
|
|
|
|
|
Total Investments (cost $768,285,278) 108.5%
|
|
|
|
776,929,408
|
|
|
|
|
|
Other Assets Less Liabilities (8.5)%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(60,932,169
|
)
|
|
|
|
|
Net Assets 100%
|
|
|
$
|
715,997,239
|
|
Fair Value Measurements
Fair value is defined as the price that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent
buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value
measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity.
Unobservable inputs reflect the reporting entitys own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The
following is a summary of the three-tiered hierarchy of valuation input levels.
|
|
|
Level 1
|
|
Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
|
Level 2
|
|
Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
|
Level 3
|
|
Prices are determined using significant unobservable inputs (including managements assumptions in determining the fair value of investments).
|
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those
securities. The following is a summary of the Funds fair value measurements as of the end of the reporting period:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Long-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
$
|
|
|
|
$
|
121,955,021
|
|
|
$
|
|
|
|
$
|
121,955,021
|
|
Variable Rate Senior Loan Interests
|
|
|
|
|
|
|
562,563,452
|
|
|
|
|
|
|
|
562,563,452
|
|
Short-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Repurchase Agreements
|
|
|
|
|
|
|
92,410,935
|
|
|
|
|
|
|
|
92,410,935
|
|
Total
|
|
$
|
|
|
|
$
|
776,929,408
|
|
|
$
|
|
|
|
$
|
776,929,408
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony Floating Rate Income Fund
(continued)
Income Tax Information
The following information is
presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that
differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do
not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.
As of December 31, 2013, the cost
of investments was $768,687,521.
Gross unrealized appreciation and gross unrealized depreciation of investments as of December 31, 2013, were as
follows:
|
|
|
|
|
Gross unrealized:
|
|
|
|
|
Appreciation
|
|
$
|
8,830,363
|
|
Depreciation
|
|
|
(588,476
|
)
|
Net unrealized appreciation (depreciation) of investments
|
|
$
|
8,241,887
|
|
|
For Fund portfolio compliance purposes, the Funds 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)
|
Ratings: Using the highest of Standard & Poors Group (Standard & Poors), Moodys Investors Service, Inc. (Moodys)
or Fitch, Inc. (Fitch) rating. Ratings below BBB by Standard & Poors, Baa by Moodys 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)
|
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)
|
Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate plus an assigned fixed rate. 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.
|
DD1
|
Portion of investment purchased on a delayed delivery basis.
|
WI/DD
|
Purchased on a when-issued or delayed delivery basis.
|
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.
|
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. As of settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and
maturity date.
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony High Yield Bond Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
LONG-TERM INVESTMENTS 92.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS 78.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
100
|
|
|
Ahern Rentals Inc., 144A
|
|
|
9.500%
|
|
|
|
6/15/18
|
|
|
|
B
|
|
|
$
|
108,250
|
|
|
|
|
|
|
|
|
100
|
|
|
Schaeffler Holding Finance BV, 144A
|
|
|
6.875%
|
|
|
|
8/15/18
|
|
|
|
B1
|
|
|
|
106,000
|
|
|
|
|
|
|
|
|
200
|
|
|
Stackpole International Intermediate Company, 144A
|
|
|
7.750%
|
|
|
|
10/15/21
|
|
|
|
B+
|
|
|
|
208,000
|
|
|
400
|
|
|
Total Auto Components
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
422,250
|
|
|
|
|
|
|
|
|
|
|
|
Automobiles 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Jaguar Land Rover PLC, 144A
|
|
|
4.125%
|
|
|
|
12/15/18
|
|
|
|
BB
|
|
|
|
1,006,250
|
|
|
|
|
|
|
|
|
|
|
|
Beverages 0.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
700
|
|
|
Innvoation Ventures LLC Finance, 144A
|
|
|
9.500%
|
|
|
|
8/15/19
|
|
|
|
B2
|
|
|
|
675,500
|
|
|
|
|
|
|
|
|
|
|
|
Building Products 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
Gibraltar Industries
|
|
|
6.250%
|
|
|
|
2/01/21
|
|
|
|
BB
|
|
|
|
256,875
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 3.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,250
|
|
|
ABX Group Inc.
|
|
|
6.375%
|
|
|
|
12/01/19
|
|
|
|
Ba3
|
|
|
|
1,268,750
|
|
|
|
|
|
|
|
|
50
|
|
|
ABX Group Inc.
|
|
|
8.750%
|
|
|
|
12/01/20
|
|
|
|
CCC+
|
|
|
|
51,000
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Cenveo Corporation
|
|
|
8.875%
|
|
|
|
2/01/18
|
|
|
|
CCC+
|
|
|
|
2,000,000
|
|
|
|
|
|
|
|
|
100
|
|
|
Monitronics International Inc.
|
|
|
9.125%
|
|
|
|
4/01/20
|
|
|
|
CCC+
|
|
|
|
106,000
|
|
|
3,400
|
|
|
Total Commercial Services & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,425,750
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment 3.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Alcatel Lucent USA Inc., 144A
|
|
|
6.750%
|
|
|
|
11/15/20
|
|
|
|
B3
|
|
|
|
1,038,750
|
|
|
|
|
|
|
|
|
500
|
|
|
Alcatel Lucent USA Inc., 144A
|
|
|
4.625%
|
|
|
|
7/01/17
|
|
|
|
B3
|
|
|
|
500,625
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Avaya Inc., 144A
|
|
|
7.000%
|
|
|
|
4/01/19
|
|
|
|
B1
|
|
|
|
980,000
|
|
|
|
|
|
|
|
|
500
|
|
|
Level 3 Financing Inc., 144A
|
|
|
6.125%
|
|
|
|
1/15/21
|
|
|
|
BB
|
|
|
|
505,000
|
|
|
3,000
|
|
|
Total Communications Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,024,375
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
100
|
|
|
Seagate HDD Cayman, 144A
|
|
|
3.750%
|
|
|
|
11/15/18
|
|
|
|
BBB
|
|
|
|
101,125
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Finance 0.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
300
|
|
|
SLM Corporation
|
|
|
4.875%
|
|
|
|
6/17/19
|
|
|
|
BBB
|
|
|
|
298,936
|
|
|
|
|
|
|
|
|
100
|
|
|
Springleaf Finance Corporation
|
|
|
6.000%
|
|
|
|
6/01/20
|
|
|
|
B3
|
|
|
|
100,000
|
|
|
|
|
|
|
|
|
125
|
|
|
TMX Finance LLC, 144A
|
|
|
8.500%
|
|
|
|
9/15/18
|
|
|
|
B+
|
|
|
|
133,125
|
|
|
525
|
|
|
Total Consumer Finance
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
532,061
|
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
Ardagh Packaging Finance / MP HD USA, 144A
|
|
|
7.000%
|
|
|
|
11/15/20
|
|
|
|
CCC+
|
|
|
|
252,500
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony High Yield Bond Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Distributors 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
50
|
|
|
HD Supply Inc.
|
|
|
11.500%
|
|
|
|
7/15/20
|
|
|
|
CCC+
|
|
|
$
|
59,688
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
NES Rental Holdings Inc., 144A
|
|
|
7.875%
|
|
|
|
5/01/18
|
|
|
|
CCC+
|
|
|
|
263,125
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 1.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
American Capital Limited, 144A
|
|
|
6.500%
|
|
|
|
9/15/18
|
|
|
|
BB
|
|
|
|
1,563,750
|
|
|
|
|
|
|
|
|
150
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
8/01/18
|
|
|
|
B+
|
|
|
|
152,625
|
|
|
1,650
|
|
|
Total Diversified Financial Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,716,375
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 2.4%
|
|
|
|
|
|
|
|
|
2,000
|
|
|
IntelSat Limited
|
|
|
8.125%
|
|
|
|
6/01/23
|
|
|
|
B
|
|
|
|
2,145,000
|
|
|
|
|
|
|
|
|
100
|
|
|
Windstream Corporation
|
|
|
7.750%
|
|
|
|
10/01/21
|
|
|
|
BB+
|
|
|
|
106,000
|
|
|
2,100
|
|
|
Total Diversified Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,251,000
|
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
100
|
|
|
Calpine Corporation, 144A
|
|
|
6.000%
|
|
|
|
1/15/22
|
|
|
|
BB+
|
|
|
|
102,500
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 3.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
200
|
|
|
Kinetic Concepts
|
|
|
10.500%
|
|
|
|
11/01/18
|
|
|
|
B
|
|
|
|
230,000
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Kinetic Concepts
|
|
|
12.500%
|
|
|
|
11/01/19
|
|
|
|
CCC+
|
|
|
|
1,125,000
|
|
|
|
|
|
|
|
|
1,700
|
|
|
Tenet Healthcare Corporation
|
|
|
8.125%
|
|
|
|
4/01/22
|
|
|
|
B3
|
|
|
|
1,831,750
|
|
|
2,900
|
|
|
Total Health Care Equipment & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,186,750
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 3.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
IASIS Healthcare Capital Corporation
|
|
|
8.375%
|
|
|
|
5/15/19
|
|
|
|
CCC+
|
|
|
|
265,000
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Truven Health Analtyics Inc.
|
|
|
10.625%
|
|
|
|
6/01/20
|
|
|
|
CCC+
|
|
|
|
3,393,750
|
|
|
3,250
|
|
|
Total Health Care Providers & Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,658,750
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure 0.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250
|
|
|
Caesars Operating Escrow
|
|
|
9.000%
|
|
|
|
2/15/20
|
|
|
|
B
|
|
|
|
243,125
|
|
|
|
|
|
|
|
|
250
|
|
|
Landrys Holdings
|
|
|
10.250%
|
|
|
|
1/01/18
|
|
|
|
CCC+
|
|
|
|
265,313
|
|
|
|
|
|
|
|
|
125
|
|
|
Pinnacle Finance Corporation, 144A
|
|
|
6.375%
|
|
|
|
8/01/21
|
|
|
|
BB
|
|
|
|
127,813
|
|
|
|
|
|
|
|
|
100
|
|
|
Station Casinos LLC
|
|
|
7.500%
|
|
|
|
3/01/21
|
|
|
|
CCC+
|
|
|
|
106,500
|
|
|
725
|
|
|
Total Hotels, Restaurants & Leisure
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
742,751
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50
|
|
|
KB Home
|
|
|
7.000%
|
|
|
|
12/15/21
|
|
|
|
B+
|
|
|
|
52,125
|
|
|
|
|
|
|
|
|
|
|
|
Insurance 1.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,100
|
|
|
Hockey Merger Sub 2 Inc., 144A
|
|
|
7.875%
|
|
|
|
10/01/21
|
|
|
|
CCC+
|
|
|
|
1,130,250
|
|
|
|
|
|
|
|
|
|
|
|
IT Services 3.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,075
|
|
|
First Data Corporation
|
|
|
12.625%
|
|
|
|
1/15/21
|
|
|
|
B
|
|
|
|
3,609,281
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20
|
|
|
PC NextCo Holdings Finance, 144A
|
|
|
8.750%
|
|
|
|
8/15/19
|
|
|
|
CCC+
|
|
|
|
20,525
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 0.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
250
|
|
|
Cleaver-Brooks Inc., 144A
|
|
|
8.750%
|
|
|
|
12/15/19
|
|
|
|
B
|
|
|
$
|
271,250
|
|
|
|
|
|
|
|
|
141
|
|
|
Xerium Technologies
|
|
|
8.875%
|
|
|
|
6/15/18
|
|
|
|
B
|
|
|
|
148,050
|
|
|
391
|
|
|
Total Machinery
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
419,300
|
|
|
|
|
|
|
|
|
|
|
|
Marine 3.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Navios Maritime Acquisition Corporation, 144A
|
|
|
8.125%
|
|
|
|
11/15/21
|
|
|
|
B
|
|
|
|
3,060,000
|
|
|
|
|
|
|
|
|
|
|
|
Media 6.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
200
|
|
|
Cequel Communications Holding I LLC Capital
|
|
|
6.375%
|
|
|
|
9/15/20
|
|
|
|
B
|
|
|
|
205,000
|
|
|
|
|
|
|
|
|
4,515
|
|
|
Clear Channel Communications, Inc., 144A
|
|
|
14.000%
|
|
|
|
2/01/21
|
|
|
|
CCC
|
|
|
|
4,097,808
|
|
|
|
|
|
|
|
|
100
|
|
|
Dreamworks Animation SKG, 144A
|
|
|
6.875%
|
|
|
|
8/15/20
|
|
|
|
Ba3
|
|
|
|
105,750
|
|
|
|
|
|
|
|
|
125
|
|
|
McGraw-Hill Global Education Holdings, 144A
|
|
|
9.750%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
138,125
|
|
|
|
|
|
|
|
|
125
|
|
|
Midcontinent Communications Finance Company, 144A
|
|
|
6.250%
|
|
|
|
8/01/21
|
|
|
|
B
|
|
|
|
125,938
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Nexstar Broadcasting Inc.
|
|
|
6.875%
|
|
|
|
11/15/20
|
|
|
|
B
|
|
|
|
1,070,000
|
|
|
6,065
|
|
|
Total Media
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,742,621
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 13.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Chaparral Energy Inc.
|
|
|
8.250%
|
|
|
|
9/01/21
|
|
|
|
B
|
|
|
|
1,085,000
|
|
|
|
|
|
|
|
|
300
|
|
|
Clayton Williams Energy Inc., 144A
|
|
|
7.750%
|
|
|
|
4/01/19
|
|
|
|
B3
|
|
|
|
308,250
|
|
|
|
|
|
|
|
|
250
|
|
|
Crestwood Midstream Partners LP, 144A
|
|
|
6.125%
|
|
|
|
3/01/22
|
|
|
|
BB
|
|
|
|
256,250
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Diamondback Energy Inc., 144A
|
|
|
7.625%
|
|
|
|
10/01/21
|
|
|
|
CCC+
|
|
|
|
1,582,500
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Energy XXI Gulf Coast Inc.
|
|
|
7.500%
|
|
|
|
12/15/21
|
|
|
|
B+
|
|
|
|
1,042,500
|
|
|
|
|
|
|
|
|
600
|
|
|
Halcon Resources Corporation, 144A
|
|
|
9.250%
|
|
|
|
2/15/22
|
|
|
|
CCC+
|
|
|
|
610,500
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Hercules Offshore LLC, 144A
|
|
|
7.500%
|
|
|
|
10/01/21
|
|
|
|
B
|
|
|
|
1,590,000
|
|
|
|
|
|
|
|
|
100
|
|
|
Linn Energy LLC Finance Corporation, 144A
|
|
|
6.250%
|
|
|
|
11/01/19
|
|
|
|
B+
|
|
|
|
101,000
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Oasis Petroleum Inc., 144A
|
|
|
6.875%
|
|
|
|
3/15/22
|
|
|
|
B
|
|
|
|
1,590,000
|
|
|
|
|
|
|
|
|
1,550
|
|
|
Sanchez Energy Corporation, 144A
|
|
|
7.750%
|
|
|
|
6/15/21
|
|
|
|
CCC+
|
|
|
|
1,584,875
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Sandridge Energy Inc.
|
|
|
7.500%
|
|
|
|
2/15/23
|
|
|
|
B2
|
|
|
|
3,045,000
|
|
|
|
|
|
|
|
|
30
|
|
|
Tesoro Logistics LP Finance Corporation
|
|
|
6.125%
|
|
|
|
10/15/21
|
|
|
|
BB
|
|
|
|
30,900
|
|
|
12,330
|
|
|
Total Oil, Gas, & Consumable Fuels
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,826,775
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 0.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
700
|
|
|
Salix Pharmaceuticals Limited, 144A
|
|
|
6.000%
|
|
|
|
1/15/21
|
|
|
|
B
|
|
|
|
717,500
|
|
|
|
|
|
|
|
|
100
|
|
|
VPII Escrow Corporation, 144A
|
|
|
7.500%
|
|
|
|
7/15/21
|
|
|
|
B1
|
|
|
|
109,750
|
|
|
800
|
|
|
Total Pharmaceuticals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
827,250
|
|
|
|
|
|
|
|
Real Estate Management & Development 4.2%
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Realogy Group / Sun Group Florida, 144A
|
|
|
3.375%
|
|
|
|
5/01/16
|
|
|
|
B
|
|
|
|
4,030,000
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Equipment 6.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,600
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.750%
|
|
|
|
8/01/20
|
|
|
|
B
|
|
|
|
1,588,000
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Advanced Micro Devices, Inc.
|
|
|
7.500%
|
|
|
|
8/15/22
|
|
|
|
B
|
|
|
|
1,455,000
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Freescale Semiconductor Inc., 144A
|
|
|
6.000%
|
|
|
|
1/15/22
|
|
|
|
B1
|
|
|
|
3,037,500
|
|
|
6,100
|
|
|
Total Semiconductors & Equipment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,080,500
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony High Yield Bond Fund
(continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Software 4.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
200
|
|
|
Audatex North America Inc., 144A
|
|
|
6.125%
|
|
|
|
11/01/23
|
|
|
|
Ba2
|
|
|
$
|
206,000
|
|
|
|
|
|
|
|
|
3,500
|
|
|
Blackboard Inc., 144A
|
|
|
7.750%
|
|
|
|
11/15/19
|
|
|
|
CCC+
|
|
|
|
3,473,750
|
|
|
|
|
|
|
|
|
1,000
|
|
|
BMC Software Finance Inc., 144A
|
|
|
8.125%
|
|
|
|
7/15/21
|
|
|
|
B
|
|
|
|
1,030,000
|
|
|
4,700
|
|
|
Total Software
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,709,750
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail 3.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,200
|
|
|
Chino Intermediate Holdings A Inc., 144A
|
|
|
7.750%
|
|
|
|
5/01/19
|
|
|
|
CCC+
|
|
|
|
3,272,000
|
|
|
|
|
|
|
|
|
200
|
|
|
Claires Stores, Inc., 144A
|
|
|
9.000%
|
|
|
|
3/15/19
|
|
|
|
B2
|
|
|
|
217,000
|
|
|
|
|
|
|
|
|
150
|
|
|
Jo-Ann Stores Holdings Inc.
|
|
|
9.750%
|
|
|
|
10/15/19
|
|
|
|
CCC+
|
|
|
|
156,938
|
|
|
|
|
|
|
|
|
100
|
|
|
Michaels FinCo Holdings LLC, 144A
|
|
|
7.500%
|
|
|
|
8/01/18
|
|
|
|
CCC+
|
|
|
|
104,000
|
|
|
3,650
|
|
|
Total Specialty Retail
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,749,938
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
125
|
|
|
Quicksilver Inc / QS Wholesale Inc.
|
|
|
7.875%
|
|
|
|
8/01/18
|
|
|
|
B2
|
|
|
|
135,625
|
|
|
|
|
|
|
|
|
100
|
|
|
Springs Indutries Inc-SIWF Merger Sub
|
|
|
6.250%
|
|
|
|
6/01/21
|
|
|
|
B
|
|
|
|
100,875
|
|
|
225
|
|
|
Total Textiles, Apparel & Luxury Goods
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
236,500
|
|
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance 1.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750
|
|
|
Nationstar Mortgage LLC Capital Corporation
|
|
|
6.500%
|
|
|
|
7/01/21
|
|
|
|
B+
|
|
|
|
1,666,875
|
|
|
|
|
|
|
|
|
|
|
|
Transportation Infrastructure 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
100
|
|
|
Flexi-Van Leasing Inc., 144A
|
|
|
7.875%
|
|
|
|
8/15/18
|
|
|
|
BB
|
|
|
|
106,000
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 4.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
100
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.250%
|
|
|
|
4/01/21
|
|
|
|
BB
|
|
|
|
103,750
|
|
|
|
|
|
|
|
|
100
|
|
|
MetroPCS Wireless Inc., 144A
|
|
|
6.625%
|
|
|
|
4/01/23
|
|
|
|
BB
|
|
|
|
103,250
|
|
|
|
|
|
|
|
|
3,900
|
|
|
Sprint Corporation, 144A
|
|
|
7.875%
|
|
|
|
9/15/23
|
|
|
|
BB
|
|
|
|
4,192,500
|
|
|
|
|
|
|
|
|
100
|
|
|
T-Mobile USA Inc.
|
|
|
6.731%
|
|
|
|
4/28/22
|
|
|
|
BB
|
|
|
|
104,250
|
|
|
|
|
|
|
|
|
100
|
|
|
T-Mobile USA Inc.
|
|
|
6.836%
|
|
|
|
4/28/23
|
|
|
|
BB
|
|
|
|
103,748
|
|
|
4,300
|
|
|
Total Wireless Telecommunication Services
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,607,498
|
|
$
|
72,306
|
|
|
Total Corporate Bonds (cost $72,910,442)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
74,552,813
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
VARIABLE RATE SENIOR LOAN INTERESTS 14.6% (4)
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components 1.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,028
|
|
|
Federal-Mogul Corporation, Tranche B, Term Loan
|
|
|
2.108%
|
|
|
|
12/29/14
|
|
|
|
B1
|
|
|
$
|
1,014,944
|
|
|
|
|
|
|
|
|
605
|
|
|
Federal-Mogul Corporation, Tranche C, Term Loan
|
|
|
2.108%
|
|
|
|
12/28/15
|
|
|
|
B1
|
|
|
|
597,287
|
|
|
1,633
|
|
|
Total Auto Components
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,612,231
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 4.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,194
|
|
|
Education Management LLC, Tranche C2, Term Loan, DD1
|
|
|
4.750%
|
|
|
|
6/01/16
|
|
|
|
B
|
|
|
|
2,111,720
|
|
|
|
|
|
|
|
|
1,778
|
|
|
Harland Clarke Holdings Corporation, Term Loan B3
|
|
|
7.000%
|
|
|
|
5/22/18
|
|
|
|
B+
|
|
|
|
1,795,275
|
|
|
3,972
|
|
|
Total Commercial Services & Supplies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,906,995
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
997
|
|
|
Avaya Inc., Term Loan B3, DD1
|
|
|
4.736%
|
|
|
|
10/26/17
|
|
|
|
B
|
|
|
|
975,071
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity (3)
|
|
|
Ratings (2)
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,000
|
|
|
Dell Inc., Term Loan B
|
|
|
4.454%
|
|
|
|
4/29/20
|
|
|
|
BB+
|
|
|
$
|
1,003,750
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 1.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,600
|
|
|
Hilton Hotels Corporation, Term Loan B2
|
|
|
3.585%
|
|
|
|
10/15/20
|
|
|
|
BB
|
|
|
|
1,614,667
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 1.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
998
|
|
|
Gardner Denver Inc., Term Loan, DD1
|
|
|
4.250%
|
|
|
|
7/30/20
|
|
|
|
B1
|
|
|
|
1,000,617
|
|
|
|
|
|
|
|
|
|
|
|
Media 4.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,795
|
|
|
Tribune Company, Term Loan B, (WI/DD)
|
|
|
TBD
|
|
|
|
TBD
|
|
|
|
BB+
|
|
|
|
3,784,011
|
|
$
|
13,995
|
|
|
Total Variable Rate Senior Loan Interests (cost $13,797,314)
|
|
|
|
13,897,342
|
|
|
|
|
|
Total Long-Term Investments (cost $86,707,756)
|
|
|
|
88,450,155
|
|
|
|
|
|
|
|
Principal
Amount (000)
|
|
|
Description (1)
|
|
Coupon
|
|
|
Maturity
|
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS 11.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
10,583
|
|
|
Repurchase Agreement with Fixed Income Clearing Corporation, dated 12/31/13, repurchase price
$10,583,354, collateralized by $11,060,000 U.S. Treasury Notes, 0.6250%, due 11/30/17, value $10,797,214
|
|
|
0.000%
|
|
|
|
1/02/14
|
|
|
|
|
|
|
$
|
10,583,354
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Investments (cost $10,583,354)
|
|
|
|
|
|
|
|
10,583,354
|
|
|
|
|
|
Total Investments (cost $97,291,110) 104.0%
|
|
|
|
|
|
|
|
99,033,509
|
|
|
|
|
|
Other Assets Less Liabilities (4.0)%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(3,833,430
|
)
|
|
|
|
|
Net Assets 100%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
95,200,079
|
|
Fair Value Measurements
Fair value is defined as the price that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent
buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value
measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity.
Unobservable inputs reflect the reporting entitys own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The
following is a summary of the three-tiered hierarchy of valuation input levels.
|
|
|
Level 1
|
|
Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
|
Level 2
|
|
Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
|
Level 3
|
|
Prices are determined using significant unobservable inputs (including managements assumptions in determining the fair value of investments).
|
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those
securities. The following is a summary of the Funds fair value measurements as of the end of the reporting period:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Long-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
$
|
|
|
|
$
|
74,552,813
|
|
|
$
|
|
|
|
$
|
74,552,813
|
|
Variable Rate Senior Loan Interests
|
|
|
|
|
|
|
13,897,342
|
|
|
|
|
|
|
|
13,897,342
|
|
Short-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Repurchase Agreements
|
|
|
|
|
|
|
10,583,354
|
|
|
|
|
|
|
|
10,583,354
|
|
Total
|
|
$
|
|
|
|
$
|
99,033,509
|
|
|
$
|
|
|
|
$
|
99,033,509
|
|
Portfolio of Investments
December 31, 2013 (Unaudited)
Nuveen Symphony High Yield Bond Fund
(continued)
Income Tax Information
The following information is
presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that
differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do
not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.
As of December 31, 2013, the cost
of investments was $97,325,508.
Gross unrealized appreciation and gross unrealized depreciation of investments as of December 31, 2013, were as
follows:
|
|
|
|
|
Gross unrealized:
|
|
|
|
|
Appreciation
|
|
$
|
1,901,859
|
|
Depreciation
|
|
|
(193,858
|
)
|
Net unrealized appreciation (depreciation) of investments
|
|
$
|
1,708,001
|
|
|
For Fund portfolio compliance purposes, the Funds 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)
|
Ratings: Using the highest of Standard & Poors Group (Standard & Poors), Moodys Investors Service, Inc. (Moodys)
or Fitch, Inc. (Fitch) rating. Ratings below BBB by Standard & Poors, Baa by Moodys 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)
|
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)
|
Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate plus an assigned fixed rate. 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.
|
DD1
|
Portion of investment purchased on a delayed delivery basis.
|
WI/DD
|
Purchased on a when-issued or delayed delivery basis.
|
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.
|
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. As of settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and
maturity date.
|
Item 2. Controls and Procedures.
|
(a)
|
The registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrants
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that
includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of
1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
|
|
(b)
|
There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that
occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting.
|
Item 3. Exhibits.
File
as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See
Ex-99. CERT attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned,
thereunto duly authorized.
(Registrant) Nuveen Investment Trust III
|
|
|
By (Signature and Title)
|
|
/s/ Kevin J. McCarthy
|
|
|
Kevin J. McCarthy
|
|
|
Vice President and Secretary
|
Date: February 28, 2014
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in
the capacities and on the dates indicated.
|
|
|
By (Signature and Title)
|
|
/s/ Gifford R. Zimmerman
|
|
|
Gifford R. Zimmerman
|
|
|
Chief Administrative Officer
(principal executive officer)
|
Date: February 28, 2014
|
|
|
By (Signature and Title)
|
|
/s/ Stephen D. Foy
|
|
|
Stephen D. Foy
|
|
|
Vice President and Controller
(principal financial officer)
|
Date: February 28, 2014
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