NPORT-EX 2 JFR.htm
1
Nuveen
Floating
Rate
Income
Fund
Portfolio
of
Investments
October
31,
2022
(Unaudited)
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
LONG-TERM
INVESTMENTS
-
161.7%  
(99.7%
of
Total
Investments)
X
685,207,844
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
132.9%
(82.0%
of
Total
Investments)
(2)
X
685,207,844
Aerospace
&
Defense
-
1.5%
(0.9%
of
Total
Investments)
$
2,156
Sequa
Mezzanine
Holdings
L.L.C.,
Term
Loan,
(cash
6.750%,
PIK
1.000%)
9.760%
3-Month
LIBOR
6.750%
7/31/23
BB-
$
2,156,496
1,732
TransDigm,
Inc.,
Term
Loan
E
5.924%
3-Month
LIBOR
2.250%
5/30/25
Ba3
1,694,964
1,717
TransDigm,
Inc.,
Term
Loan
F
5.924%
3-Month
LIBOR
2.250%
12/09/25
Ba3
1,679,436
2,183
TransDigm,
Inc.,
Term
Loan
G
5.924%
3-Month
LIBOR
2.250%
8/22/24
Ba3
2,151,759
7,788
Total
Aerospace
&
Defense
7,682,655
Airlines
-
3.0%
(1.8%
of
Total
Investments)
2,802
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
8.993%
3-Month
LIBOR
4.750%
4/20/28
Ba2
2,779,621
419
American
Airlines,
Inc.,
Term
Loan
5.412%
1-Month
LIBOR
2.000%
12/14/23
Ba3
417,850
1,542
American
Airlines,
Inc.,
Term
Loan,
First
Lien
5.504%
1-Month
LIBOR
1.750%
1/29/27
Ba3
1,438,395
4,260
Kestrel
Bidco
Inc.,
Term
Loan
B
5.993%
1-Month
LIBOR
3.000%
12/11/26
BB-
3,740,993
1,404
Mileage
Plus
Holdings
LLC,
Term
Loan
B
8.777%
3-Month
LIBOR
5.250%
6/20/27
Baa3
1,436,275
2,675
SkyMiles
IP
Ltd.,
Term
Loan
B
7.993%
3-Month
LIBOR
3.750%
10/20/27
Baa1
2,703,435
2,955
United
Airlines,
Inc.,
Term
Loan
B
8.108%
3-Month
LIBOR
3.750%
4/21/28
Ba1
2,892,413
16,057
Total
Airlines
15,408,982
Auto
Components
-
1.2%
(0.7%
of
Total
Investments)
815
Adient
US
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/08/28
BB+
790,290
2,958
Clarios
Global
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/30/26
B1
2,883,118
876
DexKo
Global
Inc.,
Term
Loan
B
7.476%
1
+
3
Month
LIBOR
3.750%
10/04/28
B1
798,359
1,796
Superior
Industries
International,
Inc.,
Term
Loan
B,
First
Lien
7.754%
1-Month
LIBOR
4.000%
5/23/24
Ba3
1,726,412
6,445
Total
Auto
Components
6,198,179
Beverages
-
2.0%
(1.2%
of
Total
Investments)
1,533
Arterra
Wines
Canada,
Inc.,
Term
Loan
7.142%
3-Month
LIBOR
3.500%
11/25/27
B1
1,404,720
1,168
City
Brewing
Company,
LLC,
Term
Loan
6.814%
1-Month
LIBOR
3.500%
4/05/28
B-
806,058
2,244
Naked
Juice
LLC,
Term
Loan
6.903%
SOFR90A
3.250%
1/20/29
Ba3
2,057,598
328
Naked
Juice
LLC,
Term
Loan,
Second
Lien
9.653%
3-Month
LIBOR
6.000%
1/20/30
B3
290,280
2,875
Sunshine
Investments
B.V.,
Term
Loan
6.962%
SOFR90A
4.250%
5/05/29
B+
2,781,562
3,153
Triton
Water
Holdings,
Inc,
Term
Loan
7.174%
3-Month
LIBOR
3.500%
3/31/28
B1
2,819,836
11,301
Total
Beverages
10,160,054
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
2
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Biotechnology
-
0.7%
(0.4%
of
Total
Investments)
$
3,511
Grifols
Worldwide
Operations
USA,
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
11/15/27
BB+
$
3,376,209
Building
Products
-
1.9%
(1.2%
of
Total
Investments)
4,280
Chamberlain
Group
Inc,
Term
Loan
B
7.132%
1-Month
LIBOR
3.500%
10/22/28
B
3,905,960
948
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
6.589%
1-Month
LIBOR
3.250%
4/12/28
B
800,504
465
Griffon
Corporation,
Term
Loan
B
6.268%
SOFR30A
+
Prime
2.500%
1/19/29
BB
455,467
3,186
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
6.379%
1-Month
LIBOR
2.625%
1/31/27
Ba2
3,097,762
913
Standard
Industries
Inc.,
Term
Loan
B
6.675%
6-Month
LIBOR
2.500%
9/22/28
BBB-
896,181
445
Zurn
Holdings,
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
10/04/28
BB
442,346
10,237
Total
Building
Products
9,598,220
Capital
Markets
-
0.4%
(0.3%
of
Total
Investments)
2,481
Astra
Acquisition
Corp.,
Term
Loan,
First
Lien
9.004%
1-Month
LIBOR
5.250%
10/22/28
BB-
2,170,399
Chemicals
-
1.4%
(0.9%
of
Total
Investments)
798
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
12/12/25
BB
736,333
1,169
Diamond
(BC)
B.V.,
Term
Loan
B
7.163%
1
+
3
Month
LIBOR
2.750%
9/29/28
Ba3
1,096,385
2,220
Discovery
Purchaser
Corporation,
Term
Loan
7.967%
SOFR90A
4.375%
8/03/29
B-
2,036,850
1,020
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
1/29/26
BB+
962,078
1,160
Ineos
US
Finance
LLC,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
3/31/24
BBB-
1,152,359
249
Kraton
Corporation,
Term
Loan
6.718%
SOFR90A
3.250%
3/15/29
BB
240,883
243
PMHC
II,
Inc.,
Term
Loan
B
8.494%
SOFR90A
4.250%
2/03/29
B-
190,400
1,066
Trinseo
Materials
Operating
S.C.A.,
Term
Loan,
(DD1)
5.754%
1-Month
LIBOR
2.000%
9/09/24
Ba2
999,296
7,925
Total
Chemicals
7,414,584
Commercial
Services
&
Supplies
-
3.1%
(1.9%
of
Total
Investments)
1,716
Amentum
Government
Services
Holdings
LLC,
Term
Loan
7.382%
SOFR90A
4.000%
2/07/29
B1
1,665,653
695
Anticimex
International
AB,
Term
Loan
B1
6.570%
3-Month
LIBOR
3.500%
11/16/28
B
675,644
1,384
Covanta
Holding
Corporation,
Term
Loan
B
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
1,368,303
104
Covanta
Holding
Corporation,
Term
Loan
C
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
103,010
1,058
Garda
World
Security
Corporation,
Term
Loan
B
7.240%
3-Month
LIBOR
4.250%
10/30/26
BB+
1,010,795
2,350
GFL
Environmental
Inc.,
Term
Loan
7.415%
3-Month
LIBOR
3.000%
5/30/25
N/R
2,341,415
990
Herman
Miller,
Inc,
Term
Loan
B
5.750%
1-Month
LIBOR
2.000%
7/19/28
BB+
941,035
3,990
Intrado
Corporation,
Term
Loan,
(DD1)
8.415%
3-Month
LIBOR
4.000%
10/10/24
B2
3,527,862
3
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Commercial
Services
&
Supplies
(continued)
$
841
Prime
Security
Services
Borrower,
LLC,
Term
Loan
5.303%
6-Month
LIBOR
2.750%
9/23/26
BB-
$
831,001
565
Vertical
US
Newco
Inc,
Term
Loan
B
6.871%
6-Month
LIBOR
3.500%
7/31/27
B+
537,632
2,132
West
Corporation,
Term
Loan
B1,
(DD1)
7.915%
3-Month
LIBOR
3.500%
10/10/24
B2
1,869,744
1,217
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
3/25/28
B+
1,203,399
17,042
Total
Commercial
Services
&
Supplies
16,075,493
Communications
Equipment
-
2.7%
(1.6%
of
Total
Investments)
2,197
CommScope,
Inc.,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/04/26
B1
2,100,349
2,466
Delta
TopCo,
Inc.,
Term
Loan
B
6.832%
3-Month
LIBOR
3.750%
12/01/27
B2
2,258,554
760
EOS
Finco
Sarl,
Term
Loan
9.612%
CME
Term
SOFR
3
Month
6.000%
8/03/29
B2
728,650
4,883
Maxar
Technologies
Ltd.,
Term
Loan
B
8.079%
SOFR30A
4.350%
6/09/29
B+
4,690,919
4,263
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien,
(DD1)
8.252%
3-Month
LIBOR
4.500%
11/30/25
B3
2,231,280
2,473
Riverbed
Technology,
Inc.,
Exit
Term
Loan,
(cash
7.000%,
PIK
2.000%)
9.200%
1-Month
LIBOR
6.000%
12/07/26
Caa1
967,620
748
ViaSat,
Inc.,
Term
Loan
8.343%
CME
Term
SOFR
1
Month
4.500%
3/04/29
BB+
714,931
17,790
Total
Communications
Equipment
13,692,303
Construction
&
Engineering
-
0.7%
(0.4%
of
Total
Investments)
269
Aegion
Corporation,
Term
Loan
8.504%
1-Month
LIBOR
4.750%
5/17/28
B
248,658
1,321
Centuri
Group,
Inc,
Term
Loan
B
5.570%
Prime
+
3-Month
LIBOR
2.500%
8/27/28
Ba2
1,296,061
1,439
Osmose
Utilities
Services,
Inc.,
Term
Loan
6.882%
1-Month
LIBOR
3.250%
6/22/28
B
1,336,900
540
Pike
Corporation,
Term
Loan
B
6.760%
1-Month
LIBOR
3.000%
1/21/28
Ba3
530,501
3,569
Total
Construction
&
Engineering
3,412,120
Consumer
Finance
-
0.8%
(0.5%
of
Total
Investments)
4,006
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/30/28
BB+
3,940,501
Containers
&
Packaging
-
2.0%
(1.2%
of
Total
Investments)
2,641
Berry
Global,
Inc.,
Term
Loan
Z
5.050%
3-Month
LIBOR
1.750%
7/01/26
BBB-
2,606,641
1,547
Charter
NEX
US,
Inc.,
Term
Loan
7.504%
1-Month
LIBOR
3.750%
12/01/27
B
1,503,127
998
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
8.004%
SOFR30A
4.175%
3/30/29
B
962,433
130
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
8.259%
6-Month
LIBOR
4.750%
2/09/26
B
110,042
1,435
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
9/24/28
B+
1,396,540
760
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
2/05/26
B+
740,745
3,178
TricorBraun
Holdings,
Inc.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/03/28
B2
3,017,609
10,689
Total
Containers
&
Packaging
10,337,137
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
4
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Diversified
Consumer
Services
-
0.4%
(0.3%
of
Total
Investments)
$
830
GT
Polaris,
Inc.,
Term
Loan
8.165%
3-Month
LIBOR
3.750%
9/24/27
BB-
$
762,442
1,474
Spin
Holdco
Inc.,
Term
Loan
7.144%
3-Month
LIBOR
4.000%
3/04/28
B-
1,302,736
2,304
Total
Diversified
Consumer
Services
2,065,178
Diversified
Financial
Services
-
1.6%
(1.0%
of
Total
Investments)
311
Avaya,
Inc.,
Term
Loan
B2
7.412%
1-Month
LIBOR
4.000%
12/15/27
Caa2
151,304
2,279
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B3
5.239%
1-Month
LIBOR
1.750%
1/15/25
Baa2
2,238,676
4,295
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
4.989%
1-Month
LIBOR
1.500%
2/12/27
Baa2
4,198,456
2,103
Ditech
Holding
Corporation,
Term
Loan(5)
0.000%
N/A
0.000%
12/19/22
N/R
262,863
1,197
Trans
Union,
LLC,
Term
Loan
B6
6.004%
1-Month
LIBOR
2.250%
12/01/28
BBB-
1,180,516
10,185
Total
Diversified
Financial
Services
8,031,815
Diversified
Telecommunication
Services
-
3.9%
(2.4%
of
Total
Investments)
1,755
Altice
France
S.A.,
Term
Loan
B12
7.767%
3-Month
LIBOR
3.688%
1/31/26
B
1,587,755
5,821
Altice
France
S.A.,
Term
Loan
B13
6.905%
3-Month
LIBOR
4.000%
8/14/26
B
5,352,683
6,483
CenturyLink,
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/15/27
BB+
6,051,784
1,102
Cincinnati
Bell,
Inc.,
Term
Loan
B2
7.079%
SOFR30A
3.250%
11/23/28
B+
1,081,019
1,520
Connect
Finco
Sarl,
Term
Loan
B
7.260%
1-Month
LIBOR
3.500%
12/12/26
B+
1,472,734
1,072
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.360%
3-Month
LIBOR
3.000%
5/01/24
B
922,909
3,956
Frontier
Communications
Corp.,
Term
Loan
B
7.438%
3-Month
LIBOR
3.750%
10/08/27
BB+
3,754,968
21,709
Total
Diversified
Telecommunication
Services
20,223,852
Electric
Utilities
-
0.5%
(0.3%
of
Total
Investments)
1,153
ExGen
Renewables
IV,
LLC,
Term
Loan
5.570%
3-Month
LIBOR
2.500%
12/15/27
BB-
1,144,330
–
Pacific
Gas
&
Electric
Company,
Term
Loan
6.813%
ICE
Libor
USD
1
Month
300.000%
6/23/25
BB
0
1,665
Talen
Energy
Supply,
LLC,
Term
Loan
B,
(WI/DD)(5)
TBD
TBD
TBD
TBD
N/R
1,684,780
2,818
Total
Electric
Utilities
2,829,110
Electrical
Equipment
-
0.1%
(0.1%
of
Total
Investments)
459
Vertiv
Group
Corporation,
Term
Loan
B
5.878%
1
+
6
Month
LIBOR
2.750%
3/02/27
BB-
443,270
Electronic
Equipment,
Instruments
&
Components
-
1.2%
(0.8%
of
Total
Investments)
1,875
II-VI
Incorporated,
Term
Loan
B
5.878%
1-Month
LIBOR
2.750%
7/01/29
BBB-
1,830,469
2,765
Ingram
Micro
Inc.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
7/02/28
BB+
2,680,322
1,863
TTM
Technologies,
Inc.,
Term
Loan
5.628%
1-Month
LIBOR
2.500%
9/28/24
BB+
1,847,863
6,503
Total
Electronic
Equipment,
Instruments
&
Components
6,358,654
5
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Entertainment
-
1.7%
(1.1%
of
Total
Investments)
$
2,220
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
6.314%
1-Month
LIBOR
3.000%
4/22/26
B-
$
1,583,703
5,092
Crown
Finance
US,
Inc.,
Term
Loan(5)
0.000%
12-Month
LIBOR
0.000%
2/28/25
D
1,662,177
675
Crown
Finance
US,
Inc.,
Term
Loan(5)
0.000%
12-Month
LIBOR
0.000%
9/20/26
D
208,903
430
Crown
Finance
US,
Inc.,
Term
Loan
B1
13.178%
6-Month
LIBOR
8.250%
5/23/24
D
461,195
582
Diamond
Sports
Group,
LLC,
Term
Loan
11.208%
SOFR30A
8.100%
5/19/26
B
562,168
1,391
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
6.458%
SOFR30A
3.350%
8/24/26
CCC+
278,148
651
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/24/25
Ba2
639,066
1,144
Springer
Nature
Deutschland
GmbH,
Term
Loan
B18
6.674%
1-Month
LIBOR
3.000%
8/14/26
BB+
1,128,944
891
Univision
Communications
Inc.,
Term
Loan
C5
6.504%
1-Month
LIBOR
2.750%
3/15/24
B+
888,183
1,560
Virgin
Media
Bristol
LLC,
Term
Loan
Q
6.662%
1-Month
LIBOR
3.250%
1/31/29
BB+
1,539,962
14,636
Total
Entertainment
8,952,449
Food
&
Staples
Retailing
-
0.4%
(0.3%
of
Total
Investments)
762
US
Foods,
Inc.,
5.754%
1-Month
LIBOR
2.000%
9/13/26
BB
749,902
1,349
US
Foods,
Inc.,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
11/22/28
BB
1,330,522
2,111
Total
Food
&
Staples
Retailing
2,080,424
Food
Products
-
0.9%
(0.6%
of
Total
Investments)
1,159
CHG
PPC
Parent
LLC,
Term
Loan
6.632%
1-Month
LIBOR
3.000%
12/08/28
B1
1,124,400
1,139
Froneri
International
Ltd.,
Term
Loan
6.004%
1-Month
LIBOR
2.250%
1/31/27
B+
1,101,722
391
H
Food
Holdings
LLC,
Term
Loan
B
7.441%
1-Month
LIBOR
3.688%
5/31/25
B2
330,998
59
H
Food
Holdings
LLC,
Term
Loan
B3
8.754%
1-Month
LIBOR
5.000%
5/31/25
B2
50,283
1,135
Sycamore
Buyer
LLC,
Term
Loan
B
6.090%
1-Month
LIBOR
2.250%
7/22/29
BB+
1,117,266
1,084
UTZ
Quality
Foods,
LLC,
Term
Loan
B
6.843%
CME
Term
SOFR
1
Month
3.000%
1/20/28
B1
1,067,227
4,967
Total
Food
Products
4,791,896
Health
Care
Equipment
&
Supplies
-
4.8%
(2.9%
of
Total
Investments)
7,411
Bausch
&
Lomb,
Inc.,
Term
Loan
6.989%
SOFR90A
3.250%
5/05/27
BB-
6,961,181
2,624
Carestream
Health,
Inc.,
Term
Loan
11.153%
CME
Term
SOFR
3
Month
+  SOFR90A
7.500%
9/30/27
B-
2,249,886
616
Embecta
Corp,
Term
Loan
B
6.553%
SOFR90A
3.000%
1/27/29
Ba3
602,406
1,060
ICU
Medical,
Inc.,
Term
Loan
B
5.975%
SOFR30A
+
SOFR90A
+
CME
Term
SOFR
2
Month
2.250%
12/14/28
BBB-
1,038,815
741
Insulet
Corporation,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
5/04/28
Ba3
726,509
11,031
Medline
Borrower,
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/21/28
BB-
10,162,829
2,397
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
7.504%
1-Month
LIBOR
3.750%
7/02/25
B3
2,131,785
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
6
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Equipment
&
Supplies
(continued)
$
897
Vyaire
Medical,
Inc.,
Term
Loan
B
8.505%
3-Month
LIBOR
4.750%
4/16/25
Caa1
$
656,630
26,777
Total
Health
Care
Equipment
&
Supplies
24,530,041
Health
Care
Providers
&
Services
-
10.7%
(6.6%
of
Total
Investments)
264
ADMI
Corp.,
Term
Loan
B2
7.129%
1-Month
LIBOR
3.375%
12/23/27
B
236,394
2,970
AHP
Health
Partners,
Inc.,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
8/23/28
B1
2,834,494
1,148
DaVita,
Inc.
,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
8/12/26
BBB-
1,112,571
163
Element
Materials
Technology
Group
US
Holdings
Inc,
Term
Loan,
(WI/
DD)(6)
TBD
TBD
TBD
TBD
B1
158,057
352
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B1
342,458
1,991
Gainwell
Acquisition
Corp.,
Term
Loan
B
7.674%
3-Month
LIBOR
4.000%
10/01/27
BB-
1,898,121
396
Global
Medical
Response,
Inc.,
Term
Loan
8.004%
1-Month
LIBOR
4.250%
3/14/25
B
308,544
3,774
Global
Medical
Response,
Inc.,
Term
Loan
B
7.378%
1-Month
LIBOR
4.250%
10/02/25
B
2,943,075
5,612
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
5,563,745
429
MED
ParentCo
LP,
Term
Loan,
First
Lien
8.004%
1-Month
LIBOR
4.250%
8/31/26
B2
341,009
1,637
National
Mentor
Holdings,
Inc.,
Term
Loan
7.467%
1
+
3
Month
LIBOR
3.750%
3/02/28
B-
1,174,884
25
National
Mentor
Holdings,
Inc.,
Term
Loan
C
7.430%
3-Month
LIBOR
3.750%
3/02/28
B-
17,633
1,945
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
9.165%
3-Month
LIBOR
4.750%
2/26/28
B
1,739,486
9,311
Parexel
International
Corporation,
Term
Loan,
First
Lien
7.004%
1-Month
LIBOR
3.250%
11/15/28
B1
8,988,856
2,259
Phoenix
Guarantor
Inc,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
3/05/26
B1
2,173,036
1,970
Phoenix
Guarantor
Inc,
Term
Loan
B3
7.254%
1-Month
LIBOR
3.500%
3/05/26
B1
1,897,199
234
Quorum
Health
Corporation,
Term
Loan(5)
12.034%
3-Month
LIBOR
8.250%
4/29/25
Caa1
160,392
7,876
RegionalCare
Hospital
Partners
Holdings,
Inc.,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
11/16/25
B1
6,990,034
4,343
Select
Medical
Corporation,
Term
Loan
B
6.260%
1-Month
LIBOR
2.500%
3/06/25
Ba2
4,234,727
8,151
Surgery
Center
Holdings,
Inc.,
Term
Loan
7.070%
1-Month
LIBOR
3.750%
8/31/26
B1
7,801,402
1,130
Team
Health
Holdings,
Inc.,
Term
Loan
B
8.979%
SOFR30A
5.250%
2/02/27
B
946,391
887
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
6.504%
1-Month
LIBOR
2.750%
2/06/24
B
814,372
2,616
US
Radiology
Specialists,
Inc.,
Term
Loan
8.924%
3-Month
LIBOR
5.250%
12/15/27
B-
2,354,169
59,483
Total
Health
Care
Providers
&
Services
55,031,049
7
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Technology
-
0.3%
(0.2%
of
Total
Investments)
$
266
Athenahealth,
Inc.,
Term
Loan(6)
3.500%
SOFR30A
3.500%
1/27/29
B+
$
243,670
1,565
Athenahealth,
Inc.,
Term
Loan
B
6.967%
SOFR30A
3.500%
1/27/29
B+
1,434,055
1,831
Total
Health
Care
Technology
1,677,725
Hotels
-
0.9%
(0.6%
of
Total
Investments)
525
Crown
Finance
US
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
N/R
526,504
1,035
Entain
Holdings
Gibraltar
Ltd,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
Ba1
1,020,448
1,077
Penn
National
Gaming,
Inc.,
Term
Loan
B
6.579%
SOFR30A
2.750%
4/20/29
BB
1,063,435
2,000
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
6.781%
CME
Term
SOFR
3
Month
3.250%
7/04/28
BBB-
1,977,500
4,637
Total
Hotels
4,587,887
Hotels,
Restaurants
&
Leisure
-
21.1%
(13.0%
of
Total
Investments)
296
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
17.328%
3-Month
LIBOR
12.000%
9/29/26
Caa3
294,026
618
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan,
(cash
0.220%,
PIK
5.000%)
8.642%
3-Month
LIBOR
5.000%
12/29/25
CCC-
66,387
2,008
Alterra
Mountain
Company,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
8/17/28
B+
1,967,037
86
Alterra
Mountain
Company,
Term
Loan
B1,
(DD1)
6.504%
1-Month
LIBOR
2.750%
7/31/24
B+
85,909
931
Aramark
Services,
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
3/11/25
BB+
908,428
21,257
B.C.
Unlimited
Liability
Company,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
11/19/26
BB+
20,715,329
8,270
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien
6.504%
1-Month
LIBOR
2.750%
12/22/24
B+
8,191,295
841
Caesars
Resort
Collection,
LLC,
Term
Loan
B1
7.254%
1-Month
LIBOR
3.500%
7/20/25
B+
834,603
1,394
Carnival
Corporation,
Term
Loan
B
6.127%
6-Month
LIBOR
3.250%
10/18/28
BB-
1,281,798
2,697
Carnival
Corporation,
Term
Loan
B
5.877%
6-Month
LIBOR
3.000%
6/30/25
Ba2
2,538,170
2,835
Churchill
Downs
Incorporated,
Term
Loan
B1
5.760%
1-Month
LIBOR
2.000%
3/17/28
BBB-
2,754,787
6,030
ClubCorp
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
9/18/24
B2
5,447,756
1,274
Crown
Finance
US,
Inc.,
Term
Loan(6)
0.000%
12-Month
LIBOR
0.000%
5/31/23
CCC+
390,691
800
Crown
Finance
US,
Inc.,
Term
Loan
B1,
(cash
7.132%,
PIK
8.250%)(5)
7.625%
3-Month
LIBOR
7.000%
5/23/24
D
951,776
10,740
Delta
2
(LUX)
S.a.r.l.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
2/01/24
BB-
10,742,525
4,589
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
6.674%
3-Month
LIBOR
3.000%
3/08/24
CCC
3,387,180
9,186
Fertitta
Entertainment,
LLC,
Term
Loan
B
7.729%
SOFR30A
4.000%
1/27/29
B
8,641,446
928
Four
Seasons
Hotels
Limited,
Term
Loan,
First
Lien
5.754%
1-Month
LIBOR
2.000%
11/30/23
BB+
927,902
2,722
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
8/02/28
BB+
2,684,725
7,038
Hilton
Worldwide
Finance,
LLC,
Term
Loan
B2
5.336%
1-Month
LIBOR
1.750%
6/21/26
BBB-
6,924,113
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
8
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
1,577
Life
Time
Fitness
Inc
,
Term
Loan
B
7.820%
3-Month
LIBOR
4.750%
12/15/24
B
$
1,559,062
1,459
NASCAR
Holdings,
Inc,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/18/26
BBB-
1,456,531
1,170
PCI
Gaming
Authority,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/31/26
BBB-
1,158,420
1,021
Scientific
Games
Holdings
LP,
Term
Loan
B
7.097%
SOFR90A
3.500%
2/04/29
BB-
963,829
4,279
Scientific
Games
International,
Inc.,
Term
Loan
6.402%
SOFR30A
3.000%
4/07/29
BB
4,232,032
2,846
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
6.813%
1-Month
LIBOR
3.000%
8/25/28
BB
2,783,092
7,979
Stars
Group
Holdings
B.V.
(The),
Term
Loan
4.500%
3-Month
LIBOR
2.250%
7/10/25
BBB
7,849,539
2,875
Station
Casinos
LLC,
Term
Loan
B
6.010%
1-Month
LIBOR
2.250%
2/08/27
BB-
2,821,352
2,233
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
6.550%
3-Month
LIBOR
3.250%
10/01/28
BB+
2,081,139
2,677
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
6.510%
1-Month
LIBOR
2.750%
5/16/25
B
2,617,487
1,430
Wyndham
Hotels
&
Resorts,
Inc.,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
5/30/25
BBB-
1,424,638
114,086
Total
Hotels,
Restaurants
&
Leisure
108,683,004
Household
Durables
-
0.9%
(0.6%
of
Total
Investments)
139
AI
Aqua
Merger
Sub
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B3
129,571
611
AI
Aqua
Merger
Sub
Inc,
Term
Loan
B,
(WI/DD)
TBD
TBD
TBD
TBD
B3
570,115
2,494
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
6.858%
SOFR30A
3.750%
7/30/28
B3
2,325,945
1,904
Serta
Simmons
Bedding,
LLC,
Term
Loan(5)
10.793%
1-Month
LIBOR
7.500%
8/10/23
CCC+
955,235
98
Serta
Simmons
Bedding,
LLC,
Term
Loan(5)
10.793%
1-Month
LIBOR
7.500%
8/10/23
B-
95,506
912
Weber-Stephen
Products
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/30/27
CCC+
761,743
6,158
Total
Household
Durables
4,838,115
Household
Products
-
0.8%
(0.5%
of
Total
Investments)
1,768
Energizer
Holdings,
Inc.,
Term
Loan
5.875%
1-Month
LIBOR
2.250%
12/22/27
Ba1
1,715,445
1,650
Reynolds
Consumer
Products
LLC,
Term
Loan
5.504%
1-Month
LIBOR
1.750%
2/04/27
BBB-
1,621,039
844
Spectrum
Brands,
Inc.,
Term
Loan
5.760%
1-Month
LIBOR
2.000%
3/03/28
BBB-
809,207
4,262
Total
Household
Products
4,145,691
9
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Independent
Power
And
Renewable
Electricity
Prod
-
0.2%
(0.2%
of
Total
Investments)
$
1,248
Vistra
Operations
Company
LLC,
Term
Loan
B3,
First
Lien
5.333%
1-Month
LIBOR
1.750%
12/31/25
BBB-
$
1,240,040
Insurance
-
4.8%
(2.9%
of
Total
Investments)
4,902
Acrisure,
LLC,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
2/15/27
B
4,565,296
4,002
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
5/10/25
B
3,892,960
743
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
6.980%
1-Month
LIBOR
3.500%
11/06/27
B
718,101
2,712
Asurion
LLC,
Term
Loan
B4,
Second
Lien
9.004%
1-Month
LIBOR
5.250%
1/15/29
B
1,902,916
812
Asurion
LLC,
Term
Loan
B7
6.754%
1-Month
LIBOR
3.000%
11/03/24
Ba3
767,807
5,620
Asurion
LLC,
Term
Loan
B8
7.004%
1-Month
LIBOR
3.250%
12/23/26
Ba3
5,008,100
1,665
Asurion
LLC,
Term
Loan
B9
7.004%
1-Month
LIBOR
3.250%
7/31/27
Ba3
1,472,269
990
Broadstreet
Partners,
Inc.,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
1/27/27
B1
951,642
1,435
Hub
International
Limited,
Term
Loan
B
7.380%
3-Month
LIBOR
3.250%
4/25/25
B
1,411,500
3,225
Hub
International
Limited,
Term
Loan
B
6.995%
3-Month
LIBOR
3.000%
4/25/25
B
3,167,933
686
Ryan
Specialty
Group,
LLC,
Term
Loan
6.829%
SOFR30A
3.000%
9/01/27
BB-
678,495
26,792
Total
Insurance
24,537,019
Interactive
Media
&
Services
-
0.8%
(0.5%
of
Total
Investments)
6,381
Rackspace
Technology
Global,
Inc.,
Term
Loan
B,
(DD1)
5.617%
3-Month
LIBOR
2.750%
2/09/28
B1
4,075,995
6,381
Total
Interactive
Media
&
Services
4,075,995
Internet
&
Direct
Marketing
Retail
-
0.6%
(0.4%
of
Total
Investments)
2,462
CNT
Holdings
I
Corp,
Term
Loan
7.239%
SOFR90A
3.500%
11/08/27
B
2,403,400
138
Medical
Solutions
Holdings,
Inc.,
Term
Loan
7.874%
3-Month
LIBOR
3.500%
11/01/28
B1
133,429
858
Medical
Solutions
Holdings,
Inc.,
Term
Loan,
First
Lien
7.174%
3-Month
LIBOR
3.500%
11/01/28
B1
829,337
3,458
Total
Internet
&
Direct
Marketing
Retail
3,366,166
IT
Services
-
3.6%
(2.2%
of
Total
Investments)
1,952
Ahead
DB
Holdings,
LLC,
Term
Loan
B
7.430%
3-Month
LIBOR
3.750%
10/16/27
B+
1,909,064
310
iQor
US
Inc.,
Exit
Term
Loan
11.254%
1-Month
LIBOR
7.500%
9/15/27
B1
309,312
1,451
Peraton
Corp.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
2/01/28
BB-
1,399,895
1,649
Perforce
Software,
Inc.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
7/01/26
B2
1,529,556
2,162
Sabre
GLBL
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
2/22/24
Ba3
2,125,183
4,688
Syniverse
Holdings,
Inc.,
Term
Loan
10.553%
SOFR90A
7.000%
5/10/29
B-
4,033,594
2,087
Tempo
Acquisition
LLC,
Term
Loan
B
6.729%
CME
Term
SOFR
1
Month
3.000%
8/31/28
BB-
2,062,957
3,776
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan,
(cash
3.500%,
PIK
6.500%)
6.212%
3-Month
LIBOR
7.250%
2/28/25
B-
3,745,871
1,441
WEX
Inc.,
Term
Loan
6.004%
1-Month
LIBOR
2.250%
4/01/28
Ba2
1,415,435
19,516
Total
IT
Services
18,530,867
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
10
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Leisure
Products
-
0.3%
(0.2%
of
Total
Investments)
$
671
Hayward
Industries,
Inc.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/28/28
BB
$
632,419
960
SRAM,
LLC
,
Term
Loan
B
6.162%
1
+
3
Month
LIBOR
2.750%
5/18/28
BB-
934,018
1,631
Total
Leisure
Products
1,566,437
Life
Sciences
Tools
&
Services
-
0.5%
(0.3%
of
Total
Investments)
689
Avantor
Funding,
Inc.,
Term
Loan
B5
6.004%
1-Month
LIBOR
2.250%
11/06/27
BB+
676,747
642
Curia
Global,
Inc.,
Term
Loan
8.124%
3-Month
LIBOR
3.750%
8/30/26
B2
590,339
1,398
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
1,386,236
2,729
Total
Life
Sciences
Tools
&
Services
2,653,322
Machinery
-
2.1%
(1.3%
of
Total
Investments)
3,798
Ali
Group
North
America
Corporation,
Term
Loan
B
5.843%
1-Month
LIBOR
2.000%
10/13/28
Baa3
3,737,736
1,458
Alliance
Laundry
Systems
LLC,
Term
Loan
B
7.409%
3-Month
LIBOR
3.500%
10/08/27
B
1,410,304
1,994
Gardner
Denver,
Inc.,
Term
Loan
B2
5.579%
CME
Term
SOFR
1
Month
1.750%
2/28/27
BB+
1,956,031
2,076
Gates
Global
LLC,
Term
Loan
B3
6.254%
1-Month
LIBOR
2.500%
3/31/27
Ba3
2,021,237
1,099
Grinding
Media
Inc.,
Term
Loan
B
7.516%
3-Month
LIBOR
4.000%
10/12/28
B
947,801
987
Madison
IAQ
LLC,
Term
Loan
6.815%
3-Month
LIBOR
3.250%
6/21/28
B
895,880
11,412
Total
Machinery
10,968,989
Media
-
12.2%
(7.5%
of
Total
Investments)
2,329
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
7.329%
SOFR30A
3.500%
12/21/28
B1
2,242,786
400
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
9.829%
SOFR30A
6.000%
12/20/29
CCC+
372,500
578
Altice
Financing
SA,
Term
Loan,
First
Lien
6.829%
3-Month
LIBOR
2.750%
1/31/26
B
544,296
1,481
Cable
One,
Inc.,
Term
Loan
B4
5.754%
1-Month
LIBOR
2.000%
5/03/28
BB+
1,467,371
3,643
Cengage
Learning,
Inc.,
Term
Loan
B
7.814%
3-Month
LIBOR
4.750%
7/14/26
B
3,234,852
2,798
Charter
Communications
Operating,
LLC,
Term
Loan
B2
5.510%
1-Month
LIBOR
1.750%
2/01/27
BBB-
2,753,974
664
Checkout
Holding
Corp.,
First
Out
Term
Loan
11.254%
1-Month
LIBOR
7.500%
2/15/23
N/R
550,547
1,296
Checkout
Holding
Corp.,
Last
Out
Term
Loan,
(cash
3.750%,
PIK
9.500%)
7.127%
1-Month
LIBOR
1.000%
8/15/23
N/R
389,128
12,097
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.584%
1
+
3
Month
LIBOR
3.500%
8/21/26
B1
11,112,979
6,749
CSC
Holdings,
LLC,
Term
Loan
5.662%
1-Month
LIBOR
2.250%
1/15/26
BB-
6,554,495
3,372
CSC
Holdings,
LLC,
Term
Loan
B1
5.662%
1-Month
LIBOR
2.250%
7/17/25
BB-
3,273,736
1,097
CSC
Holdings,
LLC,
Term
Loan
B5
5.912%
1-Month
LIBOR
2.500%
4/15/27
BB-
1,044,075
502
Cumulus
Media
New
Holdings
Inc.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
3/31/26
B
477,250
6,600
DirecTV
Financing,
LLC,
Term
Loan
8.754%
1-Month
LIBOR
5.000%
8/02/27
BBB-
6,306,520
11
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Media
(continued)
$
2,674
Dotdash
Meredith
Inc,
Term
Loan
B
7.120%
1-Month
LIBOR
4.000%
12/01/28
BB-
$
2,392,927
965
E.W.
Scripps
Company
(The),
Term
Loan
B2
6.316%
1-Month
LIBOR
2.563%
5/01/26
BB
947,401
850
Gray
Television,
Inc.,
Term
Loan
C
5.628%
1-Month
LIBOR
2.500%
1/02/26
BB+
837,548
6,122
iHeartCommunications,
Inc.,
Term
Loan
6.754%
1-Month
LIBOR
3.000%
5/01/26
BB-
5,797,164
22
LCPR
Loan
Financing
LLC,
Term
Loan
B
7.162%
1-Month
LIBOR
3.750%
10/15/28
BB+
21,646
2,376
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
8.068%
3
+
6
Month
LIBOR
4.750%
7/30/28
BB+
2,207,898
719
Mission
Broadcasting,
Inc.,
Term
Loan
B
5.628%
1-Month
LIBOR
2.500%
6/03/28
BBB-
709,313
841
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
6.254%
1-Month
LIBOR
2.500%
9/18/26
BBB-
834,756
460
Outfront
Media
Capital
LLC,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
11/18/26
Ba1
440,402
407
Radiate
Holdco,
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
9/25/26
B1
373,722
226
Red
Ventures,
LLC,
Term
Loan
B2
6.254%
1-Month
LIBOR
2.500%
11/08/24
BB+
222,712
1,213
Sinclair
Television
Group
Inc.,
Term
Loan
B2B
6.260%
1-Month
LIBOR
2.500%
9/30/26
Ba2
1,148,541
510
Virgin
Media
Bristol
LLC,
Term
Loan
N
5.912%
1-Month
LIBOR
2.500%
1/31/28
BB+
500,759
1,419
WideOpenWest
Finance
LLC,
Term
Loan
B
6.490%
SOFR90A
3.000%
12/20/28
BB
1,397,858
4,939
Ziggo
Financing
Partnership,
Term
Loan
I
5.912%
1-Month
LIBOR
2.500%
4/30/28
BB
4,821,524
67,349
Total
Media
62,978,680
Multiline
Retail
-
0.2%
(0.1%
of
Total
Investments)
459
Belk,
Inc.,
Term
Loan
10.480%
3-Month
LIBOR
7.500%
7/31/25
B-
406,495
2,186
Belk,
Inc.,
Term
Loan,
(cash
5.000%,
PIK
8.000%)
13.000%
3-Month
LIBOR
4.000%
7/31/25
CCC-
406,443
2,645
Total
Multiline
Retail
812,938
Oil,
Gas
&
Consumable
Fuels
-
3.1%
(1.9%
of
Total
Investments)
852
BCP
Renaissance
Parent
LLC,
Term
Loan
B3
7.053%
SOFR90A
3.500%
10/31/26
B+
835,335
2,276
Buckeye
Partners,
L.P.,
Term
Loan
B
5.365%
1-Month
LIBOR
2.250%
11/01/26
BBB-
2,253,323
483
EG
America
LLC,
Term
Loan
7.674%
3-Month
LIBOR
4.000%
2/05/25
B-
439,494
2,778
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
5.802%
3-Month
LIBOR
3.000%
11/16/26
N/R
2,609,173
3,675
Gulf
Finance,
LLC,
Term
Loan
10.225%
1-Month
LIBOR
6.750%
8/25/26
B
2,981,827
460
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
8.067%
CME
Term
SOFR
1
Month
4.500%
8/11/29
B+
457,797
3,258
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
11.754%
1-Month
LIBOR
8.000%
8/27/26
B
3,247,335
1,821
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
7.031%
1-Month
LIBOR
3.500%
11/05/28
BB
1,763,941
1,462
Traverse
Midstream
Partners
LLC,
Term
Loan
7.977%
SOFR30A
4.250%
9/27/24
B+
1,449,024
17,065
Total
Oil,
Gas
&
Consumable
Fuels
16,037,249
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
12
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Personal
Products
-
0.5%
(0.3%
of
Total
Investments)
$
717
Conair
Holdings,
LLC,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
5/17/28
B-
$
608,831
144
Coty
Inc.,
Term
Loan
B
5.448%
1-Month
LIBOR
2.250%
4/05/25
BB-
141,085
1
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
6.820%
3-Month
LIBOR
3.750%
12/22/26
B2
864
5,084
Revlon
Consumer
Products
Corporation,
Term
Loan
B,
(DD1)(5)
5.576%
6-Month
LIBOR
3.500%
9/07/23
N/R
1,620,381
5,946
Total
Personal
Products
2,371,161
Pharmaceuticals
-
3.9%
(2.4%
of
Total
Investments)
1,929
Amneal
Pharmaceuticals
LLC,
Term
Loan
B
7.250%
1
+
3
Month
LIBOR
3.500%
5/04/25
B
1,654,921
1,693
Bausch
Health
Companies
Inc.,
Term
Loan
B
8.624%
CME
Term
SOFR
1
Month
5.250%
1/27/27
B
1,272,299
756
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
5.625%
1-Month
LIBOR
2.000%
2/22/28
BBB-
748,535
1,125
Elanco
Animal
Health
Incorporated,
Term
Loan
B
4.878%
1-Month
LIBOR
1.750%
8/01/27
BBB-
1,086,235
7,428
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
5/05/28
BB+
7,352,258
3,348
Mallinckrodt
International
Finance
S.A.,
Term
Loan,
(DD1)
8.733%
3-Month
LIBOR
5.250%
9/30/27
B3
2,740,695
–
Mallinckrodt
International
Finance
S.A.,
Term
Loan
B
8.983%
ICE
Libor
USD
3
Month
300.000%
2/24/25
B
0
1,850
Mallinckrodt
International
Finance
SA,
Term
Loan,
(WI/
DD)
TBD
TBD
TBD
TBD
B3
1,508,594
2,792
Organon
&
Co,
Term
Loan
6.188%
3-Month
LIBOR
3.000%
6/02/28
BB
2,731,707
975
Perrigo
Investments,
LLC,
Term
Loan
B
6.329%
SOFR30A
2.500%
4/05/29
Baa3
963,594
21,896
Total
Pharmaceuticals
20,058,838
Professional
Services
-
2.0%
(1.2%
of
Total
Investments)
757
CHG
Healthcare
Services
Inc.,
Term
Loan
7.624%
3-Month
LIBOR
3.250%
9/30/28
B1
736,523
1,094
Creative
Artists
Agency,
LLC
,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
11/26/26
B
1,085,518
2,932
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
6.846%
1-Month
LIBOR
3.250%
2/08/26
BB+
2,892,132
1,444
EAB
Global,
Inc.,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
8/16/28
B2
1,380,909
661
Physician
Partners
LLC,
Term
Loan
7.829%
SOFR30A
4.000%
2/01/29
B
626,445
440
R1
RCM,
Inc.,
Term
Loan
B
6.729%
SOFR30A
3.000%
5/12/29
BBB-
437,800
2,972
Verscend
Holding
Corp.,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
8/27/25
BB-
2,940,189
10,300
Total
Professional
Services
10,099,516
Real
Estate
Management
&
Development
-
0.2%
(0.1%
of
Total
Investments)
1,247
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
8/21/25
BB
1,222,085
Road
&
Rail
-
2.1%
(1.3%
of
Total
Investments)
1,213
First
Student
Bidco
Inc,
Term
Loan
B
6.642%
3-Month
LIBOR
3.000%
7/21/28
BB+
1,144,258
451
First
Student
Bidco
Inc,
Term
Loan
C
6.642%
3-Month
LIBOR
3.000%
7/21/28
BB+
425,379
2,437
Genesee
&
Wyoming
Inc.
(New),
Term
Loan
5.674%
3-Month
LIBOR
2.000%
12/30/26
BB+
2,410,590
13
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Road
&
Rail
(continued)
$
1,312
Hertz
Corporation,
(The),
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
$
1,267,850
251
Hertz
Corporation,
(The),
Term
Loan
C
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
242,633
552
Uber
Technologies,
Inc.,
Term
Loan
B
6.570%
3-Month
LIBOR
3.500%
2/25/27
Ba3
549,687
2,868
Uber
Technologies,
Inc.,
Term
Loan
B,
First
Lien
6.570%
3-Month
LIBOR
3.500%
4/04/25
Ba3
2,848,175
2,166
XPO
Logistics,
Inc.,
Term
Loan
B
4.936%
1-Month
LIBOR
1.750%
2/24/25
Baa3
2,137,307
11,250
Total
Road
&
Rail
11,025,879
Semiconductors
&
Semiconductor
Equipment
-
0.7%
(0.4%
of
Total
Investments)
757
Bright
Bidco
B.V.,
Term
Loan
10.903%
CME
Term
SOFR
3
Month
8.000%
2/28/23
Ba1
765,273
6,468
Bright
Bidco
B.V.,
Term
Loan
B(5)
0.000%
N/A
0.000%
6/30/24
D
2,180,168
733
Entegris,
Inc.,
Term
Loan
B
6.163%
SOFR30A
+
3
Month
LIBOR
3.000%
7/06/29
Baa3
730,651
7,958
Total
Semiconductors
&
Semiconductor
Equipment
3,676,092
Software
-
15.6%
(9.6%
of
Total
Investments)
922
Apttus
Corporation,
Term
Loan
8.665%
3-Month
LIBOR
4.250%
5/06/28
BB
850,674
1,278
Avaya,
Inc.,
Term
Loan
13.376%
SOFR30A
10.000%
12/15/27
Caa2
809,933
3,589
Banff
Merger
Sub
Inc,
Term
Loan
7.504%
1-Month
LIBOR
3.750%
10/02/25
B2
3,457,442
816
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
10/31/26
B1
804,051
660
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
9/21/28
B+
647,914
2,740
CDK
Global,
Inc.,
Term
Loan
B
8.112%
SOFR90A
4.500%
6/09/29
B+
2,688,625
2,166
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/30/25
B+
2,099,827
3,000
DTI
Holdco,
Inc.,
Term
Loan
8.844%
SOFR90A
4.750%
4/21/29
B2
2,781,000
455
Dynatrace
LLC,
Term
Loan,
First
Lien
6.004%
1-Month
LIBOR
2.250%
8/23/25
BB+
452,457
7,320
Epicor
Software
Corporation,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
7/31/27
B2
6,985,176
5,223
Finastra
USA,
Inc.,
Term
Loan,
First
Lien
6.871%
3-Month
LIBOR
3.500%
6/13/24
B+
4,742,562
4,574
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
7.754%
1-Month
LIBOR
4.000%
12/01/27
B2
4,469,793
671
Greenway
Health,
LLC,
Term
Loan,
First
Lien
7.500%
1-Month
LIBOR
3.750%
2/16/24
B-
581,848
5,472
Informatica
LLC,
Term
Loan
B
6.563%
1-Month
LIBOR
2.750%
10/14/28
BB-
5,343,650
857
iQor
US
Inc.,
Second
Out
Term
Loan
11.254%
1-Month
LIBOR
7.500%
11/19/25
CCC+
670,881
2,069
MA
FinanceCo.,
LLC,
Term
Loan
B
7.418%
3-Month
LIBOR
4.250%
6/05/25
BB+
2,064,693
2,809
McAfee,
LLC,
Term
Loan
B
6.870%
SOFR30A
3.750%
2/03/29
BB+
2,579,327
6,000
NortonLifeLock
Inc.,
Term
Loan
B
5.829%
SOFR30A
2.000%
1/28/29
BBB-
5,867,520
1,662
Polaris
Newco
LLC,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
6/04/28
B2
1,522,856
492
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/10/28
B
464,989
2,324
Proofpoint,
Inc.,
Term
Loan,
First
Lien
6.320%
3-Month
LIBOR
3.250%
8/31/28
BB-
2,216,938
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
14
JFR
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
(continued)
$
632
RealPage,
Inc,
Term
Loan,
First
Lien
6.754%
1-Month
LIBOR
3.000%
4/22/28
B+
$
595,250
5,870
Seattle
Spinco,
Inc.,
Term
Loan
B3
6.504%
1-Month
LIBOR
2.750%
6/21/24
BB+
5,822,793
4,689
Seattle
Spinco,
Inc.,
Term
Loan
B5
7.591%
SOFR30A
4.000%
1/14/27
BB+
4,656,406
2,876
Sophia,
L.P.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
10/07/27
B2
2,772,679
1,206
SS&C
European
Holdings
Sarl,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
1,183,302
1,485
SS&C
Technologies
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
1,457,636
327
SS&C
Technologies
Inc.,
Term
Loan
B6
6.079%
SOFR30A
2.250%
3/22/29
BB+
321,895
493
SS&C
Technologies
Inc.,
Term
Loan
B7
6.079%
SOFR30A
2.250%
3/22/29
BB+
485,021
1,916
Ultimate
Software
Group
Inc
(The),
Term
Loan
6.998%
3-Month
LIBOR
3.250%
5/03/26
B1
1,853,134
970
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
5/03/26
B1
945,527
1,121
Vision
Solutions,
Inc.,
Term
Loan
8.358%
3-Month
LIBOR
4.000%
5/28/28
B2
965,863
4,452
Zelis
Healthcare
Corporation,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
9/30/26
B
4,397,281
3,071
ZoomInfo
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
2/01/26
BB+
3,059,991
84,207
Total
Software
80,618,934
Specialty
Retail
-
4.5%
(2.8%
of
Total
Investments)
1,182
Academy,
Ltd.,
Term
Loan
6.878%
1-Month
LIBOR
3.750%
11/06/27
BB
1,168,153
1,833
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
5.510%
1-Month
LIBOR
1.750%
8/06/27
BB+
1,773,537
1,543
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
7.329%
SOFR30A
3.500%
3/15/29
BB+
1,532,074
508
Driven
Holdings,
LLC,
Term
Loan
B
3.517%
3-Month
LIBOR
3.000%
12/17/28
B2
493,495
2,283
Jo-Ann
Stores,
Inc.,
Term
Loan
B1,
(DD1)
9.077%
3-Month
LIBOR
4.750%
6/30/28
B-
1,550,803
2,186
LBM
Acquisition
LLC,
Term
Loan
B
7.121%
6-Month
LIBOR
3.750%
12/18/27
B+
1,882,868
753
Les
Schwab
Tire
Centers,
Term
Loan
B
6.580%
3-Month
LIBOR
3.250%
11/02/27
B
733,072
9,292
PetSmart,
Inc.,
Term
Loan
B
7.500%
1-Month
LIBOR
3.750%
2/12/28
BB-
8,965,237
2,970
Restoration
Hardware,
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/15/28
BB
2,785,489
531
SRS
Distribution
Inc.,
Term
Loan
7.329%
CME
Term
SOFR
1
Month
3.500%
6/04/28
B-
494,485
764
Staples,
Inc.,
Term
Loan
7.782%
3-Month
LIBOR
5.000%
4/12/26
B
667,504
1,023
Wand
NewCo
3,
Inc.,
Term
Loan
6.754%
1-Month
LIBOR
3.000%
2/05/26
B2
962,334
24,868
Total
Specialty
Retail
23,009,051
Technology
Hardware,
Storage
&
Peripherals
-
0.1%
(0.1%
of
Total
Investments)
776
NCR
Corporation,
Term
Loan
6.920%
3-Month
LIBOR
2.500%
8/28/26
BB+
746,900
Textiles,
Apparel
&
Luxury
Goods
-
0.5%
(0.3%
of
Total
Investments)
1,925
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
5.098%
6-Month
LIBOR
3.250%
4/28/28
BB-
1,833,698
379
New
Trojan
Parent,
Inc.,
Term
Loan,
First
Lien
6.784%
1-Month
LIBOR
3.250%
1/06/28
B-
287,242
273
Samsonite
International
S.A.,
Term
Loan
B2
6.754%
1-Month
LIBOR
3.000%
4/25/25
N/R
268,567
2,577
Total
Textiles,
Apparel
&
Luxury
Goods
2,389,507
15
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Trading
Companies
&
Distributors
-
0.7%
(0.4%
of
Total
Investments)
$
2,248
Core
&
Main
LP,
Term
Loan
B
6.756%
1
+
6
Month
LIBOR
2.500%
6/10/28
B+
$
2,198,361
1,458
Resideo
Funding
Inc.,
Term
Loan
5.288%
3-Month
LIBOR
2.250%
2/12/28
BBB-
1,438,674
3,706
Total
Trading
Companies
&
Distributors
3,637,035
Transportation
Infrastructure
-
0.8%
(0.5%
of
Total
Investments)
2,080
Brown
Group
Holding,
LLC,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/22/28
B+
2,026,136
1,050
Brown
Group
Holding,
LLC,
Term
Loan
B2
7.419%
SOFR30A
3.750%
6/09/29
B+
1,042,125
1,340
KKR
Apple
Bidco,
LLC,
Term
Loan
6.504%
1-Month
LIBOR
2.750%
9/23/28
B+
1,302,071
4,470
Total
Transportation
Infrastructure
4,370,332
Wireless
Telecommunication
Services
-
1.3%
(0.8%
of
Total
Investments)
1,185
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
4/30/28
B+
1,166,632
4,495
Intelsat
Jackson
Holdings
S.A.,
Term
Loan
B
7.445%
SOFR180A
4.500%
1/27/29
BB-
4,343,184
990
MetroNet
Systems
Holdings,
LLC,
Term
Loan,
First
Lien
7.145%
SOFR30A
3.750%
6/02/28
B
968,000
6,670
Total
Wireless
Telecommunication
Services
6,477,816
$
747,864
Total
Variable
Rate
Senior
Loan
Interests
(cost
$733,929,630)
685,207,844
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
108,428,459
CORPORATE
BONDS
-
21.0%
(13.0%
of
Total
Investments)
X
108,428,459
Aerospace
&
Defense
-
0.3%
(0.2%
of
Total
Investments)
$
1,920
TransDigm
Inc
4.625%
1/15/29
B-
$
1,634,938
Airlines
-
0.5%
(0.3%
of
Total
Investments)
1,280
Delta
Air
Lines
Inc
3.750%
10/28/29
Baa3
1,054,183
762
United
Airlines
Inc,
144A
4.375%
4/15/26
Ba1
695,445
1,006
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
860,422
3,048
Total
Airlines
2,610,050
Auto
Components
-
0.7%
(0.4%
of
Total
Investments)
2,740
Adient
Global
Holdings
Ltd,
144A
4.875%
8/15/26
BB-
2,452,300
1,200
Dana
Financing
Luxembourg
Sarl,
144A
5.750%
4/15/25
BB+
1,166,819
3,940
Total
Auto
Components
3,619,119
Chemicals
-
0.2%
(0.2%
of
Total
Investments)
1,425
Rayonier
AM
Products
Inc,
144A
7.625%
1/15/26
B+
1,238,710
Commercial
Services
&
Supplies
-
1.0%
(0.6%
of
Total
Investments)
1,453
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB-
1,414,277
2,000
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
3.375%
8/31/27
BB-
1,730,982
2,000
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B-
1,837,970
5,453
Total
Commercial
Services
&
Supplies
4,983,229
Communications
Equipment
-
1.6%
(1.0%
of
Total
Investments)
12,000
Avaya
Inc,
144A
6.125%
9/15/28
Caa2
5,042,280
1,280
Commscope
Inc,
144A
4.750%
9/01/29
B1
1,082,668
1,500
Commscope
Inc,
144A
8.250%
3/01/27
CCC+
1,331,702
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
16
JFR
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Communications
Equipment
(continued)
$
1,000
CommScope
Technologies
LLC,
144A
5.000%
3/15/27
CCC+
$
809,610
15,780
Total
Communications
Equipment
8,266,260
Containers
&
Packaging
-
0.1%
(0.1%
of
Total
Investments)
770
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
B+
673,750
Diversified
Telecommunication
Services
-
1.2%
(0.7%
of
Total
Investments)
845
Frontier
Communications
Holdings
LLC,
144A
5.000%
5/01/28
BB+
739,375
1,000
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
CCC+
779,015
1,278
Frontier
Communications
Holdings
LLC,
144A
6.000%
1/15/30
BB-
999,396
3,905
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
BB+
3,591,921
7,028
Total
Diversified
Telecommunication
Services
6,109,707
Electric
Utilities
-
0.4%
(0.3%
of
Total
Investments)
4,250
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
5,312
1,360
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB-
1,191,171
970
PG&E
Corp
5.000%
7/01/28
BB
874,256
6,580
Total
Electric
Utilities
2,070,739
Electronic
Equipment,
Instruments
&
Components
-
0.4%
(0.3%
of
Total
Investments)
2,557
Imola
Merger
Corp,
144A
4.750%
5/15/29
BB+
2,204,645
Energy
Equipment
&
Services
-
0.2%
(0.1%
of
Total
Investments)
1,000
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B-
942,500
Entertainment
-
1.0%
(0.6%
of
Total
Investments)
6,257
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
CCC-
3,316,210
2,625
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
5.375%
8/15/26
CCC+
525,000
3,950
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
6.625%
8/15/27
CCC-
192,562
1,500
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
B-
1,138,485
14,332
Total
Entertainment
5,172,257
Health
Care
Equipment
&
Supplies
-
0.2%
(0.1%
of
Total
Investments)
1,280
Mozart
Debt
Merger
Sub
Inc,
144A
3.875%
4/01/29
BB-
1,045,760
Health
Care
Providers
&
Services
-
1.7%
(1.1%
of
Total
Investments)
165
HCA
Inc
5.375%
2/01/25
BBB-
162,917
5,350
Legacy
LifePoint
Health
LLC,
144A
4.375%
2/15/27
B1
4,218,352
3,805
LifePoint
Health
Inc,
144A
5.375%
1/15/29
CCC+
2,430,862
762
Tenet
Healthcare
Corp,
144A
4.875%
1/01/26
BB-
720,090
1,365
Tenet
Healthcare
Corp,
144A
6.250%
2/01/27
B1
1,302,647
171
Tenet
Healthcare
Corp
4.625%
7/15/24
BB-
166,725
11,618
Total
Health
Care
Providers
&
Services
9,001,593
Hotels,
Restaurants
&
Leisure
-
1.1%
(0.7%
of
Total
Investments)
764
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
BB+
639,850
3,896
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
B+
3,180,110
1,006
Caesars
Entertainment
Inc,
144A
6.250%
7/01/25
B1
981,587
762
Life
Time
Inc,
144A
5.750%
1/15/26
B
708,660
6,428
Total
Hotels,
Restaurants
&
Leisure
5,510,207
17
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Independent
Power
Producers
&
Energy
Traders
-
0.7%
(0.4%
of
Total
Investments)
$
2,492
Talen
Energy
Supply
LLC,
144A
(5)
7.625%
6/01/28
N/R
$
2,556,679
1,200
Ziggo
Bond
Co
BV,
144A
6.000%
1/15/27
B-
1,079,639
3,692
Total
Independent
Power
Producers
&
Energy
Traders
3,636,318
Insurance
-
0.1%
(0.0%
of
Total
Investments)
395
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
4.250%
10/15/27
B
355,547
Interactive
Media
&
Services
-
0.4%
(0.2%
of
Total
Investments)
2,796
Rackspace
Technology
Global
Inc,
144A
3.500%
2/15/28
B1
1,846,374
Internet
Software
&
Services
-
0.5%
(0.3%
of
Total
Investments)
6,127
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC+
2,579,099
IT
Services
-
0.2%
(0.2%
of
Total
Investments)
1,490
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
CCC+
1,209,984
Media
-
2.7%
(1.7%
of
Total
Investments)
1,250
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.750%
4/15/28
CCC
1,020,062
5,324
CSC
Holdings
LLC,
144A
3.375%
2/15/31
BB-
3,859,900
1,481
iHeartCommunications
Inc
8.375%
5/01/27
B-
1,330,751
3,080
iHeartCommunications
Inc,
144A
5.250%
8/15/27
BB-
2,803,324
7
iHeartCommunications
Inc
6.375%
5/01/26
BB-
6,599
319
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
268,758
1,751
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
BB+
1,541,756
3,813
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
BB
3,039,304
17,025
Total
Media
13,870,454
Metals
&
Mining
-
0.2%
(0.1%
of
Total
Investments)
1,220
First
Quantum
Minerals
Ltd,
144A
6.875%
10/15/27
B+
1,134,390
Oil,
Gas
&
Consumable
Fuels
-
3.1%
(1.9%
of
Total
Investments)
1,000
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
8.125%
1/15/27
B-
946,444
4,200
Citgo
Holding
Inc,
144A
9.250%
8/01/24
B+
4,203,885
1,480
Citgo
Petroleum
Corp,
144A
7.000%
6/15/25
BB
1,457,282
900
Gulfport
Energy
Corp,
144A
8.000%
5/17/26
BB-
897,300
762
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
6.250%
11/01/28
BB+
716,280
762
MEG
Energy
Corp,
144A
5.875%
2/01/29
BB-
727,443
3,970
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
3,591,415
350
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
7.500%
11/01/23
Caa1
341,250
350
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
7.500%
4/15/26
Caa1
255,098
350
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
6.125%
3/01/25
Caa1
273,000
2,625
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
BB-
2,385,469
242
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.250%
6/15/25
BB-
239,430
16,991
Total
Oil,
Gas
&
Consumable
Fuels
16,034,296
Pharmaceuticals
-
0.1%
(0.0%
of
Total
Investments)
831
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
(5)
6.000%
6/30/28
N/R
37,395
329
Par
Pharmaceutical
Inc,
144A
(5)
7.500%
4/01/27
N/R
251,492
1,160
Total
Pharmaceuticals
288,887
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
18
JFR
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Software
-
0.2%
(0.1%
of
Total
Investments)
$
1,200
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
CCC+
$
992,488
Specialty
Retail
-
1.6%
(1.0%
of
Total
Investments)
950
Hertz
Corp,
144A
5.000%
12/01/29
B+
752,542
6,080
Hertz
Corp,
144A
4.625%
12/01/26
B+
5,183,200
2,565
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
Caa1
1,429,987
750
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
4.750%
2/15/28
BB-
684,668
300
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
7.750%
2/15/29
B3
281,688
10,645
Total
Specialty
Retail
8,332,085
Wireless
Telecommunication
Services
-
0.6%
(0.4%
of
Total
Investments)
3,855
Vmed
O2
UK
Financing
I
PLC,
144A
4.250%
1/31/31
BB+
3,065,073
$
149,755
Total
Corporate
Bonds
(cost
$126,520,164)
108,428,459
Shares
Description
(1)
Value
X
23,136,644
COMMON
STOCKS
-
4.5%
(2.7%
of
Total
Investments)
X
23,136,644
Banks
-
0.0%
(0.0%
of
Total
Investments)
30,335
iQor
US
Inc
(7)
$
121,340
Communications
Equipment
-
0.1%
(0.1%
of
Total
Investments)
24,553
Windstream
Services
PE
LLC
(7)
368,295
Construction
&
Engineering
-
0.0%
(0.0%
of
Total
Investments)
1,723
TNT
Crane
&
Rigging
Inc
(7)
12,276
3,055
TNT
Crane
&
Rigging
Inc
(7)
306
Total
Construction
&
Engineering
12,582
Diversified
Consumer
Services
-
0.1%
(0.0%
of
Total
Investments)
18,448
Cengage
Learning
Holdings
II
Inc
(7)
225,988
Diversified
Telecommunication
Services
-
0.1%
(0.0%
of
Total
Investments)
18,781
Windstream
Services
PE
LLC
(7)
281,715
Energy
Equipment
&
Services
-
2.0%
(1.2%
of
Total
Investments)
79,375
Quarternorth
Energy
Holding
Inc
(7)
9,604,375
83,230
Transocean
Ltd
(7)
306,286
7,777
Vantage
Drilling
International
(7)
136,098
Total
Energy
Equipment
&
Services
10,046,759
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
26,045
Metro-Goldwyn-Mayer
Inc
(7)
115,900
Health
Care
-
0.2%
(0.1%
of
Total
Investments)
71,755
Onex
Carestream
Finance
LP
(7)
1,040,447
Health
Care
Providers
&
Services
-
0.0%
(0.0%
of
Total
Investments)
68,990
Millennium
Health
LLC
(7),(8)
10,280
64,762
Millennium
Health
LLC
(7),(8)
3,173
Total
Health
Care
Providers
&
Services
13,453
Hotels,
Restaurants
&
Leisure
-
0.0%
(0.0%
of
Total
Investments)
138,556
24
Hour
Fitness
Worldwide
Inc
(7)
83,134
291,314
24
Hour
Fitness
Worldwide
Inc
(7)
16,022
Total
Hotels,
Restaurants
&
Leisure
99,156
19
Shares
Description
(1)
Value
Independent
Power
And
Renewable
Electricity
Prod
-
1.4%
(0.9%
of
Total
Investments)
91,757
Energy
Harbor
Corp
(7),(9)
$
7,381,851
Internet
&
Direct
Marketing
Retail
-
0.0%
(0.0%
of
Total
Investments)
17,539
Catalina
Marketing
Corp
(7)
3,069
Marine
-
0.0%
(0.0%
of
Total
Investments)
860
ACBL
HLDG
CORP
(7)
28,380
Media
-
0.0%
(0.0%
of
Total
Investments)
8
Cumulus
Media
Inc,
Class
A
(7)
59
1,973,746
Hibu
plc
(7)
9,053
Total
Media
9,112
Multiline
Retail
-
0.0%
(0.0%
of
Total
Investments)
274
Belk
Inc
(7)
2,329
Oil,
Gas
&
Consumable
Fuels
-
0.6%
(0.4%
of
Total
Investments)
9,955
California
Resources
Corp
449,070
17,975
Chord
Energy
Corp
2,751,793
Total
Oil,
Gas
&
Consumable
Fuels
3,200,863
Professional
Services
-
0.0%
(0.0%
of
Total
Investments)
103,578
Skillsoft
Corp
(7)
185,405
Total
Common
Stocks
(cost
$31,751,017)
23,136,644
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
11465608
ASSET-BACKED
SECURITIES
-
2.2%
(1.4%
of
Total
Investments)
X
11,465,608
$
500
Battalion
CLO
XI
Ltd
(3-Month
LIBOR
reference
rate
+
6.850%
spread),
144A
2017
11A
(10)
8.034%
4/24/34
Ba3
$
406,541
1,000
CIFC
Funding
2019-I
Ltd
(3-Month
LIBOR
reference
rate
+
6.830%
spread),
144A
2019
1A
(10)
7.893%
4/20/32
Ba3
879,200
1,200
Dryden
50
Senior
Loan
Fund
(3-Month
LIBOR
reference
rate
+
6.260%
spread),
144A
2017
50A
(10)
10.339%
7/15/30
Ba3
1,008,324
2,000
Flatiron
CLO
19
Ltd
(3-Month
LIBOR
reference
rate
+
6.100%
spread),
144A
2019
1A
(10)
0.000%
11/16/34
BB-
1,672,896
1,250
Gilbert
Park
CLO
Ltd
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
144A
2017
1A
(10)
10.479%
10/15/30
Ba3
1,058,326
500
Goldentree
Loan
Opportunities
IX
Ltd
(3-Month
LIBOR
reference
rate
+
5.660%
spread),
144A
2014
9A
(10)
10.075%
10/29/29
BB-
434,419
1,000
KKR
CLO
30
Ltd
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
144A
Y
30A
(10)
0.000%
10/17/31
Ba3
867,566
500
Magnetite
XXVII
Ltd
(3-Month
LIBOR
reference
rate
+
6.000%
spread),
144A
2020
27A
(10)
10.243%
10/20/34
Ba3
439,246
600
Neuberger
Berman
Loan
Advisers
CLO
28
Ltd
(3-Month
LIBOR
reference
rate
+
5.600%
spread),
144A
2018
28A
(10)
9.843%
4/20/30
BB-
499,380
1,500
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd
(TSFR3M
reference
rate
+
3.200%
spread),
144A
2022
48A
(10)
7.260%
4/25/36
BBB-
1,325,993
1,667
Rockford
Tower
CLO
2017-3
Ltd
(3-Month
LIBOR
reference
rate
+
5.750%
spread),
144A
2017
3A
(10)
6.813%
10/20/30
Ba3
1,320,432
1,700
TICP
CLO
I-2
LTD
(3-Month
LIBOR
reference
rate
+
5.770%
spread),
144A
2018
IA
(10)
6.984%
4/26/28
B1
1,553,285
$
13,417
Total
Asset-Backed
Securities
(cost
$13,078,984)
11,465,608
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
20
JFR
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
Shares
Description
(1)
Value
X
5,035,414
WARRANTS
-
1.0%
(0.6%
of
Total
Investments)
X
5,035,414
Energy
Equipment
&
Services
-
0.9%
(0.6%
of
Total
Investments)
35,665
Quarternorth
Energy
Holding
Inc
$
4,315,465
50,519
Quarternorth
Energy
Holding
Inc
252,595
26,231
Quarternorth
Energy
Holding
Inc
209,848
Total
Energy
Equipment
&
Services
4,777,908
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
224,650
Cineworld
Warrant
–
Industrial
Conglomerates
-
0.0%
(0.0%
of
Total
Investments)
23,022
American
Commercial
Barge
Line
LLC
11,511
Marine
-
0.1%
(0.0%
of
Total
Investments)
904
ACBL
HLDG
CORP
29,832
3,363
ACBL
HLDG
CORP
83,235
2,558
ACBL
HLDG
CORP
115,110
30,267
American
Commercial
Barge
Line
LLC
11,350
Total
Marine
239,527
Oil,
Gas
&
Consumable
Fuels
-
0.0%
(0.0%
of
Total
Investments)
439
California
Resources
Corp
6,234
Software
-
0.0%
(0.0%
of
Total
Investments)
21,002
Avaya
Holdings
Corp
231
Wireless
Telecommunication
Services
-
0.0%
(0.0%
of
Total
Investments)
3
Intelsat
SA/Luxembourg
3
Total
Warrants
(cost
$2,903,491)
5,035,414
Shares
Description
(1)
Coupon
Ratings
(4)
Value
248,461
CONVERTIBLE
PREFERRED
SECURITIES
-
0.1%
(0.0%
of
Total
Investments)
X
248,461
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
21,483
Riverbed
technology
inc
0.000%
N/R
$
5,371
Marine
-
0.1%
(0.0%
of
Total
Investments)
3,200
ACBL
HLDG
CORP
0.000%
N/R
79,200
3,642
ACBL
HLDG
CORP
0.000%
N/R
163,890
Total
Marine
243,090
Total
Convertible
Preferred
Securities
(cost
$568,614)
248,461
Total
Long-Term
Investments
(cost
$908,751,900)
833,522,430
Shares
Description
(1)
Coupon
Value
SHORT-TERM
INVESTMENTS
-
 0.5% (0.3%
of
Total
Investments)
2,417,269
INVESTMENT
COMPANIES
-
0.5%
(0.3%
of
Total
Investments)
X
2,417,269
2,417,269
BlackRock
Liquidity
Funds
T-Fund
Portfolio
2.908%(11)
$
2,417,269
Total
Investment
Companies
(cost
$2,417,269)
2,417,269
Total
Short-Term
Investments
(cost
$2,417,269)
2,417,269
Total
Investments
(cost
$
911,169,169
)
-
162
.2
%
835,939,699
Borrowings
-
(43.7)%
(12),(13)
(
225,400,000
)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
-
(19.3)%(14)
(
99,402,867
)
Other
Assets
Less
Liabilities
-  0.8%
4,389,325
Net
Assets
Applicable
to
Common
Shares
-
100%
$
515,526,157
21
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
$
–
$
685,207,844
$
–
$
685,207,844
Corporate
Bonds
–
108,428,459
–
108,428,459
Common
Stocks
3,692,613
19,430,578
13,453
23,136,644
Asset-Backed
Securities
–
11,465,608
–
11,465,608
Warrants
6,234
5,029,180
–
5,035,414
Convertible
Preferred
Securities
–
248,461
–
248,461
Short-Term
Investments:
Investment
Companies
2,417,269
–
–
2,417,269
Total
$
6,116,116
$
829,810,130
$
13,453
$
835,939,699
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
applicable
to
common
shares
unless
otherwise
noted.
(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)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(8)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(9)
Common
Stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Bruce
Mansfield
Unit
1
2007
Pass-Through
Trust.
(10)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(11)
The
rate
shown
is
the
annualized
seven-day
subsidized
yield
as
of
end
of
the
reporting
period.
(12)
Borrowings
as
a
percentage
of
Total
Investments
is
27.0%.
(13)
The
fund
segregates
100%
of
its
eligible
investments
(excluding
any
investments
separately
pledged
as
collateral
for
specific
investments
in
derivatives,
when
applicable)
in
the
Portfolio
of
Investments
as
collateral
for
borrowings.
(14)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
as
a
percentage
of
Total
Investments
is
11.9%.
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.
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
22
JFR
LIBOR
London
Inter-Bank
Offered
Rate
N/A
Not
Applicable.
PIK
Payment-in-kind
(“PIK”)
security.  Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both.  The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
SOFR
180A
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
3M
CME
Term
SOFR
3
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.