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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Nuveen Tax Advantaged Total Return Strategy Fund | NYSE:JTA | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 11.53 | 0 | 01:00:00 |
JTA |
Nuveen Tax-Advantaged Total
Portfolio of Investments September 30, 2019 |
|
(Unaudited) |
Shares | Description (1) | Value | ||||||||||||||||||||||||||
LONG-TERM INVESTMENTS 140.9% (95.7% of Total Investments) |
|
|||||||||||||||||||||||||||
COMMON STOCKS 101.0% (68.6% of Total Investments) |
|
|||||||||||||||||||||||||||
Air Freight & Logistics 3.5% | ||||||||||||||||||||||||||||
169,405 |
Deutsche Post AG, (2) |
$ | 5,645,456 | |||||||||||||||||||||||||
Airlines 3.3% | ||||||||||||||||||||||||||||
93,082 |
Delta Air Lines Inc., (3) |
5,361,523 | ||||||||||||||||||||||||||
Banks 12.9% | ||||||||||||||||||||||||||||
889,186 |
AIB Group PLC, (2) |
2,637,742 | ||||||||||||||||||||||||||
92,140 |
Bank of America Corp |
2,687,724 | ||||||||||||||||||||||||||
57,235 |
Bank of NT Butterfield & Son Ltd, (3) |
1,696,445 | ||||||||||||||||||||||||||
88,200 |
Citigroup Inc, (3) |
6,092,856 | ||||||||||||||||||||||||||
334,707 |
ING Groep NV, Sponsored ADR, (3) |
3,497,688 | ||||||||||||||||||||||||||
24,692 |
JPMorgan Chase & Co |
2,906,002 | ||||||||||||||||||||||||||
1,922,750 |
Unicaja Banco SA, 144A, (2), (4) |
1,529,414 | ||||||||||||||||||||||||||
Total Banks |
21,047,871 | |||||||||||||||||||||||||||
Biotechnology 1.6% | ||||||||||||||||||||||||||||
40,386 |
Gilead Sciences Inc. |
2,559,665 | ||||||||||||||||||||||||||
Capital Markets 4.9% | ||||||||||||||||||||||||||||
61,640 |
AURELIUS Equity Opportunities SE & Co KGaA, (2) |
2,545,814 | ||||||||||||||||||||||||||
555,560 |
Daiwa Securities Group Inc, (2) |
2,486,265 | ||||||||||||||||||||||||||
194,510 |
Deutsche Boerse AG, ADR, (2), (3) |
3,024,631 | ||||||||||||||||||||||||||
Total Capital Markets |
8,056,710 | |||||||||||||||||||||||||||
Chemicals 2.3% | ||||||||||||||||||||||||||||
52,281 |
DuPont de Nemours Inc |
3,728,158 | ||||||||||||||||||||||||||
Diversified Telecommunication Services 3.6% | ||||||||||||||||||||||||||||
57,885 |
Nippon Telegraph & Telephone Corp, ADR, (2) |
2,772,113 | ||||||||||||||||||||||||||
239,610 |
Telefonica Brasil SA |
3,168,311 | ||||||||||||||||||||||||||
Total Diversified Telecommunication Services |
5,940,424 | |||||||||||||||||||||||||||
Electric Utilities 1.8% | ||||||||||||||||||||||||||||
59,860 |
FirstEnergy Corp, (3) |
2,887,048 | ||||||||||||||||||||||||||
Electrical Equipment 1.7% | ||||||||||||||||||||||||||||
32,510 |
Eaton Corp PLC, (3) |
2,703,207 | ||||||||||||||||||||||||||
Energy Equipment & Services 0.0% | ||||||||||||||||||||||||||||
3,683 |
Transocean Ltd |
16,463 | ||||||||||||||||||||||||||
Entertainment 4.6% | ||||||||||||||||||||||||||||
14,260 |
Nintendo Co Ltd, (2) |
5,311,798 | ||||||||||||||||||||||||||
91,750 |
Viacom Inc |
2,204,753 | ||||||||||||||||||||||||||
Total Entertainment |
7,516,551 | |||||||||||||||||||||||||||
Equity Real Estate Investment Trust 1.6% | ||||||||||||||||||||||||||||
85,290 |
MGM Growth Properties LLC |
2,562,965 | ||||||||||||||||||||||||||
Health Care Providers & Services 0.0% | ||||||||||||||||||||||||||||
6,594 |
Millennium Health LLC, (2), (4) |
46 | ||||||||||||||||||||||||||
6,140 |
Millennium Health LLC, (4), (5) |
6,752 |
1
JTA | Nuveen Tax-Advantaged Total Return Strategy Fund (continued) | |
Portfolio of Investments September 30, 2019 | ||
(Unaudited) |
Shares | Description (1) | Value | ||||||||||||||||||||||||||
Health Care Providers & Services (continued) | ||||||||||||||||||||||||||||
5,767 |
Millennium Health LLC, (4), (5) |
$ | 5,765 | |||||||||||||||||||||||||
Total Health Care Providers & Services |
|
12,563 | ||||||||||||||||||||||||||
Household Durables 2.5% | ||||||||||||||||||||||||||||
205,700 |
Sekisui House Ltd, (2) |
4,058,906 | ||||||||||||||||||||||||||
Household Products 1.6% | ||||||||||||||||||||||||||||
26,230 |
Henkel AG & Co KGaA, (2) |
2,595,434 | ||||||||||||||||||||||||||
Industrial Conglomerates 2.2% | ||||||||||||||||||||||||||||
33,465 |
Siemens AG, (2) |
3,582,265 | ||||||||||||||||||||||||||
Insurance 9.4% | ||||||||||||||||||||||||||||
71,049 |
Ageas, (2) |
3,938,608 | ||||||||||||||||||||||||||
113,189 |
Allianz SE, Sponsored ADR, (2), (3) |
|
2,625,985 | |||||||||||||||||||||||||
53,965 |
CNA Financial Corp, (3) |
2,657,776 | ||||||||||||||||||||||||||
111,190 |
Old Republic International Corp |
2,620,748 | ||||||||||||||||||||||||||
18,175 |
RenaissanceRe Holdings Ltd |
3,515,954 | ||||||||||||||||||||||||||
Total Insurance |
15,359,071 | |||||||||||||||||||||||||||
Marine 0.0% | ||||||||||||||||||||||||||||
262 |
HGIM Corp, (2), (4) |
2,751 | ||||||||||||||||||||||||||
Media 0.3% | ||||||||||||||||||||||||||||
24,326 |
Clear Channel Outdoor Holdings Inc, (4) |
|
61,302 | |||||||||||||||||||||||||
5,604 |
Cumulus Media Inc, (4) |
81,482 | ||||||||||||||||||||||||||
10,344 |
iHeartMedia Inc, (4) |
155,160 | ||||||||||||||||||||||||||
2,099 |
Metro-Goldwyn-Mayer Inc, (2), (4) |
125,590 | ||||||||||||||||||||||||||
3,185 |
Tribune Co, (5) |
1,752 | ||||||||||||||||||||||||||
Total Media |
425,286 | |||||||||||||||||||||||||||
Multi-Utilities 5.3% | ||||||||||||||||||||||||||||
179,200 |
Engie SA, (2) |
2,924,932 | ||||||||||||||||||||||||||
273,490 |
National Grid PLC, (2) |
2,961,157 | ||||||||||||||||||||||||||
107,586 |
Veolia Environnement SA, (2) |
2,725,326 | ||||||||||||||||||||||||||
Total Multi-Utilities |
8,611,415 | |||||||||||||||||||||||||||
Oil, Gas & Consumable Fuels 10.4% | ||||||||||||||||||||||||||||
32,894 |
Chevron Corp, (3), (6) |
3,901,228 | ||||||||||||||||||||||||||
242,430 |
Enterprise Products Partners LP |
6,928,649 | ||||||||||||||||||||||||||
140,417 |
Equitrans Midstream Corp, (3) |
2,043,067 | ||||||||||||||||||||||||||
388 |
Fieldwood Energy LLC, (2), (4) |
9,603 | ||||||||||||||||||||||||||
1,923 |
Fieldwood Energy LLC, (2), (4) |
47,594 | ||||||||||||||||||||||||||
75,529 |
TOTAL SA, Sponsored ADR |
3,927,508 | ||||||||||||||||||||||||||
Total Oil, Gas & Consumable Fuels |
16,857,649 | |||||||||||||||||||||||||||
Pharmaceuticals 11.6% | ||||||||||||||||||||||||||||
57,203 |
AstraZeneca PLC, Sponsored ADR, (3) |
|
2,549,538 | |||||||||||||||||||||||||
37,010 |
Bayer AG, (2) |
2,607,467 | ||||||||||||||||||||||||||
62,245 |
Bristol-Myers Squibb Co |
3,156,444 | ||||||||||||||||||||||||||
130,360 |
GlaxoSmithKline PLC, Sponsored ADR, (3) |
|
5,563,765 | |||||||||||||||||||||||||
53,585 |
Roche Holding AG, Sponsored ADR, (2), (3) |
|
1,953,173 | |||||||||||||||||||||||||
33,270 |
Sanofi, (2) |
3,081,891 | ||||||||||||||||||||||||||
Total Pharmaceuticals |
18,912,278 | |||||||||||||||||||||||||||
Real Estate Management & Development 0.9% | ||||||||||||||||||||||||||||
429,900 |
Great Eagle Holdings Ltd, (2) |
1,470,991 | ||||||||||||||||||||||||||
Semiconductors & Semiconductor Equipment 3.7% | ||||||||||||||||||||||||||||
9,118 |
Broadcom Inc |
2,517,206 | ||||||||||||||||||||||||||
77,920 |
Cypress Semiconductor Corp |
1,818,653 |
2
3
JTA | Nuveen Tax-Advantaged Total Return Strategy Fund (continued) | |
Portfolio of Investments September 30, 2019 | ||
(Unaudited) |
4
Principal
Amount (000) |
Description (1) | Coupon (7) |
Reference
Rate (7) |
Spread (7) | Maturity (8) | Ratings (9) | Value | |||||||||||||||||||||
Hotels, Restaurants & Leisure 3.2% | ||||||||||||||||||||||||||||
$ | 507 |
24 Hour Fitness Worldwide, Inc., Term Loan B |
5.544% | 1-Month LIBOR | 3.500% | 5/31/25 | Ba3 | $ | 490,495 | |||||||||||||||||||
466 |
Aramark Corporation, Term Loan |
3.794% | 1-Month LIBOR | 1.750% | 3/11/25 | BBB | 467,595 | |||||||||||||||||||||
969 |
Burger King Corporation, Term Loan B3 |
4.294% | 1-Month LIBOR | 2.250% | 2/16/24 | Ba2 | 973,523 | |||||||||||||||||||||
83 |
Caesars Entertainment Operating Company, Inc., Term Loan B |
4.044% | 1-Month LIBOR | 2.000% | 10/06/24 | BB | 82,878 | |||||||||||||||||||||
613 |
Caesars Resort Collection, Term Loan, First Lien |
4.794% | 1-Month LIBOR | 2.750% | 12/22/24 | BB | 609,242 | |||||||||||||||||||||
499 |
Carrols Restaurant Group Inc., Term Loan B |
5.310% | 1-Month LIBOR | 3.250% | 4/30/26 | B | 485,349 | |||||||||||||||||||||
426 |
Hilton Hotels, Term Loan B2 |
3.768% | 1-Month LIBOR | 1.750% | 6/21/26 | BBB | 429,304 | |||||||||||||||||||||
496 |
Marriott Ownership Resorts, Term Loan B |
4.294% | 1-Month LIBOR | 2.250% | 8/29/25 | BBB | 499,560 | |||||||||||||||||||||
611 |
Seaworld Parks and Entertainment, Inc., Term Loan B5 |
5.044% | 1-Month LIBOR | 3.000% | 3/31/24 | B+ | 611,160 | |||||||||||||||||||||
485 |
YUM Brands, Term Loan B |
3.791% | 1-Month LIBOR | 1.750% | 4/03/25 | BBB | 486,653 | |||||||||||||||||||||
5,155 |
Total Hotels, Restaurants & Leisure |
5,135,759 | ||||||||||||||||||||||||||
Household Products 0.5% | ||||||||||||||||||||||||||||
744 |
Reynolds Group Holdings, Inc., Term Loan, First Lien |
4.794% | 1-Month LIBOR | 2.750% | 2/05/23 | B+ | 745,708 | |||||||||||||||||||||
Internet & Direct Marketing Retail 0.3% | ||||||||||||||||||||||||||||
494 |
Uber Technologies, Inc., Term Loan |
6.028% | 1-Month LIBOR | 4.000% | 4/04/25 | B1 | 491,797 | |||||||||||||||||||||
IT Services 1.2% | ||||||||||||||||||||||||||||
341 |
Gartner, Inc., Term Loan A |
3.544% | 1-Month LIBOR | 1.500% | 3/20/22 | BB+ | 343,818 | |||||||||||||||||||||
473 |
Leidos Holdings, Inc., Term Loan B |
3.813% | 1-Month LIBOR | 1.750% | 8/22/25 | BBB | 475,483 | |||||||||||||||||||||
489 |
Tempo Acquisition LLC, Term Loan B |
5.044% | 1-Month LIBOR | 3.000% | 5/01/24 | B1 | 491,094 | |||||||||||||||||||||
158 |
West Corporation, Term Loan B |
6.044% | 1-Month LIBOR | 4.000% | 10/10/24 | B1 | 141,674 | |||||||||||||||||||||
484 |
WEX, Inc., Term Loan B3 |
4.294% | 1-Month LIBOR | 2.250% | 5/17/26 | Ba2 | 487,230 | |||||||||||||||||||||
1,945 |
Total IT Services |
|
1,939,299 | |||||||||||||||||||||||||
Life Sciences Tools & Services 0.1% | ||||||||||||||||||||||||||||
210 |
Inventiv Health, Inc., Term Loan B |
4.044% | 1-Month LIBOR | 2.000% | 8/01/24 | BB | 211,220 | |||||||||||||||||||||
Machinery 0.1% | ||||||||||||||||||||||||||||
207 |
Gates Global LLC, Term Loan B |
4.794% | 1-Month LIBOR | 2.750% | 4/01/24 | B+ | 204,024 | |||||||||||||||||||||
Marine 0.1% | ||||||||||||||||||||||||||||
112 |
Harvey Gulf International Marine, Inc., Exit Term Loan |
8.034% | 6-Month LIBOR | 6.000% | 7/02/23 | B | 96,696 | |||||||||||||||||||||
Media 3.0% | ||||||||||||||||||||||||||||
879 |
Cequel Communications LLC, Term Loan B |
4.278% | 1-Month LIBOR | 2.250% | 1/15/26 | BB | 880,106 | |||||||||||||||||||||
470 |
Charter Communications Operating Holdings LLC, Term Loan B |
4.050% | 3-Month LIBOR | 2.000% | 4/30/25 | BBB | 473,754 | |||||||||||||||||||||
205 |
Cineworld Group PLC, Term Loan B |
4.294% | 1-Month LIBOR | 2.250% | 2/28/25 | BB | 203,796 | |||||||||||||||||||||
607 |
Clear Channel Communications, Inc., Exit Term Loan, (DD1) |
6.100% | 1-Month LIBOR | 4.000% | 5/01/26 | BB | 611,729 | |||||||||||||||||||||
448 |
Clear Channel Outdoor Holdings, Inc., Term Loan B |
5.544% | 1-Month LIBOR | 3.500% | 8/23/26 | B+ | 449,859 | |||||||||||||||||||||
100 |
CSC Holdings LLC, Refinancing Term Loan |
4.278% | 1-Month LIBOR | 2.250% | 7/17/25 | BB | 100,098 | |||||||||||||||||||||
121 |
Cumulus Media, Inc., Term Loan B, (WI/DD) |
TBD | TBD | TBD | TBD | B2 | 121,020 | |||||||||||||||||||||
261 |
Intelsat Jackson Holdings, S.A., Term Loan B |
5.804% | 1-Month LIBOR | 3.750% | 11/27/23 | B1 | 262,073 | |||||||||||||||||||||
386 |
Meredith Corporation, Term Loan B1 |
4.794% | 1-Month LIBOR | 2.750% | 1/31/25 | BB | 386,670 | |||||||||||||||||||||
25 |
Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien |
4.550% | 1-Month LIBOR | 2.500% | 7/03/25 | BB | 24,937 | |||||||||||||||||||||
43 |
Nexstar Broadcasting, Inc., Term Loan B3 |
4.350% | 1-Month LIBOR | 2.250% | 1/17/24 | BB | 43,038 | |||||||||||||||||||||
216 |
Nexstar Broadcasting, Inc., Term Loan B3 |
4.294% | 1-Month LIBOR | 2.250% | 1/17/24 | BB | 216,590 | |||||||||||||||||||||
492 |
Sinclair Television Group, Term Loan B2 |
4.300% | 1-Month LIBOR | 2.250% | 1/03/24 | BB+ | 494,483 | |||||||||||||||||||||
354 |
Springer Science & Business Media, Inc., Term Loan B13, First Lien |
5.544% | 1-Month LIBOR | 3.500% | 8/24/22 | B | 354,587 | |||||||||||||||||||||
258 |
WideOpenWest Finance LLC, Term Loan B |
5.294% | 3-Month LIBOR | 3.250% | 8/19/23 | B | 250,264 | |||||||||||||||||||||
4,865 |
Total Media |
|
4,873,004 | |||||||||||||||||||||||||
Multiline Retail 0.1% | ||||||||||||||||||||||||||||
246 |
EG America LLC, Term Loan, First Lien |
6.104% | 3-Month LIBOR | 4.000% | 2/05/25 | B | 243,881 |
5
JTA | Nuveen Tax-Advantaged Total Return Strategy Fund (continued) | |
Portfolio of Investments September 30, 2019 | ||
(Unaudited) |
Principal
Amount (000) |
Description (1) | Coupon (7) |
Reference
Rate (7) |
Spread (7) | Maturity (8) | Ratings (9) | Value | |||||||||||||||||||||
Oil, Gas & Consumable Fuels 0.2% | ||||||||||||||||||||||||||||
$ | 208 |
Fieldwood Energy LLC, Exit Term Loan |
7.506% | 3-Month LIBOR | 5.250% | 4/11/22 | B+ | $ | 181,390 | |||||||||||||||||||
267 |
Fieldwood Energy LLC, Exit Term Loan, second Lien |
9.506% | 3-Month LIBOR | 7.250% | 4/11/23 | B+ | 201,831 | |||||||||||||||||||||
475 |
Total Oil, Gas & Consumable Fuels |
|
383,221 | |||||||||||||||||||||||||
Pharmaceuticals 0.4% | ||||||||||||||||||||||||||||
725 |
Valeant Pharmaceuticals International, Inc., Term Loan, First Lien |
5.039% | 1-Month LIBOR | 3.000% | 6/02/25 | Ba2 | 728,471 | |||||||||||||||||||||
Professional Services 0.5% | ||||||||||||||||||||||||||||
389 |
Nielsen Finance LLC, Term Loan B4 |
4.042% | 1-Month LIBOR | 2.000% | 10/04/23 | BBB | 389,288 | |||||||||||||||||||||
479 |
On Assignment, Inc., Term Loan B |
4.044% | 1-Month LIBOR | 2.000% | 4/02/25 | BB | 480,721 | |||||||||||||||||||||
868 |
Total Professional Services |
870,009 | ||||||||||||||||||||||||||
Road & Rail 0.2% | ||||||||||||||||||||||||||||
398 |
Avolon LLC, Term Loan B3 |
3.794% | 1-Month LIBOR | 1.750% | 1/15/25 | Baa2 | 399,619 | |||||||||||||||||||||
Semiconductors & Semiconductor Equipment 0.7% | ||||||||||||||||||||||||||||
144 |
Microchip Technology, Inc., Term Loan B |
4.050% | 1-Month LIBOR | 2.000% | 5/29/25 | Baa3 | 144,396 | |||||||||||||||||||||
472 |
MKS Instruments, Inc., Term Loan |
3.880% | 3-Month LIBOR | 1.750% | 2/01/26 | BB+ | 473,815 | |||||||||||||||||||||
474 |
MKS Instruments, Inc., Term Loan B6, (WI/DD) |
TBD | TBD | TBD | TBD | BB+ | 474,877 | |||||||||||||||||||||
1,090 |
Total Semiconductors & Semiconductor Equipment |
|
1,093,088 | |||||||||||||||||||||||||
Software 2.5% | ||||||||||||||||||||||||||||
692 |
Ellucian, Term Loan B, First Lien |
5.354% | 3-Month LIBOR | 3.250% | 9/30/22 | B | 693,187 | |||||||||||||||||||||
249 |
Epicor Software Corporation,Term Loan B |
5.300% | 1-Month LIBOR | 3.250% | 6/01/22 | B2 | 249,189 | |||||||||||||||||||||
605 |
Infor (US), Inc., Term Loan B |
4.854% | 3-Month LIBOR | 2.750% | 2/01/22 | Ba3 | 606,619 | |||||||||||||||||||||
304 |
McAfee LLC, Term Loan B |
5.794% | 1-Month LIBOR | 3.750% | 9/29/24 | B | 305,063 | |||||||||||||||||||||
123 |
Micro Focus International PLC, New Term Loan |
4.544% | 1-Month LIBOR | 2.500% | 6/21/24 | BB | 121,984 | |||||||||||||||||||||
833 |
Micro Focus International PLC, Term Loan B |
4.544% | 1-Month LIBOR | 2.500% | 6/21/24 | BB | 823,791 | |||||||||||||||||||||
503 |
SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B3 |
4.294% | 1-Month LIBOR | 2.250% | 4/16/25 | BB+ | 505,098 | |||||||||||||||||||||
332 |
SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B4 |
4.294% | 1-Month LIBOR | 2.250% | 4/16/25 | BB | 333,629 | |||||||||||||||||||||
451 |
TIBCO Software, Inc., Term Loan B |
6.070% | 1-Month LIBOR | 4.000% | 7/03/26 | B1 | 452,392 | |||||||||||||||||||||
4,092 |
Total Software |
4,090,952 | ||||||||||||||||||||||||||
Specialty Retail 0.4% | ||||||||||||||||||||||||||||
162 |
Petco Animal Supplies, Inc., Term Loan B1 |
5.506% | 3-Month LIBOR | 3.250% | 1/26/23 | B2 | 123,797 | |||||||||||||||||||||
473 |
Petsmart Inc., Term Loan B, First Lien |
6.040% | 1-Month LIBOR | 4.000% | 3/11/22 | B | 462,107 | |||||||||||||||||||||
635 |
Total Specialty Retail |
|
585,904 | |||||||||||||||||||||||||
Technology Hardware, Storage & Peripherals 1.5% | ||||||||||||||||||||||||||||
443 |
BMC Software, Inc., Term Loan B |
6.294% | 1-Month LIBOR | 4.250% | 10/02/25 | B | 427,485 | |||||||||||||||||||||
706 |
Dell International LLC, Refinancing Term Loan B1 |
4.050% | 1-Month LIBOR | 2.000% | 9/19/25 | BBB | 710,517 | |||||||||||||||||||||
133 |
NCR Corporation, Delayed Draw, Term Loan, (10) |
4.630% | N/A | N/A | 8/28/26 | BBB | 133,750 | |||||||||||||||||||||
117 |
NCR Corporation, Term Loan B |
4.550% | 1-Month LIBOR | 2.500% | 8/28/26 | BBB | 117,031 | |||||||||||||||||||||
1,053 |
Western Digital, Term Loan B |
3.862% | 1-Month LIBOR | 1.750% | 4/29/23 | Baa2 | 1,051,775 | |||||||||||||||||||||
2,452 |
Total Technology Hardware, Storage & Peripherals |
|
2,440,558 | |||||||||||||||||||||||||
Trading Companies & Distributors 0.4% | ||||||||||||||||||||||||||||
240 |
Fly Funding II S.a r.l., Term Loan B |
4.180% | 3-Month LIBOR | 2.000% | 2/09/23 | BB+ | 240,247 | |||||||||||||||||||||
429 |
Univar, Inc., Term Loan B |
4.294% | 1-Month LIBOR | 2.250% | 7/01/24 | BB+ | 430,986 | |||||||||||||||||||||
669 |
Total Trading Companies & Distributors |
|
671,233 | |||||||||||||||||||||||||
Wireless Telecommunication Services 0.4% | ||||||||||||||||||||||||||||
731 |
Sprint Corporation, Term Loan, First Lien |
4.563% | 1-Month LIBOR | 2.500% | 2/03/24 | Ba2 | 727,137 | |||||||||||||||||||||
$ | 42,183 |
Total Variable Rate Senior Loan Interests ($42,031,836) |
|
41,853,635 |
6
7
JTA | Nuveen Tax-Advantaged Total Return Strategy Fund (continued) | |
Portfolio of Investments September 30, 2019 | ||
(Unaudited) |
8
Principal
Amount (000) |
Description (1) | Coupon | Maturity | Ratings (9) | Value | |||||||||||||||||||||||
CORPORATE BONDS 0.1% (0.1% of Total Investments) |
|
|||||||||||||||||||||||||||
Media 0.1% | ||||||||||||||||||||||||||||
$ | 133 |
iHeartCommunications Inc, (5), (13) |
9.000% | 12/15/19 | N/R | $ | | |||||||||||||||||||||
106 |
iHeartCommunications Inc |
8.375% | 5/01/27 | B | 114,518 | |||||||||||||||||||||||
$ | 239 |
Total Corporate Bonds (cost $111,228) |
|
114,518 | ||||||||||||||||||||||||
Shares | Description (1) | Value | ||||||||||||||||||||||||||
WARRANTS 0.0% (0.0% of Total Investments) |
|
|||||||||||||||||||||||||||
Marine 0.0% | ||||||||||||||||||||||||||||
1,176 |
HGIM Corp, (2), (4) |
$ | 11,760 | |||||||||||||||||||||||||
Total Warrants (cost $47,040) |
11,760 | |||||||||||||||||||||||||||
Total Long-Term Investments (cost $209,568,317) |
229,158,339 | |||||||||||||||||||||||||||
Principal
Amount (000)/ Shares |
Description (1) | Coupon | Maturity | Value | ||||||||||||||||||||||||
SHORT-TERM INVESTMENTS 6.3% (4.3% of Total Investments) |
|
|||||||||||||||||||||||||||
REPURCHASE AGREEMENTS 5.4% (3.7% of Total Investments) | ||||||||||||||||||||||||||||
$ | 8,841 |
Repurchase Agreement with Fixed Income Clearing
Corporation,
|
0.850% | 10/01/19 | $ | 8,841,377 | ||||||||||||||||||||||
INVESTMENT COMPANIES 0.9% (0.6% of Total Investments) |
|
|||||||||||||||||||||||||||
1,472,475 |
BlackRock Liquidity Funds T-Fund Portfolio, (14) |
1.773% (15) | N/A | 1,472,475 | ||||||||||||||||||||||||
Total Short-Term Investments (cost $10,313,852) |
|
10,313,852 | ||||||||||||||||||||||||||
Total Investments (cost $219,882,169) 147.2% |
|
239,472,191 | ||||||||||||||||||||||||||
Borrowings (44.6)% (16), (17) |
|
(72,500,000 | ) | |||||||||||||||||||||||||
Other Assets Less Liabilities (2.6)% (18) |
(4,263,794 | ) | ||||||||||||||||||||||||||
Net Assets Applicable to Common Shares 100% |
|
$ | 162,708,397 |
Investments in Derivatives
Interest Rate Swaps OTC Uncleared
Counterparty |
Notional
Amount |
Fund
Pay/Receive Floating Rate |
Floating Rate Index |
Fixed Rate
(Annualized) |
Fixed Rate
Payment Frequency |
Effective
Date (19) |
Optional
Termination Date |
Maturity
Date |
Value |
Unrealized
Appreciation (Depreciation) |
||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. |
$ | 41,800,000 | Receive | 1-Month LIBOR | 1.969 | % | Monthly | 6/01/18 | 7/01/25 | 7/01/27 | $ | (2,046,855 | ) | $ | (2,046,855 | ) |
Part F of Form N-PORT was prepared in accordance with accounting principles general accepted in the United States of America (U.S. GAAP) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (SEC) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Funds notes to financial statements, please refer to the Funds most recently filed annual or semi-annual report.
Fair Value Measurements
The Funds investments in securities are recorded at their estimated fair value. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entitys
9
JTA | Nuveen Tax-Advantaged Total Return Strategy Fund (continued) | |
Portfolio of Investments September 30, 2019 | ||
(Unaudited) |
own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1 | Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities. | |
Level 2 | Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.). | |
Level 3 | Prices are determined using significant unobservable inputs (including 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 |
$ | 93,775,154 | $ | 70,490,747 | $ | 14,269 | $ | 164,280,170 | ||||||||
Variable Rate Senior Loan Interests |
| 41,853,635 | | 41,853,635 | ||||||||||||
$1,000 Par (or similar) Institutional Preferred |
| 9,566,312 | | 9,566,312 | ||||||||||||
$25 par (or similar) Retail Preferred |
7,375,580 | 817,125 | | 8,192,705 | ||||||||||||
Convertible Preferred Securities |
3,635,751 | | | 3,635,751 | ||||||||||||
Structured Notes |
| 1,503,488 | | 1,503,488 | ||||||||||||
Corporate Bonds |
| 114,518 | | * | 114,518 | |||||||||||
Warrants |
| 11,760 | | 11,760 | ||||||||||||
Short-Term Investments: |
||||||||||||||||
Repurchase Agreements |
| 8,841,377 | | 8,841,377 | ||||||||||||
Investment Companies |
1,472,475 | | | 1,472,475 | ||||||||||||
Investments in Derivatives: |
||||||||||||||||
Interest Rate Swaps** |
| (2,046,855 | ) | | (2,046,855 | ) | ||||||||||
Total |
$ | 106,258,960 | $ | 131,152,107 | $ | 14,269 | $ | 237,425,336 |
* |
Value equals zero as of the end of the reporting period. |
** |
Represents net unrealized appreciation (depreciation). |
10
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 applicable to common shares unless otherwise noted. |
(2) |
For fair value measurement disclosure purposes, investment classified as Level 2. |
(3) |
Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the reporting period was $44,856,447. |
(4) |
Non-Income producing; issuer has not declared a dividend within the past twelve months. |
(5) |
Investments valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. |
(6) |
Investment, or portion of investment, has been pledged to collateralized the net payment obligations for investments in derivatives. |
(7) |
Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (LIBOR), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of senior loan. The rate shown is the coupon as of the end of the reporting period. |
(8) |
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. |
(9) |
For financial reporting purposes, the ratings disclosed are the highest of Standard & Poors Group (Standard & Poors), Moodys Investors Service, Inc. (Moodys) or Fitch, Inc. (Fitch) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & 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. |
(10) |
Investment, or portion of investment, represents an outstanding unfunded senior loan commitment. |
(11) |
Perpetual security. Maturity date is not applicable. |
(12) |
Variable rate security. The rate shown is the coupon as of the end of the reporting period. |
(13) |
Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy. |
(14) |
A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov. |
(15) |
The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period. |
(16) |
Borrowings as a percentage of Total Investments is 30.3%. |
(17) |
The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings. As of the end of the reporting period, investments with a value of $170,450,350 have been pledged as collateral for borrowings. |
(18) |
Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (OTC) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable. |
(19) |
Effective date represents the date on which both the Fund and counterparty commence interest payment accruals on each contract. |
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. |
ADR |
American Depositary Receipt |
DD1 |
Portion of investment purchased on a delayed delivery basis. |
LIBOR |
London Inter-Bank Offered Rate |
N/A |
Not applicable |
TBD |
Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date. |
WI/DD |
Purchased on a when-issued or delayed delivery basis. |
11
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