NPORT-EX 2 Inv_Tr_III.htm
Nuveen High Yield Income Fund
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    LONG-TERM INVESTMENTS – 95.4%            
    CORPORATE BONDS – 73.4%            
    Aerospace & Defense – 0.7%            
$2,250   Rolls-Royce PLC, 144A     5.750% 10/15/27 BB- $2,491,875
1,750   TransDigm Inc, 144A     6.250% 3/15/26 Ba3 1,863,750
4,000   Total Aerospace & Defense           4,355,625
    Air Freight & Logistics – 0.2%            
950   Cargo Aircraft Management Inc, 144A     4.750% 2/01/28 Ba3 979,688
    Airlines – 1.1%            
2,125   Delta Air Lines Inc / SkyMiles IP Ltd, 144A     4.750% 10/20/28 Baa1 2,318,605
3,840   Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd, 144A     6.500% 6/20/27 Baa3 4,128,000
5,965   Total Airlines           6,446,605
    Auto Components – 3.1%            
4,000   Adient Global Holdings Ltd, 144A, (3)     4.875% 8/15/26 B 4,110,000
1,800   Allison Transmission Inc, 144A     5.875% 6/01/29 BB 1,993,500
2,250   American Axle & Manufacturing Inc     6.250% 3/15/26 B2 2,328,750
2,650   Clarios Global LP / Clarios US Finance Co, 144A, (3)     6.250% 5/15/26 B1 2,842,125
2,700   Goodyear Tire & Rubber Co     9.500% 5/31/25 BB- 3,051,810
3,000   IHO Verwaltungs GmbH, 144A, (cash 6.000%, PIK 6.750%)     6.000% 5/15/27 BB+ 3,180,000
775   Meritor Inc, 144A     4.500% 12/15/28 BB- 794,375
17,175   Total Auto Components           18,300,560
    Automobiles – 3.9%            
4,600   Ford Motor Co     4.750% 1/15/43 BB+ 4,692,000
1,800   Ford Motor Co     5.291% 12/08/46 BB+ 1,881,000
1,800   Ford Motor Credit Co LLC     4.125% 8/17/27 BB+ 1,885,500
5,500   Ford Motor Credit Co LLC     5.113% 5/03/29 BB+ 6,125,350
1,800   Ford Motor Credit Co LLC     4.000% 11/13/30 BB+ 1,893,474
3,845   General Motors Financial Co Inc     5.700% 3/30/69 BB+ 4,239,112
1,750   PM General Purchaser LLC, 144A     9.500% 10/01/28 B+ 1,938,125
21,095   Total Automobiles           22,654,561
    Building Products – 1.1%            
1,400   Builders FirstSource Inc, 144A     5.000% 3/01/30 B+ 1,505,000
2,700   Hillman Group Inc, 144A     6.375% 7/15/22 CCC 2,679,750
1,325   LBM Acquisition LLC, 144A     6.250% 1/15/29 CCC+ 1,378,437
      0

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Building Products (continued)            
$880   Standard Industries Inc/NJ, 144A     4.375% 7/15/30 BBB- $941,363
6,305   Total Building Products           6,504,550
    Chemicals – 2.6%            
1,075   Axalta Coating Systems LLC, 144A     3.375% 2/15/29 BB- 1,075,000
1,700   HB Fuller Co     4.250% 10/15/28 BB 1,742,500
1,320   Illuminate Buyer LLC / Illuminate Holdings IV Inc, 144A     9.000% 7/01/28 B- 1,452,000
650   Ingevity Corp, 144A     3.875% 11/01/28 BB 654,875
1,000   NOVA Chemicals Corp, 144A     5.250% 8/01/23 BB- 1,005,000
3,575   OCI NV, 144A     4.625% 10/15/25 BB 3,709,062
2,680   PQ Corp, 144A     5.750% 12/15/25 B 2,750,350
750   Rayonier AM Products Inc, 144A     7.625% 1/15/26 B1 782,063
1,900   Tronox Inc, 144A     6.500% 5/01/25 Ba3 2,033,000
14,650   Total Chemicals           15,203,850
    Commercial Services & Supplies – 2.3%            
2,000   ADT Security Corp, 144A     4.875% 7/15/32 BB- 2,160,000
750   Allied Universal Holdco LLC / Allied Universal Finance Corp, 144A     6.625% 7/15/26 BB- 799,725
375   AMN Healthcare Inc, 144A     4.000% 4/15/29 BB- 383,438
2,800   Compass Group Diversified Holdings LLC, 144A     8.000% 5/01/26 B1 2,940,000
600   GFL Environmental Inc, 144A     3.750% 8/01/25 BB- 612,000
880   Prime Security Services Borrower LLC / Prime Finance Inc, 144A     3.375% 8/31/27 BB- 873,400
5,000   Prime Security Services Borrower LLC / Prime Finance Inc, 144A     6.250% 1/15/28 B- 5,367,950
12,405   Total Commercial Services & Supplies           13,136,513
    Communications Equipment – 1.6%            
2,400   CommScope Inc, 144A     6.000% 3/01/26 Ba3 2,528,640
1,825   Gray Television Inc, 144A     4.750% 10/15/30 BB- 1,852,375
850   ViaSat Inc, 144A     5.625% 9/15/25 BB- 869,380
1,800   ViaSat Inc, 144A     5.625% 4/15/27 BB+ 1,890,000
1,950   ViaSat Inc, 144A     6.500% 7/15/28 BB- 2,110,310
8,825   Total Communications Equipment           9,250,705
    Construction & Engineering – 0.2%            
1,275   Pike Corp, 144A     5.500% 9/01/28 B3 1,346,719
    Construction Materials – 0.7%            
2,000   Gates Global LLC / Gates Corp, 144A     6.250% 1/15/26 B 2,100,000
1,700   US Concrete Inc, 144A     5.125% 3/01/29 BB- 1,751,000
3,700   Total Construction Materials           3,851,000
1      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Consumer Finance – 0.8%            
$1,350   OneMain Finance Corp     8.875% 6/01/25 BB- $1,527,188
2,850   OneMain Finance Corp     4.000% 9/15/30 BB- 2,957,188
4,200   Total Consumer Finance           4,484,376
    Containers & Packaging – 1.6%            
450   Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A     4.125% 8/15/26 BB+ 470,250
900   Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 144A     5.250% 8/15/27 B 944,829
4,000   Big River Steel LLC / BRS Finance Corp, 144A     6.625% 1/31/29 B 4,320,000
1,760   Cascades Inc/Cascades USA Inc, 144A     5.375% 1/15/28 BB- 1,870,550
1,325   Graham Packaging Co Inc, 144A     7.125% 8/15/28 CCC+ 1,464,125
8,435   Total Containers & Packaging           9,069,754
    Distributors – 1.0%            
900   American Builders & Contractors Supply Co Inc, 144A     4.000% 1/15/28 BB+ 931,500
4,925   H&E Equipment Services Inc, 144A     3.875% 12/15/28 BB- 4,962,085
5,825   Total Distributors           5,893,585
    Diversified Consumer Services – 0.4%            
2,450   Kronos Acquisition Holdings Inc, 144A     9.000% 8/15/23 Caa1 2,510,025
    Diversified Financial Services – 0.3%            
925   Jefferies Finance LLC / JFIN Co-Issuer Corp, 144A     6.250% 6/03/26 BB 957,666
1,000   Navient Corp     0.061% 3/25/24 Ba3 1,067,500
1,925   Total Diversified Financial Services           2,025,166
    Diversified Telecommunication Services – 1.7%            
900   Altice France SA/France, 144A     5.500% 1/15/28 B 940,959
5,450   Avaya Inc, 144A     6.125% 9/15/28 BB- 5,822,017
1,225   Switch Ltd, 144A     3.750% 9/15/28 BB 1,243,375
700   Virgin Media Finance PLC, 144A     5.000% 7/15/30 B 726,250
880   Virgin Media Secured Finance PLC, 144A     4.500% 8/15/30 BB+ 919,600
9,155   Total Diversified Telecommunication Services           9,652,201
    Electric Utilities – 1.0%            
1,800   Bruce Mansfield Unit 1 2007 Pass-Through Trust, (4)     6.850% 6/01/34 N/R 2,250
(5)   Pacific Gas and Electric Co, (3)     3.150% 1/01/26 BBB- 151
1,850   PG&E Corp     5.000% 7/01/28 BB 1,970,250
1,800   Talen Energy Supply LLC     6.500% 6/01/25 B 1,467,000
2,250   Talen Energy Supply LLC, 144A     6.625% 1/15/28 BB 2,351,250
7,700   Total Electric Utilities           5,790,901
      2

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Energy Equipment & Services – 1.3%            
$3,950   Archrock Partners LP / Archrock Partners Finance Corp, 144A     6.250% 4/01/28 B+ $4,111,792
3,475   Genesis Energy LP / Genesis Energy Finance Corp     8.000% 1/15/27 B+ 3,457,625
7,425   Total Energy Equipment & Services           7,569,417
    Entertainment – 0.8%            
3,100   Cinemark USA Inc     5.125% 12/15/22 B 3,038,000
1,450   Cinemark USA Inc, 144A     8.750% 5/01/25 BB+ 1,566,000
4,550   Total Entertainment           4,604,000
    Equity Real Estate Investment Trust – 2.5%            
925   Clear Channel Worldwide Holdings Inc     9.250% 2/15/24 CCC 936,562
2,000   Iron Mountain Inc, 144A     4.875% 9/15/27 BB- 2,090,000
3,700   MPH Acquisition Holdings LLC, 144A, (3)     5.750% 11/01/28 B- 3,616,750
1,850   MPT Operating Partnership LP / MPT Finance Corp     3.500% 3/15/31 BBB- 1,910,125
1,175   Starwood Property Trust Inc, 144A     5.500% 11/01/23 Ba3 1,227,875
3,635   Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC, 144A     7.875% 2/15/25 BB+ 3,904,753
920   VICI Properties LP / VICI Note Co Inc, 144A     4.125% 8/15/30 BB 971,180
14,205   Total Equity Real Estate Investment Trust           14,657,245
    Food & Staples Retailing – 2.2%            
2,500   Chobani LLC / Chobani Finance Corp Inc, 144A     4.625% 11/15/28 B1 2,537,500
3,825   Del Monte Foods Inc, 144A     11.875% 5/15/25 CCC+ 4,341,375
1,800   Kraft Heinz Foods Co     6.500% 2/09/40 Baa3 2,430,206
1,620   New Albertsons LP     8.000% 5/01/31 B 2,025,000
1,175   United Natural Foods Inc, 144A     6.750% 10/15/28 B3 1,229,320
10,920   Total Food & Staples Retailing           12,563,401
    Food Products – 0.9%            
2,800   Kraft Heinz Foods Co, 144A     5.500% 6/01/50 Baa3 3,521,819
1,575   Post Holdings Inc, 144A     4.625% 4/15/30 B+ 1,656,837
4,375   Total Food Products           5,178,656
    Health Care Providers & Services – 4.6%            
1,880   AMN Healthcare Inc, 144A     4.625% 10/01/27 BB- 1,969,432
2,575   CHS/Community Health Systems Inc, 144A     8.625% 1/15/24 B- 2,684,437
900   Cushman & Wakefield US Borrower LLC, 144A     6.750% 5/15/28 BB- 992,250
1,800   DaVita Inc, 144A     4.625% 6/01/30 Ba3 1,908,000
900   Encompass Health Corp     4.750% 2/01/30 B+ 964,125
525   Encompass Health Corp     4.625% 4/01/31 B+ 561,750
3,500   Global Medical Response Inc, 144A     6.500% 10/01/25 B 3,657,500
2,250   HCA Inc     3.500% 9/01/30 Ba2 2,389,548
1,800   Legacy LifePoint Health LLC, 144A     4.375% 2/15/27 B1 1,827,000
3      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Health Care Providers & Services (continued)            
$2,250   LifePoint Health Inc, 144A     5.375% 1/15/29 CCC+ $2,248,425
900   Molina Healthcare Inc, 144A     4.375% 6/15/28 BB- 947,250
2,550   Tenet Healthcare Corp, 144A     4.625% 6/15/28 BB- 2,671,125
3,800   Tenet Healthcare Corp, 144A     6.125% 10/01/28 B 3,965,889
25,630   Total Health Care Providers & Services           26,786,731
    Hotels, Restaurants & Leisure – 3.2%            
1,000   Boyd Gaming Corp     4.750% 12/01/27 B- 1,038,750
1,800   Carnival Corp, 144A     11.500% 4/01/23 Ba2 2,081,376
4,250   Carnival Corp, 144A     7.625% 3/01/26 B 4,630,332
1,000   Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op, 144A     5.500% 5/01/25 Ba2 1,042,500
2,500   NCL Corp Ltd, 144A     5.875% 3/15/26 B 2,634,375
2,000   Powdr Corp, 144A     6.000% 8/01/25 B1 2,105,000
2,450   Scientific Games International Inc, 144A     8.625% 7/01/25 B- 2,682,750
1,000   Scientific Games International Inc, 144A     5.000% 10/15/25 B+ 1,031,890
1,200   Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp, 144A     5.250% 5/15/27 BB- 1,236,900
17,200   Total Hotels, Restaurants & Leisure           18,483,873
    Household Durables – 0.1%            
625   Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A     7.000% 12/31/27 CCC 654,388
    Household Products – 0.7%            
3,600   Spectrum Brands Inc, 144A     5.000% 10/01/29 BB 3,866,040
    Independent Power & Renewable Electricity Producers – 0.1%            
450   Talen Energy Supply LLC, 144A     7.625% 6/01/28 BB 484,875
    Industrial Conglomerates – 0.2%            
975   Delta Air Lines Inc / SkyMiles IP Ltd, 144A     4.500% 10/20/25 Baa1 1,041,978
    Insurance – 0.3%            
1,100   Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 144A     4.250% 10/15/27 B 1,124,750
375   AssuredPartners Inc, 144A     5.625% 1/15/29 CCC+ 391,406
1,475   Total Insurance           1,516,156
    Interactive Media & Services – 0.0%            
150   Arches Buyer Inc, 144A     4.250% 6/01/28 B1 151,905
150   Arches Buyer Inc, 144A     6.125% 12/01/28 CCC+ 154,905
300   Total Interactive Media & Services           306,810
      4

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Internet Software & Services – 0.7%            
$1,225   J2 Global Inc, 144A     4.625% 10/15/30 BB $1,292,375
2,750   Rackspace Technology Global Inc, 144A     5.375% 12/01/28 B- 2,881,175
3,975   Total Internet Software & Services           4,173,550
    IT Services – 1.1%            
525   Austin BidCo Inc, 144A     7.125% 12/15/28 CCC+ 547,969
2,700   Go Daddy Operating Co LLC / GD Finance Co Inc, 144A     5.250% 12/01/27 BB- 2,841,750
2,600   Unisys Corp, 144A     6.875% 11/01/27 BB- 2,840,500
5,825   Total IT Services           6,230,219
    Leisure Products – 0.6%            
3,200   Academy Ltd, 144A     6.000% 11/15/27 B 3,352,000
    Life Sciences Tools & Services – 0.2%            
900   Jaguar Holding Co II / PPD Development LP, 144A     5.000% 6/15/28 B+ 960,750
    Media – 6.6%            
2,025   Cablevision Lightpath LLC, 144A     5.625% 9/15/28 B 2,118,656
2,025   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     4.500% 8/15/30 BB 2,149,031
5,650   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     4.500% 5/01/32 BB 6,032,618
3,410   Clear Channel Worldwide Holdings Inc, 144A     5.125% 8/15/27 B1 3,444,100
3,600   CSC Holdings LLC, 144A     5.750% 1/15/30 B 3,946,500
2,050   CSC Holdings LLC, 144A     4.625% 12/01/30 B 2,139,687
2,400   DISH DBS Corp     5.000% 3/15/23 B2 2,478,000
1,000   DISH DBS Corp     5.875% 11/15/24 B2 1,048,535
900   DISH DBS Corp     7.750% 7/01/26 B2 1,007,532
1,800   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- 1,831,500
2,420   iHeartCommunications Inc, 144A     4.750% 1/15/28 B+ 2,492,600
2,030   McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance, 144A     7.875% 5/15/24 BB- 1,847,300
3,800   Radiate Holdco LLC / Radiate Finance Inc, 144A     6.500% 9/15/28 CCC+ 3,990,000
1,000   Univision Communications Inc, 144A     9.500% 5/01/25 B 1,112,500
885   Univision Communications Inc, 144A     6.625% 6/01/27 B 950,402
1,800   Virgin Media Secured Finance PLC, 144A     5.500% 5/15/29 BB+ 1,950,750
36,795   Total Media           38,539,711
    Metals & Mining – 3.0%            
1,860   Cleveland-Cliffs Inc, 144A     9.875% 10/17/25 BB 2,187,825
5,400   First Quantum Minerals Ltd, 144A     6.875% 10/15/27 B- 5,859,000
3,375   Hecla Mining Co     7.250% 2/15/28 B 3,687,187
5      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Metals & Mining (continued)            
$2,400   Hudbay Minerals Inc, 144A     6.125% 4/01/29 B+ $2,586,000
2,803   Joseph T Ryerson & Son Inc, 144A     8.500% 8/01/28 B 3,174,398
15,838   Total Metals & Mining           17,494,410
    Oil, Gas & Consumable Fuels – 10.2%            
2,750   Antero Midstream Partners LP / Antero Midstream Finance Corp     5.375% 9/15/24 B- 2,681,250
1,700   Antero Midstream Partners LP / Antero Midstream Finance Corp, 144A     7.875% 5/15/26 B- 1,755,386
725   Antero Resources Corp     5.625% 6/01/23 B 710,500
1,850   Antero Resources Corp, 144A     8.375% 7/15/26 B 1,888,276
1,350   Buckeye Partners LP, 144A     4.125% 3/01/25 BB 1,366,875
2,000   Calumet Specialty Products Partners LP / Calumet Finance Corp     7.750% 4/15/23 B- 1,950,000
1,440   Cenovus Energy Inc, (3)     5.375% 7/15/25 BBB- 1,623,226
2,700   Cheniere Energy Partners LP     5.250% 10/01/25 BB 2,770,875
500   CNX Resources Corp, 144A     6.000% 1/15/29 BB 512,243
2,000   Continental Resources Inc/OK     4.500% 4/15/23 BBB- 2,062,200
2,350   EnLink Midstream LLC, 144A     5.625% 1/15/28 BB+ 2,400,490
2,205   Enviva Partners LP / Enviva Partners Finance Corp, 144A     6.500% 1/15/26 BB- 2,342,812
1,440   EQM Midstream Partners LP, 144A     6.000% 7/01/25 BB 1,576,800
440   EQM Midstream Partners LP, 144A     6.500% 7/01/27 BB 495,455
950   Global Partners LP / GLP Finance Corp, 144A     6.875% 1/15/29 B+ 1,028,375
1,800   Hess Midstream Operations LP, 144A     5.125% 6/15/28 BB+ 1,881,558
3,000   MEG Energy Corp, 144A     7.000% 3/31/24 B+ 3,030,000
1,000   Moss Creek Resources Holdings Inc, 144A     10.500% 5/15/27 B- 800,000
960   Murphy Oil Corp     6.875% 8/15/24 BB+ 976,992
2,000   Murphy Oil Corp     5.875% 12/01/27 BB+ 1,970,000
1,150   NuStar Logistics LP     6.375% 10/01/30 BB- 1,302,720
3,600   Occidental Petroleum Corp     5.875% 9/01/25 Ba2 3,834,000
675   Occidental Petroleum Corp     5.500% 12/01/25 Ba2 703,762
2,750   Occidental Petroleum Corp     6.375% 9/01/28 Ba2 2,908,125
2,000   Occidental Petroleum Corp     8.875% 7/15/30 Ba2 2,347,500
575   Occidental Petroleum Corp     6.125% 1/01/31 Ba2 615,365
2,750   Occidental Petroleum Corp     6.450% 9/15/36 Ba2 2,879,250
1,000   Parkland Corp/Canada, 144A     6.000% 4/01/26 BB 1,050,000
1,850   QEP Resources Inc     5.375% 10/01/22 B+ 1,926,701
1,150   QEP Resources Inc     5.625% 3/01/26 B+ 1,261,033
3,700   Southwestern Energy Co     7.500% 4/01/26 BB 3,881,300
1,375   Sunoco LP / Sunoco Finance Corp, 144A     4.500% 5/15/29 BB 1,430,000
      6

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Oil, Gas & Consumable Fuels (continued)            
$1,285   Western Midstream Operating LP     5.050% 2/01/30 BB $1,429,562
57,020   Total Oil, Gas & Consumable Fuels           59,392,631
    Personal Products – 0.2%            
1,350   HLF Financing Sarl LLC / Herbalife International Inc, 144A     7.250% 8/15/26 BB- 1,432,262
    Pharmaceuticals – 1.7%            
3,349   Advanz Pharma Corp Ltd     8.000% 9/06/24 B- 3,382,490
2,200   Bausch Health Cos Inc, 144A     7.000% 1/15/28 B 2,418,240
3,800   Bausch Health Cos Inc, 144A     5.000% 1/30/28 B 3,916,052
9,349   Total Pharmaceuticals           9,716,782
    Professional Services – 0.4%            
2,400   ASGN Inc, 144A     4.625% 5/15/28 BB- 2,496,000
    Real Estate Management & Development – 0.4%            
2,350   Realogy Group LLC / Realogy Co-Issuer Corp, 144A     9.375% 4/01/27 B- 2,602,625
    Semiconductors & Semiconductor Equipment – 0.1%            
840   ams AG, 144A     7.000% 7/31/25 Ba3 911,400
    Software – 1.0%            
1,350   Boxer Parent Co Inc, 144A     7.125% 10/02/25 B2 1,465,354
900   Boxer Parent Co Inc, 144A     9.125% 3/01/26 CCC+ 967,500
1,800   Camelot Finance SA, 144A     4.500% 11/01/26 B 1,878,750
1,300   LogMeIn Inc, 144A     5.500% 9/01/27 BB- 1,361,750
5,350   Total Software           5,673,354
    Specialty Retail – 2.1%            
885   L Brands Inc, 144A     6.875% 7/01/25 BB 960,915
1,850   L Brands Inc, 144A     6.625% 10/01/30 B+ 2,058,125
4,455   Staples Inc, 144A     7.500% 4/15/26 B1 4,652,223
4,700   Staples Inc, 144A     10.750% 4/15/27 B3 4,676,500
11,890   Total Specialty Retail           12,347,763
    Technology Hardware, Storage & Peripherals – 0.9%            
1,880   Diebold Nixdorf Inc, (3)     8.500% 4/15/24 CCC 1,903,500
1,825   Diebold Nixdorf Inc, 144A     9.375% 7/15/25 B- 2,044,000
1,100   NCR Corp, 144A     5.000% 10/01/28 BB- 1,160,500
4,805   Total Technology Hardware, Storage & Peripherals           5,108,000
    Thrifts & Mortgage Finance – 1.8%            
3,500   Freedom Mortgage Corp, 144A     8.125% 11/15/24 B+ 3,650,920
3,150   Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp, 144A     5.250% 3/15/22 Ba2 3,165,750
7      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (2) Value
    Thrifts & Mortgage Finance (continued)            
$3,725   United Shore Financial Services LLC, 144A     5.500% 11/15/25 Ba3 $3,929,875
10,375   Total Thrifts & Mortgage Finance           10,746,545
    Wireless Telecommunication Services – 1.2%            
2,700   Connect Finco SARL / Connect US Finco LLC, 144A     6.750% 10/01/26 B+ 2,907,954
3,480   Hughes Satellite Systems Corp     5.250% 8/01/26 BBB- 3,841,050
6,180   Total Wireless Telecommunication Services           6,749,004
$406,207   Total Corporate Bonds (cost $405,180,693)           427,096,960
    
Principal Amount (000)   Description (1) Coupon (6) Reference
Rate (6)
Spread (6) Maturity (7) Ratings (2) Value
    VARIABLE RATE SENIOR LOAN INTERESTS – 20.8% (6)            
    Banks – 0.1%            
$366   iQor US, Inc., Exit Priority Term Loan 8.500% 3-Month LIBOR 7.500% 9/15/27 N/R $362,820
    Building Products – 0.5%            
537   DiversiTech Holdings, Inc., Term Loan B1 4.000% 3-Month LIBOR 3.000% 6/01/24 B+ 533,750
2,600   White Cap Buyer LLC, Initial Closing Date Term Loan 4.500% 6-Month LIBOR 4.000% 10/19/27 B 2,602,704
3,137   Total Building Products           3,136,454
    Capital Markets – 0.9%            
901   Sequa Corporation, Term Loan B, (cash 5.000%, PIK 6.750%) 11.750% 3-Month LIBOR 10.750% 7/31/24 CCC- 785,852
4,153   Sequa Corporation, Term Loan, Second Lien, (cash 6.750%, PIK 1.000%) 7.750% 3-Month LIBOR 6.750% 7/31/23 B- 4,183,955
5,054   Total Capital Markets           4,969,807
    Commercial Services & Supplies – 0.2%            
691   Education Management LLC, Term Loan A, (4), (8) 0.000% N/A N/A 7/02/21 N/R 6,916
1,016   iQor US, Inc., Second Out Term Loan 8.500% 1-Week LIBOR 7.500% 11/20/25 N/R 972,688
1,707   Total Commercial Services & Supplies           979,604
    Communications Equipment – 1.4%            
1,039   Avaya Inc., Term Loan B 4.409% 1-Month LIBOR 4.250% 12/15/24 BB- 1,046,156
2,666   Fleet U.S. Bidco Inc., Term Loan B 3.397% 1-Month LIBOR 3.250% 10/07/26 B+ 2,652,919
2,750   Mega Broadband Investments, Term Loan B 3.750% 3-Month LIBOR 3.000% 11/12/27 B+ 2,752,159
1,831   Riverbed Technology, Inc., Term Loan B, First Lien 4.250% 3-Month LIBOR 3.250% 4/24/22 B2 1,775,806
8,286   Total Communications Equipment           8,227,040
    Consumer Finance – 0.6%            
3,785   Verscend Technologies, Tern Loan B 4.647% 1-Month LIBOR 4.500% 8/27/25 B+ 3,790,984
      8

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (6) Reference
Rate (6)
Spread (6) Maturity (7) Ratings (2) Value
    Distributors – 0.8%            
$4,521   Spin Holdco Inc., Term Loan B1, First Lien 4.250% 3-Month LIBOR 3.250% 11/14/22 B2 $4,505,205
    Diversified Consumer Services – 0.0%            
472   Education Management LLC, Elevated Term Loan A1, (4), (8) 0.000% N/A N/A 7/02/21 N/R 5,896
12   Education Management LLC, Elevated Term Loan A2, (4) 9.599% 3-Month LIBOR 7.500% 7/02/21 N/R  —
484   Total Diversified Consumer Services           5,896
    Diversified Telecommunication Services – 1.0%            
3,000   Frontier Communications Corporation, DIP Term Loan, (4) 5.750% 1-Month LIBOR 4.750% 10/08/21 B3 3,022,515
2,793   Numericable Group S.A., Term Loan B13 4.237% 3-Month LIBOR 4.000% 8/14/26 B 2,788,056
5,793   Total Diversified Telecommunication Services           5,810,571
    Food & Staples Retailing – 0.8%            
2,394   Chobani LLC, Term Loan, (WI/DD) TBD TBD TBD TBD B- 2,395,197
2,370   Hearthside Group Holdings LLC, Term Loan B 3.834% 1-Month LIBOR 3.688% 5/31/25 B2 2,333,887
138   Hearthside Group Holdings, LLC, Incremental Term Loan B3 6.000% 1-Month LIBOR 5.000% 5/31/25 B2 138,632
4,902   Total Food & Staples Retailing           4,867,716
    Health Care Providers & Services – 1.9%            
1,578   Air Methods, Term Loan, First Lien 4.500% 3-Month LIBOR 3.500% 4/21/24 B 1,528,957
2,732   Heartland Dental Care, Inc., Term Loan, First Lien 3.647% 1-Month LIBOR 3.500% 4/30/25 B3 2,671,243
2,125   InnovaCare, Initial Term Loan 6.750% 3-Month LIBOR 5.750% 12/26/26 B+ 2,126,997
4,738   Surgery Center Holdings Inc., Initial Term Loan 4.250% 1-Month LIBOR 3.250% 9/03/24 B2 4,668,018
11,173   Total Health Care Providers & Services           10,995,215
    Health Care Technology – 0.3%            
1,668   Onex Carestream Finance LP, New Extended Term Loan, First Lien 7.750% 3-Month LIBOR 6.750% 5/05/23 N/R 1,645,064
    Hotels, Restaurants & Leisure – 0.6%            
895   Carnival Corp, Term Loan B 8.500% 1-Month LIBOR 7.500% 6/30/25 Ba2 926,144
447   ClubCorp Operations, Inc., Term Loan B 3.004% 3-Month LIBOR 2.750% 9/18/24 B- 418,971
2,375   IRB Holding Corp., Term Loan B, (WI/DD) TBD TBD TBD TBD B 2,382,054
3,717   Total Hotels, Restaurants & Leisure           3,727,169
    Household Durables – 0.6%            
2,066   Apex Tool Group LLC, Third Amendment Term Loan 6.500% 1-Month LIBOR 5.250% 8/21/24 B3 2,048,277
9      

Principal Amount (000)   Description (1) Coupon (6) Reference
Rate (6)
Spread (6) Maturity (7) Ratings (2) Value
    Household Durables (continued)            
$1,550   Weber-Stephen Products LLC, Term Loan B 4.000% 1-Month LIBOR 3.250% 10/30/27 B1 $1,554,069
3,616   Total Household Durables           3,602,346
    Household Products – 0.5%            
3,025   KIK Custom, Initial Term Loan, (WI/DD) TBD TBD TBD TBD B2 3,035,648
    Interactive Media & Services – 1.1%            
6,383   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.000% 3-Month LIBOR 3.000% 11/03/23 B+ 6,384,089
    Internet & Direct Marketing Retail – 0.2%            
1,350   1-800 Contacts, Term Loan, First Lien 4.500% 6-Month LIBOR 3.750% 11/08/27 B 1,353,483
    Internet Software & Services – 0.2%            
1,266   Greeneden U.S. Holdings II LLC, Term Loan B 4.750% 1-Month LIBOR 4.000% 12/01/27 B- 1,270,592
    IT Services – 1.3%            
5,041   Syniverse Holdings, Inc., Term Loan C, (DD1) 6.000% 3-Month LIBOR 5.000% 3/09/23 CCC+ 4,589,218
2,990   West Corporation, Term Loan B, (WI/DD) TBD TBD TBD TBD BB- 2,870,598
8,031   Total IT Services           7,459,816
    Life Sciences Tools & Services – 0.3%            
1,900   Avantor Funding, Inc., Incremental Dollar Term Loan B4 3.500% 1-Month LIBOR 2.500% 11/06/27 BB+ 1,905,947
    Machinery – 0.8%            
1,250   Alliance Laundry Systems LLC, Term Loan B 4.250% 3-Month LIBOR 3.500% 10/08/27 B 1,251,675
988   Blount International, Inc., Term Loan B 4.750% 1-Month LIBOR 3.750% 4/12/23 B1 994,887
2,686   Engineered Machinery Holdings, Inc., Initial Term Loan, First Lien 4.000% 3-Month LIBOR 3.000% 7/19/24 B2 2,681,963
4,924   Total Machinery           4,928,525
    Media – 0.9%            
425   Cablevision Lightpath LLC, Term Loan B 3.750% 3-Month LIBOR 3.250% 12/01/27 B+ 424,803
1,788   GCI, Inc., Term Loan B, (WI/DD) TBD TBD TBD TBD Ba2 1,782,477
3,000   Intelsat Jackson Holdings, S.A., Term Loan B, (WI/DD), (4) TBD TBD TBD TBD N/R 3,050,355
275   Radiate Holdco LLC, Term Loan B 4.250% 1-Month LIBOR 3.500% 9/25/26 B1 275,815
5,488   Total Media           5,533,450
    Oil, Gas & Consumable Fuels – 0.3%            
584   Fieldwood Energy LLC, DIP Term Loan, (4), (9) 9.750% N/A 3.000 8/05/21 N/R 582,634
      10

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (6) Reference
Rate (6)
Spread (6) Maturity (7) Ratings (2) Value
    Oil, Gas & Consumable Fuels (continued)            
$65   Fieldwood Energy LLC, DIP Term Loan, (4) 9.750% 1-Month LIBOR 8.750% 8/05/21 N/R $64,737
3,913   Fieldwood Energy LLC, Exit Term Loan, (4) 0.000% N/A N/A 4/11/22 N/R 917,007
3,520   Fieldwood Energy LLC, Exit Term Loan, Second Lien, (4) 0.000% N/A N/A 4/11/23 N/R 5,105
8,082   Total Oil, Gas & Consumable Fuels           1,569,483
    Personal Products – 0.7%            
7,279   Revlon Consumer Products Corporation, Term Loan B, First Lien, (8) 4.250% 3-Month LIBOR 3.500% 9/07/23 CC 3,832,786
30   Revlon Consumer Products Corporation, Term Loan B, First Lien, (8) 4.250% 2-Month LIBOR 3.500% 9/07/23 CC 15,985
7,309   Total Personal Products           3,848,771
    Pharmaceuticals – 0.8%            
4,538   Endo Health Solutions, Inc., Term Loan B 5.000% 3-Month LIBOR 4.250% 4/29/24 B+ 4,481,515
    Professional Services – 0.2%            
898   Dun & Bradstreet Corp., Initial Term Loan, (WI/DD) TBD TBD TBD TBD BB+ 899,857
    Road & Rail – 0.5%            
2,800   Hertz Corporation, Term Loan B1, (WI/DD), (4) TBD TBD TBD TBD N/R 2,760,254
    Semiconductors & Semiconductor Equipment – 0.6%            
5,631   Lumileds, Term Loan B 4.500% 6-Month LIBOR 3.500% 6/30/24 CCC 3,266,703
    Software – 2.1%            
3,162   Blackboard, Inc., Term Loan B5, First Lien 7.000% 3-Month LIBOR 6.000% 6/30/24 B 3,152,873
2,350   Ellucian, Term Loan, First Lien 4.500% 3-Month LIBOR 3.750% 10/07/27 B 2,361,327
2,500   Epicor Software Corporation, Term Loan, First Lien 5.250% 1-Month LIBOR 4.250% 7/31/27 B2 2,519,271
722   Skillsoft, Exit Term Loan 8.500% 1-Month LIBOR 7.500% 4/28/21 N/R 740,217
825   Skillsoft, First-Out Rolled Up Exit Term Loan 7.751% 1-Month LIBOR 7.500% 12/27/24 B+ 845,427
1,679   Skillsoft, Takeback Second-Out Term Loan 8.500% 1-Month LIBOR 7.500% 4/27/25 B- 1,680,704
950   Thomson Reuters IP & S, Incremental Term Loan B 4.000% 1-Month LIBOR 3.000% 10/31/26 B 951,482
12,188   Total Software           12,251,301
    Specialty Retail – 0.6%            
3,750   Petsmart Inc., Term Loan B, First Lien 4.500% 3-Month LIBOR 3.500% 3/11/22 B1 3,759,075
$135,772   Total Variable Rate Senior Loan Interests (cost $129,274,260)         121,334,400
    
11      

Shares   Description (1)           Value
    COMMON STOCKS – 0.9%            
    Banks – 0.1%            
32,423   iQor US Inc, (10), (11)           $359,895
    Electric Utilities – 0.2%            
38,861   Energy Harbor Corp, (10), (11), (12)           998,728
    Hotels, Restaurants & Leisure – 0.1%            
86,730   24 Hour Fitness Worldwide Inc, (4), (8)           87
182,331   24 Hour Fitness Worldwide Inc, (4), (11)           395,111
    Total Hotels, Restaurants & Leisure           395,198
    Internet & Direct Marketing Retail – 0.0%            
652   Catalina Marketing Corp, (10), (11)           489
    Media – 0.1%            
59,021   iHeartMedia Inc, (3), (11)           766,093
9,292   Tribune Co, (8), (11)           9
    Total Media           766,102
    Software – 0.4%            
15,728   SkillSoft Corp, (10), (11)           2,516,480
675   SkillSoft Corp, (10), (11)           128,250
992   SkillSoft Corp, (8), (11)           1
1,984   SkillSoft Corp, (8), (11)           2
    Total Software           2,644,733
    Total Common Stocks (cost $8,931,282)           5,165,145
    
Principal Amount (000)   Description (1)     Coupon Maturity Ratings (2) Value
    CONVERTIBLE BONDS – 0.3%            
    Media – 0.3%            
$1,800   DISH Network Corp     3.375% 8/15/26 B1 $1,715,817
$1,800   Total Convertible Bonds (cost $1,857,859)           1,715,817
    
Shares   Description (1)           Value
    WARRANTS – 0.0%            
    Communications Equipment – 0.0%            
45,063   Avaya Holdings Corp, (10)           $140,822
    Total Warrants (cost $4,643,893)           140,822
    
Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.0%            
    Oil, Gas & Consumable Fuels – 0.0%            
14,531   Fieldwood Energy Inc, (10), (11)           $ —
      12

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Shares   Description (1)           Value
    Oil, Gas & Consumable Fuels (continued)            
2,935   Fieldwood Energy Inc, (10), (11)           $ —
    Total Common Stock Rights (cost $414,740)            —
    Total Long-Term Investments (cost $550,302,727)           555,453,144
    
Shares   Description (1)   Coupon   Value
    INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING – 1.7%      
    MONEY MARKET FUNDS – 1.7%        
9,719,951   State Street Navigator Securities Lending Government Money Market Portfolio, (13)   0.080% (14)   $9,719,951
    Total Investments Purchased with Collateral from Securities Lending (cost $9,719,951)     9,719,951
    
Shares   Description (1)   Coupon       Value
    SHORT-TERM INVESTMENTS – 5.7%            
    INVESTMENT COMPANIES – 5.7%            
33,117,630   BlackRock Liquidity Funds T-Fund Portfolio, (15)   0.015% (16)       $33,117,630
    Total Short-Term Investments (cost $33,117,630)           33,117,630
    Total Investments (cost $593,140,308) – 102.8%           598,290,725
    Other Assets Less Liabilities – (2.8)%           (16,194,588)
    Net Assets – 100%           $582,096,137
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
13      

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Corporate Bonds $ — $427,096,960 $ — $427,096,960
Variable Rate Senior Loan Interests  — 117,472,817 3,861,583 121,334,400
Common Stocks 1,161,204 4,003,842 99 5,165,145
Convertible Bonds  — 1,715,817  — 1,715,817
Warrants  — 140,822  — 140,822
Common Stock Rights  —  —*  —  —
Investments Purchased with Collateral from Securities Lending 9,719,951  —  — 9,719,951
Short-Term Investments:        
Investment Companies 33,117,630  —  — 33,117,630
Total $43,998,785 $550,430,258 $3,861,682 $598,290,725
    
* Value equals zero as of the end of the reporting period.
      14

Nuveen High Yield Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
  For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.  
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(2) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(3) Investment, or a portion of investment, is out on loan for securities lending. The total value of the securities out on loan as of the end of the reporting period was $9,372,050.  
(4) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(5) Principal Amount (000) rounds to less than $1,000.  
(6) Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period.  
(7) 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.  
(8) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(9) Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.  
(10) For fair value measurement disclosure purposes, investment classified as Level 2.  
(11) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
(12) Common Stock received as part of the bankruptcy settlements for Bruce Mansfield Unit 1 2007 Pass-Through Trust.  
(13) The Fund may loan securities representing up to one third of the fair value of its total assets (which includes collateral for securities on loan) to broker dealers, banks, and other institutions. The Fund maintains collateral equal to at least 100% of the fair value of the securities loaned. The cash collateral received by the Fund is invested in this money market fund.  
(14) The rate shown is the one-day yield as of the end of the reporting period.  
(15) 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.  
(16) The rate shown is the annualized seven-day subsidized yield as of end of the reporting period.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
DD1 Portion of investment purchased on a delayed delivery basis.  
LIBOR London Inter-Bank Offered Rate  
N/A Not Applicable.  
PIK Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.  
TBD Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
15      

Nuveen Floating Rate Income Fund
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    VARIABLE RATE SENIOR LOAN INTERESTS – 83.4% (2)            
    Aerospace & Defense – 0.9%            
$1,419   MacDonald, Dettwiler and Associates, Ltd., Term Loan B 2.900% 1-Month LIBOR 2.750% 10/05/24 B $1,401,781
557   Standard Aero, Term Loan B1 3.754% 3-Month LIBOR 3.500% 4/08/26 B- 532,490
300   Standard Aero, Term Loan B2 3.754% 3-Month LIBOR 3.500% 4/08/26 B- 286,285
1,381   Transdigm, Inc., Term Loan E 2.397% 1-Month LIBOR 2.250% 5/30/25 Ba3 1,357,264
2,811   Transdigm, Inc., Term Loan F 2.397% 1-Month LIBOR 2.250% 12/09/25 Ba3 2,761,736
6,468   Total Aerospace & Defense           6,339,556
    Air Freight & Logistics – 0.2%            
120   PAE Holding Corp, Delayed Draw Term Loan 5.250% 3-Month LIBOR 4.500% 10/19/27 B 120,275
1,166   XPO Logistics, Inc., Term Loan B 2.147% 1-Month LIBOR 2.000% 2/24/25 BBB- 1,162,231
1,286   Total Air Freight & Logistics           1,282,506
    Airlines – 1.7%            
2,666   Allegiant Travel Company, Replacement Term Loan 3.214% 3-Month LIBOR 3.000% 2/05/24 Ba3 2,608,666
84   American Airlines, Inc., Term Loan B 2.145% 1-Month LIBOR 2.000% 4/28/23 Ba3 75,915
532   American Airlines, Inc., Term Loan B 2.159% 1-Month LIBOR 2.000% 12/14/23 Ba3 480,759
2,275   Delta Air Lines SkyMiles, Term Loan B 4.750% 3-Month LIBOR 3.750% 10/20/27 Baa1 2,364,578
142   Delta Air Lines, Inc., Term Loan B 5.750% 3-Month LIBOR 4.750% 4/29/23 Baa2 144,775
1,827   United Air Lines, Inc., Term Loan B 1.895% 1-Month LIBOR 1.750% 4/01/24 Ba1 1,795,375
790   United Air Lines, Inc., Term Loan B 6.250% 3-Month LIBOR 5.250% 6/20/27 Baa3 824,416
3,876   WestJet Airlines, Term Loan 4.000% 6-Month LIBOR 3.000% 12/11/26 BB- 3,733,123
12,192   Total Airlines           12,027,607
    Auto Components – 0.8%            
1,680   DexKo Global, Inc., Term Loan B 4.500% 3-Month LIBOR 3.500% 7/24/24 B1 1,683,698
2,424   Johnson Controls Inc., Term Loan B 3.647% 1-Month LIBOR 3.500% 4/30/26 B1 2,420,550
1,750   Les Schwab Tire Centers, Term Loan B 4.250% 3-Month LIBOR 3.500% 11/02/27 B 1,752,187
5,854   Total Auto Components           5,856,435
    Automobiles – 0.4%            
521   Caliber Collision, Term Loan B 3.147% 1-Month LIBOR 3.000% 2/05/26 B1 514,297
2,325   Navistar, Inc., Term Loan B 3.660% 1-Month LIBOR 3.500% 11/06/24 Ba2 2,327,597
2,846   Total Automobiles           2,841,894
    Banks – 0.0%            
306   iQor US, Inc., Exit Priority Term Loan 8.500% 3-Month LIBOR 7.500% 9/15/27 N/R 303,198
      16

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Beverages – 0.2%            
$1,143   Jacobs Douwe Egberts, Term Loan B 2.188% 3-Month LIBOR 2.000% 11/01/25 BB+ $1,141,097
    Biotechnology – 0.2%            
1,694   Grifols, Inc., Term Loan B, First Lien 2.102% 1-Week LIBOR 2.000% 11/15/27 Ba2 1,682,157
    Building Products – 0.4%            
1,170   LBM Acquisition LLC, Term Loan B, (WI/DD) TBD TBD TBD TBD B+ 1,171,463
1,325   Quikrete Holdings, Inc., Term Loan B 2.647% 1-Month LIBOR 2.500% 1/31/27 BB- 1,322,213
2,495   Total Building Products           2,493,676
    Capital Markets – 0.7%            
1,151   Lions Gate Entertainment Corporation, Term Loan A 1.897% 1-Month LIBOR 1.750% 3/22/23 Ba2 1,136,915
896   Sequa Corporation, Term Loan B, (cash 5.000%, PIK 6.750%) 11.750% 3-Month LIBOR 10.750% 7/31/24 CCC- 780,660
2,918   Sequa Corporation, Term Loan, Second Lien, (cash 6.750%, PIK 1.000%) 7.750% 3-Month LIBOR 6.750% 7/31/23 B- 2,940,351
4,965   Total Capital Markets           4,857,926
    Chemicals – 0.4%            
994   Innophos Holdings, Inc., Term Loan B 3.647% 1-Month LIBOR 3.500% 2/07/27 B+ 993,753
1,000   Lummus Technology, Term Loan 4.147% 1-Month LIBOR 4.000% 6/30/27 B+ 1,001,875
663   Unifrax Holdings, Term Loan, First Lien 4.004% 3-Month LIBOR 3.750% 12/14/25 CCC+ 612,761
2,657   Total Chemicals           2,608,389
    Commercial Services & Supplies – 2.8%            
1,000   AECOM Management Services Inc., Incremental Term Loan 5.500% 3-Month LIBOR 4.750% 1/31/27 B1 1,010,000
1,089   Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien 5.250% 3-Month LIBOR 4.250% 6/21/24 B- 1,064,173
239   Education Management LLC, Term Loan A, (5), (6) 0.000% N/A N/A 7/02/21 N/R 2,391
6,319   Formula One Group, Term Loan B 3.500% 1-Month LIBOR 2.500% 2/01/24 B+ 6,275,040
1,104   Garda World Security Corp, Term Loan B, First Lien 4.990% 1-Month LIBOR 4.750% 10/30/26 BB+ 1,107,307
3,295   GFL Environmental, Term Loan 3.500% 3-Month LIBOR 3.000% 5/31/25 BB- 3,303,914
849   iQor US, Inc., Second Out Term Loan 8.500% 1-Week LIBOR 7.500% 11/20/25 N/R 812,847
445   KAR Auction Services, Inc., Term Loan B6 2.438% 1-Month LIBOR 2.250% 9/19/26 Ba3 438,556
590   PAE Holding Corp, New Term Loan B 5.250% 3-Month LIBOR 4.500% 10/19/27 B 593,354
337   Pitney Bowes Inc., Term Loan B 5.650% 1-Month LIBOR 5.500% 1/07/25 BBB- 334,948
1,295   Trans Union LLC, Term Loan B5 1.898% 1-Month LIBOR 1.750% 11/13/26 BBB- 1,292,505
1,773   Travelport LLC, Priority Debt Term Loan, (cash 1.250%, PIK 6.500%), (DD1) 7.750% 3-Month LIBOR 6.750% 2/28/25 B+ 1,753,964
17      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Commercial Services & Supplies (continued)            
$1,403   West Corporation, Incremental Term Loan B1 4.500% 3-Month LIBOR 3.500% 10/10/24 BB+ $1,356,195
19,738   Total Commercial Services & Supplies           19,345,194
    Communications Equipment – 2.0%            
452   Avaya Inc., Term Loan B 4.409% 1-Month LIBOR 4.250% 12/15/24 BB- 455,307
4,408   CommScope, Inc., Term Loan B 3.397% 1-Month LIBOR 3.250% 4/04/26 Ba3 4,388,627
650   Infoblox, Term Loan, Second Lien 8.000% 6-Month LIBOR 7.250% 12/01/28 CCC 657,313
770   Mitel US Holdings, Inc., Term Loan, First Lien 4.652% 1-Month LIBOR 4.500% 11/30/25 B- 701,954
2,011   Plantronics, Term Loan B 2.646% 1-Month LIBOR 2.500% 7/02/25 Ba2 1,971,715
4,433   Riverbed Technology, Inc., Term Loan B, First Lien, (DD1) 4.250% 3-Month LIBOR 3.250% 4/24/22 B2 4,300,078
1,031   Univision Communications, Inc., Term Loan C5 3.750% 1-Month LIBOR 2.750% 3/15/24 B 1,027,032
499   Windstream Corporation, Term Loan B 7.250% 1-Month LIBOR 6.250% 9/21/27 B 489,244
14,254   Total Communications Equipment           13,991,270
    Construction & Engineering – 0.3%            
542   Pike Corp, Term Loan B 4.120% 1-Month LIBOR 3.000% 7/24/26 Ba3 542,873
1,410   Traverse Midstream Partners, Term Loan B 6.500% 1-Month LIBOR 5.500% 9/27/24 B 1,387,611
1,952   Total Construction & Engineering           1,930,484
    Consumer Finance – 0.7%            
4,775   Verscend Technologies, Tern Loan B 4.647% 1-Month LIBOR 4.500% 8/27/25 B+ 4,782,618
    Containers & Packaging – 1.0%            
1,659   Berry Global, Inc., Term Loan X 2.149% 1-Month LIBOR 2.000% 1/19/24 BBB- 1,658,005
2,897   Berry Global, Inc., Term Loan Y 2.149% 1-Month LIBOR 2.000% 7/01/26 BBB- 2,888,003
2,334   Kloeckner Pentaplast of America Inc., Dollar Term Loan 5.250% 6-Month LIBOR 4.250% 6/30/22 B- 2,332,384
6,890   Total Containers & Packaging           6,878,392
    Distributors – 0.1%            
336   Insurance Auto Actions Inc., Term Loan 2.438% 1-Month LIBOR 2.250% 6/28/26 BB+ 334,296
    Diversified Consumer Services – 0.8%            
4,639   Cengage Learning Acquisitions, Inc., Term Loan B, (DD1) 5.250% 3-Month LIBOR 4.250% 6/07/23 B2 4,462,550
163   Education Management LLC, Elevated Term Loan A1, (5), (6) 0.000% N/A N/A 7/02/21 N/R 2,035
4   Education Management LLC, Elevated Term Loan A2, (6) 9.599% 3-Month LIBOR 7.500% 7/02/21 N/R  —
826   Refinitiv, Term Loan B 3.397% 1-Month LIBOR 3.250% 10/01/25 BB+ 825,618
5,632   Total Diversified Consumer Services           5,290,203
      18

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Diversified Financial Services – 0.6%            
$987   Blackstone CQP, Term Loan 3.736% 3-Month LIBOR 3.500% 9/30/24 B+ $986,241
2,750   Ditech Holding Corporation., Term Loan B, First Lien, (6) 0.000% N/A N/A 6/30/22 N/R 862,699
1,244   Inmarsat Finance, Term Loan, First Lien 5.500% 1-Month LIBOR 4.500% 12/12/26 B+ 1,250,970
1,236   Lions Gate Entertainment Corp., Term Loan B 2.398% 1-Month LIBOR 2.250% 3/24/25 Ba2 1,223,427
6,217   Total Diversified Financial Services           4,323,337
    Diversified Telecommunication Services – 2.7%            
3,029   CenturyLink, Inc, Term Loan B 2.397% 1-Month LIBOR 2.250% 3/15/27 BB+ 3,002,032
3,253   Frontier Communications Corporation, DIP Term Loan, (6) 5.750% 1-Month LIBOR 4.750% 10/08/21 B3 3,277,142
750   Intelsat Jackson Holdings, S.A., Term Loan B4, (6) 8.750% PRIME 5.500% 1/02/24 N/R 763,594
1,299   Intelsat Jackson Holdings, S.A., Term Loan B5, (6) 8.625% N/A N/A 1/02/24 N/R 1,323,635
1,006   Lumos Networks, Term Loan B 4.000% 1-Month LIBOR 3.000% 11/17/24 B 1,005,481
9,089   Numericable Group S.A., Term Loan B13 4.237% 3-Month LIBOR 4.000% 8/14/26 B 9,072,975
18,426   Total Diversified Telecommunication Services           18,444,859
    Electric Utilities – 0.2%            
925   ExGen Renewables, Term Loan, First Lien 3.750% 3-Month LIBOR 2.750% 12/11/27 BB- 926,387
477   Vistra Operations Co., Term Loan B3 1.900% 1-Month LIBOR 1.750% 12/31/25 Baa3 476,321
1,402   Total Electric Utilities           1,402,708
    Electrical Equipment – 0.5%            
1,685   Avolon LLC, Term Loan B4 2.250% 1-Month LIBOR 1.500% 2/10/27 Baa2 1,677,790
1,791   Vertiv Co.,Term Loan B 3.153% 1-Month LIBOR 3.000% 3/02/27 B+ 1,783,030
3,476   Total Electrical Equipment           3,460,820
    Electronic Equipment, Instruments & Components – 0.2%            
967   BCP Renaissance Parent, Term Loan B 2.655% 3-Month LIBOR 2.500% 9/28/24 BB+ 965,979
594   MTS Systems, Term Loan B 4.000% 1-Month LIBOR 3.250% 7/05/23 Ba2 595,314
1,561   Total Electronic Equipment, Instruments & Components           1,561,293
    Energy Equipment & Services – 0.1%            
612   Petroleum GEO-Services ASA/PGS Finance, Inc., Term Loan B 7.230% 3-Month LIBOR 7.000% 6/13/24 Caa1 508,974
    Entertainment – 1.8%            
341   Cineworld Group PLC, Second Amendment Dollar, Term Loan 3.019% 3-Month LIBOR 2.750% 9/20/26 CCC 230,687
2,309   Cineworld Group PLC, Term Loan B, (DD1) 2.769% 3-Month LIBOR 2.500% 2/28/25 CCC 1,579,279
1,818   IMG Worldwide, Inc., Term Loan B 2.897% 1-Month LIBOR 2.750% 5/16/25 B3 1,684,977
19      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Entertainment (continued)            
$2,348   Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien 2.647% 1-Month LIBOR 2.500% 7/03/25 BB- $2,360,242
4,250   Metro-Goldwyn-Mayer, Inc., Term Loan, Second Lien 5.500% 1-Month LIBOR 4.500% 7/06/26 B3 4,247,344
2,341   NAI Entertainment Holdings, Term Loan B 3.500% 1-Month LIBOR 2.500% 5/08/25 B+ 2,205,803
13,407   Total Entertainment           12,308,332
    Equity Real Estate Investment Trust – 0.8%            
5,818   Realogy Group LLC, Term Loan A 2.147% 1-Month LIBOR 2.000% 2/08/23 BB 5,735,882
    Food & Staples Retailing – 1.4%            
1,824   BellRing Brands, Term Loan, First Lien 6.000% 1-Month LIBOR 5.000% 10/21/24 B+ 1,835,393
1,757   C.H. Guenther, Term Loan, First Lien 2.898% 1-Month LIBOR 2.750% 3/31/25 B 1,738,345
2,081   Hearthside Group Holdings LLC, Term Loan B 3.834% 1-Month LIBOR 3.688% 5/31/25 B2 2,050,116
121   Hearthside Group Holdings, LLC, Incremental Term Loan B3 6.000% 1-Month LIBOR 5.000% 5/31/25 B2 121,776
1,671   Shearer's Foods, LLC., Term Loan B 4.750% 3-Month LIBOR 4.000% 9/23/27 B2 1,674,079
2,565   US Foods, Inc., New Term Loan 1.897% 1-Month LIBOR 1.750% 6/27/23 BB- 2,535,201
10,019   Total Food & Staples Retailing           9,954,910
    Health Care Equipment & Supplies – 1.3%            
2,454   Agiliti Health, Inc., Delay Draw Facility 2.938% 3-Month LIBOR 2.750% 1/04/26 B+ 2,435,341
950   Agiliti Health, Inc., Term Loan B 3.500% 3-Month LIBOR 2.750% 1/04/26 B+ 950,000
499   Carestream Dental Equipment, Inc., Initial Term Loan, First Lien 4.250% 3-Month LIBOR 3.250% 8/07/24 B 482,332
771   Greatbatch Ltd., New Term Loan B 3.500% 1-Month LIBOR 2.500% 10/27/22 B+ 772,319
1,544   LifeScan, Term Loan B 6.234% 3-Month LIBOR 6.000% 10/01/24 B 1,474,701
1,232   MedPlast, Term Loan, First Lien 3.897% 1-Month LIBOR 3.750% 7/02/25 B3 1,197,954
2,345   Vyaire Medical, Inc., Term Loan B 5.750% 3-Month LIBOR 4.750% 4/30/25 B3 1,915,246
9,795   Total Health Care Equipment & Supplies           9,227,893
    Health Care Providers & Services – 6.7%            
500   Air Medical Group Holdings, Inc., Term Loan B, (WI/DD) TBD TBD TBD TBD B 496,250
3,000   Air Medical, Term Loan B 5.750% 3-Month LIBOR 4.750% 10/02/25 B 2,986,875
1,126   Air Methods, Term Loan, First Lien, (DD1) 4.500% 3-Month LIBOR 3.500% 4/21/24 B 1,090,631
1,209   Albany Molecular Research, Inc., Initial Term Loan, First Lien 4.250% 3-Month LIBOR 3.250% 8/30/24 B2 1,215,371
4,901   Ardent Health, Term Loan, First Lien 5.500% 1-Month LIBOR 4.500% 6/28/25 B1 4,928,961
1,500   Aspen Dental, Term Loan B, (WI/DD) TBD TBD TBD TBD B 1,504,125
3,312   Brightspring Health, Term Loan B 3.402% 1-Month LIBOR 3.250% 3/05/26 N/R 3,299,305
1,230   Catalent Pharma Solutions, Inc., Dollar Term Loan B2 3.250% 1-Month LIBOR 2.250% 5/17/26 BBB- 1,233,056
      20

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Health Care Providers & Services (continued)            
$473   Civitas Solutions, Term Loan B 4.397% 1-Month LIBOR 4.250% 3/08/26 B $473,720
22   Civitas Solutions, Term Loan C 4.510% 3-Month LIBOR 4.250% 3/08/26 B 21,679
2,538   Envision Healthcare Corporation, Initial Term Loan 3.897% 1-Month LIBOR 3.750% 10/10/25 Caa1 2,128,223
322   EyeCare Partners, LLC, Delayed Draw, Term Loan 3.897% 1-Month LIBOR 3.750% 2/20/27 B 314,306
1,368   EyeCare Partners, LLC, Term Loan, First Lien 3.897% 1-Month LIBOR 3.750% 2/20/27 B 1,336,924
873   HCA, Inc., Term Loan B12 1.897% 1-Month LIBOR 1.750% 3/13/25 BBB- 874,192
1,562   InnovaCare, Initial Term Loan 6.750% 3-Month LIBOR 5.750% 12/26/26 B+ 1,563,969
2,282   Jordan Health, Initial Term Loan, First Lien 5.220% 3-Month LIBOR 5.000% 5/15/25 Caa1 2,016,133
1,952   Kindred at Home Hospice, Term Loan B, First Lien 3.438% 1-Month LIBOR 3.250% 7/02/25 B1 1,947,224
3,287   Lifepoint Health, Inc., New Term Loan B 3.897% 1-Month LIBOR 3.750% 11/16/25 B1 3,284,954
2,792   Pharmaceutical Product Development, Inc., Term Loan B 3.500% 1-Month LIBOR 2.500% 8/18/22 Ba2 2,794,141
234   Quorum Health Corp, Term Loan, (6) 9.250% 3-Month LIBOR 8.250% 4/29/22 N/R 230,099
2,257   Select Medical Corporation, Term Loan B 2.530% 3-Month LIBOR 2.500% 3/06/25 Ba2 2,244,782
6,082   Surgery Center Holdings Inc., Initial Term Loan 4.250% 1-Month LIBOR 3.250% 9/03/24 B2 5,992,426
2,786   Team Health, Inc., Initial Term Loan 3.750% 1-Month LIBOR 2.750% 2/06/24 B 2,494,782
589   Universal Health Services, Inc., Term Loan B 1.897% 1-Month LIBOR 1.750% 10/31/25 BBB- 589,726
1,525   US Radiology Specialists, Inc., Term Loan B, (WI/DD) TBD TBD TBD TBD B- 1,518,801
47,722   Total Health Care Providers & Services           46,580,655
    Health Care Technology – 1.3%            
4,182   Emdeon, Inc., Term Loan 3.500% 3-Month LIBOR 2.500% 3/01/24 B+ 4,169,196
134   Emdeon, Inc., Term Loan 3.500% 1-Month LIBOR 2.500% 3/01/24 B+ 133,580
1,544   Onex Carestream Finance LP, New Extended Term Loan, First Lien 7.750% 3-Month LIBOR 6.750% 5/05/23 N/R 1,522,683
1,813   Onex Carestream Finance LP, New Extended Term Loan, Second Lien, (cash 5.500%, PIK 8.000%) 5.500% 3-Month LIBOR 4.500% 8/05/23 CCC+ 1,359,802
2,027   Zelis, Term Loan B 4.897% 1-Month LIBOR 4.750% 9/30/26 B 2,035,170
9,700   Total Health Care Technology           9,220,431
    Hotels, Restaurants & Leisure – 7.0%            
110   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (6) 11.000% 1-Month LIBOR 10.000% 6/15/21 N/R 77,735
715   24 Hour Fitness Worldwide, Inc., DIP Term Loan, (6) 10.615% 3-Month LIBOR 10.000% 6/15/21 N/R 506,232
21      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Hotels, Restaurants & Leisure (continued)            
$982   24 Hour Fitness Worldwide, Inc., Term Loan B, (6) 5.240% 3-Month LIBOR 5.000% 5/31/25 N/R $7,366
2,916   Alterra Mountain Company, Term Loan B, First Lien 2.897% 1-Month LIBOR 2.750% 7/31/24 B2 2,884,051
1,389   Alterra Mountain Company, Term Loan, First Lien 5.500% 1-Month LIBOR 4.500% 8/01/26 B 1,401,658
1,473   Boyd Gaming Corporation, Refinancing Term Loan B 2.352% 1-Week LIBOR 2.250% 9/15/23 BB- 1,462,893
2,130   Burger King Corporation, Term Loan B4 1.897% 1-Month LIBOR 1.750% 11/19/26 BB+ 2,103,770
1,870   Caesars Resort Collection, Term Loan 4.647% 1-Month LIBOR 4.500% 7/20/25 B+ 1,876,447
8,838   Caesars Resort Collection, Term Loan, First Lien 2.897% 1-Month LIBOR 2.750% 12/22/24 B+ 8,692,294
1,075   Carnival Corp, Term Loan B 8.500% 1-Month LIBOR 7.500% 6/30/25 Ba2 1,111,373
247   Churchill Downs Incorporated, Term Loan B 2.148% 1-Month LIBOR 2.000% 12/27/24 BBB- 245,826
322   Cineworld Group PLC, Priority Term Loan, (WI/DD) TBD TBD TBD TBD B- 385,340
5,939   CityCenter Holdings LLC, Term Loan B 2.397% 1-Month LIBOR 2.250% 4/18/24 B+ 5,870,787
3,897   ClubCorp Operations, Inc., Term Loan B 3.004% 3-Month LIBOR 2.750% 9/18/24 B- 3,656,039
2,250   Equinox Holdings, Inc., Initial Term Loan, Second Lien 8.000% 3-Month LIBOR 7.000% 3/08/25 CC 1,528,189
2,432   Equinox Holdings, Inc., Term Loan B1 4.000% 3-Month LIBOR 3.000% 3/08/24 CCC 2,193,896
1,594   Four Seasons Holdings, Inc., Term Loan B 2.147% 1-Month LIBOR 2.000% 11/30/23 BB+ 1,586,917
26   Golden Nugget LLC, Initial Term Loan 13.000% 3-Month LIBOR 12.000% 10/04/23 N/R 30,125
675   Hilton Hotels, Term Loan B2 1.898% 1-Month LIBOR 1.750% 6/21/26 BBB- 668,913
2,922   Life Time Fitness, Inc., Term Loan B 3.750% 3-Month LIBOR 2.750% 6/10/22 B 2,856,179
3,429   Scientific Games Corp., Initial Term Loan B5 2.897% 1-Month LIBOR 2.750% 8/14/24 B+ 3,357,994
2,859   Seaworld Parks and Entertainment, Inc., Term Loan B5 3.750% 1-Month LIBOR 3.000% 3/31/24 B2 2,787,096
606   Stars Group Holdings, Term Loan B 3.751% 3-Month LIBOR 3.500% 7/10/25 BBB- 608,764
1,559   Station Casinos LLC, Term Loan B 2.500% 1-Month LIBOR 2.250% 2/08/27 BB- 1,539,233
1,302   Wyndham International, Inc., Term Loan B 1.897% 1-Month LIBOR 1.750% 5/30/25 BB+ 1,295,619
51,557   Total Hotels, Restaurants & Leisure           48,734,736
    Household Durables – 0.5%            
2,218   Apex Tool Group LLC, Third Amendment Term Loan, (DD1) 6.500% 1-Month LIBOR 5.250% 8/21/24 B3 2,199,135
93   Serta Simmons Holdings LLC, First Out Term Loan 8.500% 1-Month LIBOR 7.500% 6/01/27 N/R 94,371
612   Serta Simmons Holdings LLC, Second Out Term Loan 8.500% 1-Month LIBOR 7.500% 6/01/27 N/R 553,698
      22

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Household Durables (continued)            
$750   Weber-Stephen Products LLC, Term Loan B 4.000% 1-Month LIBOR 3.250% 10/30/27 B1 $751,969
3,673   Total Household Durables           3,599,173
    Household Products – 0.7%            
3,430   KIK Custom, Initial Term Loan, (WI/DD) TBD TBD TBD TBD B2 3,442,074
1,688   Reynolds Group Holdings, Inc., Term Loan, First Lien 2.897% 1-Month LIBOR 2.750% 2/05/23 B+ 1,683,289
5,118   Total Household Products           5,125,363
    Independent Power & Renewable Electricity Producers – 0.3%            
1,124   Calpine Corporation, Term Loan 2.650% 3-Month LIBOR 2.500% 12/16/27 BB+ 1,118,169
670   Calpine Corporation, Term Loan B10 2.147% 1-Month LIBOR 2.000% 8/12/26 BB+ 661,658
1,794   Total Independent Power & Renewable Electricity Producers           1,779,827
    Industrial Conglomerates – 0.1%            
653   Emerald Expositions Holding, Inc., Term Loan B 2.647% 1-Month LIBOR 2.500% 5/22/24 B 612,574
    Insurance – 1.7%            
1,916   Acrisure LLC, Term Loan B 3.647% 1-Month LIBOR 3.500% 2/15/27 B 1,885,534
1,481   Alliant Holdings I LLC, Term Loan B 3.397% 1-Month LIBOR 3.250% 5/10/25 B 1,460,146
404   Asurion LLC, New Term Loan B8, (WI/DD) TBD TBD TBD TBD Ba3 400,556
559   Asurion LLC, Term Loan B6 3.147% 1-Month LIBOR 3.000% 11/03/23 Ba3 554,297
2,663   Hub International Holdings, Inc., Term Loan B 2.965% 3-Month LIBOR 2.750% 4/25/25 B 2,619,238
499   Ryan Specialty Group LLC, Term Loan B 4.000% 1-Month LIBOR 3.250% 9/01/27 B1 498,750
987   USI Holdings Corporation, Incremental Term Loan B 4.254% 3-Month LIBOR 4.000% 12/02/26 B 986,973
3,404   USI Holdings Corporation, Initial Term Loan 3.254% 3-Month LIBOR 3.000% 5/16/24 B 3,360,784
11,913   Total Insurance           11,766,278
    Interactive Media & Services – 1.1%            
575   Ancestry.com, Initial Term Loan 4.500% 1-Month LIBOR 4.000% 11/02/27 N/R 576,869
7,085   Rackspace Hosting, Inc., Refinancing Term Loan B, First Lien 4.000% 3-Month LIBOR 3.000% 11/03/23 B+ 7,085,513
7,660   Total Interactive Media & Services           7,662,382
    Internet & Direct Marketing Retail – 0.2%            
1,000   1-800 Contacts, Term Loan, First Lien 4.500% 6-Month LIBOR 3.750% 11/08/27 B 1,002,580
    Internet Software & Services – 0.8%            
5,634   Greeneden U.S. Holdings II LLC, Term Loan B 4.750% 1-Month LIBOR 4.000% 12/01/27 B- 5,654,578
23      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    IT Services – 2.3%            
$1,424   DTI Holdings, Inc., Replacement Term Loan B1 5.750% 3-Month LIBOR 4.750% 9/30/23 CCC+ $1,281,776
1,329   KBR, Inc., New Term Loan B 2.896% 1-Month LIBOR 2.750% 2/07/27 Ba1 1,330,849
1,550   Neustar, Inc., Term Loan B4, First Lien 4.500% 3-Month LIBOR 3.500% 8/08/24 B+ 1,506,515
1,515   Neustar, Inc., Term Loan, Second Lien 9.000% 3-Month LIBOR 8.000% 8/08/25 Caa1 1,353,169
233   Sabre, Inc., Term Loan B 2.147% 1-Month LIBOR 2.000% 2/22/24 Ba3 228,103
1,000   Syniverse Holdings, Inc., Initial Term Loan, Second Lien 10.000% 3-Month LIBOR 9.000% 3/11/24 CCC- 663,650
3,543   Syniverse Holdings, Inc., Term Loan C 6.000% 3-Month LIBOR 5.000% 3/09/23 CCC+ 3,225,471
2,204   Tempo Acquisition, LLC, Extended Term Loan B 3.750% 1-Month LIBOR 3.250% 10/31/26 B1 2,194,003
3,684   West Corporation, Term Loan B 5.000% 3-Month LIBOR 4.000% 10/10/24 BB- 3,581,066
9   West Corporation, Term Loan B 5.000% 1-Month LIBOR 4.000% 10/10/24 BB- 9,014
782   WEX, Inc., Term Loan B3 2.397% 1-Month LIBOR 2.250% 5/17/26 Ba2 778,130
17,273   Total IT Services           16,151,746
    Leisure Products – 0.2%            
1,496   Bombardier Recreational Products Inc., Term Loan B2 6.000% 3-Month LIBOR 5.000% 5/24/27 BB- 1,529,916
    Life Sciences Tools & Services – 0.8%            
5,306   Parexel International Corp., Term Loan B 2.897% 1-Month LIBOR 2.750% 9/27/24 B2 5,226,254
    Machinery – 1.7%            
1,350   Alliance Laundry Systems LLC, Term Loan B 4.250% 3-Month LIBOR 3.500% 10/08/27 B 1,351,809
1,331   Columbus McKinnon Corporation, Term Loan B 3.500% 3-Month LIBOR 2.500% 1/20/24 Ba2 1,333,740
457   Gardner Denver, Inc., New Term Loan B 2.897% 1-Month LIBOR 2.750% 1/31/27 BB+ 460,125
1,638   Gardner Denver, Inc., Term Loan 1.897% 1-Month LIBOR 1.750% 2/28/27 BB+ 1,618,178
1,771   Gates Global LLC, Term Loan B 3.750% 1-Month LIBOR 2.750% 4/01/24 B1 1,768,743
177   NN, Inc., Term Loan 6.500% 1-Month LIBOR 5.750% 10/19/22 B+ 176,502
995   Sundyne, Term Loan, First Lien 5.250% 1-Month LIBOR 4.250% 3/17/27 B- 978,831
2,000   Thyssenkrupp Elevator, Term Loan B 4.570% 6-Month LIBOR 4.250% 7/31/27 B1 2,017,850
1,858   Utility One Source, Extended Term Loan B 4.398% 1-Month LIBOR 4.250% 4/18/25 B+ 1,863,214
11,577   Total Machinery           11,568,992
    Marine – 0.2%            
2,697   Harvey Gulf International Marine, Inc., Exit Term Loan 6.229% 3-Month LIBOR 6.000% 7/02/23 Caa1 1,344,003
    Media – 10.7%            
1,525   Cablevision Lightpath LLC, Term Loan B 3.750% 3-Month LIBOR 3.250% 12/01/27 B+ 1,524,291
      24

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Media (continued)            
$288   Catalina Marketing Corporation, First Out Term Loan 8.500% 1-Month LIBOR 7.500% 2/15/23 N/R $220,600
458   Catalina Marketing Corporation, Last Out Term Loan, (cash 2.000, PIK 9.500%) 11.500% 1-Month LIBOR 5.250% 8/15/23 N/R 114,625
585   CBS Radio, Inc., Term Loan B2 2.648% 1-Month LIBOR 2.500% 11/17/24 BB- 573,505
6,460   Cequel Communications LLC, Term Loan B 2.409% 1-Month LIBOR 2.250% 1/15/26 BB 6,379,347
1,818   Charter Communications Operating Holdings LLC, Term Loan B2 1.900% 1-Month LIBOR 1.750% 2/01/27 BBB- 1,810,808
11,172   Clear Channel Outdoor Holdings, Inc., Term Loan B 3.714% 3-Month LIBOR 3.500% 8/21/26 B1 10,783,547
1,735   CSC Holdings LLC, Refinancing Term Loan 2.409% 1-Month LIBOR 2.250% 7/17/25 BB 1,713,691
3,639   CSC Holdings, LLC, Term Loan B5 2.659% 1-Month LIBOR 2.500% 4/15/27 Ba3 3,616,299
65   Cumulus Media, Inc., Term Loan B 4.750% 3-Month LIBOR 3.750% 3/31/26 B 63,966
995   Gray Television, Inc., Term Loan B2 2.405% 3-Month LIBOR 2.250% 2/07/24 BB+ 988,426
507   Gray Television, Inc., Term Loan C 2.655% 3-Month LIBOR 2.500% 1/02/26 BB+ 504,625
1,662   Houghton Mifflin Harcourt, Term Loan 7.250% 1-Month LIBOR 6.250% 11/22/24 B 1,607,089
7,690   iHeartCommunications Inc., Term Loan B 3.147% 1-Month LIBOR 3.000% 5/01/26 B+ 7,581,023
3,458   Intelsat Jackson Holdings, S.A., DIP Term Loan, (6), (7) 6.500% 3-Month LIBOR 5.500% 7/13/21 N/R 3,537,269
1,144   Intelsat Jackson Holdings, S.A., DIP Term Loan, (6) 6.500% 6-Month LIBOR 5.500% 7/13/21 N/R 1,170,251
12,942   Intelsat Jackson Holdings, S.A., Term Loan B, (6) 8.000% PRIME 4.750% 11/27/23 N/R 13,158,992
2,169   LCPR Loan Financing LLC, Term Loan B 5.146% 1-Month LIBOR 5.000% 10/15/26 BB- 2,181,368
6,774   McGraw-Hill Education Holdings LLC, Term Loan B 5.000% 3-Month LIBOR 4.000% 5/04/22 BB+ 6,624,730
229   Meredith Corporation, Incremental Term Loan B 5.250% 3-Month LIBOR 4.250% 1/31/25 BB- 230,795
1,106   Meredith Corporation, Term Loan B2 2.647% 1-Month LIBOR 2.500% 1/31/25 BB- 1,097,088
2,743   Nexstar Broadcasting, Inc., Term Loan B3 2.395% 1-Month LIBOR 2.250% 1/17/24 BB 2,723,507
1,000   Radiate Holdco LLC, Term Loan B 4.250% 1-Month LIBOR 3.500% 9/25/26 B1 1,002,965
2,444   Sinclair Television Group, Term Loan B2 2.400% 1-Month LIBOR 2.250% 1/03/24 BB 2,422,854
1,015   WideOpenWest Finance LLC, Term Loan B 4.250% 1-Month LIBOR 3.250% 8/19/23 B 1,013,980
1,902   Ziggo B.V., Term Loan 2.659% 1-Month LIBOR 2.500% 4/30/28 BB 1,893,751
75,525   Total Media           74,539,392
    Multiline Retail – 0.5%            
987   Belk, Inc., Term Loan, First Lien 7.750% 3-Month LIBOR 6.750% 7/31/25 Caa1 354,222
3,286   EG America LLC, Term Loan, First Lien 4.254% 3-Month LIBOR 4.000% 2/05/25 B- 3,256,805
4,273   Total Multiline Retail           3,611,027
25      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Oil, Gas & Consumable Fuels – 2.1%            
$442   BCP Renaissance Parent, Term Loan B 4.500% 3-Month LIBOR 3.500% 11/01/24 B+ $428,892
2,082   Buckeye Partners, Term Loan, First Lien 2.897% 1-Month LIBOR 2.750% 11/01/26 BBB- 2,082,418
1,269   California Resources Corporation, Exit Term Loan, Second Lien 10.000% 1-Month LIBOR 9.000% 10/27/25 B3 1,279,910
449   Citgo Petroleum Corp, Incremental Term Loan B 7.250% 3-Month LIBOR 6.250% 3/28/24 BB 447,541
472   Delek US Holdings, Inc., Incremental Term Loan B 6.500% 1-Month LIBOR 5.500% 3/30/25 BB+ 469,331
1,539   Delek US Holdings, Inc., Initial Loan 2.398% 1-Month LIBOR 2.250% 3/30/25 BB+ 1,484,377
258   Fieldwood Energy LLC, DIP Term Loan, (6) 9.750% 1-Month LIBOR 8.750% 8/05/21 N/R 257,163
2,320   Fieldwood Energy LLC, DIP Term Loan, (6), (7) 3.000% N/A 3.000 8/05/21 N/R 2,314,463
15,542   Fieldwood Energy LLC, Exit Term Loan, (DD1), (6) 0.000% N/A N/A 4/11/22 N/R 3,642,730
5,342   Fieldwood Energy LLC, Exit Term Loan, Second Lien, (6) 0.000% N/A N/A 4/11/23 N/R 7,746
2,073   Gulf Finance, LLC, Term Loan B 6.250% 1-Month LIBOR 5.250% 8/25/23 CCC+ 1,581,748
644   Peabody Energy Corporation, Term Loan B 2.897% 1-Month LIBOR 2.750% 3/31/25 Caa1 306,743
32,432   Total Oil, Gas & Consumable Fuels           14,303,062
    Paper & Forest Products – 0.3%            
2,294   Asplundh, Term Loan B 2.647% 1-Month LIBOR 2.500% 9/04/27 BBB- 2,305,010
    Personal Products – 0.5%            
1,245   Coty, Inc., Term Loan A 1.902% 1-Month LIBOR 1.750% 4/05/23 B 1,183,136
164   Coty, Inc., Term Loan B 2.402% 1-Month LIBOR 2.250% 4/05/25 B 154,874
4,071   Revlon Consumer Products Corporation, Term Loan B, First Lien, (DD1), (5) 4.250% 3-Month LIBOR 3.500% 9/07/23 CC 2,143,885
17   Revlon Consumer Products Corporation, Term Loan B, First Lien, (DD1), (5) 4.250% 2-Month LIBOR 3.500% 9/07/23 CC 8,941
5,497   Total Personal Products           3,490,836
    Pharmaceuticals – 3.4%            
2,662   Alphabet Holding Company, Inc., Initial Term Loan, First Lien 3.647% 1-Month LIBOR 3.500% 9/28/24 B- 2,643,307
1,000   Alphabet Holding Company, Inc., Initial Term Loan, Second Lien 7.897% 1-Month LIBOR 7.750% 8/15/25 CCC 998,500
6,374   Concordia Healthcare Corp, Exit Term Loan 6.500% 1-Month LIBOR 5.500% 9/06/24 B- 6,278,959
692   Elanco Animal Health, Term Loan B 1.905% 3-Month LIBOR 1.750% 8/01/27 Baa3 686,502
990   Endo Health Solutions, Inc., Term Loan B 5.000% 3-Month LIBOR 4.250% 4/29/24 B+ 977,372
5,178   Mallinckrodt International Finance S.A., Term Loan B, First Lien, (DD1), (6) 5.500% 6-Month LIBOR 4.750% 9/24/24 D 4,887,815
      26

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Pharmaceuticals (continued)            
$1,194   Mallinckrodt International Finance S.A., Term Loan, First Lien, (6) 5.750% 3-Month LIBOR 5.000% 2/24/25 D $1,126,775
1,500   Milano, Term Loan B 4.750% 3-Month LIBOR 4.000% 10/01/27 B+ 1,503,435
4,807   Valeant Pharmaceuticals International, Inc., Term Loan, First Lien 3.148% 1-Month LIBOR 3.000% 6/02/25 BB 4,795,519
24,397   Total Pharmaceuticals           23,898,184
    Professional Services – 1.2%            
3,746   Ceridian HCM Holding, Inc., Term Loan B 2.600% 1-Week LIBOR 2.500% 4/30/25 B+ 3,705,556
742   Creative Artists Agency, LLC, Term Loan B 3.897% 1-Month LIBOR 3.750% 11/26/26 B 735,695
1,191   Dun & Bradstreet Corp., Initial Term Loan 3.898% 1-Month LIBOR 3.750% 2/08/26 BB+ 1,193,811
2,102   Nielsen Finance LLC, Term Loan B4 2.146% 1-Month LIBOR 2.000% 10/04/23 BBB- 2,098,338
459   On Assignment, Inc., Term Loan B3 1.897% 1-Month LIBOR 1.750% 4/02/25 BBB- 458,787
8,240   Total Professional Services           8,192,187
    Real Estate Management & Development – 1.2%            
2,447   Forest City Enterprises, L.P., New Term Loan B 3.647% 1-Month LIBOR 3.500% 12/07/25 B2 2,348,071
3,147   GGP, Initial Term Loan A2 3.147% 1-Month LIBOR 3.000% 8/24/23 BB+ 3,006,329
3,000   TNT Crane and Rigging, Inc., Exit Term Loan 7.500% 3-Month LIBOR 6.500% 10/16/24 B+ 3,093,750
8,594   Total Real Estate Management & Development           8,448,150
    Road & Rail – 1.8%            
904   Avolon LLC, Term Loan B 2.500% 1-Month LIBOR 1.750% 1/15/25 Baa2 899,164
2,562   Fly Funding II S.α r.l., Replacement Term Loan 2.000% 3-Month LIBOR 1.750% 8/09/25 BB+ 2,459,799
1,238   Genesee & Wyoming Inc., Term Loan, First Lien 2.254% 3-Month LIBOR 2.000% 12/30/26 BB+ 1,237,364
1,000   Hertz Corporation, Term Loan, (WI/DD), (6) TBD TBD TBD TBD N/R 985,000
6,664   Hertz Corporation, Term Loan B1, (DD1), (6) 3.500% 1-Month LIBOR 2.750% 6/30/23 N/R 6,569,499
618   Savage Enterprises LLC, Term Loan B 3.150% 1-Month LIBOR 3.000% 8/01/25 BB 617,056
12,986   Total Road & Rail           12,767,882
    Semiconductors & Semiconductor Equipment – 1.2%            
2,149   Cabot Microelectronics, Term Loan B1 2.188% 1-Month LIBOR 2.000% 11/15/25 N/R 2,139,998
5,284   Lumileds, Term Loan B, (DD1) 4.500% 6-Month LIBOR 3.500% 6/30/24 CCC 3,065,341
910   MACOM Technology Solutions Holdings Inc., Initial Term Loan 2.397% 1-Month LIBOR 2.250% 5/19/24 B 891,703
2,240   ON Semiconductor Corporation, New Replacement Term Loan B4 2.147% 1-Month LIBOR 2.000% 9/19/26 BB+ 2,246,988
10,583   Total Semiconductors & Semiconductor Equipment           8,344,030
27      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Software – 8.3%            
$1,488   Applied Systems, Inc., Initial Term Loan, First Lien 4.000% 3-Month LIBOR 3.000% 9/19/24 B2 $1,489,626
2,377   Blackboard, Inc., Term Loan B5, First Lien 7.000% 3-Month LIBOR 6.000% 6/30/24 B 2,370,456
1,384   Blue Yonder, Term Loan B 4.000% 1-Month LIBOR 3.000% 1/30/26 B- 1,385,143
895   BMC Software, Inc., Term Loan B 4.397% 1-Month LIBOR 4.250% 10/02/25 B2 893,275
950   Cornerstone OnDemand, Inc., Term Loan B, First Lien 4.394% 1-Month LIBOR 4.250% 4/22/27 B1 956,002
717   Dynatrace LLC, Term Loan, First Lien 2.397% 1-Month LIBOR 2.250% 8/23/25 BB- 711,603
3,960   Ellucian, Term Loan, First Lien 4.500% 3-Month LIBOR 3.750% 10/07/27 B 3,979,180
4,791   Epicor Software Corporation, Term Loan, First Lien 5.250% 1-Month LIBOR 4.250% 7/31/27 B2 4,827,858
442   Greenway Health, Term Loan, First Lien 4.750% 3-Month LIBOR 3.750% 2/16/24 B- 408,478
2,500   Infoblox, Term Loan, First Lien 4.500% 6-Month LIBOR 3.750% 12/01/27 B2 2,503,650
5,363   Informatica LLC, Term Loan, First Lien 3.397% 1-Month LIBOR 3.250% 2/14/27 B1 5,329,462
1,750   Informatica LLC, Term Loan, Second Lien 7.125% N/A N/A 2/25/25 CCC+ 1,786,313
1,716   McAfee LLC, Term Loan B 3.898% 1-Month LIBOR 3.750% 9/29/24 BB 1,718,684
1,221   Micro Focus International PLC, New Term Loan 2.897% 1-Month LIBOR 2.750% 6/21/24 BB- 1,208,920
8,246   Micro Focus International PLC, Term Loan B 2.897% 1-Month LIBOR 2.750% 6/21/24 BB 8,163,661
632   Micro Focus International PLC, Term Loan B4 5.250% 3-Month LIBOR 4.250% 6/05/25 BB 639,242
3,782   Misys, New Term Loan, First Lien 4.500% 6-Month LIBOR 3.500% 6/13/24 BB- 3,714,464
1,874   Perforce Software Inc., Term Loan, First Lien 3.897% 1-Month LIBOR 3.750% 7/01/26 B- 1,841,946
1,279   Press Ganey Holdings, Inc., Term Loan, First Lien 3.714% 3-Month LIBOR 3.500% 7/25/26 B 1,266,470
1,329   Quintiles Transnational Corporation, Dollar Term Loan B3 2.004% 3-Month LIBOR 1.750% 6/11/25 BBB- 1,322,484
212   Skillsoft, Exit Term Loan 8.500% 1-Month LIBOR 7.500% 4/28/21 N/R 217,522
242   Skillsoft, First-Out Rolled Up Exit Term Loan 7.751% 3-Month LIBOR 7.500% 12/27/24 B+ 248,439
1,471   Skillsoft, Takeback Second-Out Term Loan 8.500% 1-Month LIBOR 7.500% 4/27/25 B- 1,472,727
1,900   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B3 1.897% 1-Month LIBOR 1.750% 4/16/25 BB+ 1,880,135
1,470   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B4 1.897% 1-Month LIBOR 1.750% 4/16/25 BB+ 1,454,805
1,179   SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B5 1.897% 1-Month LIBOR 1.750% 4/16/25 BB+ 1,167,888
1,000   Thomson Reuters IP & S, Incremental Term Loan B 4.000% 1-Month LIBOR 3.000% 10/31/26 B 1,001,560
2,083   Thomson Reuters IP & S, Term Loan B 3.147% 1-Month LIBOR 3.000% 10/31/26 B 2,076,705
      28

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Software (continued)            
$48   TIBCO Software, Inc., Term Loan, First Lien 3.900% 1-Month LIBOR 3.750% 7/03/26 B+ $46,896
1,015   Ultimate Software, Incremental Term Loan 4.750% 3-Month LIBOR 4.000% 5/03/26 B1 1,021,836
291   Ultimate Software, Incremental Term Loan, Second Lien 7.500% 3-Month LIBOR 6.750% 5/03/27 Caa1 300,102
494   Xperi Holding Corp, Term Loan B 4.147% 1-Month LIBOR 4.000% 6/01/25 BB- 495,397
58,101   Total Software           57,900,929
    Specialty Retail – 1.5%            
1,000   Academy, LTD., Term Loan, First Lien 5.750% 1-Month LIBOR 5.000% 11/06/27 B 999,750
998   American Tire Distributors, Inc., Term Loan, First Lien, (WI/DD) TBD TBD TBD TBD N/R 956,571
3,101   Camping World, Term Loan 3.500% 1-Month LIBOR 2.750% 11/08/23 B+ 3,077,001
1,340   Mattress Firm, Inc., Term Loan B 6.250% 3-Month LIBOR 5.250% 11/25/27 B+ 1,353,400
853   Midas Intermediate Holdco II, LLC Incremental Term Loan B, (WI/DD), (6) TBD TBD TBD TBD N/R 867,368
1,369   Petco Animal Supplies, Inc., Term Loan B1 4.250% 3-Month LIBOR 3.250% 1/26/23 B3 1,314,848
1,082   Petsmart Inc., Term Loan B, First Lien 4.500% 3-Month LIBOR 3.500% 3/11/22 B1 1,084,885
663   Staples, Inc., Term Loan 5.214% 3-Month LIBOR 5.000% 4/12/26 B 644,319
10,406   Total Specialty Retail           10,298,142
    Technology Hardware, Storage & Peripherals – 0.7%            
1,000   Ahead, Term Loan B 6.000% 3-Month LIBOR 5.000% 10/16/27 B1 986,250
1,487   Dell International LLC, Refinancing Term Loan B1 2.750% 1-Month LIBOR 2.000% 9/19/25 Baa3 1,489,940
1,380   NCR Corporation, Term Loan B 2.650% 1-Month LIBOR 2.500% 8/28/26 BB+ 1,362,847
1,040   Tech Data Corporation, Asset Based Term Loan 3.645% 1-Month LIBOR 3.500% 7/01/25 BBB- 1,048,123
4,907   Total Technology Hardware, Storage & Peripherals           4,887,160
    Textiles, Apparel & Luxury Goods – 0.2%            
1,500   Canada Goose, Inc., Refinancing Term Loan 5.000% 3-Month LIBOR 4.250% 10/07/27 BB 1,502,813
    Trading Companies & Distributors – 0.6%            
2,768   Hayward Industries, Inc., Initial Term Loan, First Lien 3.647% 1-Month LIBOR 3.500% 8/04/24 B 2,743,423
1,635   Univar, Inc., Term Loan B 2.397% 1-Month LIBOR 2.250% 7/01/24 BB+ 1,631,705
4,403   Total Trading Companies & Distributors           4,375,128
    Transportation Infrastructure – 0.3%            
1,767   Atlantic Aviation FBO Inc., Term Loan 3.900% 1-Month LIBOR 3.750% 12/06/25 BB- 1,766,970
29      

Principal Amount (000)   Description (1) Coupon (2) Reference
Rate (2)
Spread (2) Maturity (3) Ratings (4) Value
    Wireless Telecommunication Services – 0.1%            
$992   Altice Financing S.A., Term Loan 2.897% 1-Month LIBOR 2.750% 1/31/26 B $973,597
$617,886   Total Variable Rate Senior Loan Interests (cost $597,143,482)         580,079,893
    
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (4) Value
    CORPORATE BONDS – 13.0%            
    Aerospace & Defense – 0.7%            
$3,150   Bombardier Inc, 144A     5.750% 3/15/22 B $3,213,850
1,155   Bombardier Inc, 144A     6.000% 10/15/22 B 1,133,806
563   Bombardier Inc, 144A     7.875% 4/15/27 B 517,645
4,868   Total Aerospace & Defense           4,865,301
    Auto Components – 0.4%            
500   Adient Global Holdings Ltd, 144A     4.875% 8/15/26 B 513,750
2,210   Adient US LLC, 144A     9.000% 4/15/25 Ba3 2,464,150
2,710   Total Auto Components           2,977,900
    Communications Equipment – 0.3%            
2,000   ViaSat Inc, 144A     6.500% 7/15/28 BB- 2,164,420
    Diversified Consumer Services – 0.1%            
650   Kronos Acquisition Holdings Inc, 144A     9.000% 8/15/23 Caa1 665,925
    Diversified Telecommunication Services – 1.2%            
1,500   Avaya Inc, 144A     6.125% 9/15/28 BB- 1,602,390
3,900   CenturyLink Inc     5.800% 3/15/22 BB 4,065,750
2,500   CenturyLink Inc     6.750% 12/01/23 BB 2,784,375
7,900   Total Diversified Telecommunication Services           8,452,515
    Electric Utilities – 1.2%            
5,340   Bruce Mansfield Unit 1 2007 Pass-Through Trust, (6)     6.850% 6/01/34 N/R 6,675
1,649   Pacific Gas and Electric Co     3.150% 1/01/26 BBB- 1,756,752
1,219   Pacific Gas and Electric Co     4.550% 7/01/30 BBB- 1,387,164
1,848   Pacific Gas and Electric Co     4.500% 7/01/40 BBB- 2,058,743
1,907   Pacific Gas and Electric Co     4.450% 4/15/42 BBB- 2,060,608
1,000   Vistra Operations Co LLC, 144A     5.000% 7/31/27 BB+ 1,060,000
12,963   Total Electric Utilities           8,329,942
    Energy Equipment & Services – 1.0%            
6,500   Bausch Health Cos Inc, 144A     6.125% 4/15/25 B 6,699,290
    Equity Real Estate Investment Trust – 0.9%            
5,565   Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC, 144A     7.875% 2/15/25 BB+ 5,977,979
      30

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Principal Amount (000)    Description (1)     Coupon Maturity Ratings (4) Value
    Gas Utilities – 0.5%            
$3,000   Ferrellgas LP / Ferrellgas Finance Corp, 144A     10.000% 4/15/25 B3 $3,316,560
    Health Care Providers & Services – 1.4%            
2,000   Acadia Healthcare Co Inc     5.625% 2/15/23 B- 2,005,000
1,500   AHP Health Partners Inc, 144A     9.750% 7/15/26 CCC+ 1,655,625
1,000   CHS/Community Health Systems Inc, 144A     9.875% 6/30/23 CCC- 1,051,250
1,901   HCA Inc     5.375% 2/01/25 Ba2 2,137,731
500   RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc, 144A     9.750% 12/01/26 CCC+ 551,250
1,000   Tenet Healthcare Corp     4.625% 7/15/24 BB- 1,025,020
1,000   Tenet Healthcare Corp, 144A     6.125% 10/01/28 B 1,043,655
8,901   Total Health Care Providers & Services           9,469,531
    Hotels, Restaurants & Leisure – 0.8%            
1,000   Boyd Gaming Corp     6.375% 4/01/26 B- 1,038,810
630   Carnival Corp, 144A     11.500% 4/01/23 Ba2 728,482
2,400   MGM Resorts International     7.750% 3/15/22 BB 2,556,000
1,500   Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp, 144A     5.500% 3/01/25 BB- 1,568,130
5,530   Total Hotels, Restaurants & Leisure           5,891,422
    Media – 1.5%            
1,000   CCO Holdings LLC / CCO Holdings Capital Corp, 144A     5.000% 2/01/28 BB+ 1,057,500
3,000   CSC Holdings LLC, 144A     5.500% 5/15/26 BB 3,120,000
3,000   CSC Holdings LLC, 144A     5.500% 4/15/27 BB 3,180,000
1,000   Houghton Mifflin Harcourt Publishers Inc, 144A     9.000% 2/15/25 BB- 1,017,500
2   iHeartCommunications Inc     6.375% 5/01/26 B+ 2,776
2   iHeartCommunications Inc     8.375% 5/01/27 CCC+ 2,001
715   Intelsat Luxembourg SA, (6)     8.125% 6/01/23 N/R 32,175
513   Nielsen Finance LLC / Nielsen Finance Co, 144A     5.000% 4/15/22 BB- 514,349
1,250   Univision Communications Inc, 144A     9.500% 5/01/25 B 1,390,625
10,482   Total Media           10,316,926
    Oil, Gas & Consumable Fuels – 0.5%            
395   Ascent Resources Utica Holdings LLC / ARU Finance Corp, 144A     10.000% 4/01/22 B 402,900
528   Calumet Specialty Products Partners LP / Calumet Finance Corp     7.625% 1/15/22 B- 522,720
972   Calumet Specialty Products Partners LP / Calumet Finance Corp, 144A     9.250% 7/15/24 BB- 1,078,920
1,500   Citgo Holding Inc, 144A     9.250% 8/01/24 B+ 1,380,000
3,395   Total Oil, Gas & Consumable Fuels           3,384,540
31      

Principal Amount (000)    Description (1)     Coupon Maturity Ratings (4) Value
    Pharmaceuticals – 2.2%            
$5,240   Advanz Pharma Corp Ltd     8.000% 9/06/24 B- $5,292,400
2,000   Bausch Health Cos Inc, 144A     7.000% 3/15/24 BB 2,057,500
5,000   Bausch Health Cos Inc, 144A     9.000% 12/15/25 B 5,530,400
963   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     9.500% 7/31/27 CCC+ 1,074,949
1,215   Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A     6.000% 6/30/28 CCC+ 1,032,750
481   Par Pharmaceutical Inc, 144A     7.500% 4/01/27 B+ 521,885
14,899   Total Pharmaceuticals           15,509,884
    Road & Rail – 0.3%            
2,050   Hertz Corp, 144A, (6)     7.625% 6/01/22 N/R 2,019,250
$91,413   Total Corporate Bonds (cost $85,194,681)           90,041,385
    
Shares   Description (1)           Value
    COMMON STOCKS – 3.0%            
    Banks – 0.1%            
28,137   iQor US Inc, (8), (9)           $312,321
    Communications Equipment – 0.1%            
24,672   Windstream Services LLC, (8), (9)           300,184
    Construction & Engineering – 0.0%            
5,622   TNT Crane & Rigging Inc, (5), (9)           6
3,171   TNT Crane & Rigging Inc, (8), (9)           53,907
    Total Construction & Engineering           53,913
    Diversified Consumer Services – 0.0%            
17,726   Cengage Learning Holdings II Inc, (8), (9)           132,945
    Diversified Telecommunication Services – 0.0%            
18,781   Windstream Services LLC, (8), (9)           225,372
    Electric Utilities – 0.4%            
115,290   Energy Harbor Corp, (8), (9), (10)           2,962,953
    Energy Equipment & Services – 0.0%            
76,990   Transocean Ltd, (9)           177,847
5,884   Vantage Drilling International, (8), (9)           11,768
    Total Energy Equipment & Services           189,615
    Health Care Providers & Services – 0.0%            
61,430   Millennium Health LLC, (5), (9)           68,249
57,666   Millennium Health LLC, (5), (9)           58,300
    Total Health Care Providers & Services           126,549
      32

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Shares   Description (1)           Value
    Hotels, Restaurants & Leisure – 0.1%            
76,044   24 Hour Fitness Worldwide Inc, (5)           $76
159,883   24 Hour Fitness Worldwide Inc, (9)           346,466
    Total Hotels, Restaurants & Leisure           346,542
    Internet & Direct Marketing Retail – 0.0%            
7,503   Catalina Marketing Corp, (8), (9)           5,627
    Marine – 0.0%            
1,018   ACBL HLDG CORP, (8), (9)           24,941
    Media – 0.8%            
1,305,573   Clear Channel Outdoor Holdings Inc, (9)           2,154,196
59,842   Cumulus Media Inc, (9)           521,822
239,334   iHeartMedia Inc, (9)           3,106,555
    Total Media           5,782,573
    Oil, Gas & Consumable Fuels – 1.2%            
231,071   California Resources Corp, (9)           5,450,965
131,011   California Resources Corp, (5), (9)           2,593,887
3,891   Whiting Petroleum Corp, (9)           97,275
    Total Oil, Gas & Consumable Fuels           8,142,127
    Pharmaceuticals – 0.0%            
12,622   Advanz Pharma Corp Ltd, (9)           55,663
    Software – 0.3%            
13,782   SkillSoft Corp, (8), (9)           2,205,120
835   SkillSoft Corp, (8), (9)           158,650
1,228   SkillSoft Corp, (5), (9)           1
2,457   SkillSoft Corp, (5), (9)           3
    Total Software           2,363,774
    Total Common Stocks (cost $38,053,898)           21,025,099
    
Shares   Description (1)           Value
    WARRANTS – 0.1%            
    Communications Equipment – 0.0%            
16,108   Avaya Holdings Corp, (8)           $50,338
    Marine – 0.0%            
1,071   ACBL HLDG CORP, (8)           26,239
3,984   ACBL HLDG CORP, (8)           117,528
3,029   ACBL HLDG CORP, (8)           102,986
8,084   Total Marine           246,753
33      

Shares   Description (1)           Value
    Industrial Conglomerates – 0.1%            
7,968   ACBL HLDG CORP, (8)           $235,056
6,058   ACBL HLDG CORP, (8)           205,972
14,026   Total Industrial Conglomerates           441,028
    Oil, Gas & Consumable Fuels – 0.0%            
500   California Resources Corp           2,000
    Entertainment – 0.0%            
78,948   Peabody Energy WTS, (8)           17,369
    Total Warrants (cost $1,606,921)           757,488
    
Shares   Description (1)     Coupon   Ratings (4) Value
    CONVERTIBLE PREFERRED SECURITIES – 0.1%            
    Marine – 0.1%            
3,789   ACBL HLDG CORP, (8), (9)     0.000%   N/R $111,775
4,313   ACBL HLDG CORP, (8), (9)     0.000%   N/R 146,642
    Total Marine           258,417
    Total Convertible Preferred Securities (cost $230,061)           258,417
    
Shares   Description (1)           Value
    COMMON STOCK RIGHTS – 0.0%            
    Oil, Gas & Consumable Fuels – 0.0%            
18,956   Fieldwood Energy Inc, (8), (9)           $ —
3,829   Fieldwood Energy Inc, (8), (9)            —
    Total Common Stock Rights (cost $541,053)            —
    Total Long-Term Investments (cost $722,770,096)           692,162,282
    
Shares   Description (1)   Coupon       Value
    SHORT-TERM INVESTMENTS – 1.0%            
    INVESTMENT COMPANIES – 1.0%            
7,183,817   BlackRock Liquidity Funds T-Fund Portfolio, (11)   0.015% (12)       $7,183,817
    Total Short-Term Investments (cost $7,183,817)           7,183,817
    Total Investments (cost $729,953,913) – 100.6%           699,346,099
    Other Assets Less Liabilities – (0.6)%           (4,035,995)
    Net Assets – 100%           $695,310,104
      34

Nuveen Floating Rate Income Fund (continued)
Portfolio of Investments    December 31, 2020
(Unaudited)
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Variable Rate Senior Loan Interests $ — $577,922,641 $2,157,252 $580,079,893
Corporate Bonds  — 90,041,385  — 90,041,385
Common Stocks 11,910,789 6,393,788 2,720,522 21,025,099
Warrants 2,000 755,488  — 757,488
Convertible Preferred Securities  — 258,417  — 258,417
Common Stock Rights  —  —*  —  —
Short-Term Investments:        
Investment Companies 7,183,817  —  — 7,183,817
Total $19,096,606 $675,371,719 $4,877,774 $699,346,099
    
* Value equals zero as of the end of the reporting period.
35      

  For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.  
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(2) Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period.  
(3) Senior Loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments of senior loans may occur. As a result, the actual remaining maturity of senior loans held may be substantially less than the stated maturities shown.  
(4) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(5) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(6) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(7) Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(9) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
(10) Common Stock received as part of the bankruptcy settlements for Bruce Mansfield Unit 1 2007 Pass-Through Trust.  
(11) 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.  
(12) The rate shown is the annualized seven-day subsidized yield as of end of the reporting period.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
DD1 Portion of investment purchased on a delayed delivery basis.  
LIBOR London Inter-Bank Offered Rate  
N/A Not Applicable.  
PIK Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.  
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.  
      36