NPORT-EX 2 SCOF.htm
1
Nuveen
High
Yield
Income
Fund
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
97.3%   
X
372,740,455
CORPORATE
BONDS
-
76.4%
X
372,740,455
Aerospace
&
Defense
-
1.4%
$
2,100
Bombardier
Inc,
144A
(3)
6.000%
2/15/28
B
$
1,936,755
3,174
Bombardier
Inc,
144A
7.500%
2/01/29
B
3,081,576
2,000
TransDigm
Inc,
144A
6.750%
8/15/28
Ba3
2,002,304
Total
Aerospace
&
Defense
7,020,635
Air
Freight
&
Logistics
-
0.5%
2,867
Cargo
Aircraft
Management
Inc,
144A
4.750%
2/01/28
BB
2,487,230
Total
Air
Freight
&
Logistics
2,487,230
Auto
Components
-
0.5%
2,000
Dana
Inc
(3)
5.625%
6/15/28
BB+
1,831,025
842
Goodyear
Tire
&
Rubber
Co/The
5.625%
4/30/33
BB-
735,070
Total
Auto
Components
2,566,095
Automobile
Components
-
1.7%
3,450
Dana
Inc
4.500%
2/15/32
BB+
2,767,521
2,850
Goodyear
Tire
&
Rubber
Co/The
(3)
5.000%
7/15/29
BB-
2,566,349
3,500
IHO
Verwaltungs
GmbH,
144A
,
(cash
4.750%,
PIK
5.500%)
4.750%
9/15/26
Ba2
3,153,085
Total
Automobile
Components
8,486,955
Automobiles
-
2.3%
3,420
Ford
Motor
Credit
Co
LLC
6.800%
5/12/28
BB+
3,384,530
3,908
Ford
Motor
Credit
Co
LLC
7.350%
3/06/30
BB+
3,935,817
4,200
Ford
Motor
Credit
Co
LLC
(SOFR
reference
rate
+
2.950%
spread)
(4)
7.526%
3/06/26
BB+
4,181,356
Total
Automobiles
11,501,703
Beverages
-
0.6%
3,175
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
B1
2,730,976
Total
Beverages
2,730,976
Biotechnology
-
0.1%
670
Emergent
BioSolutions
Inc,
144A
3.875%
8/15/28
B
368,242
Total
Biotechnology
368,242
Broadline
Retail
-
1.0%
3,000
Kohl's
Corp
4.625%
5/01/31
BBB-
1,953,360
2,992
Macy's
Retail
Holdings
LLC,
144A
(3)
6.125%
3/15/32
BBB-
2,535,720
700
Macy's
Retail
Holdings
LLC,
144A
(3)
5.875%
4/01/29
BBB-
618,798
Total
Broadline
Retail
5,107,878
Capital
Markets
-
2.2%
2,000
AG
TTMT
Escrow
Issuer
LLC,
144A
8.625%
9/30/27
B1
2,025,400
3,075
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
B+
2,715,589
3,000
Hunt
Cos
Inc,
144A
5.250%
4/15/29
BB-
2,304,110
4,625
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
4.375%
2/01/29
BB
3,539,050
Total
Capital
Markets
10,584,149
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
2
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Chemicals
-
3.1%
$
1,920
ASP
Unifrax
Holdings
Inc,
144A
5.250%
9/30/28
BB
$
1,446,355
2,000
Celanese
US
Holdings
LLC
6.330%
7/15/29
BBB-
2,011,810
2,680
EverArc
Escrow
Sarl,
144A
5.000%
10/30/29
B+
2,127,732
1,755
Olympus
Water
US
Holding
Corp,
144A
4.250%
10/01/28
B-
1,407,360
4,300
Trinseo
Materials
Operating
SCA
/
Trinseo
Materials
Finance
Inc,
144A
5.375%
9/01/25
B3
3,386,250
2,445
Tronox
Inc,
144A
4.625%
3/15/29
BB-
1,984,571
2,855
WR
Grace
Holdings
LLC,
144A
7.375%
3/01/31
BB+
2,797,900
Total
Chemicals
15,161,978
Commercial
Services
&
Supplies
-
3.0%
5,270
Allied
Universal
Holdco
LLC
/
Allied
Universal
Finance
Corp,
144A
6.625%
7/15/26
B
4,949,940
1,500
Garda
World
Security
Corp,
144A
4.625%
2/15/27
BB
1,369,919
1,350
Garda
World
Security
Corp,
144A
7.750%
2/15/28
BB
1,353,929
7,625
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
(3)
6.250%
1/15/28
B
7,003,435
Total
Commercial
Services
&
Supplies
14,677,223
Communications
Equipment
-
1.3%
1,600
CommScope
Technologies
LLC,
144A
(3)
6.000%
6/15/25
CCC+
1,503,772
5,300
Viasat
Inc,
144A
5.625%
9/15/25
B+
5,092,240
Total
Communications
Equipment
6,596,012
Construction
Materials
-
0.4%
1,800
Gates
Global
LLC
/
Gates
Corp,
144A
(3)
6.250%
1/15/26
B
1,764,000
Total
Construction
Materials
1,764,000
Consumer
Finance
-
1.3%
1,975
Navient
Corp
5.500%
3/15/29
Ba3
1,634,312
3,000
Navient
Corp
(3)
4.875%
3/15/28
Ba3
2,484,510
2,850
OneMain
Finance
Corp
4.000%
9/15/30
BB
2,102,816
340
OneMain
Finance
Corp
7.125%
3/15/26
BB
325,098
Total
Consumer
Finance
6,546,736
Consumer
Staples
Distribution
&
Retail
-
1.1%
1,555
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
BB
1,518,815
3,785
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
6.500%
2/15/28
BB
3,761,344
Total
Consumer
Staples
Distribution
&
Retail
5,280,159
Containers
&
Packaging
-
1.6%
2,000
Mauser
Packaging
Solutions
Holding
Co,
144A
7.875%
8/15/26
B
1,982,239
1,460
Owens-Brockway
Glass
Container
Inc,
144A
7.250%
5/15/31
B+
1,485,550
2,000
Owens-Brockway
Glass
Container
Inc,
144A
(3)
6.625%
5/13/27
B+
1,997,500
565
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
B+
491,719
1,885
Trident
TPI
Holdings
Inc,
144A
12.750%
12/31/28
CCC+
1,927,413
Total
Containers
&
Packaging
7,884,421
Diversified
Telecommunication
Services
-
3.0%
2,000
Altice
France
SA/France,
144A
8.125%
2/01/27
B2
1,723,595
3,500
Cablevision
Lightpath
LLC,
144A
3.875%
9/15/27
B1
2,883,930
2,500
Frontier
Communications
Holdings
LLC,
144A
(3)
6.000%
1/15/30
BB-
1,754,427
2,500
Iliad
Holding
SASU,
144A
7.000%
10/15/28
BB-
2,330,692
3,313
Iliad
Holding
SASU,
144A
6.500%
10/15/26
BB-
3,119,058
3,750
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
B
2,968,393
Total
Diversified
Telecommunication
Services
14,780,095
3
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Electric
Utilities
-
1.2%
$
1,800
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
$
18
1,860
NRG
Energy
Inc,
144A
7.000%
3/15/33
BBB-
1,876,660
3,750
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
BB+
3,816,750
Total
Electric
Utilities
5,693,428
Electronic
Equipment,
Instruments
&
Components
-
0.4%
2,350
Imola
Merger
Corp,
144A
4.750%
5/15/29
BB+
2,021,492
Total
Electronic
Equipment,
Instruments
&
Components
2,021,492
Energy
Equipment
&
Services
-
2.1%
4,310
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
B+
3,997,361
1,500
Transocean
Inc,
144A
11.500%
1/30/27
CCC+
1,534,380
3,000
Transocean
Titan
Financing
Ltd,
144A
8.375%
2/01/28
B2
3,038,040
1,800
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
4/01/26
BB-
1,711,872
Total
Energy
Equipment
&
Services
10,281,653
Entertainment
-
0.4%
2,340
Univision
Communications
Inc,
144A
4.500%
5/01/29
B+
1,964,410
Total
Entertainment
1,964,410
Gas
Utilities
-
1.0%
3,042
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
B
2,533,314
2,425
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
B
2,205,780
Total
Gas
Utilities
4,739,094
Ground
Transportation
-
0.5%
2,500
XPO
Inc,
144A
7.125%
6/01/31
BB+
2,476,802
Total
Ground
Transportation
2,476,802
Health
Care
Equipment
&
Supplies
-
0.5%
2,735
Embecta
Corp,
144A
5.000%
2/15/30
Ba3
2,289,911
Total
Health
Care
Equipment
&
Supplies
2,289,911
Health
Care
Providers
&
Services
-
4.3%
2,500
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
BB-
1,796,318
2,025
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
BB-
1,521,013
3,000
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
BB-
2,567,947
3,000
Global
Medical
Response
Inc,
144A
6.500%
10/01/25
CCC+
2,027,010
2,710
IQVIA
Inc,
144A
6.500%
5/15/30
BB
2,755,826
1,800
Pediatrix
Medical
Group
Inc,
144A
(3)
5.375%
2/15/30
BB-
1,656,000
2,000
Select
Medical
Corp,
144A
6.250%
8/15/26
B-
1,944,753
6,515
Tenet
Healthcare
Corp,
144A
6.750%
5/15/31
BB-
6,508,550
Total
Health
Care
Providers
&
Services
20,777,417
Health
Care
REITs
-
0.4%
2,250
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
(3)
5.000%
10/15/27
BB+
1,847,886
Total
Health
Care
REITs
1,847,886
Hotels
-
1.4%
3,050
CDI
Escrow
Issuer
Inc,
144A
5.750%
4/01/30
B+
2,858,782
2,000
Merlin
Entertainments
Ltd,
144A
5.750%
6/15/26
B+
1,911,864
1,980
Royal
Caribbean
Cruises
Ltd,
144A
8.250%
1/15/29
BB-
2,083,401
Total
Hotels
6,854,047
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
4
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Hotels,
Restaurants
&
Leisure
-
3.2%
$
4,750
Carnival
Corp,
144A
10.500%
2/01/26
BB-
$
4,935,853
3,209
Cinemark
USA
Inc,
144A
(3)
5.875%
3/15/26
B+
3,048,550
1,500
Life
Time
Inc,
144A
5.750%
1/15/26
BB-
1,453,105
2,000
NCL
Corp
Ltd,
144A
5.875%
3/15/26
B-
1,814,294
3,345
NCL
Corp
Ltd,
144A
8.375%
2/01/28
BB-
3,459,623
940
Royal
Caribbean
Cruises
Ltd,
144A
7.250%
1/15/30
B+
948,388
Total
Hotels,
Restaurants
&
Leisure
15,659,813
Household
Durables
-
0.3%
1,750
Newell
Brands
Inc
5.750%
4/01/46
BB+
1,275,073
Total
Household
Durables
1,275,073
Independent
Power
Producers
&
Energy
Traders
-
0.3%
1,600
TerraForm
Power
Operating
LLC,
144A
5.000%
1/31/28
BB-
1,500,000
Total
Independent
Power
Producers
&
Energy
Traders
1,500,000
Industrial
Conglomerates
-
0.3%
1,700
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
4.750%
9/15/24
BB
1,590,747
Total
Industrial
Conglomerates
1,590,747
Insurance
-
2.1%
5,000
Acrisure
LLC
/
Acrisure
Finance
Inc,
144A
7.000%
11/15/25
CCC+
4,737,625
2,402
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
6.750%
4/15/28
B2
2,356,442
2,000
AmWINS
Group
Inc,
144A
4.875%
6/30/29
B-
1,785,085
1,420
BroadStreet
Partners
Inc,
144A
5.875%
4/15/29
CCC+
1,228,518
Total
Insurance
10,107,670
Interactive
Media
&
Services
-
0.3%
1,500
Getty
Images
Inc,
144A
9.750%
3/01/27
B
1,495,326
Total
Interactive
Media
&
Services
1,495,326
IT
Services
-
0.6%
2,000
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
CCC+
1,625,000
1,500
CA
Magnum
Holdings,
144A
5.375%
10/31/26
BB-
1,303,838
Total
IT
Services
2,928,838
Machinery
-
0.5%
2,392
Chart
Industries
Inc,
144A
(3)
9.500%
1/01/31
B
2,501,697
Total
Machinery
2,501,697
Media
-
8.4%
1,800
Altice
Financing
SA,
144A
5.750%
8/15/29
B
1,372,593
5,000
Altice
Financing
SA,
144A
5.000%
1/15/28
B
3,906,707
2,750
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
6.375%
9/01/29
BB+
2,564,844
2,642
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
7.375%
3/03/31
BB+
2,528,799
5,000
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.000%
2/01/28
BB+
4,544,061
5,090
CSC
Holdings
LLC,
144A
(3)
11.250%
5/15/28
B1
4,822,775
4,000
DISH
Network
Corp,
144A
11.750%
11/15/27
Ba3
3,828,426
1,500
Gray
Escrow
Inc,
144A
5.375%
11/15/31
BB-
954,441
2,420
iHeartCommunications
Inc,
144A
(3)
4.750%
1/15/28
BB-
1,678,778
2,000
LCPR
Senior
Secured
Financing
DAC,
144A
6.750%
10/15/27
BB+
1,855,780
2,113
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
1,751,455
1,850
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
BB
1,549,102
1,640
UPC
Broadband
Finco
BV,
144A
4.875%
7/15/31
BB+
1,377,272
2,450
UPC
Holding
BV,
144A
5.500%
1/15/28
B
2,149,875
2,113
Virgin
Media
Secured
Finance
PLC,
144A
5.500%
5/15/29
BB+
1,899,148
5
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Media
(continued)
$
5,220
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
BB
$
4,151,806
Total
Media
40,935,862
Metals
&
Mining
-
2.7%
3,509
Cleveland-Cliffs
Inc,
144A
6.750%
4/15/30
BB-
3,314,256
875
Constellium
SE,
144A
(3)
3.750%
4/15/29
B+
753,445
3,509
FMG
Resources
August
2006
Pty
Ltd,
144A
5.875%
4/15/30
BB+
3,311,602
2,170
Mineral
Resources
Ltd,
144A
8.500%
5/01/30
BB
2,178,138
1,000
Mineral
Resources
Ltd,
144A
8.000%
11/01/27
BB
1,002,910
3,145
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
BB
2,589,250
Total
Metals
&
Mining
13,149,601
Mortgage
Real
Estate
Investment
Trusts
(REITs)
-
0.6%
2,000
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
Ba1
1,649,321
1,000
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
2.875%
10/15/26
Ba1
873,781
340
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.875%
3/01/31
Ba1
267,689
Total
Mortgage
Real
Estate
Investment
Trusts
(REITs)
2,790,791
Oil,
Gas
&
Consumable
Fuels
-
9.5%
1,835
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
BB
1,687,013
3,795
Baytex
Energy
Corp,
144A
8.500%
4/30/30
BB-
3,708,896
1,750
Callon
Petroleum
Co,
144A
(3)
8.000%
8/01/28
BB-
1,711,250
3,148
Callon
Petroleum
Co,
144A
(3)
7.500%
6/15/30
BB-
2,918,926
1,710
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
(3)
8.125%
1/15/27
B-
1,628,775
1,530
CNX
Midstream
Partners
LP,
144A
4.750%
4/15/30
BB
1,266,997
4,000
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
6.000%
2/01/29
BB
3,700,480
1,500
DT
Midstream
Inc,
144A
4.125%
6/15/29
BB+
1,300,802
2,900
Energean
Israel
Finance
Ltd,
144A
,
Reg
S
5.875%
3/30/31
BB-
2,527,005
1,615
EnLink
Midstream
LLC,
144A
6.500%
9/01/30
BBB-
1,605,016
3,550
EQM
Midstream
Partners
LP
6.500%
7/15/48
BB
2,899,927
1,840
EQM
Midstream
Partners
LP,
144A
6.500%
7/01/27
BB
1,797,414
2,525
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.875%
4/15/30
B
2,483,092
1,908
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.000%
1/15/27
B
1,858,449
575
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
5.750%
2/01/29
BB+
520,466
2,930
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
6.000%
2/01/31
BB+
2,607,786
2,205
Kinetik
Holdings
LP,
144A
5.875%
6/15/30
BB+
2,089,237
2,617
Matador
Resources
Co,
144A
6.875%
4/15/28
BB-
2,595,596
2,467
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
2,357,167
3,150
Parkland
Corp/Canada,
144A
4.625%
5/01/30
BB
2,723,175
340
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
BB-
318,422
1,985
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
BB
1,994,925
Total
Oil,
Gas
&
Consumable
Fuels
46,300,816
Passenger
Airlines
-
1.8%
2,487
Allegiant
Travel
Co,
144A
7.250%
8/15/27
BB+
2,468,347
1,945
American
Airlines
Inc,
144A
7.250%
2/15/28
Ba3
1,903,220
3,000
American
Airlines
Inc,
144A
11.750%
7/15/25
Ba3
3,286,158
1,250
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
1,132,303
Total
Passenger
Airlines
8,790,028
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
6
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Personal
Care
Products
-
0.7%
$
3,850
Kronos
Acquisition
Holdings
Inc
/
KIK
Custom
Products
Inc,
144A
(3)
7.000%
12/31/27
CCC
$
3,304,956
Total
Personal
Care
Products
3,304,956
Professional
Services
-
1.0%
1,800
ASGN
Inc,
144A
4.625%
5/15/28
BB-
1,621,910
2,440
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
B1
1,945,402
1,500
Verscend
Escrow
Corp,
144A
9.750%
8/15/26
CCC+
1,503,274
Total
Professional
Services
5,070,586
Real
Estate
Management
&
Development
-
0.3%
2,000
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
5.750%
1/15/29
B
1,444,870
Total
Real
Estate
Management
&
Development
1,444,870
Software
-
0.6%
3,000
Gen
Digital
Inc,
144A
6.750%
9/30/27
BB+
2,996,573
Total
Software
2,996,573
Specialized
REITs
-
1.3%
2,310
Iron
Mountain
Inc,
144A
7.000%
2/15/29
BB-
2,301,831
1,815
Iron
Mountain
Information
Management
Services
Inc,
144A
5.000%
7/15/32
BB-
1,547,187
2,392
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
BB+
2,320,774
Total
Specialized
REITs
6,169,792
Specialty
Retail
-
1.9%
1,850
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
BB
1,587,148
1,800
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
BB
1,715,124
340
Bath
&
Body
Works
Inc
6.875%
11/01/35
BB
308,005
1,590
LCM
Investments
Holdings
II
LLC,
144A
4.875%
5/01/29
BB-
1,325,894
3,000
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
CCC
1,843,320
2,083
Staples
Inc,
144A
7.500%
4/15/26
B
1,712,173
1,530
Staples
Inc,
144A
10.750%
4/15/27
CCC+
938,162
Total
Specialty
Retail
9,429,826
Textiles
-
0.4%
1,890
Hanesbrands
Inc,
144A
(3)
9.000%
2/15/31
BB-
1,890,202
Total
Textiles
1,890,202
Textiles,
Apparel
&
Luxury
Goods
-
0.5%
2,882
Wolverine
World
Wide
Inc,
144A
4.000%
8/15/29
B+
2,298,971
Total
Textiles,
Apparel
&
Luxury
Goods
2,298,971
Trading
Companies
&
Distributors
-
1.8%
3,508
Albion
Financing
1
SARL
/
Aggreko
Holdings
Inc,
144A
6.125%
10/15/26
BB+
3,145,729
1,600
Albion
Financing
2SARL,
144A
8.750%
4/15/27
BB-
1,383,597
4,000
WESCO
Distribution
Inc,
144A
7.250%
6/15/28
BB
4,088,464
Total
Trading
Companies
&
Distributors
8,617,790
Total
Corporate
Bonds
(cost
$394,879,750)
372,740,455
7
Principal
Amount
(000)
Description
(1)
Coupon
(6)
Reference
Rate
(6)
Spread
(6)
Maturity
(7)
Ratings
(2)
Value
X
84,422,971
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
17.3%
(6)
X
84,422,971
Aerospace
&
Defense
-
1.1%
$
2,494
TransDigm,
Inc.,
Term
Loan
H
8.148%
SOFR90A
3.250%
2/22/27
Ba3
$
2,486,306
3,000
TransDigm,
Inc.,
Term
Loan
I
,
(DD1)
8.148%
TSFR3M
3.250%
8/24/28
Ba3
2,987,190
Total
Aerospace
&
Defense
5,473,496
Automobile
Components
-
0.4%
1,800
Clarios
Global
LP,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
B+
1,785,375
Total
Automobile
Components
1,785,375
Beverages
-
0.3%
1,650
Triton
Water
Holdings,
Inc,
Term
Loan
8.659%
3-Month
LIBOR
3.500%
3/31/28
B
1,566,756
Total
Beverages
1,566,756
Capital
Markets
-
0.7%
3,550
NFP
Corp,
Term
Loan
,
(WI/
DD)
TBD
TBD
TBD
TBD
B1
3,391,137
Total
Capital
Markets
3,391,137
Commercial
Services
&
Supplies
-
0.5%
2,250
Prime
Security
Services
Borrower,
LLC,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB
2,238,750
Total
Commercial
Services
&
Supplies
2,238,750
Communications
Equipment
-
1.0%
5,431
CommScope,
Inc.,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
4/04/26
B1
5,113,311
Total
Communications
Equipment
5,113,311
Containers
&
Packaging
-
0.8%
3,990
LABL,
Inc.,
Term
Loan,
First
Lien
10.253%
SOFR30A
5.000%
10/29/28
B2
3,893,264
Total
Containers
&
Packaging
3,893,264
Diversified
Telecommunication
Services
-
0.9%
4,742
Frontier
Communications
Corp.,
Term
Loan
B
8.938%
1-Month
LIBOR
3.750%
10/08/27
BB+
4,417,230
Total
Diversified
Telecommunication
Services
4,417,230
Health
Care
Equipment
&
Supplies
-
2.1%
2,894
Bausch
&
Lomb,
Inc.,
Term
Loan
8.457%
SOFR90A
3.250%
5/05/27
BB-
2,803,865
7,675
Medline
Borrower,
LP,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/21/28
BB-
7,450,461
Total
Health
Care
Equipment
&
Supplies
10,254,326
Health
Care
Providers
&
Services
-
0.4%
1,985
US
Radiology
Specialists,
Inc.,
Term
Loan
10.503%
SOFR30A
5.250%
12/15/27
B-
1,867,256
Total
Health
Care
Providers
&
Services
1,867,256
Hotels
-
0.4%
1,995
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.437%
SOFR180A
3.500%
10/31/29
Ba1
1,996,247
Total
Hotels
1,996,247
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(1)
Coupon
(6)
Reference
Rate
(6)
Spread
(6)
Maturity
(7)
Ratings
(2)
Value
Hotels,
Restaurants
&
Leisure
-
1.5%
$
162
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
14.383%
3-Month
LIBOR
13.333%
9/29/26
Caa3
$
85,193
394
24
Hour
Fitness
Worldwide,
Inc.,
Term
Loan
,
(cash
10.143%,
PIK
5.000%)
10.143%
3-Month
LIBOR
5.000%
12/29/25
CCC-
69,008
4,500
Caesars
Entertainment
Corp,
Term
Loan
B
8.503%
SOFR30A
3.250%
1/25/30
Ba3
4,469,063
2,488
Stars
Group
Holdings
B.V.
(The),
Term
Loan
7.409%
3-Month
LIBOR
2.250%
7/10/25
BBB
2,480,732
Total
Hotels,
Restaurants
&
Leisure
7,103,996
Insurance
-
0.9%
2,244
Acrisure,
LLC,
Term
Loan
B,
First
Lien
9.404%
1-Month
LIBOR
4.250%
2/15/27
B
2,135,839
2,353
Asurion
LLC,
Term
Loan
B7
8.154%
1-Month
LIBOR
3.000%
11/03/24
Ba3
2,347,975
Total
Insurance
4,483,814
Interactive
Media
&
Services
-
0.2%
1,017
Getty
Images,
Inc.,
Term
Loan
B
9.543%
SOFR30A
+
SOFR90A
4.500%
2/19/26
BB-
1,018,144
Total
Interactive
Media
&
Services
1,018,144
Machinery
-
0.9%
4,550
Emerson
Climate
Technologies
Inc,
Term
Loan
0.000%
CME
Term
SOFR
1
Month
300.000%
5/04/30
BB+
4,501,656
Total
Machinery
4,501,656
Media
-
1.3%
3,600
CSC
Holdings,
LLC,
Term
Loan
B6
9.559%
TSFR1M
4.500%
1/18/28
B1
3,190,500
3,452
DirecTV
Financing,
LLC,
Term
Loan
10.154%
1-Month
LIBOR
5.000%
8/02/27
BBB-
3,285,601
Total
Media
6,476,101
Passenger
Airlines
-
0.4%
1,995
Air
Canada,
Term
Loan
B
8.839%
3-Month
LIBOR
3.500%
8/11/28
Ba2
1,992,062
Total
Passenger
Airlines
1,992,062
Pharmaceuticals
-
1.3%
3,600
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
3,596,778
2,500
Organon
&
Co,
Term
Loan
7.986%
3-Month
LIBOR
3.000%
6/02/28
BB
2,494,537
Total
Pharmaceuticals
6,091,315
Professional
Services
-
0.4%
2,141
Verscend
Holding
Corp.,
Term
Loan
B
9.154%
1-Month
LIBOR
4.000%
8/27/25
BB-
2,139,248
Total
Professional
Services
2,139,248
Software
-
1.1%
1,985
McAfee,
LLC,
Term
Loan
B
8.843%
SOFR30A
3.750%
2/03/29
BB+
1,865,076
3,491
Open
Text
Corporation,
Term
Loan
B
8.753%
SOFR30A
3.500%
8/25/29
BBB-
3,488,335
Total
Software
5,353,411
Textiles
-
0.4%
1,800
Hanesbrands,
Inc.,
Term
Loan
B
8.903%
SOFR30A
3.750%
2/14/30
BB+
1,788,750
Total
Textiles
1,788,750
9
Principal
Amount
(000)
Description
(1)
Coupon
(6)
Reference
Rate
(6)
Spread
(6)
Maturity
(7)
Ratings
(2)
Value
Wireless
Telecommunication
Services
-
0.3%
$
1,489
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
9.018%
SOFR30A
3.750%
4/30/28
B+
$
1,477,326
Total
Wireless
Telecommunication
Services
1,477,326
Total
Variable
Rate
Senior
Loan
Interests
(cost
$85,461,979)
84,422,971
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
8,082,477
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
1.7%
X
8,082,477
Consumer
Finance
-
0.7%
$
3,892
Ally
Financial
Inc
6.700%
2/14/33
Baa3
$
3,422,011
Total
Consumer
Finance
3,422,011
Electric
Utilities
-
0.5%
2,725
Edison
International
5.375%
N/A
(8)
BB+
2,385,465
Total
Electric
Utilities
2,385,465
Oil,
Gas
&
Consumable
Fuels
-
0.5%
2,600
Energy
Transfer
LP
6.500%
N/A
(8)
BB
2,275,001
Total
Oil,
Gas
&
Consumable
Fuels
2,275,001
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$9,094,456)
8,082,477
Shares
Description
(1)
Value
X
4,120,000
EXCHANGE-TRADED
FUNDS
-
0.8%
X
4,120,000
200,000
Invesco
Senior
Loan
ETF
(3)
$
4,120,000
Total
Exchange-Traded
Funds
(cost
$4,233,000)
4,120,000
Shares
Description
(1)
Value
2,990,794
COMMON
STOCKS
-
0.6%
X
2,990,794
Hotels,
Restaurants
&
Leisure
-
0.0%
182,331
24
Hour
Fitness
Worldwide
Inc
(9)
$
1,094
86,730
24
Hour
Fitness
Worldwide
Inc
(9)
520
Total
Hotels,
Restaurants
&
Leisure
1,614
Independent
Power
and
Renewable
Electricity
Producers
-
0.6%
38,861
Energy
Harbor
Corp
(9),(10)
2,988,139
Total
Independent
Power
and
Renewable
Electricity
Producers
2,988,139
Semiconductors
&
Semiconductor
Equipment
-
0.0%
607
Bright
Bidco
BV
(9),(11)
1,041
Total
Semiconductors
&
Semiconductor
Equipment
1,041
Total
Common
Stocks
(cost
$2,658,957)
2,990,794
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
10
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:
Shares
Description
(1)
Value
X
2,349,511
WARRANTS
-
0.5%
X
2,349,511
Energy
Equipment
&
Services
-
0.5%
13,860
Quarternorth
Energy
Holding
Inc
$
1,910,365
36,435
Quarternorth
Energy
Holding
Inc
264,154
18,918
Quarternorth
Energy
Holding
Inc
174,992
Total
Energy
Equipment
&
Services
2,349,511
Total
Warrants
(cost
$361,195)
2,349,511
Total
Long-Term
Investments
(cost
$496,689,337)
474,706,208
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
  9.2%
45,129,698
MONEY
MARKET
FUNDS
-
9.2%
X
45,129,698
45,129,698
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(12)
5.110%(13)
$
45,129,698
Total
Money
Market
Funds
(cost
$45,129,698)
$
45,129,698
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$45,129,698)
45,129,698
Shares
Description
(1)
Coupon
Value
SHORT-TERM
INVESTMENTS
-
 3.3%  
16,039,197
INVESTMENT
COMPANIES
-
3.3%
X
16,039,197
16,039,197
BlackRock
Liquidity
Funds
T-Fund
5.001%(14)
$
16,039,197
Total
Investment
Companies
(cost
$16,039,197)
16,039,197
Total
Short-Term
Investments
(cost
$16,039,197)
16,039,197
Total
Investments
(cost
$557,858,232
)
-
109.8%
535,875,103
Other
Assets
&
Liabilities,
Net
-  (9.8)%
(47,857,779)
Net
Assets
-
100%
$
488,017,324
11
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Bonds
$
–
$
372,740,455
$
–
$
372,740,455
Variable
Rate
Senior
Loan
Interests
–
84,422,971
–
84,422,971
$1,000
Par
(or
similar)
Institutional
Preferred
–
8,082,477
–
8,082,477
Exchange-Traded
Funds
4,120,000
–
–
4,120,000
Common
Stocks
–
2,989,753
1,041
2,990,794
Warrants
–
2,349,511
–
2,349,511
Investments
Purchased
with
Collateral
from
Securities
Lending
45,129,698
–
–
45,129,698
Short-Term
Investments:
Investment
Companies
16,039,197
–
–
16,039,197
Total
$
65,288,895
$
470,585,167
$
1,041
$
535,875,103
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
$43,302,163.
(4)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(5)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(6)
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)
Perpetual
security.
Maturity
date
is
not
applicable.
(9)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(10)
Energy
Harbor
Corp
(ENGH)
common
stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Bruce
Mansfield
Unit
1
2007
Pass-Through
Trust.
Various
funds
and
accounts
managed
by
Nuveen,
including
the
Fund,
collectively
are
a
substantial
minority
holder
of
ENGH’s
outstanding
shares
of
common
stock,
and
possess
certain
other
rights
with
respect
to
the
corporate
governance
of
ENGH.
Due
to
these
facts,
under
the
federal
securities
laws,
the
securities
of
ENGH
held
by
Nuveen
funds
and
accounts,
including
the
Fund,
cannot
be
sold
except
under
limited
conditions
(which
are
not  currently
satisfied).
The
Fund
is
therefore
unable
to
sell
such
shares
in
ordinary
secondary
market
transactions
at
this
time.
On
March
6,
2023
Vistra
Corp.
(“Vistra”)
announced
that
it
has
executed
a
definitive
agreement
with
Energy
Harbor
Corp.,
pursuant
to
which
Energy
Harbor
will
merge
with
and
into
a
newly-formed
subsidiary
of
Vistra.  The
companies
anticipate
closing
the
transaction
in
the
second
half
of
2023.  In
connection
with
the
transaction,
Nuveen
funds
and
accounts
expect
to
receive
a
combination
of
cash
and
shares
in
a
newly
formed
entity.
Nuveen
expects
these
shares
to
be
issued
in
a
private
transaction
and
may
have
reduced
secondary
market
liquidity.  The
transaction
is
subject
to
certain
regulatory
approvals
and
there
can
be
no
assurance
that
the
transaction
will
close.
(11)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(12)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(13)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(14)
The
rate
shown
is
the
annualized
seven-day
subsidized
yield
as
of
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
CME
Chicago
Mercantile
Exchange
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
ETF
Exchange-Traded
Fund
LIBOR
London
Inter-Bank
Offered
Rate
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.
Nuveen
High
Yield
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
12
Reg
S
Regulation
S
allows
U.S.
companies
to
sell
securities
to
persons
or
entities
located
outside
of
the
United
States
without
registering
those
securities
with
the
Securities
and
Exchange
Commission.
Specifically,
Regulation
S
provides
a
safe
harbor
from
the
registration
requirements
of
the
Securities
Act
for
the
offers
and
sales
of
securities
by
both
foreign
and
domestic
issuers
that
are
made
outside
the
United
States.
REIT
Real
Estate
Investment
Trust
SOFR
180A
180
Day
Average
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
TSFR
1M
CME
Term
SOFR
1
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
13
Nuveen
Floating
Rate
Income
Fund
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
LONG-TERM
INVESTMENTS
-
100.2%   
X
1,392,857,219
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
85.1%
(2)
X
1,392,857,219
Aerospace
&
Defense
-
0.3%
$
5,193
TransDigm,
Inc.,
Term
Loan
I
8.148%
TSFR3M
3.250%
8/24/28
Ba3
$
5,170,615
Total
Aerospace
&
Defense
5,170,615
Automobile
Components
-
0.8%
3,969
Adient
US
LLC,
Term
Loan
B
8.350%
SOFR30A
3.250%
4/08/28
BB+
3,965,316
7,775
Clarios
Global
LP,
Term
Loan
8.903%
SOFR30A
3.750%
4/20/30
B+
7,711,828
1,406
DexKo
Global
Inc.,
Term
Loan
B
7.816%
3
Month
LIBOR
3.750%
10/04/28
B2
1,334,048
Total
Automobile
Components
13,011,192
Beverages
-
1.1%
1,538
City
Brewing
Company,
LLC,
Term
Loan
8.760%
3-Month
LIBOR
3.500%
4/05/28
CCC
761,080
4,142
Naked
Juice
LLC,
Term
Loan
8.248%
SOFR90A
3.250%
1/20/29
B2
3,797,111
1,040
Naked
Juice
LLC,
Term
Loan,
Second
Lien
10.998%
SOFR90A
6.000%
1/20/30
CCC
801,707
7,231
Sunshine
Investments
B.V.,
Term
Loan
9.336%
SOFR90A
4.250%
5/05/29
B+
7,152,317
6,463
Triton
Water
Holdings,
Inc,
Term
Loan
8.659%
3-Month
LIBOR
3.500%
3/31/28
B
6,138,298
Total
Beverages
18,650,513
Biotechnology
-
0.4%
6,550
Grifols
Worldwide
Operations
USA,
Inc.,
Term
Loan
B
7.364%
1-Month
LIBOR
2.000%
11/15/27
BB+
6,307,257
Total
Biotechnology
6,307,257
Broadline
Retail
-
0.0%
165
Belk,
Inc.,
Term
Loan
12.976%
3-Month
LIBOR
7.500%
7/31/25
CCC
139,260
806
Belk,
Inc.,
Term
Loan,
(cash
15.299%,
PIK
8.000%)
15.299%
3-Month
LIBOR
10.000%
7/31/25
C
124,188
Total
Broadline
Retail
263,448
Building
Products
-
0.4%
4,140
Chamberlain
Group
Inc,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/22/28
B
3,933,345
298
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.409%
TSFR1M
3.250%
4/12/28
B
271,639
769
Griffon
Corporation,
Term
Loan
B
7.829%
SOFR90A
+
Prime
2.250%
1/19/29
BB
764,749
200
Quikrete
Holdings,
Inc.,
Term
Loan
B1
8.154%
1-Month
LIBOR
3.000%
3/18/29
Ba2
198,943
653
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
7.779%
1-Month
LIBOR
2.625%
1/31/27
Ba2
648,666
1,399
Standard
Industries
Inc.,
Term
Loan
B
7.712%
SOFR30A
2.500%
9/22/28
BBB-
1,391,808
Total
Building
Products
7,209,150
Capital
Markets
-
0.2%
3,399
Motion
Finco
Sarl,
Term
Loan
B1
8.409%
3-Month
LIBOR
3.250%
11/04/26
B
3,355,703
Total
Capital
Markets
3,355,703
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
14
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Chemicals
-
1.3%
$
1,635
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
12/12/25
BB
$
1,477,298
838
Avient
Corporation,
Term
Loan
B
8.295%
SOFR90A
3.250%
8/29/29
BB+
840,618
4,406
Axalta
Coating
Systems
Dutch
Holding
B
B.V,
Term
Loan
B
7.898%
SOFR90A
3.000%
12/08/29
BBB-
4,414,688
1,357
Diamond
(BC)
B.V.,
Term
Loan
B
7.480%
1
+
3
Month
LIBOR
2.750%
9/29/28
Ba3
1,355,131
3,640
Discovery
Purchaser
Corporation,
Term
Loan
9.284%
TSFR3M
4.375%
8/03/29
B-
3,443,458
575
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
9.003%
SOFR30A
3.750%
3/03/30
BB
572,844
820
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
8.018%
SOFR30A
2.750%
1/29/26
BB+
813,989
1,238
Kraton
Corporation,
Term
Loan
8.544%
SOFR90A
3.250%
3/15/29
BB
1,233,719
250
Starfruit
Finco
B.V,
Term
Loan
8.990%
SOFR90A
4.000%
3/03/28
BB-
246,354
6,792
Trinseo
Materials
Operating
S.C.A.,
Term
Loan
7.154%
1-Month
LIBOR
2.000%
9/09/24
Ba3
6,452,578
Total
Chemicals
20,850,677
Commercial
Services
&
Supplies
-
3.1%
2,125
Amentum
Government
Services
Holdings
LLC,
Term
Loan
8.898%
SOFR90A
4.000%
2/07/29
B
1,979,768
588
Anticimex
International
AB,
Term
Loan
9.050%
SOFR90A
4.000%
11/16/28
B
578,725
2,172
Anticimex
International
AB,
Term
Loan
B1
8.550%
SOFR90A
3.500%
11/16/28
B
2,125,422
4,029
Covanta
Holding
Corporation,
Term
Loan
B
7.653%
SOFR30A
2.500%
11/30/28
Ba1
3,973,152
251
Covanta
Holding
Corporation,
Term
Loan
C
7.653%
SOFR30A
2.500%
11/30/28
Ba1
247,942
4,929
Garda
World
Security
Corporation,
Term
Loan
B
9.444%
TSFR1M
4.250%
10/30/26
BB
4,860,876
18,287
GFL
Environmental
Inc.,
Term
Loan
8.145%
SOFR30A
3.000%
5/31/27
BB-
18,281,234
2,212
Herman
Miller,
Inc,
Term
Loan
B
7.268%
SOFR30A
2.000%
7/19/28
BB+
2,136,788
13,341
Prime
Security
Services
Borrower,
LLC,
Term
Loan
7.844%
1-Month
LIBOR
2.750%
9/23/26
BB
13,274,218
4,324
West
Corporation,
Term
Loan
B3
9.318%
SOFR30A
+
SOFR90A
4.000%
4/10/27
B1
3,870,941
Total
Commercial
Services
&
Supplies
51,329,066
Communications
Equipment
-
1.1%
8,972
CommScope,
Inc.,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
4/04/26
B1
8,447,051
650
Delta
TopCo,
Inc.,
Term
Loan,
Second
Lien
12.156%
TSFR3M
7.250%
12/01/28
CCC
590,284
2,062
EOS
Finco
Sarl,
Term
Loan
10.909%
TSFR3M
6.000%
8/03/29
B
2,049,999
3,527
MLN
US
HoldCo
LLC,
Term
Loan
B2
11.782%
TSFR3M
6.700%
10/18/27
N/R
2,027,790
6,070
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien
9.557%
3-Month
LIBOR
4.500%
11/30/25
CCC-
1,714,839
3,515
Riverbed
Technology,
Inc.,
Exit
Term
Loan,
(cash
13.330%,
PIK
2.000%)
10.840%
3
+
12
Month
LIBOR
6.000%
12/07/26
Caa3
943,924
1,613
ViaSat,
Inc.,
Term
Loan
9.600%
SOFR30A
4.500%
3/04/29
BB+
1,557,372
Total
Communications
Equipment
17,331,259
15
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Construction
&
Engineering
-
0.2%
$
241
Aegion
Corporation,
Term
Loan
9.904%
1-Month
LIBOR
4.750%
5/17/28
B2
$
237,330
2,181
Centuri
Group,
Inc,
Term
Loan
B
7.565%
1
+
3
Month
LIBOR
+
Prime
2.250%
8/27/28
Ba2
2,165,778
Total
Construction
&
Engineering
2,403,108
Consumer
Finance
-
0.1%
1,551
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
7.003%
SOFR30A
1.750%
4/30/28
BB+
1,530,792
Total
Consumer
Finance
1,530,792
Consumer
Staples
Distribution
&
Retail
-
1.6%
11,467
US
Foods,
Inc.,
Term
Loan
B
,
(DD1)
7.154%
1-Month
LIBOR
2.000%
9/13/26
BB+
11,435,008
14,165
US
Foods,
Inc.,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
11/22/28
BB+
14,165,396
Total
Consumer
Staples
Distribution
&
Retail
25,600,404
Containers
&
Packaging
-
0.9%
1,435
Berry
Global,
Inc.,
Term
Loan
Z
6.854%
1-Month
LIBOR
1.750%
7/01/26
BBB-
1,425,800
1,414
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
9.428%
TSFR1M
4.175%
3/30/29
B
1,347,036
5,172
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
9.813%
SOFR180A
4.725%
2/09/26
B2
4,744,983
1,790
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
8.518%
SOFR30A
3.250%
9/24/28
B+
1,754,575
3,877
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.518%
SOFR30A
3.250%
2/05/26
B+
3,855,708
1,566
TricorBraun
Holdings,
Inc.,
Term
Loan
8.518%
SOFR30A
3.250%
3/03/28
B2
1,495,727
Total
Containers
&
Packaging
14,623,829
Diversified
Consumer
Services
-
0.3%
1,536
AVSC
Holding
Corp.,
Term
Loan
B3,
(cash
15.000%,
PIK
10.000%)
15.000%
3-Month
LIBOR
15.000%
12/04/26
CCC+
1,600,266
3,922
Spin
Holdco
Inc.,
Term
Loan
8.986%
3-Month
LIBOR
4.000%
3/04/28
B-
3,166,109
Total
Diversified
Consumer
Services
4,766,375
Diversified
Financial
Services
-
0.0%
1,964
Ditech
Holding
Corporation,
Term
Loan
(5)
0.000%
N/A
N/A
12/19/22
N/R
216,027
Total
Diversified
Financial
Services
216,027
Diversified
Telecommunication
Services
-
2.8%
1,687
Altice
France
S.A.,
Term
Loan
B12
8.948%
3-Month
LIBOR
3.688%
1/31/26
B2
1,530,851
9,097
Altice
France
S.A.,
Term
Loan
B13
9.321%
3-Month
LIBOR
4.000%
8/14/26
B2
8,260,912
1,487
Cablevision
Lightpath
LLC,
Term
Loan
B
8.357%
1-Month
LIBOR
3.250%
12/01/27
B1
1,435,950
156
CenturyLink,
Inc.,
Term
Loan
B
7.518%
SOFR30A
2.250%
3/15/27
BB
107,830
1,315
Cincinnati
Bell,
Inc.,
Term
Loan
B2
8.503%
TSFR1M
3.250%
11/23/28
BB-
1,240,038
605
Connect
Finco
Sarl,
Term
Loan
B
8.660%
1-Month
LIBOR
3.500%
12/12/26
B+
601,073
1,538
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
10.160%
SOFR90A
5.000%
5/04/24
N/R
1,522,974
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
16
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Diversified
Telecommunication
Services
(continued)
$
13,799
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B
8.068%
TSFR3M
3.000%
5/01/24
CCC
$
8,353,439
9,972
Dawn
Acquisition
LLC,
Term
Loan
,
(DD1)
8.909%
3-Month
LIBOR
3.750%
12/31/25
Caa1
5,789,952
2,453
Eagle
Broadband
Investments
LLC,
Term
Loan
8.188%
3-Month
LIBOR
3.000%
11/12/27
B+
2,343,766
15,004
Frontier
Communications
Corp.,
Term
Loan
B
8.938%
1-Month
LIBOR
3.750%
10/08/27
BB+
13,975,441
Total
Diversified
Telecommunication
Services
45,162,226
Electric
Utilities
-
1.5%
805
ExGen
Renewables
IV,
LLC,
Term
Loan
7.764%
SOFR90A
2.500%
12/15/27
BB-
799,860
1,976
Pacific
Gas
&
Electric
Company,
Term
Loan
8.154%
1-Month
LIBOR
3.000%
6/23/25
BB+
1,963,877
12,502
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.590%
TSFR3M
4.500%
5/27/30
BB+
12,253,852
10,131
Talen
Energy
Supply,
LLC,
Term
Loan
C
9.590%
TSFR3M
4.500%
5/27/30
BB+
9,913,395
Total
Electric
Utilities
24,930,984
Electronic
Equipment,
Instruments
&
Components
-
0.4%
7,017
Ingram
Micro
Inc.,
Term
Loan
B
8.659%
3-Month
LIBOR
3.500%
7/02/28
BB+
6,769,456
Total
Electronic
Equipment,
Instruments
&
Components
6,769,456
Entertainment
-
0.8%
11,772
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
8.107%
1-Month
LIBOR
3.000%
4/22/26
B-
9,135,550
5,123
Crown
Finance
US,
Inc.,
Term
Loan
(5)
0.000%
N/A
N/A
2/28/25
D
1,153,465
2,325
Crown
Finance
US,
Inc.,
Term
Loan
(5)
0.000%
N/A
N/A
9/20/26
D
523,482
867
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
(5)
8.314%
SOFR90A
3.250%
8/24/26
N/R
36,869
1,197
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
7.404%
1-Month
LIBOR
2.250%
3/24/25
Ba2
1,177,574
1,024
Playtika
Holding
Corp,
Term
Loan
7.904%
1-Month
LIBOR
2.750%
3/11/28
BB+
1,006,460
574
Univision
Communications
Inc.,
Term
Loan
C5
7.904%
1-Month
LIBOR
2.750%
3/15/24
B+
575,294
Total
Entertainment
13,608,694
Financial
Services
-
0.3%
663
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
6.648%
1-Month
LIBOR
1.500%
2/12/27
Baa2
646,965
4,786
Trans
Union,
LLC,
Term
Loan
B6
7.518%
1-Month
LIBOR
2.250%
12/01/28
BBB-
4,755,795
Total
Financial
Services
5,402,760
Food
Products
-
0.7%
3,783
8th
Avenue
Food
&
Provisions,
Inc.,
Term
Loan,
First
Lien
,
(DD1)
8.850%
SOFR30A
3.750%
10/01/25
CCC+
3,372,010
3,623
CHG
PPC
Parent
LLC,
Term
Loan
8.188%
1-Month
LIBOR
3.000%
12/08/28
B1
3,573,547
–
H
Food
Holdings
LLC,
Term
Loan
B3
10.581%
1-Month
LIBOR
5.000%
5/31/25
B3
0
17
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Food
Products
(continued)
$
4,348
Sycamore
Buyer
LLC,
Term
Loan
B
7.475%
SOFR90A
2.250%
7/22/29
BB+
$
4,160,658
Total
Food
Products
11,106,215
Ground
Transportation
-
1.4%
1,207
First
Student
Bidco
Inc,
Term
Loan
B
8.143%
3-Month
LIBOR
3.000%
7/21/28
BB+
1,124,606
451
First
Student
Bidco
Inc,
Term
Loan
C
8.143%
3-Month
LIBOR
3.000%
7/21/28
BB+
420,201
1,395
Genesee
&
Wyoming
Inc.
(New),
Term
Loan
6.998%
SOFR90A
2.000%
12/30/26
BB+
1,390,861
17,204
Hertz
Corporation,
(The),
Term
Loan
B
8.410%
1-Month
LIBOR
3.250%
6/30/28
BB+
17,063,693
3,299
Hertz
Corporation,
(The),
Term
Loan
C
8.410%
1-Month
LIBOR
3.250%
6/30/28
BB+
3,272,176
Total
Ground
Transportation
23,271,537
Health
Care
Equipment
&
Supplies
-
3.8%
22,067
Bausch
&
Lomb,
Inc.,
Term
Loan
8.457%
SOFR90A
3.250%
5/05/27
BB-
21,380,631
955
Carestream
Health,
Inc.,
Term
Loan
12.498%
SOFR90A
7.500%
9/30/27
B-
682,805
5,685
CNT
Holdings
I
Corp,
Term
Loan
8.459%
SOFR90A
3.500%
11/08/27
B
5,543,139
1,268
Embecta
Corp,
Term
Loan
B
7.791%
SOFR180A
3.000%
1/27/29
Ba3
1,245,181
2,982
ICU
Medical,
Inc.,
Term
Loan
B
7.548%
SOFR90A
2.500%
12/14/28
BBB-
2,942,834
29,352
Medline
Borrower,
LP,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/21/28
BB-
28,493,619
1,466
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
8.904%
1-Month
LIBOR
3.750%
7/02/25
B3
1,400,262
530
Vyaire
Medical,
Inc.,
Term
Loan
B
9.943%
3-Month
LIBOR
4.750%
4/16/25
Caa1
380,104
Total
Health
Care
Equipment
&
Supplies
62,068,575
Health
Care
Providers
&
Services
-
5.3%
2,801
Agiliti
Health,
Inc,
Term
Loan
7.993%
TSFR3M
3.000%
5/01/30
B+
2,771,103
6,238
AHP
Health
Partners,
Inc.,
Term
Loan
B
8.654%
1-Month
LIBOR
3.500%
8/23/28
B1
6,215,023
4,426
DaVita,
Inc.
,
Term
Loan
B
7.018%
SOFR30A
1.750%
8/12/26
BBB-
4,323,860
1,102
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.248%
SOFR90A
4.250%
4/12/29
B1
1,051,259
509
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
7.903%
SOFR90A
4.250%
4/12/29
B1
485,196
67
Forefront
Management
Holdings,
LLC,
Term
Loan
(6)
9.113%
SOFR90A
4.250%
3/23/29
B
64,972
356
Forefront
Management
Holdings,
LLC,
Term
Loan
B
9.295%
SOFR90A
4.250%
3/23/29
B
346,963
1,682
Global
Medical
Response,
Inc.,
Term
Loan
9.404%
1-Month
LIBOR
4.250%
3/14/25
CCC+
1,178,520
9,406
Global
Medical
Response,
Inc.,
Term
Loan
B
9.236%
3-Month
LIBOR
4.250%
10/02/25
CCC+
6,613,818
3,412
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.410%
SOFR90A
2.250%
7/01/28
BB+
3,410,513
743
Medical
Solutions
Holdings,
Inc.,
Term
Loan,
First
Lien
8.614%
SOFR90A
3.250%
11/01/28
B1
692,702
1,292
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.057%
3-Month
LIBOR
4.750%
2/26/28
B
1,158,913
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
18
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Providers
&
Services
(continued)
$
1,204
Packaging
Coordinators
Midco,
Inc.,
Term
Loan,
First
Lien
8.659%
3-Month
LIBOR
3.500%
11/30/27
B2
$
1,155,204
20,467
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.404%
1-Month
LIBOR
3.250%
11/15/28
B1
19,826,281
483
Phoenix
Guarantor
Inc,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
3/05/26
B1
468,281
11,979
Select
Medical
Corporation,
Term
Loan
B
7.654%
1-Month
LIBOR
2.500%
3/06/25
Ba2
11,943,901
737
Sound
Inpatient
Physicians,
Term
Loan
B
8.273%
3-Month
LIBOR
3.000%
6/28/25
B-
473,442
17,367
Surgery
Center
Holdings,
Inc.,
Term
Loan
8.858%
3-Month
LIBOR
3.750%
8/31/26
B1
17,271,930
8,153
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
7.904%
1-Month
LIBOR
2.750%
2/06/24
B-
6,673,352
Total
Health
Care
Providers
&
Services
86,125,233
Health
Care
Technology
-
0.0%
2
Athenahealth,
Inc.,
Term
Loan
(6)
8.598%
SOFR30A
3.500%
1/27/29
B+
1,957
17
Athenahealth,
Inc.,
Term
Loan
B
8.598%
SOFR30A
3.500%
1/27/29
B+
15,932
Total
Health
Care
Technology
17,889
Hotels
-
0.3%
4,304
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.437%
SOFR180A
3.500%
10/31/29
Ba1
4,306,903
Total
Hotels
4,306,903
Hotels,
Restaurants
&
Leisure
-
11.0%
155
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
18.849%
3-Month
LIBOR
14.000%
9/29/26
Caa3
81,585
346
24
Hour
Fitness
Worldwide,
Inc.,
Term
Loan
,
(cash
10.143%,
PIK
5.000%)
10.143%
3-Month
LIBOR
5.000%
12/29/25
CCC-
60,512
8,174
Alterra
Mountain
Company,
Term
Loan
8.654%
1-Month
LIBOR
3.500%
8/17/28
B+
8,153,316
3,139
Alterra
Mountain
Company,
Term
Loan
B1
7.904%
1-Month
LIBOR
2.750%
7/31/24
B+
3,143,153
23,983
B.C.
Unlimited
Liability
Company,
Term
Loan
B4
6.840%
1
Month
LIBOR
1.750%
11/19/26
BB+
23,518,625
4,845
Caesars
Entertainment
Corp,
Term
Loan
B
8.503%
SOFR30A
3.250%
1/25/30
Ba3
4,811,691
8,952
Carnival
Corporation,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
6/30/25
Ba2
8,893,316
2,788
Carnival
Corporation,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/18/28
BB-
2,712,112
4,796
Churchill
Downs
Incorporated,
Term
Loan
B1
7.253%
1-Month
LIBOR
2.000%
3/17/28
BBB-
4,739,118
3,000
Cinemark
USA
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
2,968,140
17,176
ClubCorp
Holdings,
Inc.,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
9/18/24
B-
16,167,770
6,212
Crown
Finance
US,
Inc.,
Term
Loan
15.098%
SOFR90A
10.000%
9/09/23
N/R
6,325,175
2,593
Crown
Finance
US,
Inc.,
Term
Loan
(6)
0.000%
N/A
N/A
8/31/23
CCC+
583,821
6,487
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
8.159%
3-Month
LIBOR
3.000%
3/08/24
Caa2
5,863,950
19
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
583
Equinox
Holdings,
Inc.,
Term
Loan,
Second
Lien
12.159%
3-Month
LIBOR
7.000%
3/08/25
Ca
$
422,037
2,199
Everi
Holdings
Inc.,
Term
Loan
B
7.654%
1-Month
LIBOR
2.500%
8/03/28
BB+
2,182,275
9,602
Fertitta
Entertainment,
LLC,
Term
Loan
B
9.153%
SOFR30A
4.000%
1/27/29
B
9,262,893
3,436
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
8/02/28
BB+
3,410,497
2,856
IRB
Holding
Corp,
Term
Loan
B
8.253%
TSFR1M
3.000%
12/15/27
B+
2,775,996
1,168
Life
Time
Fitness
Inc
,
Term
Loan
B
9.800%
TSFR3M
4.500%
1/15/26
BB-
1,166,349
485
Motion
Finco
Sarl,
Term
Loan
B2
8.409%
3-Month
LIBOR
3.250%
11/04/26
B
478,609
7,432
NASCAR
Holdings,
Inc,
Term
Loan
B
7.768%
SOFR30A
2.500%
10/18/26
BBB-
7,440,701
711
PCI
Gaming
Authority,
Term
Loan
7.654%
1-Month
LIBOR
2.500%
5/31/26
BBB-
709,180
4,064
Penn
National
Gaming,
Inc.,
Term
Loan
B
8.003%
TSFR1M
2.750%
4/20/29
BB
4,034,423
3,117
Playa
Resorts
Holding
B.V.,
Term
Loan
B
9.316%
SOFR90A
4.250%
12/15/28
B
3,109,987
11,195
Scientific
Games
International,
Inc.,
Term
Loan
8.159%
SOFR30A
3.000%
4/07/29
BBB-
11,128,297
6,544
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
8.188%
1-Month
LIBOR
3.000%
8/25/28
BB
6,482,514
24,205
Stars
Group
Holdings
B.V.
(The),
Term
Loan
7.409%
3-Month
LIBOR
2.250%
7/10/25
BBB
24,140,317
5,125
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
8.410%
SOFR90A
3.250%
7/04/28
BBB
5,130,897
2,264
Station
Casinos
LLC,
Term
Loan
B
7.410%
1-Month
LIBOR
2.250%
2/08/27
BB-
2,228,264
1,888
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
8.358%
3-Month
LIBOR
3.250%
10/01/28
BB+
1,809,880
6,181
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
5.279%
1
+
3
Month
LIBOR
2.750%
5/16/25
B+
6,111,786
Total
Hotels,
Restaurants
&
Leisure
180,047,186
Household
Durables
-
0.9%
8,439
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
8.216%
3-Month
LIBOR
+
SOFR30A
3.750%
7/30/28
B
8,145,334
7,489
Weber-Stephen
Products
LLC,
Term
Loan
B
8.350%
SOFR30A
3.250%
10/30/27
CCC+
6,564,980
Total
Household
Durables
14,710,314
Insurance
-
4.7%
2,230
Acrisure,
LLC,
Term
Loan
B
8.654%
1-Month
LIBOR
3.500%
2/15/27
B
2,081,232
1,980
Acrisure,
LLC,
Term
Loan
B,
First
Lien
9.404%
1-Month
LIBOR
4.250%
2/15/27
B
1,884,249
9,934
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
8.627%
1-Month
LIBOR
3.500%
11/06/27
B
9,697,669
58
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B5
8.559%
TSFR1M
3.500%
2/08/27
B
56,912
2,688
AssuredPartners,
Inc.,
Term
Loan
8.653%
TSFR1M
3.500%
2/13/27
B
2,619,216
3,945
AssuredPartners,
Inc.,
Term
Loan
B
8.768%
SOFR30A
3.500%
2/13/27
B
3,845,259
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
20
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Insurance
(continued)
$
1,975
AssuredPartners,
Inc.,
Term
Loan
B
8.768%
SOFR30A
3.500%
2/13/27
B
$
1,924,308
965
Asurion
LLC,
Term
Loan
B4,
Second
Lien
10.404%
1-Month
LIBOR
5.250%
1/20/29
B
792,308
3,600
Asurion
LLC,
Term
Loan
B7
8.154%
1-Month
LIBOR
3.000%
11/03/24
Ba3
3,592,612
395
Asurion
LLC,
Term
Loan
B8
8.404%
1-Month
LIBOR
3.250%
12/23/26
Ba3
366,143
3,306
Asurion
LLC,
Term
Loan
B9
8.404%
1-Month
LIBOR
3.250%
7/31/27
Ba3
3,009,670
3,393
Broadstreet
Partners,
Inc.,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
1/27/27
B
3,307,328
7,882
Broadstreet
Partners,
Inc.,
Term
Loan
B2
8.404%
1-Month
LIBOR
3.250%
1/27/27
B
7,764,114
3,250
Broadstreet
Partners,
Inc.,
Term
Loan
B3
8.993%
TSFR1M
4.000%
1/26/29
B
3,206,125
5,319
Hub
International
Limited,
Term
Loan
B
9.179%
1
+
3
Month
LIBOR
3.250%
4/25/25
B
5,291,822
5,320
Hub
International
Limited,
Term
Loan
B
7.173%
1
+
3
Month
LIBOR
3.000%
4/25/25
B
5,287,198
1,152
Hub
International
Limited,
Term
Loan
B
9.020%
SOFR90A
4.000%
11/10/29
B
1,140,902
11,168
Ryan
Specialty
Group,
LLC,
Term
Loan
8.253%
TSFR1M
3.000%
9/01/27
BB-
11,159,662
5,806
USI,
Inc.,
Term
Loan
8.648%
SOFR90A
3.750%
11/16/29
B1
5,724,166
3,921
USI,
Inc.,
Term
Loan
B
8.409%
3-Month
LIBOR
3.250%
12/02/26
B1
3,912,413
Total
Insurance
76,663,308
Interactive
Media
&
Services
-
0.5%
376
Getty
Images,
Inc.,
Term
Loan
B
9.543%
SOFR30A
+
SOFR90A
4.500%
2/19/26
BB-
376,669
1,000
MH
Sub
I
LLC
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
B1
999,920
16,978
Rackspace
Technology
Global,
Inc.,
Term
Loan
B
7.915%
TSFR1M
2.750%
2/09/28
B3
6,847,290
Total
Interactive
Media
&
Services
8,223,879
IT
Services
-
1.2%
999
Ahead
DB
Holdings,
LLC,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
10/16/27
B+
947,853
288
iQor
US
Inc.,
Exit
Term
Loan
12.636%
1-Month
LIBOR
7.500%
11/19/24
B1
284,556
2,814
Perforce
Software,
Inc.,
Term
Loan
B
8.904%
1-Month
LIBOR
3.750%
7/01/26
B2
2,651,413
9,840
Syniverse
Holdings,
Inc.,
Term
Loan
11.898%
SOFR90A
7.000%
5/10/29
B-
8,831,849
5,603
Tempo
Acquisition
LLC,
Term
Loan
B
8.153%
SOFR30A
3.000%
8/31/28
BB-
5,594,917
780
WEX
Inc.,
Term
Loan
7.518%
SOFR30A
2.250%
4/01/28
Ba2
776,189
Total
IT
Services
19,086,777
Leisure
Products
-
0.2%
3,183
Hayward
Industries,
Inc.,
Term
Loan
8.003%
SOFR30A
2.750%
5/28/28
BB
3,096,690
673
SRAM,
LLC
,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
5/18/28
BB-
662,112
Total
Leisure
Products
3,758,802
21
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Life
Sciences
Tools
&
Services
-
0.2%
$
542
Avantor
Funding,
Inc.,
Term
Loan
B5
7.503%
SOFR30A
2.250%
11/06/27
BBB-
$
540,644
1,161
Curia
Global,
Inc.,
Term
Loan
8.880%
SOFR30A
+
SOFR90A
3.750%
8/30/26
B3
984,155
1,348
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.410%
SOFR90A
2.250%
7/01/28
BB+
1,347,957
Total
Life
Sciences
Tools
&
Services
2,872,756
Machinery
-
2.0%
3,875
Ali
Group
North
America
Corporation,
Term
Loan
B
7.268%
SOFR30A
2.000%
10/13/28
Baa3
3,861,069
1,305
Alliance
Laundry
Systems
LLC,
Term
Loan
B
8.559%
3-Month
LIBOR
3.500%
10/08/27
B
1,293,466
5,155
Chart
Industries,
Inc.,
Term
Loan
B
8.916%
SOFR30A
3.750%
12/08/29
Ba3
5,132,473
6,000
Emerson
Climate
Technologies
Inc,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
5,936,250
9,372
Gates
Global
LLC,
Term
Loan
B3
7.600%
SOFR30A
2.500%
3/31/27
Ba3
9,288,189
1,352
Grinding
Media
Inc.,
Term
Loan
B
7.649%
1
+
3
Month
LIBOR
+
SOFR90A
4.000%
10/12/28
B
1,289,451
737
Madison
IAQ
LLC,
Term
Loan
8.302%
6-Month
LIBOR
3.250%
6/21/28
B2
707,105
5,695
Victory
Buyer
LLC,
Term
Loan
,
(DD1)
8.877%
1-Month
LIBOR
3.750%
11/18/28
B3
4,988,334
Total
Machinery
32,496,337
Media
-
7.3%
2,891
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
8.753%
SOFR30A
3.500%
12/21/28
B1
2,820,426
640
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
11.253%
SOFR30A
6.000%
12/20/29
CCC+
598,400
2,479
Altice
Financing
SA,
Term
Loan
9.986%
TSFR3M
5.000%
10/31/27
B
2,315,503
12,243
Cengage
Learning,
Inc.,
Term
Loan
B
,
(DD1)
9.880%
3-Month
LIBOR
4.750%
7/14/26
B
11,589,147
280
Checkout
Holding
Corp.,
Term
Loan
(7)
14.572%
SOFR90A
7.500%
5/24/30
N/R
279,839
25,367
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B
8.794%
1
+
3
Month
LIBOR
3.500%
8/21/26
B1
23,923,801
1,091
CSC
Holdings,
LLC,
Term
Loan
7.357%
1-Month
LIBOR
2.250%
1/15/26
B1
989,115
1,351
CSC
Holdings,
LLC,
Term
Loan
B1
7.357%
1-Month
LIBOR
2.250%
7/17/25
B1
1,243,468
744
CSC
Holdings,
LLC,
Term
Loan
B5
7.607%
1-Month
LIBOR
2.500%
4/15/27
B1
630,284
6,557
CSC
Holdings,
LLC,
Term
Loan
B6
9.559%
TSFR1M
4.500%
1/18/28
B1
5,811,471
13,172
DirecTV
Financing,
LLC,
Term
Loan
10.154%
1-Month
LIBOR
5.000%
8/02/27
BBB-
12,536,281
6,822
Dotdash
Meredith
Inc,
Term
Loan
B
9.119%
SOFR90A
4.000%
12/01/28
B+
6,310,575
516
Emerald
Expositions
Holding,
Inc.,
Term
Loan
B
7.660%
1-Month
LIBOR
2.500%
5/22/24
B
515,372
4,595
Formula
One
Holdings
Limited,
Term
Loan
B
8.153%
SOFR30A
3.000%
1/15/30
BB+
4,600,744
1,507
Gray
Television,
Inc.,
Term
Loan
E
7.608%
TSFR1M
2.500%
1/02/26
BB+
1,450,409
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
22
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Media
(continued)
$
21,327
iHeartCommunications,
Inc.,
Term
Loan
8.154%
1-Month
LIBOR
3.000%
5/01/26
BB-
$
16,764,277
155
LCPR
Loan
Financing
LLC,
Term
Loan
B
8.857%
1-Month
LIBOR
3.750%
10/15/28
BB+
153,208
8,348
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
9.964%
1
+
3
+
6
Month
LIBOR
4.750%
7/30/28
BB+
7,865,669
715
Mission
Broadcasting,
Inc.,
Term
Loan
B
7.534%
1-Month
LIBOR
2.500%
6/03/28
BBB-
700,061
2,657
Outfront
Media
Capital
LLC,
Term
Loan
B
6.903%
SOFR30A
1.750%
11/18/26
Ba1
2,596,394
5,469
Virgin
Media
Bristol
LLC,
Term
Loan
N
7.607%
1-Month
LIBOR
2.500%
1/31/28
BB+
5,259,236
3,631
WideOpenWest
Finance
LLC,
Term
Loan
B
7.898%
SOFR90A
3.000%
12/20/28
BB
3,536,073
7,871
Ziggo
Financing
Partnership,
Term
Loan
I
7.607%
1-Month
LIBOR
2.500%
4/30/28
BB
7,536,552
Total
Media
120,026,305
Oil,
Gas
&
Consumable
Fuels
-
2.8%
390
BCP
Renaissance
Parent
LLC,
Term
Loan
B3
8.398%
SOFR90A
3.500%
10/31/26
B+
387,050
3,991
Buckeye
Partners,
L.P.,
Term
Loan
B
7.284%
1-Month
LIBOR
2.250%
11/01/26
BBB-
3,944,788
16,580
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
8.250%
3-Month
LIBOR
3.000%
11/16/26
N/R
15,930,573
12,924
Gulf
Finance,
LLC,
Term
Loan
8.711%
SOFR30A
6.750%
8/25/26
B
12,487,852
1,691
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
9.682%
TSFR1M
4.500%
8/11/29
BB
1,666,745
5,722
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
13.154%
1-Month
LIBOR
8.000%
8/27/26
B
5,710,558
4,283
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
6.739%
1-Month
LIBOR
3.500%
11/05/28
BB-
4,194,475
1,191
Traverse
Midstream
Partners
LLC,
Term
Loan
8.726%
TSFR3M
3.750%
9/27/24
B+
1,177,483
Total
Oil,
Gas
&
Consumable
Fuels
45,499,524
Paper
&
Forest
Products
-
0.1%
2,365
Asplundh
Tree
Expert,
LLC,
Term
Loan
B
7.003%
SOFR30A
1.750%
9/04/27
BBB-
2,351,366
Total
Paper
&
Forest
Products
2,351,366
Passenger
Airlines
-
2.7%
4,278
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
10.000%
3-Month
LIBOR
4.750%
4/20/28
Ba2
4,303,403
10,328
Air
Canada,
Term
Loan
B
8.839%
3-Month
LIBOR
3.500%
8/11/28
Ba2
10,313,096
15,447
Kestrel
Bidco
Inc.,
Term
Loan
B
8.251%
SOFR30A
3.000%
12/11/26
B+
14,307,947
6,969
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.213%
3-Month
LIBOR
5.250%
6/20/27
Baa3
7,226,639
1,046
SkyMiles
IP
Ltd.,
Term
Loan
B
8.798%
SOFR90A
3.750%
10/20/27
Baa1
1,085,163
7,627
United
Airlines,
Inc.,
Term
Loan
B
8.888%
1-Month
LIBOR
3.750%
4/21/28
Ba1
7,600,427
Total
Passenger
Airlines
44,836,675
23
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Personal
Care
Products
-
0.3%
$
572
Conair
Holdings,
LLC,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
5/17/28
B-
$
533,480
2,219
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
8.904%
1-Month
LIBOR
3.750%
12/22/26
B2
2,130,223
2,494
Kronos
Acquisition
Holdings
Inc.,
Term
Loan,
First
Lien
11.375%
SOFR90A
6.000%
12/22/26
B2
2,425,110
Total
Personal
Care
Products
5,088,813
Pharmaceuticals
-
3.2%
764
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
7.188%
1-Month
LIBOR
2.000%
2/22/28
BB+
739,282
27,225
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.654%
1-Month
LIBOR
3.500%
5/05/28
BB+
27,200,409
706
LSCS
Holdings,
Inc.,
Term
Loan,
First
Lien
9.654%
1-Month
LIBOR
4.500%
12/16/28
B2
684,473
3,774
Mallinckrodt
International
Finance
S.A.,
Term
Loan
(5)
10.358%
3-Month
LIBOR
5.250%
9/30/27
Caa1
2,621,166
1,503
Mallinckrodt
International
Finance
S.A.,
Term
Loan
(5)
10.608%
3-Month
LIBOR
5.500%
9/30/27
Caa1
1,043,157
16,999
Organon
&
Co,
Term
Loan
7.986%
3-Month
LIBOR
3.000%
6/02/28
BB
16,961,625
2,619
Perrigo
Investments,
LLC,
Term
Loan
B
7.503%
TSFR1M
2.350%
4/05/29
BB+
2,588,763
Total
Pharmaceuticals
51,838,875
Professional
Services
-
0.7%
2,150
CHG
Healthcare
Services
Inc.,
Term
Loan
8.404%
1-Month
LIBOR
3.250%
9/30/28
B1
2,108,505
2,088
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
8.410%
1-Month
LIBOR
3.250%
2/08/26
BB+
2,078,474
2,388
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
B2
8.386%
SOFR30A
3.250%
1/18/29
BB+
2,369,542
1,052
Physician
Partners
LLC,
Term
Loan
9.048%
SOFR90A
4.000%
2/01/29
B
990,621
746
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan,
(cash
6.976%,
PIK
6.500%)
6.773%
3-Month
LIBOR
1.500%
2/28/25
B-
734,620
3,842
Verscend
Holding
Corp.,
Term
Loan
B
9.154%
1-Month
LIBOR
4.000%
8/27/25
BB-
3,838,976
Total
Professional
Services
12,120,738
Real
Estate
Management
&
Development
-
0.3%
2,591
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.503%
SOFR30A
3.250%
1/31/30
BB
2,425,652
2,252
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
8/21/25
BB
2,193,073
Total
Real
Estate
Management
&
Development
4,618,725
Semiconductors
&
Semiconductor
Equipment
-
0.1%
3,349
Bright
Bidco
B.V.,
Term
Loan
(5)
7.023%
SOFR90A+
3
Month
LIBOR
4.500%
10/31/27
B-
1,900,764
165
MACOM
Technology
Solutions
Holdings,
Inc.,
Term
Loan
7.404%
1-Month
LIBOR
2.250%
5/19/24
Ba1
164,574
Total
Semiconductors
&
Semiconductor
Equipment
2,065,338
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
24
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
-
11.5%
$
1,451
Applied
Systems,
Inc.,
Term
Loan,
First
Lien
9.398%
SOFR90A
4.500%
9/19/26
B2
$
1,451,717
3,146
AppLovin
Corporation,
Term
Loan
B
8.253%
SOFR30A
3.100%
10/21/28
BB-
3,104,806
526
Apttus
Corporation,
Term
Loan
9.523%
3-Month
LIBOR
4.250%
5/06/28
BB
506,249
7,862
Avaya,
Inc.,
Term
Loan
12.528%
TSFR3M
7.500%
8/01/28
N/R
7,291,585
8,657
Banff
Merger
Sub
Inc,
Term
Loan
8.904%
1-Month
LIBOR
3.750%
10/02/25
B2
8,548,807
8,797
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
10/31/26
B+
8,709,384
3,335
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
10/31/26
B+
3,302,061
3,784
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
7.518%
SOFR30A
2.250%
9/21/28
B+
3,728,862
4,054
CDK
Global,
Inc.,
Term
Loan
B
9.148%
SOFR90A
4.250%
6/09/29
B+
4,000,231
4,725
DTI
Holdco,
Inc.,
Term
Loan
9.795%
SOFR90A
4.750%
4/21/29
B2
4,377,027
1,841
Emerald
TopCo
Inc,
Term
Loan
8.600%
SOFR30A
3.500%
7/25/26
B2
1,746,451
14,003
Epicor
Software
Corporation,
Term
Loan
8.518%
SOFR30A
3.250%
7/31/27
B2
13,644,871
20,632
Finastra
USA,
Inc.,
Term
Loan,
First
Lien
8.655%
3-Month
LIBOR
3.500%
6/13/24
B
19,680,070
5,922
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
9.154%
1-Month
LIBOR
4.000%
12/01/27
B2
5,785,740
1,540
Greenway
Health,
LLC,
Term
Loan,
First
Lien
8.960%
3-Month
LIBOR
3.750%
2/16/24
Caa1
1,151,376
987
Hyland
Software,
Inc.,
Term
Loan,
First
Lien
8.654%
1-Month
LIBOR
3.500%
7/01/24
B2
970,410
2,106
IGT
Holding
IV
AB,
Term
Loan
B2
8.462%
SOFR90A
3.400%
3/29/28
B
2,086,229
6,556
Informatica
LLC,
Term
Loan
B
7.938%
1-Month
LIBOR
2.750%
10/14/28
BB-
6,522,657
3,542
Instructure
Holdings,
Inc.,
Term
Loan
B
7.852%
3-Month
LIBOR
2.750%
10/29/28
BBB-
3,519,564
794
iQor
US
Inc.,
Second
Out
Term
Loan
12.636%
1-Month
LIBOR
7.500%
11/19/25
CCC+
595,840
7,964
McAfee,
LLC,
Term
Loan
B
8.843%
SOFR30A
3.750%
2/03/29
BB+
7,482,391
14,522
NortonLifeLock
Inc.,
Term
Loan
B
7.253%
SOFR30A
2.000%
1/28/29
BBB-
14,309,952
23,638
Open
Text
Corporation,
Term
Loan
B
8.753%
SOFR30A
3.500%
8/25/29
BBB-
23,617,888
392
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
8.518%
SOFR30A
3.250%
3/10/28
B
376,285
2,125
Quartz
Acquireco
LLC,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
2,101,094
–(8)
RealPage,
Inc,
Term
Loan,
First
Lien
8.154%
1-Month
LIBOR
3.000%
4/22/28
B+
131
3,555
Sophia,
L.P.,
Term
Loan
B
8.659%
3-Month
LIBOR
3.500%
10/07/27
B2
3,477,263
836
SS&C
European
Holdings
Sarl,
Term
Loan
B4
6.904%
1-Month
LIBOR
1.750%
4/16/25
BB+
832,277
943
SS&C
Technologies
Inc.,
Term
Loan
B3
6.904%
1-Month
LIBOR
1.750%
4/16/25
BB+
938,536
4,843
SS&C
Technologies
Inc.,
Term
Loan
B5
6.904%
1-Month
LIBOR
1.750%
4/16/25
BB+
4,822,836
2,010
SS&C
Technologies
Inc.,
Term
Loan
B6
7.503%
TSFR1M
2.250%
3/22/29
BB+
1,995,565
3,029
SS&C
Technologies
Inc.,
Term
Loan
B7
7.503%
TSFR1M
2.250%
3/22/29
BB+
3,007,279
12,347
Ultimate
Software
Group
Inc
(The),
Term
Loan
8.271%
SOFR90A
3.250%
5/03/26
B1
11,878,668
25
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
(continued)
$
4,701
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
8.895%
SOFR90A
3.750%
5/03/26
B1
$
4,545,683
1,065
Ultimate
Software
Group
Inc
(The),
Term
Loan,
Second
Lien
10.271%
SOFR90A
5.250%
5/03/27
Caa1
1,006,957
3,296
Vision
Solutions,
Inc.,
Term
Loan
9.255%
3-Month
LIBOR
4.000%
5/28/28
B2
2,981,402
3,657
Zelis
Healthcare
Corporation,
Term
Loan
8.654%
1-Month
LIBOR
3.500%
9/30/26
B
3,632,086
Total
Software
187,730,230
Specialty
Retail
-
2.9%
825
Academy,
Ltd.,
Term
Loan
8.784%
1-Month
LIBOR
3.750%
11/06/27
BB
828,107
6,818
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
7.018%
SOFR30A
1.750%
8/06/27
BB+
6,706,947
8,102
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
8.753%
TSFR1M
3.500%
3/15/29
BB+
8,097,026
3,826
Driven
Holdings,
LLC,
Term
Loan
B
8.148%
1-Month
LIBOR
3.000%
12/17/28
B3
3,692,398
3,696
Jo-Ann
Stores,
Inc.,
Term
Loan
B1
10.018%
3-Month
LIBOR
4.750%
6/30/28
CCC+
1,982,669
1,854
LBM
Acquisition
LLC,
Term
Loan
B
8.904%
1-Month
LIBOR
3.750%
12/18/27
B+
1,704,219
1,358
Les
Schwab
Tire
Centers,
Term
Loan
B
8.284%
1-Month
LIBOR
3.250%
11/02/27
B
1,335,559
18,729
PetSmart,
Inc.,
Term
Loan
B
9.003%
SOFR30A
3.750%
2/12/28
BB
18,504,004
557
Restoration
Hardware,
Inc.,
Term
Loan
B
7.654%
1-Month
LIBOR
2.500%
10/15/28
BB-
498,537
646
Staples,
Inc.,
Term
Loan
10.299%
3-Month
LIBOR
5.000%
4/12/26
B
552,257
726
Staples,
Inc.,
Term
Loan
B2
9.799%
3-Month
LIBOR
4.500%
9/12/24
B
720,525
2,226
Wand
NewCo
3,
Inc.,
Term
Loan
7.904%
1-Month
LIBOR
2.750%
2/05/26
B2
2,182,586
Total
Specialty
Retail
46,804,834
Technology
Hardware,
Storage
&
Peripherals
-
0.3%
4,720
NCR
Corporation,
Term
Loan
7.780%
3-Month
LIBOR
2.500%
8/28/26
BB+
4,648,961
Total
Technology
Hardware,
Storage
&
Peripherals
4,648,961
Textiles,
Apparel
&
Luxury
Goods
-
0.6%
4,196
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
8.593%
TSFR3M
3.250%
4/28/28
BB+
4,143,768
6,447
Crocs
Inc,
Term
Loan
B
8.550%
SOFR30A
3.500%
2/19/29
Ba2
6,444,565
Total
Textiles,
Apparel
&
Luxury
Goods
10,588,333
Trading
Companies
&
Distributors
-
0.5%
4,112
Core
&
Main
LP,
Term
Loan
B
7.407%
1
+
6
Month
LIBOR
2.500%
6/10/28
B+
4,081,288
3,542
Fly
Funding
II
S.a.r.l.,
Term
Loan
B
,
(DD1)
7.090%
3-Month
LIBOR
1.750%
8/09/25
B3
3,270,600
Total
Trading
Companies
&
Distributors
7,351,888
Transportation
Infrastructure
-
0.8%
3,424
Brown
Group
Holding,
LLC,
Term
Loan
B
7.753%
SOFR30A
2.500%
4/22/28
B+
3,315,622
2,636
Brown
Group
Holding,
LLC,
Term
Loan
B2
8.940%
TSFR1M
+
TSFR3M
3.750%
6/09/29
B+
2,603,017
2,968
KKR
Apple
Bidco,
LLC,
Term
Loan
,
(DD1)
9.153%
TSFR1M
4.000%
9/23/28
B
2,949,337
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
26
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Transportation
Infrastructure
(continued)
$
4,929
KKR
Apple
Bidco,
LLC,
Term
Loan
9.268%
1-Month
LIBOR
2.750%
9/23/28
B
$
4,801,051
Total
Transportation
Infrastructure
13,669,027
Wireless
Telecommunication
Services
-
1.2%
2,492
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
9.018%
SOFR30A
3.750%
4/30/28
B+
2,472,825
13,461
Intelsat
Jackson
Holdings
S.A.,
Term
Loan
B
(5)
9.443%
SOFR90A
4.250%
1/27/29
BB+
13,257,676
4,640
Iridium
Satellite
LLC,
Term
Loan
B2
7.753%
SOFR30A
2.500%
11/04/26
BB
4,637,840
Total
Wireless
Telecommunication
Services
20,368,341
Total
Variable
Rate
Senior
Loan
Interests
(cost
$1,458,565,100)
1,392,857,219
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
211,151,703
CORPORATE
BONDS
-
12.9%
X
211,151,703
Automobile
Components
-
0.0%
$
525
Dana
Financing
Luxembourg
Sarl,
144A
5.750%
4/15/25
BB+
$
520,265
Total
Automobile
Components
520,265
Automobiles
-
0.1%
1,500
Ford
Motor
Credit
Co
LLC
5.584%
3/18/24
BB+
1,493,213
Total
Automobiles
1,493,213
Chemicals
-
0.8%
10,675
Celanese
US
Holdings
LLC
5.900%
7/05/24
BBB-
10,662,624
1,425
Rayonier
AM
Products
Inc,
144A
7.625%
1/15/26
B+
1,237,185
1,630
Trinseo
Materials
Operating
SCA
/
Trinseo
Materials
Finance
Inc,
144A
5.375%
9/01/25
B3
1,283,625
Total
Chemicals
13,183,434
Commercial
Services
&
Supplies
-
1.6%
12,050
GFL
Environmental
Inc,
144A
5.125%
12/15/26
BB-
11,614,167
4,000
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.250%
4/15/24
BB
3,960,801
10,905
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB
10,668,594
250
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B
229,621
Total
Commercial
Services
&
Supplies
26,473,183
Communications
Equipment
-
0.7%
3,500
Commscope
Inc,
144A
6.000%
3/01/26
B1
3,286,548
1,500
Commscope
Inc,
144A
(9)
7.125%
7/01/28
CCC+
1,008,750
1,000
Commscope
Inc,
144A
(9)
8.250%
3/01/27
CCC+
784,476
7,000
Viasat
Inc,
144A
5.625%
9/15/25
B+
6,725,600
Total
Communications
Equipment
11,805,374
Consumer
Staples
Distribution
&
Retail
-
0.5%
8,000
US
Foods
Inc,
144A
6.250%
4/15/25
BB+
7,983,311
Total
Consumer
Staples
Distribution
&
Retail
7,983,311
27
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Diversified
Telecommunication
Services
-
0.4%
$
1,000
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
CCC+
$
700,230
6,284
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
BB+
5,600,325
Total
Diversified
Telecommunication
Services
6,300,555
Electric
Utilities
-
0.2%
5,340
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
54
496
Pacific
Gas
and
Electric
Co
4.500%
7/01/40
BBB
385,031
497
Pacific
Gas
and
Electric
Co
3.150%
1/01/26
BBB
464,435
2,602
PG&E
Corp
5.000%
7/01/28
BB+
2,400,161
Total
Electric
Utilities
3,249,681
Energy
Equipment
&
Services
-
0.4%
2,500
Shelf
Drilling
Holdings
Ltd,
144A
8.250%
2/15/25
CCC+
2,285,938
1,000
Shelf
Drilling
Holdings
Ltd,
144A
8.875%
11/15/24
B1
995,390
2,000
Transocean
Inc,
144A
11.500%
1/30/27
CCC+
2,045,840
1,000
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B
1,004,878
Total
Energy
Equipment
&
Services
6,332,046
Entertainment
-
0.0%
1,000
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
CCC-
636,550
1,955
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(5)
5.375%
8/15/26
N/R
82,140
2,000
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(5)
6.625%
8/15/27
N/R
40,073
Total
Entertainment
758,763
Health
Care
Providers
&
Services
-
1.3%
585
CHS/Community
Health
Systems
Inc,
144A
8.000%
3/15/26
BB-
546,232
250
CHS/Community
Health
Systems
Inc,
144A
6.000%
1/15/29
BB-
201,583
2,000
Global
Medical
Response
Inc,
144A
6.500%
10/01/25
CCC+
1,351,340
1,000
HCA
Inc
5.000%
3/15/24
BBB-
992,986
2,000
Select
Medical
Corp,
144A
6.250%
8/15/26
B-
1,944,753
2,500
Tenet
Healthcare
Corp
4.625%
6/15/28
BB-
2,324,968
13,500
Tenet
Healthcare
Corp
4.875%
1/01/26
BB-
13,058,828
500
Tenet
Healthcare
Corp
6.125%
10/01/28
B+
473,902
Total
Health
Care
Providers
&
Services
20,894,592
Hotel
&
Resort
REITs
-
0.2%
3,000
RLJ
Lodging
Trust
LP,
144A
3.750%
7/01/26
BB-
2,733,750
Total
Hotel
&
Resort
REITs
2,733,750
Hotels,
Restaurants
&
Leisure
-
1.8%
1,250
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
B+
1,073,092
16,230
Caesars
Entertainment
Inc,
144A
6.250%
7/01/25
Ba3
16,181,045
3,000
Carnival
Corp,
144A
10.500%
2/01/26
BB-
3,117,381
5,500
Life
Time
Inc,
144A
5.750%
1/15/26
BB-
5,328,050
2,000
MGM
Resorts
International
6.750%
5/01/25
BB-
2,007,616
1,500
Scientific
Games
International
Inc,
144A
8.625%
7/01/25
BB
1,532,000
Total
Hotels,
Restaurants
&
Leisure
29,239,184
Independent
Power
and
Renewable
Electricity
Producers
-
0.3%
5,000
Ziggo
Bond
Co
BV,
144A
6.000%
1/15/27
B-
4,608,168
Total
Independent
Power
and
Renewable
Electricity
Producers
4,608,168
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
28
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Insurance
-
0.1%
$
2,100
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
4.250%
10/15/27
B
$
1,888,978
Total
Insurance
1,888,978
Media
-
0.7%
2,900
Clear
Channel
Outdoor
Holdings
Inc,
144A
5.125%
8/15/27
B1
2,556,438
3,730
CSC
Holdings
LLC,
144A
3.375%
2/15/31
B1
2,549,692
3,508
iHeartCommunications
Inc
6.375%
5/01/26
BB-
2,662,799
500
iHeartCommunications
Inc,
144A
5.250%
8/15/27
BB-
351,117
3,900
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
3,232,690
500
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
5.000%
8/15/27
B+
447,805
Total
Media
11,800,541
Oil,
Gas
&
Consumable
Fuels
-
1.4%
2,500
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
8.125%
1/15/27
B-
2,381,250
972
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
9.250%
7/15/24
B+
974,430
1,500
Citgo
Holding
Inc,
144A
9.250%
8/01/24
B+
1,501,875
6,500
Citgo
Petroleum
Corp,
144A
7.000%
6/15/25
BB
6,384,560
3,000
EQM
Midstream
Partners
LP
(9)
4.750%
7/15/23
BB
2,992,464
4,000
Matador
Resources
Co
5.875%
9/15/26
BB-
3,861,703
1,000
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
955,479
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
6.125%
3/01/25
CCC
232,504
3,307
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.250%
6/15/25
BB
3,295,955
Total
Oil,
Gas
&
Consumable
Fuels
22,580,220
Passenger
Airlines
-
1.7%
3,287
Air
Canada,
144A
3.875%
8/15/26
Ba2
3,051,277
20,000
American
Airlines
Inc,
144A
11.750%
7/15/25
Ba3
21,907,717
1,500
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
1,358,764
1,000
United
Airlines
Inc,
144A
4.375%
4/15/26
Ba1
946,106
Total
Passenger
Airlines
27,263,864
Pharmaceuticals
-
0.1%
3,000
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
5.125%
4/30/31
BB-
2,545,656
Total
Pharmaceuticals
2,545,656
Specialty
Retail
-
0.6%
10,650
Hertz
Corp/The,
144A
4.625%
12/01/26
B+
9,496,925
Total
Specialty
Retail
9,496,925
Total
Corporate
Bonds
(cost
$223,898,110)
211,151,703
Shares
Description
(1)
Value
X
28,015,189
COMMON
STOCKS
-
1.7%
X
28,015,189
Banks
-
0.0%
28,137
iQor
US
Inc
(10)
$
14,068
Total
Banks
14,068
Broadline
Retail
-
0.0%
99
Belk
Inc
(10)
792
Total
Broadline
Retail
792
29
Shares
Description
(1)
Value
Communications
Equipment
-
0.1%
57,126
Avaya
Inc,
144A
(7),(10)
$
687,797
24,672
Windstream
Services
PE
LLC
(10)
234,384
Total
Communications
Equipment
922,181
Construction
&
Engineering
-
0.0%
2,687
TNT
Crane
&
Rigging
Inc
(10)
17,914
4,761
TNT
Crane
&
Rigging
Inc
(10)
1,190
Total
Construction
&
Engineering
19,104
Diversified
Consumer
Services
-
0.0%
17,726
Cengage
Learning
Holdings
II
Inc
(10)
189,668
Total
Diversified
Consumer
Services
189,668
Diversified
Telecommunication
Services
-
0.0%
18,781
Windstream
Services
PE
LLC
(10)
178,419
Total
Diversified
Telecommunication
Services
178,419
Energy
Equipment
&
Services
-
0.8%
85,364
Quarternorth
Energy
Holding
Inc
(10)
11,765,976
76,990
Transocean
Ltd
(10)
440,383
5,884
Vantage
Drilling
International
(10)
107,383
Total
Energy
Equipment
&
Services
12,313,742
Health
Care
Equipment
&
Supplies
-
0.0%
52,393
Onex
Carestream
Finance
LP
(10)
183,376
Total
Health
Care
Equipment
&
Supplies
183,376
Health
Care
Providers
&
Services
-
0.0%
61,430
Millennium
Health
LLC
(7),(10)
8,784
57,666
Millennium
Health
LLC
(7),(10)
2,480
Total
Health
Care
Providers
&
Services
11,264
Hotels,
Restaurants
&
Leisure
-
0.0%
159,883
24
Hour
Fitness
Worldwide
Inc
(10)
960
76,044
24
Hour
Fitness
Worldwide
Inc
(10)
456
Total
Hotels,
Restaurants
&
Leisure
1,416
Independent
Power
and
Renewable
Electricity
Producers
-
0.5%
115,290
Energy
Harbor
Corp
(10),(11)
8,864,994
Total
Independent
Power
and
Renewable
Electricity
Producers
8,864,994
Interactive
Media
&
Services
-
0.0%
7,105
Catalina
Marketing
Corp
(7),(10)
40,427
Total
Interactive
Media
&
Services
40,427
Marine
Transportation
-
0.0%
1,018
American
Commercial
Barge
Line
Holding
Corp
(10)
28,504
Total
Marine
Transportation
28,504
Media
-
0.0%
7
Cumulus
Media
Inc,
Class
A
(10)
23
Total
Media
23
Oil,
Gas
&
Consumable
Fuels
-
0.0%
8,735
California
Resources
Corp
327,912
2,246
Chord
Energy
Corp
321,268
Total
Oil,
Gas
&
Consumable
Fuels
649,180
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
30
Shares
Description
(1)
Value
Professional
Services
-
0.0%
109,621
Skillsoft
Corp
(9),(10)
$
169,913
Total
Professional
Services
169,913
Semiconductors
&
Semiconductor
Equipment
-
0.0%
63,592
Bright
Bidco
BV
(7),(10)
109,124
46,554
TNT
Crane
and
Rigging
Inc
(10)
89,244
Total
Semiconductors
&
Semiconductor
Equipment
198,368
Software
-
0.3%
270,704
Avaya
Inc
(10)
4,229,750
Total
Software
4,229,750
Total
Common
Stocks
(cost
$27,534,911)
28,015,189
Shares
Description
(1)
Value
X
8,522,046
WARRANTS
-
0.5%
X
8,522,046
Energy
Equipment
&
Services
-
0.5%
55,057
Quarternorth
Energy
Holding
Inc
$
7,588,671
28,708
Quarternorth
Energy
Holding
Inc
265,549
55,290
Quarternorth
Energy
Holding
Inc
400,853
Total
Energy
Equipment
&
Services
8,255,073
Entertainment
-
0.0%
90,106
Cineworld
Warrant
–
Total
Entertainment
–
Marine
Transportation
-
0.0%
1,071
American
Commercial
Barge
Line
Holding
Corp
29,988
3,984
American
Commercial
Barge
Line
Holding
Corp
87,648
3,029
American
Commercial
Barge
Line
Holding
Corp
121,160
47,808
American
Commercial
Barge
Line
LLC
(7)
11,952
36,348
American
Commercial
Barge
Line
LLC
(7)
12,722
Total
Marine
Transportation
263,470
Oil,
Gas
&
Consumable
Fuels
-
0.0%
500
California
Resources
Corp
3,500
Total
Oil,
Gas
&
Consumable
Fuels
3,500
Wireless
Telecommunication
Services
-
0.0%
4
Intelsat
SA/Luxembourg
3
Total
Wireless
Telecommunication
Services
3
Total
Warrants
(cost
$1,167,065)
8,522,046
Shares  
Description
(1)
Coupon
Ratings
(4)
Value
238,344
CONVERTIBLE
PREFERRED
SECURITIES
-
0.0%
X
238,344
Communications
Equipment
-
0.0%
28,482
riverbed
technology
inc
0.000%
N/R
$
0
Total
Communications
Equipment
0
31
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
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:
Shares  
Description
(1)
Coupon
Ratings
(4)
Value
Marine
Transportation
-
0.0%
2,992
American
Commercial
Barge
Line
Holding
Corp
0.000%
N/R
$
65,824
4,313
American
Commercial
Barge
Line
Holding
Corp
0.000%
N/R
172,520
Total
Marine
Transportation
238,344
Total
Convertible
Preferred
Securities
(cost
$801,495)
238,344
Total
Long-Term
Investments
(cost
$1,711,966,681)
1,640,784,501
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
  0.1%
X
2,050,426
MONEY
MARKET
FUNDS
-
0.1%
X
2,050,426
2,050,426
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(12)
5.110%(13)
$
2,050,426
Total
Money
Market
Funds
(cost
$2,050,426)
$
2,050,426
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$2,050,426)
2,050,426
Total
Investments
(cost
$1,714,017,107
)
-
100.3%
1,642,834,927
Borrowings
-
(6.1)%
(14)
(100,000,000)
Other
Assets
&
Liabilities,
Net
-  5.8%
95,293,188
Net
Assets
-
100%
$
1,638,128,115
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Variable
Rate
Senior
Loan
Interests
$
–
$
1,392,577,380
$
279,839
$
1,392,857,219
Corporate
Bonds
–
211,151,703
–
211,151,703
Common
Stocks
1,259,499
25,907,078
848,612
28,015,189
Warrants
3,500
8,493,872
24,674
8,522,046
Convertible
Preferred
Securities
–
238,344
–
238,344
Investments
Purchased
with
Collateral
from
Securities
Lending
2,050,426
–
–
2,050,426
Total
$
3,313,425
$
1,638,368,377
$
1,153,125
$
1,642,834,927
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
32
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Senior
loans
generally
pay
interest
at
rates
which
are
periodically
adjusted
by
reference
to
a
base
short-term,
floating
lending
rate
(Reference
Rate)
plus
an
assigned
fixed
rate
(Spread).
These
floating
lending
rates
are
generally
(i)
the
lending
rate
referenced
by
the
London
Inter-Bank
Offered
Rate
("LIBOR"),
or
(ii)
the
prime
rate
offered
by
one
or
more
major
United
States
banks.
Senior
loans
may
be
considered
restricted
in
that
the
Fund
ordinarily
is
contractually
obligated
to
receive
approval
from
the
agent
bank
and/or
borrower
prior
to
the
disposition
of
a
senior
loan.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(3)
Senior
loans
generally
are
subject
to
mandatory
and/or
optional
prepayment.
Because
of
these
mandatory
prepayment
conditions
and
because
there
may
be
significant
economic
incentives
for
a
borrower
to
prepay,
prepayments
of
senior
loans
may
occur.
As
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
(4)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(5)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(6)
Investment,
or
portion
of
investment,
represents
an
outstanding
unfunded
senior
loan
commitment.
(7)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(8)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(9)
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
$1,893,309.
(10)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(11)
Energy
Harbor
Corp
(ENGH)
common
stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Bruce
Mansfield
Unit
1
2007
Pass-Through
Trust.
Various
funds
and
accounts
managed
by
Nuveen,
including
the
Fund,
collectively
are
a
substantial
minority
holder
of
ENGH’s
outstanding
shares
of
common
stock,
and
possess
certain
other
rights
with
respect
to
the
corporate
governance
of
ENGH.
Due
to
these
facts,
under
the
federal
securities
laws,
the
securities
of
ENGH
held
by
Nuveen
funds
and
accounts,
including
the
Fund,
cannot
be
sold
except
under
limited
conditions
(which
are
not  currently
satisfied).
The
Fund
is
therefore
unable
to
sell
such
shares
in
ordinary
secondary
market
transactions
at
this
time.
On
March
6,
2023
Vistra
Corp.
(“Vistra”)
announced
that
it
has
executed
a
definitive
agreement
with
Energy
Harbor
Corp.,
pursuant
to
which
Energy
Harbor
will
merge
with
and
into
a
newly-formed
subsidiary
of
Vistra.  The
companies
anticipate
closing
the
transaction
in
the
second
half
of
2023.  In
connection
with
the
transaction,
Nuveen
funds
and
accounts
expect
to
receive
a
combination
of
cash
and
shares
in
a
newly
formed
entity.
Nuveen
expects
these
shares
to
be
issued
in
a
private
transaction
and
may
have
reduced
secondary
market
liquidity.  The
transaction
is
subject
to
certain
regulatory
approvals
and
there
can
be
no
assurance
that
the
transaction
will
close.
(12)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(13)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(14)
Borrowings
as
a
percentage
of
Total
Investments
is
6.1%.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
CME
Chicago
Mercantile
Exchange
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
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.
REIT
Real
Estate
Investment
Trust
SOFR
180A
180
Day
Average
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.