1
Nuveen
Floating
Rate
Income
Opportunity
Fund
Portfolio
of
Investments
April
30,
2023
(Unaudited)
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
LONG-TERM
INVESTMENTS
-
166.0%  
(100.0%
of
Total
Investments) 
X
492,964,252
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
135.3%
(81.5%
of
Total
Investments)
(2)
X
492,964,252
Aerospace
&
Defense
-
1.0%
(0.6%
of
Total
Investments)
$
1,034
TransDigm,
Inc.,
Term
Loan
H
8.148%
SOFR90A
3.250%
2/22/27
Ba3
$
1,036,711
2,647
TransDigm,
Inc.,
Term
Loan
I
8.148%
SOFR90A
3.250%
8/24/28
Ba3
2,647,935
Total
Aerospace
&
Defense
3,684,646
Automobile
Components
-
1.0%
(0.6%
of
Total
Investments)
392
Adient
US
LLC,
Term
Loan
B
8.268%
1-Month
LIBOR
3.250%
4/08/28
BB+
392,133
1,025
Clarios
Global
LP,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
B+
1,024,570
2,028
Clarios
Global
LP,
Term
Loan
B
8.275%
1-Month
LIBOR
3.250%
4/30/26
B+
2,027,018
230
DexKo
Global
Inc.,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
10/04/28
B2
219,106
Total
Automobile
Components
3,662,827
Beverages
-
1.9%
(1.1%
of
Total
Investments)
1,065
Arterra
Wines
Canada,
Inc.,
Term
Loan
8.659%
3-Month
LIBOR
3.500%
11/25/27
B
1,042,945
1,196
City
Brewing
Company,
LLC,
Term
Loan
8.760%
3-Month
LIBOR
3.500%
4/05/28
CCC
496,940
1,362
Naked
Juice
LLC,
Term
Loan
8.248%
SOFR90A
3.250%
1/20/29
B2
1,218,408
246
Naked
Juice
LLC,
Term
Loan,
Second
Lien
10.998%
SOFR90A
6.000%
1/20/30
CCC
189,991
1,995
Sunshine
Investments
B.V.,
Term
Loan
9.011%
SOFR90A
4.250%
5/05/29
B+
1,983,778
1,907
Triton
Water
Holdings,
Inc,
Term
Loan
8.659%
3-Month
LIBOR
3.500%
3/31/28
B
1,811,718
Total
Beverages
6,743,780
Biotechnology
-
0.8%
(0.5%
of
Total
Investments)
3,122
Grifols
Worldwide
Operations
USA,
Inc.,
Term
Loan
B
7.025%
1-Month
LIBOR
2.000%
11/15/27
BB+
3,044,034
Total
Biotechnology
3,044,034
Broadline
Retail
-
0.2%
(0.1%
of
Total
Investments)
312
Belk,
Inc.,
Term
Loan
12.458%
1-Month
LIBOR
7.500%
7/31/25
CCC
265,654
1,536
Belk,
Inc.,
Term
Loan
,
(cash
5.000%,
PIK
8.000%)
13.000%
3-Month
LIBOR
13.000%
7/31/25
C
253,433
Total
Broadline
Retail
519,087
Building
Products
-
1.9%
(1.1%
of
Total
Investments)
2,661
Chamberlain
Group
Inc,
Term
Loan
B
8.275%
1-Month
LIBOR
3.250%
10/22/28
B
2,587,501
362
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.240%
TSFR1M
3.250%
4/12/28
B
329,369
185
Griffon
Corporation,
Term
Loan
B
7.548%
SOFR90A
2.500%
1/19/29
BB
184,362
2,760
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
7.650%
1-Month
LIBOR
2.625%
1/31/27
Ba2
2,748,320
659
Standard
Industries
Inc.,
Term
Loan
B
7.329%
TSFR1M
2.250%
9/22/28
BBB-
658,244
315
Zurn
Holdings,
Inc.,
Term
Loan
B
7.025%
1-Month
LIBOR
2.000%
10/04/28
BB+
315,371
Total
Building
Products
6,823,167
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
2
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Capital
Markets
-
0.6%
(0.4%
of
Total
Investments)
$
871
Advisor
Group,
Inc.,
Term
Loan
9.525%
1-Month
LIBOR
4.500%
7/31/26
B1
$
866,792
1,385
Motion
Finco
Sarl,
Term
Loan
B1
,
(DD1)
8.409%
3-Month
LIBOR
3.250%
11/04/26
B
1,368,728
Total
Capital
Markets
2,235,520
Chemicals
-
3.1%
(1.9%
of
Total
Investments)
555
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
12/12/25
BB
513,931
168
Avient
Corporation,
Term
Loan
B
8.295%
SOFR90A
3.250%
8/29/29
BB+
168,513
1,330
Axalta
Coating
Systems
Dutch
Holding
B
B.V,
Term
Loan
B
8.068%
SOFR90A
3.000%
12/08/29
BBB-
1,335,613
437
Diamond
(BC)
B.V.,
Term
Loan
B
7.952%
SOFR90A
2.750%
9/29/28
Ba3
437,088
1,581
Discovery
Purchaser
Corporation,
Term
Loan
9.284%
TSFR3M
4.375%
8/03/29
B-
1,517,638
240
Eco
Services
Operations
Corp,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB-
239,568
750
H.B.
Fuller
Company,
Term
Loan
B
7.482%
SOFR30A
2.500%
2/08/30
BBB-
754,924
470
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
8.832%
SOFR30A
3.750%
3/03/30
BB
470,000
704
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
7.847%
1-Month
LIBOR
2.750%
1/29/26
BB+
701,614
1,275
Ineos
US
Finance
LLC,
Term
Loan
B
8.568%
SOFR90A
3.500%
2/09/30
BB
1,273,935
163
Kraton
Corporation,
Term
Loan
8.544%
SOFR90A
3.250%
3/15/29
BB
163,365
205
Starfruit
Finco
B.V,
Term
Loan
8.990%
SOFR90A
4.000%
3/03/28
B+
204,744
1,327
Starfruit
Finco
B.V,
Term
Loan
B
7.895%
SOFR90A
2.750%
10/01/25
BB-
1,323,604
2,143
Trinseo
Materials
Operating
S.C.A.,
Term
Loan
,
(DD1)
7.025%
1-Month
LIBOR
2.000%
9/09/24
Ba2
2,118,239
Total
Chemicals
11,222,776
Commercial
Services
&
Supplies
-
3.3%
(2.0%
of
Total
Investments)
1,161
Amentum
Government
Services
Holdings
LLC,
Term
Loan
8.898%
SOFR90A
4.000%
2/07/29
B
1,117,679
575
Anticimex
International
AB,
Term
Loan
B1
8.453%
3-Month
LIBOR
3.500%
11/16/28
B
569,757
1,285
Covanta
Holding
Corporation,
Term
Loan
B
7.496%
SOFR30A
2.500%
11/30/28
Ba1
1,280,126
97
Covanta
Holding
Corporation,
Term
Loan
C
7.496%
SOFR30A
2.500%
11/30/28
Ba1
96,641
721
Garda
World
Security
Corporation,
Term
Loan
B
9.296%
SOFR30A
4.250%
10/30/26
BB+
721,119
2,638
GFL
Environmental
Inc.,
Term
Loan
8.145%
SOFR30A
3.000%
5/31/27
BB-
2,643,766
739
Herman
Miller,
Inc,
Term
Loan
B
7.097%
SOFR30A
2.000%
7/19/28
BB+
722,590
2,375
Prime
Security
Services
Borrower,
LLC,
Term
Loan
,
(DD1)
7.608%
3-Month
LIBOR
2.750%
9/23/26
BB-
2,374,189
400
Vertical
US
Newco
Inc,
Term
Loan
B
8.602%
6-Month
LIBOR
3.500%
7/31/27
B+
391,145
1,594
West
Corporation,
Term
Loan
B3
9.068%
SOFR90A
4.000%
4/10/27
B1
1,439,805
3
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Commercial
Services
&
Supplies
(continued)
$
852
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
7.847%
SOFR30A
2.750%
3/25/28
B
$
811,505
Total
Commercial
Services
&
Supplies
12,168,322
Communications
Equipment
-
2.9%
(1.7%
of
Total
Investments)
322
Avaya,
Inc.,
Term
Loan
B
(5)
9.090%
1-Month
LIBOR
4.250%
12/15/27
D
77,280
2,808
CommScope,
Inc.,
Term
Loan
B
,
(DD1)
8.275%
1-Month
LIBOR
3.250%
4/04/26
B1
2,608,431
1,632
Delta
TopCo,
Inc.,
Term
Loan
B
8.656%
TSFR3M
3.750%
12/01/27
B2
1,565,745
502
EOS
Finco
Sarl,
Term
Loan
10.909%
TSFR3M
6.000%
8/03/29
B
499,124
3,414
Maxar
Technologies
Ltd.,
Term
Loan
B
9.332%
SOFR90A
4.250%
6/09/29
B+
3,414,507
1,161
MLN
US
HoldCo
LLC,
Term
Loan
11.782%
TSFR3M
6.700%
10/18/27
CCC+
667,359
1,998
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien
9.557%
3-Month
LIBOR
4.500%
11/30/25
CCC-
551,925
1,749
Riverbed
Technology,
Inc.,
Exit
Term
Loan
,
(cash
7.000%,
PIK
2.000%)
2.000%
3-Month
LIBOR
2.000%
12/07/26
Caa3
546,972
496
ViaSat,
Inc.,
Term
Loan
9.597%
SOFR30A
4.500%
3/04/29
BB+
483,037
Total
Communications
Equipment
10,414,380
Construction
&
Engineering
-
0.7%
(0.4%
of
Total
Investments)
187
Aegion
Corporation,
Term
Loan
9.775%
1-Month
LIBOR
4.750%
5/17/28
B
183,447
985
Centuri
Group,
Inc,
Term
Loan
B
7.489%
1
+
3
Month
LIBOR
2.500%
8/27/28
Ba2
979,150
1,002
Osmose
Utilities
Services,
Inc.,
Term
Loan
8.275%
1-Month
LIBOR
3.250%
6/22/28
B
972,881
380
Pike
Corporation,
Term
Loan
B
8.097%
1-Month
LIBOR
3.000%
1/21/28
Ba3
379,235
Total
Construction
&
Engineering
2,514,713
Consumer
Finance
-
0.7%
(0.4%
of
Total
Investments)
2,706
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
6.775%
1-Month
LIBOR
1.750%
4/30/28
BB+
2,681,991
Total
Consumer
Finance
2,681,991
Consumer
Staples
Distribution
&
Retail
-
0.7%
(0.4%
of
Total
Investments)
981
US
Foods,
Inc.,
Term
Loan
B
7.775%
1-Month
LIBOR
2.750%
11/22/28
BB
983,183
1,669
US
Foods,
Inc.,
Term
Loan
B
,
(DD1)
7.025%
1-Month
LIBOR
2.000%
9/13/26
BB
1,666,921
Total
Consumer
Staples
Distribution
&
Retail
2,650,104
Containers
&
Packaging
-
2.7%
(1.6%
of
Total
Investments)
1,735
Berry
Global,
Inc.,
Term
Loan
Z
6.640%
1-Month
LIBOR
1.750%
7/01/26
BBB-
1,732,994
1,075
Charter
NEX
US,
Inc.,
Term
Loan
8.847%
SOFR30A
3.750%
12/01/27
B
1,062,901
1,937
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
9.257%
SOFR30A
4.175%
3/30/29
B
1,895,395
88
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
10.129%
SOFR180A
4.750%
2/09/26
B2
81,762
1,546
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
,
(DD1)
8.347%
SOFR30A
3.250%
9/24/28
B+
1,533,262
1,029
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.347%
SOFR30A
3.250%
2/05/26
B+
1,027,325
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
4
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Containers
&
Packaging
(continued)
$
2,650
TricorBraun
Holdings,
Inc.,
Term
Loan
8.275%
1-Month
LIBOR
3.250%
3/03/28
B2
$
2,590,682
Total
Containers
&
Packaging
9,924,321
Diversified
Consumer
Services
-
0.5%
(0.3%
of
Total
Investments)
582
GT
Polaris,
Inc.,
Term
Loan
9.023%
1-Month
LIBOR
3.750%
9/24/27
BB-
541,927
1,563
Spin
Holdco
Inc.,
Term
Loan
8.986%
3-Month
LIBOR
4.000%
3/04/28
B-
1,294,658
Total
Diversified
Consumer
Services
1,836,585
Diversified
Financial
Services
-
0.0%
(0.0%
of
Total
Investments)
1,406
Ditech
Holding
Corporation,
Term
Loan
(5)
0.000%
N/A
N/A
12/19/22
N/R
84,385
Total
Diversified
Financial
Services
84,385
Diversified
Telecommunication
Services
-
2.9%
(1.7%
of
Total
Investments)
1,215
Altice
France
S.A.,
Term
Loan
B12
8.948%
3-Month
LIBOR
3.688%
1/31/26
B2
1,173,384
3,727
Altice
France
S.A.,
Term
Loan
B13
8.864%
3-Month
LIBOR
4.000%
8/14/26
B2
3,626,005
1,449
CenturyLink,
Inc.,
Term
Loan
B
7.347%
SOFR30A
2.250%
3/15/27
BB
990,327
1,058
Connect
Finco
Sarl,
Term
Loan
B
8.530%
1-Month
LIBOR
3.500%
12/12/26
B+
1,054,004
749
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B
8.068%
3-Month
LIBOR
3.000%
5/01/24
CCC+
562,296
2,817
Frontier
Communications
Corp.,
Term
Loan
B
8.813%
1-Month
LIBOR
3.750%
10/08/27
BB+
2,699,038
390
Zayo
Group
Holdings,
Inc.,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
B2
318,075
Total
Diversified
Telecommunication
Services
10,423,129
Electric
Utilities
-
0.9%
(0.5%
of
Total
Investments)
853
ExGen
Renewables
IV,
LLC,
Term
Loan
7.460%
3-Month
LIBOR
2.500%
12/15/27
BB-
850,887
518
Pacific
Gas
&
Electric
Company,
Term
Loan
8.025%
1-Month
LIBOR
3.000%
6/23/25
BB+
517,710
1,720
Talen
Energy
Supply,
LLC,
Term
Loan
B
(5)
8.775%
1-Month
LIBOR
3.750%
7/08/26
N/R
1,753,170
Total
Electric
Utilities
3,121,767
Electronic
Equipment,
Instruments
&
Components
-
1.1%
(0.6%
of
Total
Investments)
1,314
II-VI
Incorporated,
Term
Loan
B
7.847%
SOFR30A
2.750%
7/01/29
BBB-
1,311,236
1,397
Ingram
Micro
Inc.,
Term
Loan
B
8.659%
3-Month
LIBOR
3.500%
7/02/28
BB+
1,370,791
1,159
TTM
Technologies,
Inc.,
Term
Loan
7.348%
1-Month
LIBOR
2.500%
9/28/24
BB+
1,160,629
Total
Electronic
Equipment,
Instruments
&
Components
3,842,656
Entertainment
-
1.3%
(0.8%
of
Total
Investments)
1,544
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
7.946%
1-Month
LIBOR
3.000%
4/22/26
B-
1,187,922
3,667
Crown
Finance
US,
Inc.,
Term
Loan
(5)
0.000%
N/A
N/A
2/28/25
D
677,148
384
Crown
Finance
US,
Inc.,
Term
Loan
(5)
0.000%
N/A
N/A
9/20/26
D
70,801
1,074
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
(5)
8.167%
SOFR90A
3.250%
8/24/26
N/R
70,470
484
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
7.275%
1-Month
LIBOR
2.250%
3/24/25
Ba2
478,598
5
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Entertainment
(continued)
$
733
Springer
Nature
Deutschland
GmbH,
Term
Loan
B18
8.159%
3-Month
LIBOR
3.000%
8/14/26
BB+
$
733,647
357
Univision
Communications
Inc.,
Term
Loan
C5
7.775%
1-Month
LIBOR
2.750%
3/15/24
B+
357,150
1,105
Virgin
Media
Bristol
LLC,
Term
Loan
Q
8.198%
1-Month
LIBOR
3.250%
1/31/29
BB+
1,095,641
Total
Entertainment
4,671,377
Financial
Services
-
1.8%
(1.1%
of
Total
Investments)
1,641
Avaya,
Inc.,
Term
Loan
B2
(5)
8.840%
1-Month
LIBOR
4.000%
12/15/27
D
414,369
1,708
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B3
6.703%
1-Month
LIBOR
1.750%
1/15/25
Baa2
1,704,582
3,209
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
6.453%
1-Month
LIBOR
1.500%
2/12/27
Baa2
3,162,771
1,269
Trans
Union,
LLC,
Term
Loan
B6
7.275%
1-Month
LIBOR
2.250%
12/01/28
BBB-
1,266,912
Total
Financial
Services
6,548,634
Food
Products
-
1.2%
(0.7%
of
Total
Investments)
1,247
8th
Avenue
Food
&
Provisions,
Inc.,
Term
Loan,
First
Lien
,
(DD1)
8.775%
1-Month
LIBOR
3.750%
10/01/25
CCC+
1,105,345
742
CHG
PPC
Parent
LLC,
Term
Loan
8.063%
1-Month
LIBOR
3.000%
12/08/28
B1
737,860
759
Froneri
International
Ltd.,
Term
Loan
7.409%
3-Month
LIBOR
2.250%
1/31/27
B+
750,670
205
H
Food
Holdings
LLC,
Term
Loan
B
8.712%
1-Month
LIBOR
3.688%
5/31/25
B2
163,075
806
Sycamore
Buyer
LLC,
Term
Loan
B
7.347%
SOFR30A
2.250%
7/22/29
BB+
782,275
767
UTZ
Quality
Foods,
LLC,
Term
Loan
B
8.097%
SOFR30A
3.000%
1/20/28
B1
766,556
Total
Food
Products
4,305,781
Ground
Transportation
-
2.6%
(1.6%
of
Total
Investments)
905
First
Student
Bidco
Inc,
Term
Loan
B
8.143%
3-Month
LIBOR
3.000%
7/21/28
BB+
864,915
339
First
Student
Bidco
Inc,
Term
Loan
C
8.143%
3-Month
LIBOR
3.000%
7/21/28
BB+
323,923
1,448
Genesee
&
Wyoming
Inc.
(New),
Term
Loan
6.998%
SOFR90A
2.000%
12/30/26
BB+
1,444,770
1,371
Hertz
Corporation,
(The),
Term
Loan
B
,
(DD1)
8.275%
1-Month
LIBOR
3.250%
6/30/28
BB+
1,368,359
263
Hertz
Corporation,
(The),
Term
Loan
C
,
(DD1)
8.275%
1-Month
LIBOR
3.250%
6/30/28
BB+
262,678
3,794
Uber
Technologies,
Inc.,
Term
Loan
B
7.870%
TSFR3M
2.750%
3/03/30
Ba2
3,786,428
1,444
XPO
Logistics,
Inc.,
Term
Loan
B
6.621%
1-Month
LIBOR
1.750%
2/24/25
BBB-
1,443,501
Total
Ground
Transportation
9,494,574
Health
Care
Equipment
&
Supplies
-
6.4%
(3.9%
of
Total
Investments)
6,783
Bausch
&
Lomb,
Inc.,
Term
Loan
8.457%
SOFR90A
3.250%
5/05/27
BB-
6,611,711
1,980
Carestream
Health,
Inc.,
Term
Loan
12.498%
SOFR90A
7.500%
9/30/27
B-
1,432,426
2,334
CNT
Holdings
I
Corp,
Term
Loan
8.459%
SOFR90A
3.500%
11/08/27
B
2,314,906
409
Embecta
Corp,
Term
Loan
B
7.791%
SOFR180A
3.000%
1/27/29
Ba3
403,765
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
6
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Equipment
&
Supplies
(continued)
$
659
ICU
Medical,
Inc.,
Term
Loan
B
7.548%
SOFR90A
2.500%
12/14/28
BBB-
$
653,205
491
Insulet
Corporation,
Term
Loan
B
8.347%
SOFR30A
3.250%
5/04/28
Ba3
491,557
9,685
Medline
Borrower,
LP,
Term
Loan
B
8.275%
SOFR30A
3.250%
10/21/28
BB-
9,413,947
1,657
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
8.775%
1-Month
LIBOR
3.750%
7/02/25
B3
1,560,855
669
Vyaire
Medical,
Inc.,
Term
Loan
B
9.943%
3-Month
LIBOR
4.750%
4/16/25
Caa1
484,159
Total
Health
Care
Equipment
&
Supplies
23,366,531
Health
Care
Providers
&
Services
-
8.8%
(5.3%
of
Total
Investments)
2,216
AHP
Health
Partners,
Inc.,
Term
Loan
B
8.525%
1-Month
LIBOR
3.500%
8/23/28
B1
2,214,865
239
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.248%
SOFR90A
4.250%
4/12/29
B1
236,412
110
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.248%
SOFR90A
4.250%
4/12/29
B1
109,113
354
Gainwell
Acquisition
Corp.,
Term
Loan
B
8.998%
SOFR90A
4.000%
10/01/27
BB-
341,863
489
Global
Medical
Response,
Inc.,
Term
Loan
,
(DD1)
9.203%
2-Month
LIBOR
4.250%
3/14/25
B3
303,890
2,997
Global
Medical
Response,
Inc.,
Term
Loan
B
9.236%
3-Month
LIBOR
4.250%
10/02/25
B3
1,871,089
3,183
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.410%
SOFR90A
2.250%
7/01/28
BB+
3,185,677
743
Medical
Solutions
Holdings,
Inc.,
Term
Loan,
First
Lien
8.240%
TSFR3M
3.250%
11/01/28
B1
717,257
1,067
National
Mentor
Holdings,
Inc.,
Term
Loan
8.790%
SOFR30A
+
SOFR90A
3.750%
3/02/28
B-
821,647
18
National
Mentor
Holdings,
Inc.,
Term
Loan
C
8.748%
SOFR90A
3.750%
3/02/28
B-
14,178
1,292
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.057%
3-Month
LIBOR
4.750%
2/26/28
B
1,161,581
6,444
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.275%
1-Month
LIBOR
3.250%
11/15/28
B1
6,342,837
1,736
Phoenix
Guarantor
Inc,
Term
Loan
B
8.275%
1-Month
LIBOR
3.250%
3/05/26
B1
1,711,721
1,470
Phoenix
Guarantor
Inc,
Term
Loan
B3
8.525%
1-Month
LIBOR
3.500%
3/05/26
B1
1,451,625
757
RegionalCare
Hospital
Partners
Holdings,
Inc.,
Term
Loan
B
9.023%
3-Month
LIBOR
3.750%
11/16/25
B1
713,626
3,474
Select
Medical
Corporation,
Term
Loan
B
7.530%
1-Month
LIBOR
2.500%
3/06/25
Ba2
3,470,641
4,544
Surgery
Center
Holdings,
Inc.,
Term
Loan
8.698%
1-Month
LIBOR
3.750%
8/31/26
B1
4,539,841
875
Team
Health
Holdings,
Inc.,
Term
Loan
B
10.232%
SOFR30A
5.250%
2/02/27
B-
574,714
1,267
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
7.775%
1-Month
LIBOR
2.750%
2/06/24
B-
1,073,851
1,187
US
Radiology
Specialists,
Inc.,
Term
Loan
10.332%
SOFR30A
5.250%
12/15/27
B-
1,100,099
Total
Health
Care
Providers
&
Services
31,956,527
7
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Technology
-
0.0%
(0.0%
of
Total
Investments)
$
5
Athenahealth,
Inc.,
Term
Loan
8.464%
SOFR30A
3.500%
1/27/29
B+
$
5,141
45
Athenahealth,
Inc.,
Term
Loan
B
8.464%
SOFR30A
3.500%
1/27/29
B+
41,850
Total
Health
Care
Technology
46,991
Hotels,
Restaurants
&
Leisure
-
20.5%
(12.4%
of
Total
Investments)
170
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
18.953%
3-Month
LIBOR
14.000%
9/29/26
Caa3
89,187
378
24
Hour
Fitness
Worldwide,
Inc.,
Term
Loan
,
(cash
0.220%,
PIK
5.000%)
10.143%
3-Month
LIBOR
5.000%
12/29/25
CCC-
33,589
1,389
Alterra
Mountain
Company,
Term
Loan
8.525%
1-Month
LIBOR
3.500%
8/17/28
B+
1,388,063
68
Alterra
Mountain
Company,
Term
Loan
B1
,
(DD1)
7.775%
1-Month
LIBOR
2.750%
7/31/24
B+
68,302
534
Aramark
Services,
Inc.,
Term
Loan
B3
6.775%
1-Month
LIBOR
1.750%
3/11/25
BB+
533,088
12,397
B.C.
Unlimited
Liability
Company,
Term
Loan
B4
6.775%
1-Month
LIBOR
1.750%
11/19/26
BB+
12,311,565
3,630
Caesars
Entertainment
Corp,
Term
Loan
B
8.332%
SOFR30A
3.250%
1/25/30
Ba3
3,622,177
3,771
Carnival
Corporation,
Term
Loan
B
,
(DD1)
8.025%
1-Month
LIBOR
3.000%
6/30/25
Ba2
3,756,687
981
Carnival
Corporation,
Term
Loan
B
8.275%
1-Month
LIBOR
3.250%
10/18/28
BB-
965,942
2,004
Churchill
Downs
Incorporated,
Term
Loan
B1
7.082%
1-Month
LIBOR
2.000%
3/17/28
BBB-
2,003,943
5,254
ClubCorp
Holdings,
Inc.,
Term
Loan
B
7.775%
1-Month
LIBOR
2.750%
9/18/24
B2
4,978,878
3,043
Crown
Finance
US,
Inc.,
Term
Loan
,
(DD1)
14.924%
SOFR90A
+
TSFR3M
10.000%
9/09/23
N/R
3,104,334
868
Crown
Finance
US,
Inc.,
Term
Loan
(6)
6.642%
3-Month
LIBOR
3.000%
8/31/23
CCC+
159,860
3,285
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
8.159%
3-Month
LIBOR
3.000%
3/08/24
Caa2
2,982,324
4,501
Fertitta
Entertainment,
LLC,
Term
Loan
B
8.982%
SOFR30A
4.000%
1/27/29
B
4,388,592
927
Four
Seasons
Hotels
Ltd,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
930,734
1,716
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.411%
SOFR90A
+
SOFR180A
+
TSFR3M
3.500%
10/31/29
Ba1
1,724,493
1,970
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
8.025%
1-Month
LIBOR
3.000%
8/02/28
BB+
1,964,198
2,970
Hilton
Worldwide
Finance,
LLC,
Term
Loan
B2
6.821%
TSFR1M
1.750%
6/21/26
BBB-
2,969,076
6,230
IRB
Holding
Corp,
Term
Loan
B
8.082%
SOFR30A
3.000%
12/15/27
B+
6,138,934
1,111
Life
Time
Fitness
Inc
,
Term
Loan
B
9.775%
1-Month
LIBOR
4.750%
12/15/24
B+
1,111,812
196
Motion
Finco
Sarl,
Term
Loan
B2
,
(DD1)
8.409%
3-Month
LIBOR
3.250%
11/04/26
B
193,847
792
NASCAR
Holdings,
Inc,
Term
Loan
B
7.525%
1-Month
LIBOR
2.500%
10/18/26
BBB-
793,343
861
PCI
Gaming
Authority,
Term
Loan
7.525%
1-Month
LIBOR
2.500%
5/31/26
BBB-
860,688
770
Penn
National
Gaming,
Inc.,
Term
Loan
B
7.732%
SOFR30A
2.750%
4/20/29
BB
768,117
871
Scientific
Games
Holdings
LP,
Term
Loan
B
8.421%
SOFR90A
3.500%
2/04/29
BB-
859,198
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
8
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
2,900
Scientific
Games
International,
Inc.,
Term
Loan
7.981%
SOFR30A
3.000%
4/07/29
BBB-
$
2,896,967
1,477
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
8.063%
1-Month
LIBOR
3.000%
8/25/28
BB
1,473,806
5,737
Stars
Group
Holdings
B.V.
(The),
Term
Loan
7.409%
3-Month
LIBOR
2.250%
7/10/25
BBB
5,739,421
1,393
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
8.410%
SOFR90A
3.250%
7/04/28
BBB
1,396,810
2,145
Station
Casinos
LLC,
Term
Loan
B
7.280%
1-Month
LIBOR
2.250%
2/08/27
BB-
2,126,731
981
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
8.198%
1-Month
LIBOR
3.250%
10/01/28
BB+
947,569
364
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
7.780%
1-Month
LIBOR
2.750%
5/16/25
B+
366,162
1,073
Wyndham
Hotels
&
Resorts,
Inc.,
Term
Loan
B
6.775%
1-Month
LIBOR
1.750%
5/30/25
BBB-
1,072,500
Total
Hotels,
Restaurants
&
Leisure
74,720,937
Household
Durables
-
0.8%
(0.5%
of
Total
Investments)
2,160
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
8.616%
SOFR30A
+
SOFR90A
3.750%
7/30/28
B
2,106,250
1,004
Weber-Stephen
Products
LLC,
Term
Loan
B
8.332%
SOFR30A
+
1
Month
LIBOR
3.250%
10/30/27
CCC+
900,974
Total
Household
Durables
3,007,224
Household
Products
-
0.1%
(0.1%
of
Total
Investments)
426
Reynolds
Consumer
Products
LLC,
Term
Loan
6.832%
SOFR30A
1.750%
2/04/27
BBB-
422,066
Total
Household
Products
422,066
Independent
Power
and
Renewable
Electricity
Producers
-
0.2%
(0.1%
of
Total
Investments)
876
Vistra
Operations
Company
LLC,
Term
Loan
B3,
First
Lien
,
(DD1)
6.736%
1-Month
LIBOR
1.750%
12/31/25
BBB-
874,128
Total
Independent
Power
and
Renewable
Electricity
Producers
874,128
Insurance
-
5.4%
(3.3%
of
Total
Investments)
3,459
Acrisure,
LLC,
Term
Loan
B
8.525%
1-Month
LIBOR
3.500%
2/15/27
B
3,315,250
1,078
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
,
(DD1)
8.510%
1-Month
LIBOR
3.500%
11/06/27
B
1,069,780
2,174
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B5
8.376%
SOFR30A
3.500%
2/08/27
B
2,159,166
792
AmWINS
Group,
Inc.,
Term
Loan
B
7.721%
SOFR30A
2.750%
2/19/28
Ba3
789,693
387
Asurion
LLC,
Term
Loan
B4,
Second
Lien
10.275%
1-Month
LIBOR
5.250%
1/20/29
B
322,460
383
Asurion
LLC,
Term
Loan
B7
8.025%
1-Month
LIBOR
3.000%
11/03/24
Ba3
382,462
2,866
Asurion
LLC,
Term
Loan
B8
8.275%
1-Month
LIBOR
3.250%
12/23/26
Ba3
2,685,083
1,187
Asurion
LLC,
Term
Loan
B9
8.275%
1-Month
LIBOR
3.250%
7/31/27
Ba3
1,100,378
693
Broadstreet
Partners,
Inc.,
Term
Loan
B
,
(DD1)
8.025%
1-Month
LIBOR
3.000%
1/27/27
B
689,020
739
Broadstreet
Partners,
Inc.,
Term
Loan
B2
8.275%
1-Month
LIBOR
3.250%
1/27/27
B
726,439
984
Hub
International
Limited,
Term
Loan
B
8.445%
3-Month
LIBOR
3.250%
4/25/25
B
983,454
9
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Insurance
(continued)
$
344
Hub
International
Limited,
Term
Loan
B
8.765%
SOFR90A
4.000%
11/10/29
B
$
343,885
2,119
Hub
International
Limited,
Term
Loan
B
8.145%
1
+
3
Month
LIBOR
3.000%
4/25/25
B
2,117,605
487
Ryan
Specialty
Group,
LLC,
Term
Loan
8.082%
SOFR30A
3.000%
9/01/27
BB-
487,398
2,652
USI,
Inc.,
Term
Loan
8.648%
SOFR90A
3.750%
11/16/29
B1
2,649,275
Total
Insurance
19,821,348
Interactive
Media
&
Services
-
0.5%
(0.3%
of
Total
Investments)
4,535
Rackspace
Technology
Global,
Inc.,
Term
Loan
B
7.595%
3-Month
LIBOR
2.750%
2/09/28
B-
1,912,704
Total
Interactive
Media
&
Services
1,912,704
IT
Services
-
2.6%
(1.6%
of
Total
Investments)
1,190
Ahead
DB
Holdings,
LLC,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
10/16/27
B+
1,157,043
216
iQor
US
Inc.,
Exit
Term
Loan
12.525%
1-Month
LIBOR
7.500%
11/19/24
B1
213,457
962
Peraton
Corp.,
Term
Loan
B
8.832%
1-Month
LIBOR
3.750%
2/01/28
BB-
944,371
1,158
Perforce
Software,
Inc.,
Term
Loan
B
8.775%
1-Month
LIBOR
3.750%
7/01/26
B2
1,082,456
3,265
Syniverse
Holdings,
Inc.,
Term
Loan
11.898%
SOFR90A
7.000%
5/10/29
B-
2,866,598
1,453
Tempo
Acquisition
LLC,
Term
Loan
B
7.982%
SOFR30A
3.000%
8/31/28
BB-
1,454,572
956
WEX
Inc.,
Term
Loan
7.275%
1-Month
LIBOR
2.250%
4/01/28
Ba2
955,247
750
World
Wide
Technology
Holding
Co.
LLC,
Term
Loan
8.153%
TSFR1M
3.250%
2/23/30
BB
745,313
Total
IT
Services
9,419,057
Leisure
Products
-
0.8%
(0.5%
of
Total
Investments)
471
Hayward
Industries,
Inc.,
Term
Loan
7.525%
1-Month
LIBOR
2.500%
5/28/28
BB
459,139
508
SRAM,
LLC
,
Term
Loan
B
7.775%
1-Month
LIBOR
2.750%
5/18/28
BB-
501,209
2,100
Topgolf
Callaway
Brands
Corp.,
Term
Loan
B
,
(DD1)
8.582%
SOFR30A
3.500%
3/09/30
B+
2,100,987
Total
Leisure
Products
3,061,335
Life
Sciences
Tools
&
Services
-
0.7%
(0.4%
of
Total
Investments)
380
Avantor
Funding,
Inc.,
Term
Loan
B5
7.332%
1-Month
LIBOR
2.250%
11/06/27
BB+
380,353
1,566
Curia
Global,
Inc.,
Term
Loan
8.848%
SOFR30A
+
SOFR90A
3.750%
8/30/26
B3
1,368,385
793
ICON
Luxembourg
S.A.R.L.,
Term
Loan
7.126%
SOFR90A
2.250%
7/01/28
BB+
793,442
Total
Life
Sciences
Tools
&
Services
2,542,180
Machinery
-
2.3%
(1.4%
of
Total
Investments)
1,915
AI
Alpine
AT
Bidco
GmbH,
Term
Loan
B
7.903%
3-Month
LIBOR
2.750%
11/06/25
B
1,885,681
2,353
Ali
Group
North
America
Corporation,
Term
Loan
B
7.097%
SOFR30A
2.000%
10/13/28
Baa3
2,346,896
967
Alliance
Laundry
Systems
LLC,
Term
Loan
B
8.559%
3-Month
LIBOR
3.500%
10/08/27
B
962,556
655
Chart
Industries,
Inc.,
Term
Loan
B
8.740%
TSFR1M
3.750%
12/08/29
Ba3
656,232
1,463
Gates
Global
LLC,
Term
Loan
B3
7.582%
SOFR30A
2.500%
3/31/27
Ba3
1,460,534
466
Grinding
Media
Inc.,
Term
Loan
B
9.075%
SOFR90A
+
1
Month
LIBOR
4.000%
10/12/28
B
442,645
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
10
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Machinery
(continued)
$
737
Madison
IAQ
LLC,
Term
Loan
8.302%
6-Month
LIBOR
3.250%
6/21/28
B2
$
710,709
Total
Machinery
8,465,253
Media
-
12.4%
(7.5%
of
Total
Investments)
1,653
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
8.582%
SOFR30A
3.500%
12/21/28
B1
1,632,063
320
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
11.082%
SOFR30A
6.000%
12/20/29
CCC+
297,600
405
Altice
Financing
SA,
Term
Loan
9.986%
TSFR3M
5.000%
10/31/27
B
398,655
1,228
Cable
One,
Inc.,
Term
Loan
B4
7.025%
1-Month
LIBOR
2.000%
5/03/28
BB+
1,201,260
2,551
Cengage
Learning,
Inc.,
Term
Loan
B
9.880%
3-Month
LIBOR
4.750%
7/14/26
B
2,495,165
1,027
Charter
Communications
Operating,
LLC,
Term
Loan
B2
6.721%
SOFR30A
1.750%
2/01/27
BBB-
1,014,039
452
Checkout
Holding
Corp.,
First
Out
Term
Loan
14.525%
1-Month
LIBOR
7.500%
2/15/24
N/R
275,157
910
Checkout
Holding
Corp.,
Last
Out
Term
Loan
,
(cash
2.000,
PIK
9.500%)
8.762%
1-Month
LIBOR
6.250%
8/15/23
N/R
56,441
8,402
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B
8.807%
3-Month
LIBOR
3.500%
8/21/26
B1
7,930,541
793
CSC
Holdings,
LLC,
Term
Loan
7.198%
1-Month
LIBOR
2.250%
1/15/26
B1
751,023
719
CSC
Holdings,
LLC,
Term
Loan
B1
7.198%
1-Month
LIBOR
2.250%
7/17/25
B1
688,159
365
CSC
Holdings,
LLC,
Term
Loan
B5
7.448%
1-Month
LIBOR
2.500%
4/15/27
B1
323,475
4,164
CSC
Holdings,
LLC,
Term
Loan
B6
9.390%
TSFR1M
4.500%
1/18/28
B1
3,839,883
357
Cumulus
Media
New
Holdings
Inc.,
Term
Loan
B
8.775%
1-Month
LIBOR
3.750%
3/31/26
B
318,449
4,877
DirecTV
Financing,
LLC,
Term
Loan
10.025%
1-Month
LIBOR
5.000%
8/02/27
BBB-
4,693,987
622
Dotdash
Meredith
Inc,
Term
Loan
B
8.903%
SOFR30A
4.000%
12/01/28
B+
571,962
720
E.W.
Scripps
Company
(The),
Term
Loan
B2
7.659%
SOFR30A
2.563%
5/01/26
BB
700,443
2,325
Formula
One
Holdings
Limited.,
Term
Loan
B
8.232%
SOFR30A
3.250%
1/15/30
BB+
2,331,684
637
Gray
Television,
Inc.,
Term
Loan
E
7.418%
TSFR1M
2.500%
1/02/26
BB+
631,723
4,703
iHeartCommunications,
Inc.,
Term
Loan
8.025%
1-Month
LIBOR
3.000%
5/01/26
BB-
4,076,330
18
LCPR
Loan
Financing
LLC,
Term
Loan
B
8.698%
1-Month
LIBOR
3.750%
10/15/28
BB+
17,800
2,257
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
9.797%
3
+
6
Month
LIBOR
4.750%
7/30/28
BB+
2,180,486
408
Mission
Broadcasting,
Inc.,
Term
Loan
B
7.348%
1-Month
LIBOR
2.500%
6/03/28
BBB-
407,356
560
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
7.525%
1-Month
LIBOR
2.500%
9/18/26
BBB-
559,930
323
Outfront
Media
Capital
LLC,
Term
Loan
B
6.775%
1-Month
LIBOR
1.750%
11/18/26
Ba1
320,208
500
Radiate
Holdco,
LLC,
Term
Loan
B
,
(WI/DD)
TBD
TBD
TBD
TBD
B3
415,315
11
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Media
(continued)
$
996
Red
Ventures
LLC,
Term
Loan
B
7.982%
SOFR30A
3.000%
2/23/30
BB-
$
985,215
869
Sinclair
Television
Group
Inc.,
Term
Loan
B2B
7.530%
1-Month
LIBOR
2.500%
9/30/26
Ba2
785,993
162
Virgin
Media
Bristol
LLC,
Term
Loan
N
7.448%
1-Month
LIBOR
2.500%
1/31/28
BB+
159,620
300
Virgin
Media
Bristol
LLC,
Term
Loan
Y
8.113%
SOFR180A
3.250%
3/06/31
BB-
295,575
884
WideOpenWest
Finance
LLC,
Term
Loan
B
7.898%
SOFR90A
3.000%
12/20/28
BB
874,974
4,103
Ziggo
Financing
Partnership,
Term
Loan
I
,
(DD1)
7.448%
1-Month
LIBOR
2.500%
4/30/28
BB
4,034,202
Total
Media
45,264,713
Oil,
Gas
&
Consumable
Fuels
-
3.8%
(2.3%
of
Total
Investments)
847
BCP
Renaissance
Parent
LLC,
Term
Loan
B3
8.398%
SOFR90A
3.500%
10/31/26
B+
842,099
616
Buckeye
Partners,
L.P.,
Term
Loan
B
7.090%
1-Month
LIBOR
2.250%
11/01/26
BBB-
615,490
367
EG
America
LLC,
Term
Loan
9.025%
1-Month
LIBOR
4.000%
2/05/25
B-
355,753
3,190
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
8.250%
3-Month
LIBOR
3.000%
11/16/26
N/R
3,092,326
2,541
Gulf
Finance,
LLC,
Term
Loan
11.770%
SOFR30A
+
TSFR1M
6.750%
8/25/26
B
2,468,273
1
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
9.546%
SOFR30A
4.500%
8/11/29
BB
825
1,150
Oryx
Midstream
Services
Permian
Basin
LLC,
Term
Loan
8.193%
SOFR30A
3.250%
10/05/28
BB
1,139,420
2,323
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
13.025%
1-Month
LIBOR
8.000%
8/27/26
B
2,318,356
1,150
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
8.517%
1-Month
LIBOR
3.500%
11/05/28
BB-
1,141,361
1,399
Traverse
Midstream
Partners
LLC,
Term
Loan
8.865%
SOFR90A
+
TSFR3M
4.000%
9/27/24
B+
1,385,391
600
Whitewater
Whistler
Holdings,
LLC,
Term
Loan
B
8.148%
SOFR90A
3.250%
1/25/30
BB+
600,150
Total
Oil,
Gas
&
Consumable
Fuels
13,959,444
Paper
&
Forest
Products
-
0.1%
(0.0%
of
Total
Investments)
252
Asplundh
Tree
Expert,
LLC,
Term
Loan
B
6.775%
1-Month
LIBOR
1.750%
9/04/27
BBB-
250,982
Total
Paper
&
Forest
Products
250,982
Passenger
Airlines
-
4.9%
(3.0%
of
Total
Investments)
1,967
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
10.000%
3-Month
LIBOR
4.750%
4/20/28
Ba2
1,983,399
746
Air
Canada,
Term
Loan
B
8.369%
3-Month
LIBOR
3.500%
8/11/28
Ba2
745,893
3,820
American
Airlines,
Inc.,
Term
Loan
B
,
(DD1)
8.154%
SOFR180A
2.750%
2/06/28
Ba3
3,722,380
920
American
Airlines,
Inc.,
Term
Loan,
First
Lien
8.260%
SOFR90A
+
6
Month
LIBOR
2.625%
1/29/27
Ba3
897,711
3,306
Kestrel
Bidco
Inc.,
Term
Loan
B
8.064%
TSFR1M
3.000%
12/11/26
B+
3,136,998
879
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.213%
3-Month
LIBOR
5.250%
6/20/27
Baa3
915,946
4,149
SkyMiles
IP
Ltd.,
Term
Loan
B
8.798%
SOFR90A
3.750%
10/20/27
Baa1
4,304,878
2,205
United
Airlines,
Inc.,
Term
Loan
B
8.770%
1-Month
LIBOR
3.750%
4/21/28
Ba1
2,201,549
Total
Passenger
Airlines
17,908,754
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
12
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Personal
Care
Products
-
0.5%
(0.3%
of
Total
Investments)
$
425
Conair
Holdings,
LLC,
Term
Loan
B
8.909%
3-Month
LIBOR
3.750%
5/17/28
B-
$
398,936
29
Coty
Inc.,
Term
Loan
B
7.197%
1-Month
LIBOR
2.250%
4/05/25
BB
29,146
1,029
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
,
(DD1)
8.703%
3-Month
LIBOR
3.750%
12/22/26
B2
1,006,237
514
Kronos
Acquisition
Holdings
Inc.,
Term
Loan,
First
Lien
11.023%
SOFR90A
6.000%
12/22/26
B2
507,278
Total
Personal
Care
Products
1,941,597
Pharmaceuticals
-
3.3%
(2.0%
of
Total
Investments)
601
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
7.063%
1-Month
LIBOR
2.000%
2/22/28
BBB-
596,868
769
Elanco
Animal
Health
Incorporated,
Term
Loan
B
6.653%
TSFR1M
1.750%
8/01/27
BB+
748,670
6,143
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.525%
1-Month
LIBOR
3.500%
5/05/28
BB+
6,142,154
2,001
Mallinckrodt
International
Finance
S.A.,
Term
Loan
10.198%
1-Month
LIBOR
5.250%
9/30/27
B3
1,433,509
600
Mallinckrodt
International
Finance
S.A.,
Term
Loan
10.448%
1-Month
LIBOR
5.500%
9/30/27
B3
430,405
2,059
Organon
&
Co,
Term
Loan
7.986%
3-Month
LIBOR
3.000%
6/02/28
BB
2,058,768
659
Perrigo
Investments,
LLC,
Term
Loan
B
7.332%
SOFR30A
2.350%
4/05/29
BB+
656,825
Total
Pharmaceuticals
12,067,199
Professional
Services
-
2.6%
(1.6%
of
Total
Investments)
468
CHG
Healthcare
Services
Inc.,
Term
Loan
8.275%
1-Month
LIBOR
3.250%
9/30/28
B1
465,711
1,540
Creative
Artists
Agency,
LLC
,
Term
Loan
B
,
(DD1)
8.482%
SOFR30A
3.500%
11/16/28
B+
1,538,722
2,074
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
8.268%
1-Month
LIBOR
3.250%
2/08/26
BB+
2,073,772
958
EAB
Global,
Inc.,
Term
Loan
8.723%
1
+
3
Month
LIBOR
3.500%
8/16/28
B2
938,373
548
Physician
Partners
LLC,
Term
Loan
9.048%
SOFR90A
4.000%
2/01/29
B
520,469
1,802
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan
,
(cash
3.500%,
PIK
6.500%)
6.525%
1-Month
LIBOR
1.500%
2/28/25
B-
1,827,357
2,218
Verscend
Holding
Corp.,
Term
Loan
B
9.025%
1-Month
LIBOR
4.000%
8/27/25
BB-
2,218,236
Total
Professional
Services
9,582,640
Real
Estate
Management
&
Development
-
0.5%
(0.3%
of
Total
Investments)
1,055
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.332%
SOFR30A
3.250%
1/31/30
BB
1,022,283
836
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
7.775%
1-Month
LIBOR
2.750%
8/21/25
BB
822,034
Total
Real
Estate
Management
&
Development
1,844,317
Semiconductors
&
Semiconductor
Equipment
-
0.2%
(0.1%
of
Total
Investments)
915
Bright
Bidco
B.V.,
Term
Loan
6.068%
SOFR90A
1.000%
10/31/27
B-
582,399
Total
Semiconductors
&
Semiconductor
Equipment
582,399
13
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
-
16.1%
(9.7%
of
Total
Investments)
$
398
Apttus
Corporation,
Term
Loan
9.523%
3-Month
LIBOR
4.250%
5/06/28
BB
$
388,629
334
Avaya,
Inc.,
Term
Loan
14.827%
SOFR30A
10.000%
12/15/27
D
82,206
2,202
Avaya,
Inc.,
Term
Loan
12.890%
TSFR1M
8.000%
8/15/23
N/R
2,278,562
574
Avaya,
Inc.,
Term
Loan
12.528%
TSFR3M
7.500%
8/01/28
N/R
573,793
4,832
Banff
Merger
Sub
Inc,
Term
Loan
8.775%
1-Month
LIBOR
3.750%
10/02/25
B2
4,780,767
1,117
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.025%
1-Month
LIBOR
3.000%
10/31/26
B+
1,116,994
539
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.025%
1-Month
LIBOR
3.000%
10/31/26
B+
538,774
410
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
7.275%
1-Month
LIBOR
2.250%
9/21/28
B+
408,634
1,925
CDK
Global,
Inc.,
Term
Loan
B
9.148%
SOFR90A
4.250%
6/09/29
B+
1,925,685
1,018
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
7.525%
1-Month
LIBOR
2.500%
4/30/25
Ba3
1,017,984
1,990
DTI
Holdco,
Inc.,
Term
Loan
9.795%
SOFR90A
4.750%
4/21/29
B2
1,848,213
4,968
Epicor
Software
Corporation,
Term
Loan
,
(DD1)
8.275%
1-Month
LIBOR
3.250%
7/31/27
B2
4,912,941
4,599
Finastra
USA,
Inc.,
Term
Loan,
First
Lien
8.655%
2-Month
LIBOR
3.500%
6/13/24
B
4,395,646
3,063
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
8.217%
1
+
3
Month
LIBOR
3.125%
12/01/27
B2
3,039,070
422
Greenway
Health,
LLC,
Term
Loan,
First
Lien
8.960%
3-Month
LIBOR
3.750%
2/16/24
Caa1
316,663
3,712
Informatica
LLC,
Term
Loan
B
7.813%
1-Month
LIBOR
2.750%
10/14/28
BB-
3,708,787
597
iQor
US
Inc.,
Second
Out
Term
Loan
12.525%
1-Month
LIBOR
7.500%
11/19/25
CCC+
449,212
1,730
McAfee,
LLC,
Term
Loan
B
8.653%
SOFR30A
3.750%
2/03/29
BB+
1,635,212
3,823
NortonLifeLock
Inc.,
Term
Loan
B
7.082%
SOFR30A
2.000%
1/28/29
BBB-
3,787,284
5,386
Open
Text
Corporation,
Term
Loan
B
,
(DD1)
8.582%
SOFR30A
3.500%
8/25/29
BBB-
5,389,867
392
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
8.347%
1-Month
LIBOR
3.250%
3/10/28
B
380,607
1,112
Proofpoint,
Inc.,
Term
Loan,
First
Lien
8.275%
1-Month
LIBOR
3.250%
8/31/28
BB-
1,089,932
750
Quartz
Acquireco
LLC,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB+
747,656
105
RealPage,
Inc,
Term
Loan,
First
Lien
8.025%
1-Month
LIBOR
3.000%
4/22/28
B+
102,567
1,694
Sophia,
L.P.,
Term
Loan
B
8.659%
3-Month
LIBOR
3.500%
10/07/27
B2
1,675,302
1,313
SS&C
European
Holdings
Sarl,
Term
Loan
B4
6.775%
1-Month
LIBOR
1.750%
4/16/25
BB+
1,312,489
1,480
SS&C
Technologies
Inc.,
Term
Loan
B3
6.775%
1-Month
LIBOR
1.750%
4/16/25
BB+
1,478,490
238
SS&C
Technologies
Inc.,
Term
Loan
B6
7.332%
SOFR30A
2.250%
3/22/29
BB+
236,880
358
SS&C
Technologies
Inc.,
Term
Loan
B7
7.332%
SOFR30A
2.250%
3/22/29
BB+
356,974
1,857
Ultimate
Software
Group
Inc
(The),
Term
Loan
8.271%
SOFR90A
3.250%
5/03/26
B1
1,811,480
724
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
8.895%
SOFR90A
3.750%
5/03/26
B1
713,140
747
Vision
Solutions,
Inc.,
Term
Loan
9.255%
3-Month
LIBOR
4.000%
5/28/28
B2
666,262
3,186
Zelis
Healthcare
Corporation,
Term
Loan
8.525%
1-Month
LIBOR
3.500%
9/30/26
B
3,175,779
2,146
ZoomInfo
LLC,
Term
Loan
B
7.832%
SOFR30A
2.750%
2/01/30
Ba1
2,152,160
Total
Software
58,494,641
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
14
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Specialty
Retail
-
4.6%
(2.8%
of
Total
Investments)
$
558
Academy,
Ltd.,
Term
Loan
8.598%
1-Month
LIBOR
3.750%
11/06/27
BB
$
558,796
1,970
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
6.847%
SOFR30A
1.750%
8/06/27
BB+
1,956,543
1,075
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
8.582%
SOFR30A
3.500%
3/15/29
BB+
1,077,019
650
Belron
Finance
US
LLC,
Term
Loan
7.832%
SOFR90A
2.750%
4/06/29
Ba2
649,594
337
Driven
Holdings,
LLC,
Term
Loan
B
7.953%
1-Month
LIBOR
3.000%
12/17/28
B3
330,709
1,593
Jo-Ann
Stores,
Inc.,
Term
Loan
B1
10.018%
3-Month
LIBOR
4.750%
6/30/28
CCC+
878,991
1,535
LBM
Acquisition
LLC,
Term
Loan
B
8.775%
1-Month
LIBOR
3.750%
12/18/27
B+
1,430,536
428
Les
Schwab
Tire
Centers,
Term
Loan
B
8.064%
3-Month
LIBOR
3.250%
11/02/27
B
426,382
6,455
PetSmart,
Inc.,
Term
Loan
B
8.832%
SOFR30A
3.750%
2/12/28
BB
6,434,853
1,664
Restoration
Hardware,
Inc.,
Term
Loan
B
7.525%
1-Month
LIBOR
2.500%
10/15/28
BB-
1,547,338
350
SRS
Distribution
Inc.,
Term
Loan
8.471%
SOFR30A
3.500%
6/04/28
B-
335,372
536
Staples,
Inc.,
Term
Loan
9.814%
3-Month
LIBOR
5.000%
4/12/26
B
485,535
763
Wand
NewCo
3,
Inc.,
Term
Loan
7.775%
1-Month
LIBOR
2.750%
2/05/26
B2
749,574
Total
Specialty
Retail
16,861,242
Technology
Hardware,
Storage
&
Peripherals
-
0.2%
(0.1%
of
Total
Investments)
574
NCR
Corporation,
Term
Loan
7.780%
3-Month
LIBOR
2.500%
8/28/26
BB+
567,301
Total
Technology
Hardware,
Storage
&
Peripherals
567,301
Textiles,
Apparel
&
Luxury
Goods
-
0.5%
(0.3%
of
Total
Investments)
1,348
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
8.064%
3-Month
LIBOR
3.250%
4/28/28
BB-
1,339,608
264
New
Trojan
Parent,
Inc.,
Term
Loan,
First
Lien
8.236%
1-Month
LIBOR
3.250%
1/06/28
B-
179,428
191
Samsonite
International
S.A.,
Term
Loan
B2
8.025%
1-Month
LIBOR
3.000%
4/25/25
N/R
190,780
Total
Textiles,
Apparel
&
Luxury
Goods
1,709,816
Trading
Companies
&
Distributors
-
0.6%
(0.3%
of
Total
Investments)
983
Core
&
Main
LP,
Term
Loan
B
7.644%
SOFR30A
+
SOFR90A
2.500%
6/10/28
B+
977,956
1,019
Resideo
Funding
Inc.,
Term
Loan
7.180%
1
+
2
+
3
Month
LIBOR
2.250%
2/12/28
BBB-
1,018,089
Total
Trading
Companies
&
Distributors
1,996,045
Transportation
Infrastructure
-
0.9%
(0.6%
of
Total
Investments)
1,609
Brown
Group
Holding,
LLC,
Term
Loan
B
7.582%
SOFR30A
2.500%
4/22/28
B+
1,577,319
746
Brown
Group
Holding,
LLC,
Term
Loan
B2
8.764%
SOFR30A
3.750%
6/09/29
B+
743,657
1,086
KKR
Apple
Bidco,
LLC,
Term
Loan
7.775%
1-Month
LIBOR
2.750%
9/23/28
B+
1,074,372
Total
Transportation
Infrastructure
3,395,348
15
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Wireless
Telecommunication
Services
-
1.2%
(0.7%
of
Total
Investments)
$
982
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
8.847%
SOFR30A
3.750%
4/30/28
B+
$
975,657
3,365
Intelsat
Jackson
Holdings
S.A.,
Term
Loan
B
9.082%
SOFR90A
4.250%
1/27/29
BB+
3,327,320
Total
Wireless
Telecommunication
Services
4,302,977
Total
Variable
Rate
Senior
Loan
Interests
(cost
$515,827,198)
492,964,252
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
85,089,635
CORPORATE
BONDS
-
23.4%
(14.1%
of
Total
Investments)
X
85,089,635
Aerospace
&
Defense
-
0.4%
(0.2%
of
Total
Investments)
$
1,350
TransDigm
Inc
4.625%
1/15/29
B-
$
1,221,750
Total
Aerospace
&
Defense
1,221,750
Automobile
Components
-
0.5%
(0.3%
of
Total
Investments)
1,925
Adient
Global
Holdings
Ltd,
144A
4.875%
8/15/26
BB-
1,849,612
Total
Automobile
Components
1,849,612
Chemicals
-
1.0%
(0.6%
of
Total
Investments)
1,500
Celanese
US
Holdings
LLC
5.900%
7/05/24
BBB-
1,501,654
950
Rayonier
AM
Products
Inc,
144A
7.625%
1/15/26
B+
845,500
1,345
Trinseo
Materials
Operating
SCA
/
Trinseo
Materials
Finance
Inc,
144A
5.375%
9/01/25
B2
1,127,272
Total
Chemicals
3,474,426
Commercial
Services
&
Supplies
-
1.0%
(0.6%
of
Total
Investments)
1,363
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B-
1,276,499
1,019
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB-
1,011,320
1,500
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
3.375%
8/31/27
BB-
1,340,467
Total
Commercial
Services
&
Supplies
3,628,286
Communications
Equipment
-
1.3%
(0.8%
of
Total
Investments)
8,388
Avaya
Inc,
144A
(5),(7)
6.125%
9/15/28
D
2,222,820
870
Commscope
Inc,
144A
7.125%
7/01/28
CCC+
624,225
900
Commscope
Inc,
144A
4.750%
9/01/29
B1
726,792
1,125
Commscope
Inc,
144A
8.250%
3/01/27
CCC+
869,756
600
CommScope
Technologies
LLC,
144A
5.000%
3/15/27
CCC+
414,516
Total
Communications
Equipment
4,858,109
Containers
&
Packaging
-
0.1%
(0.1%
of
Total
Investments)
540
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
B+
475,529
Total
Containers
&
Packaging
475,529
Diversified
Telecommunication
Services
-
1.2%
(0.7%
of
Total
Investments)
595
Frontier
Communications
Holdings
LLC,
144A
5.000%
5/01/28
BB+
522,477
700
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
CCC+
532,419
898
Frontier
Communications
Holdings
LLC,
144A
6.000%
1/15/30
BB-
686,891
2,734
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
BB+
2,516,605
Total
Diversified
Telecommunication
Services
4,258,392
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
16
JRO
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Electric
Utilities
-
1.1%
(0.7%
of
Total
Investments)
$
2,980
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
$
30
880
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB
817,800
0
(8)
Pacific
Gas
and
Electric
Co
4.500%
7/01/40
BBB
1
1,905
PG&E
Corp
5.000%
7/01/28
BB+
1,792,544
1,350
Talen
Energy
Supply
LLC,
144A
(5)
7.250%
5/15/27
N/R
1,404,000
Total
Electric
Utilities
4,014,375
Energy
Equipment
&
Services
-
1.2%
(0.7%
of
Total
Investments)
750
Shelf
Drilling
Holdings
Ltd,
144A
8.250%
2/15/25
CCC+
682,500
1,300
Shelf
Drilling
Holdings
Ltd,
144A
8.875%
11/15/24
B1
1,300,000
750
Transocean
Inc,
144A
11.500%
1/30/27
CCC+
767,610
1,450
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B
1,476,999
Total
Energy
Equipment
&
Services
4,227,109
Entertainment
-
0.9%
(0.5%
of
Total
Investments)
4,457
AMC
Entertainment
Holdings
Inc,
144A
,
(cash
10.000%,
PIK
12.000%)
10.000%
6/15/26
CCC-
3,009,701
1,880
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(5)
5.375%
8/15/26
N/R
126,900
2,750
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(5)
6.625%
8/15/27
N/R
82,500
Total
Entertainment
3,219,101
Health
Care
Equipment
&
Supplies
-
0.2%
(0.1%
of
Total
Investments)
900
Mozart
Debt
Merger
Sub
Inc,
144A
3.875%
4/01/29
BB-
787,458
Total
Health
Care
Equipment
&
Supplies
787,458
Health
Care
Providers
&
Services
-
1.1%
(0.7%
of
Total
Investments)
120
HCA
Inc
5.375%
2/01/25
BBB-
120,060
1,500
Select
Medical
Corp,
144A
6.250%
8/15/26
B-
1,469,151
1,940
Tenet
Healthcare
Corp
6.125%
10/01/28
B+
1,882,204
534
Tenet
Healthcare
Corp
4.875%
1/01/26
BB-
525,913
Total
Health
Care
Providers
&
Services
3,997,328
Hotels,
Restaurants
&
Leisure
-
1.6%
(1.0%
of
Total
Investments)
536
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
BB+
481,812
2,740
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
B+
2,391,969
706
Caesars
Entertainment
Inc,
144A
6.250%
7/01/25
Ba3
706,862
750
Carnival
Corp,
144A
10.500%
2/01/26
BB-
782,944
885
Carnival
Holdings
Bermuda
Ltd,
144A
10.375%
5/01/28
B+
951,449
534
Life
Time
Inc,
144A
5.750%
1/15/26
B+
521,469
Total
Hotels,
Restaurants
&
Leisure
5,836,505
Independent
Power
Producers
&
Energy
Traders
-
0.7%
(0.4%
of
Total
Investments)
1,746
Talen
Energy
Supply
LLC,
144A
(5)
7.625%
6/01/28
N/R
1,824,570
870
Ziggo
Bond
Co
BV,
144A
6.000%
1/15/27
B-
825,384
Total
Independent
Power
Producers
&
Energy
Traders
2,649,954
Insurance
-
0.2%
(0.1%
of
Total
Investments)
550
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
6.750%
4/15/28
B2
549,305
280
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
4.250%
10/15/27
B
256,353
Total
Insurance
805,658
Interactive
Media
&
Services
-
0.2%
(0.1%
of
Total
Investments)
1,960
Rackspace
Technology
Global
Inc,
144A
3.500%
2/15/28
B-
813,400
Total
Interactive
Media
&
Services
813,400
17
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Internet
Software
&
Services
-
0.3%
(0.2%
of
Total
Investments)
$
4,659
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC+
$
1,105,581
Total
Internet
Software
&
Services
1,105,581
Media
-
3.0%
(1.8%
of
Total
Investments)
3,800
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
BBB-
2,566,067
3,809
CSC
Holdings
LLC,
144A
3.375%
2/15/31
B1
2,617,565
2,465
iHeartCommunications
Inc,
144A
5.250%
8/15/27
BB-
1,946,928
6
iHeartCommunications
Inc
6.375%
5/01/26
BB-
5,402
400
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
342,604
1,225
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
BB+
1,088,067
2,693
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
BB
2,247,358
Total
Media
10,813,991
Metals
&
Mining
-
0.2%
(0.1%
of
Total
Investments)
855
First
Quantum
Minerals
Ltd,
144A
6.875%
10/15/27
B+
830,076
Total
Metals
&
Mining
830,076
Oil,
Gas
&
Consumable
Fuels
-
2.8%
(1.7%
of
Total
Investments)
700
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
8.125%
1/15/27
B-
677,474
2,935
Citgo
Holding
Inc,
144A
9.250%
8/01/24
B+
2,956,220
1,040
Citgo
Petroleum
Corp,
144A
7.000%
6/15/25
BB
1,034,800
534
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
6.250%
11/01/28
BB+
511,440
534
MEG
Energy
Corp,
144A
5.875%
2/01/29
BB-
512,701
2,768
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
2,653,987
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
6.125%
3/01/25
CCC
230,920
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
7.500%
4/15/26
CCC
224,520
1,500
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
BB
1,379,775
Total
Oil,
Gas
&
Consumable
Fuels
10,181,837
Passenger
Airlines
-
1.0%
(0.6%
of
Total
Investments)
1,640
American
Airlines
Inc,
144A
11.750%
7/15/25
Ba3
1,804,097
900
Delta
Air
Lines
Inc
3.750%
10/28/29
Baa3
805,035
534
United
Airlines
Inc,
144A
4.375%
4/15/26
Ba1
509,980
706
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
638,949
Total
Passenger
Airlines
3,758,061
Pharmaceuticals
-
0.2%
(0.1%
of
Total
Investments)
800
ORGANON
&
CO/ORG,
144A
5.125%
4/30/31
BB-
712,835
Total
Pharmaceuticals
712,835
Specialized
Reits
-
0.5%
(0.3%
of
Total
Investments)
2,850
American
Tower
Corp
2.950%
1/15/51
BBB+
1,835,857
Total
Specialized
Reits
1,835,857
Specialty
Retail
-
1.6%
(1.0%
of
Total
Investments)
4,255
Hertz
Corp/The,
144A
4.625%
12/01/26
B+
3,832,308
1,800
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
CCC
1,206,648
522
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
4.750%
2/15/28
BB
493,368
200
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
7.750%
2/15/29
B-
197,226
Total
Specialty
Retail
5,729,550
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
18
JRO
Principal
Amount
(000)  
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Wireless
Telecommunication
Services
-
1.1%
(0.7%
of
Total
Investments)
$
2,320
Vmed
O2
UK
Financing
I
PLC,
144A
4.250%
1/31/31
BB+
$
1,923,082
2,443
Vmed
O2
UK
Financing
I
PLC,
144A
4.750%
7/15/31
BB+
2,081,773
Total
Wireless
Telecommunication
Services
4,004,855
Total
Corporate
Bonds
(cost
$96,313,667)
85,089,635
Shares
Description
(1)
Value
X
16,194,415
COMMON
STOCKS
-
4.4%
(2.7%
of
Total
Investments)
X
16,194,415
Banks
-
0.0%
(0.0%
of
Total
Investments)
21,193
iQor
US
Inc
(9)
$
7,947
Total
Banks
7,947
Broadline
Retail
-
0.0%
(0.0%
of
Total
Investments)
187
Belk
Inc
(7),(9)
1,496
Total
Broadline
Retail
1,496
Chemicals
-
0.0%
(0.0%
of
Total
Investments)
20
LyondellBasell
Industries
NV,
Class
A
1,892
Total
Chemicals
1,892
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
5,616
Windstream
Services
PE
LLC
(9)
57,564
Total
Communications
Equipment
57,564
Construction
&
Engineering
-
0.0%
(0.0%
of
Total
Investments)
2,336
TNT
Crane
&
Rigging
Inc
(9)
467
1,318
TNT
Crane
&
Rigging
Inc
(9)
8,787
Total
Construction
&
Engineering
9,254
Diversified
Consumer
Services
-
0.0%
(0.0%
of
Total
Investments)
16,910
Cengage
Learning
Holdings
II
Inc
(9)
181,783
Total
Diversified
Consumer
Services
181,783
Diversified
Telecommunication
Services
-
0.0%
(0.0%
of
Total
Investments)
16,271
Windstream
Services
PE
LLC
(9)
166,778
Total
Diversified
Telecommunication
Services
166,778
Energy
Equipment
&
Services
-
2.3%
(1.4%
of
Total
Investments)
56,185
Quarternorth
Energy
Holding
Inc
(9)
7,772,239
63,862
Transocean
Ltd
(9)
376,786
7,266
Vantage
Drilling
International
(9)
118,981
Total
Energy
Equipment
&
Services
8,268,006
Health
Care
Equipment
&
Supplies
-
0.1%
(0.1%
of
Total
Investments)
69,049
Onex
Carestream
Finance
LP
(9)
241,671
Total
Health
Care
Equipment
&
Supplies
241,671
Health
Care
Providers
&
Services
-
0.0%
(0.0%
of
Total
Investments)
50,560
Millennium
Health
LLC
(7),(9)
7,230
47,462
Millennium
Health
LLC
(7),(9)
2,041
Total
Health
Care
Providers
&
Services
9,271
Hotels,
Restaurants
&
Leisure
-
0.0%
(0.0%
of
Total
Investments)
83,129
24
Hour
Fitness
Worldwide
Inc
(9)
415
174,788
24
Hour
Fitness
Worldwide
Inc
(9)
1,049
Total
Hotels,
Restaurants
&
Leisure
1,464
19
Shares
Description
(1)
Value
Independent
Power
and
Renewable
Electricity
Producers
-
1.4%
(0.8%
of
Total
Investments)
64,338
Energy
Harbor
Corp
(9),(10)
$
4,991,535
Total
Independent
Power
and
Renewable
Electricity
Producers
4,991,535
Marine
Transportation
-
0.0%
(0.0%
of
Total
Investments)
573
American
Commercial
Barge
Line
Holding
Corp
(9)
16,044
Total
Marine
Transportation
16,044
Media
-
0.0%
(0.0%
of
Total
Investments)
12,030
Catalina
Marketing
Corp
(7),(9)
12
7
Cumulus
Media
Inc,
Class
A
(9)
25
1,318,561
Hibu
plc
(7),(9)
–
Total
Media
37
Oil,
Gas
&
Consumable
Fuels
-
0.6%
(0.4%
of
Total
Investments)
6,825
California
Resources
Corp
276,413
12,582
Chord
Energy
Corp
1,790,796
Total
Oil,
Gas
&
Consumable
Fuels
2,067,209
Professional
Services
-
0.0%
(0.0%
of
Total
Investments)
70,690
Skillsoft
Corp
(9)
86,949
Total
Professional
Services
86,949
Semiconductors
&
Semiconductor
Equipment
-
0.0%
(0.0%
of
Total
Investments)
13,004
Bright
Bidco
BV
(9)
39,011
17,763
Bright
Bidco
BV
(7),(9)
46,504
Total
Semiconductors
&
Semiconductor
Equipment
85,515
Total
Common
Stocks
(cost
$23,737,899)
16,194,415
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
6,439,425.00
ASSET-BACKED
SECURITIES
-
1.8%
(1.0%
of
Total
Investments)
X
6,439,425
$
250
Battalion
CLO
XI
Ltd,
(3-Month
LIBOR
reference
rate
+
6.850%
spread),
2017
11A,
144A(11)
8.034%
4/24/34
Ba3
$
212,000
500
CIFC
Funding
2019-I
Ltd,
(3-Month
LIBOR
reference
rate
+
6.830%
spread),
2019
1A,
144A(11)
7.893%
4/20/32
Ba3
472,594
800
Dryden
50
Senior
Loan
Fund,
(3-Month
LIBOR
reference
rate
+
6.260%
spread),
2017
50A,
144A(11)
11.520%
7/15/30
Ba3
719,702
1,000
Flatiron
CLO
19
Ltd,
(3-Month
LIBOR
reference
rate
+
6.100%
spread),
2019
1A,
144A(11)
10.972%
11/16/34
BB-
902,645
750
Gilbert
Park
CLO
Ltd,
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
2017
1A,
144A(11)
11.660%
10/15/30
Ba3
644,246
500
Goldentree
Loan
Opportunities
IX
Ltd,
(3-Month
LIBOR
reference
rate
+
5.660%
spread),
2014
9A,
144A(11)
10.462%
10/29/29
BB-
464,903
500
KKR
CLO
30
Ltd,
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
Y
30A,
144A(11)
11.660%
10/17/31
Ba3
454,522
250
Magnetite
XXVII
Ltd,
(3-Month
LIBOR
reference
rate
+
6.000%
spread),
2020
27A,
144A(11)
11.250%
10/20/34
Ba3
235,675
400
Neuberger
Berman
Loan
Advisers
CLO
28
Ltd,
(3-Month
LIBOR
reference
rate
+
5.600%
spread),
2018
28A,
144A(11)
10.850%
4/20/30
BB-
355,694
1,375
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
3.200%
spread),
2022
48A,
144A(11)
8.268%
4/25/36
BBB-
1,287,921
833
Rockford
Tower
CLO
2017-3
Ltd,
(3-Month
LIBOR
reference
rate
+
5.750%
spread),
2017
3A,
144A(11)
6.813%
10/20/30
Ba3
689,523
Total
Asset-Backed
Securities
(cost
$7,056,287)
6,439,425
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
20
JRO
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
Shares
Description
(1)
Value
X
4,055,225
WARRANTS
-
1.1%
(0.7%
of
Total
Investments)
X
4,055,225
Energy
Equipment
&
Services
-
1.1%
(0.7%
of
Total
Investments)
25,425
Quarternorth
Energy
Holding
Inc
$
3,517,117
33,231
Quarternorth
Energy
Holding
Inc
232,617
17,255
Quarternorth
Energy
Holding
Inc
155,295
Total
Energy
Equipment
&
Services
3,905,029
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
138,768
Cineworld
Warrant
–
Total
Entertainment
–
Marine
Transportation
-
0.0%
(0.0%
of
Total
Investments)
2,243
American
Commercial
Barge
Line
Holding
Corp
49,346
1,706
American
Commercial
Barge
Line
Holding
Corp
68,240
603
American
Commercial
Barge
Line
Holding
Corp
16,884
24,673
American
Commercial
Barge
Line
LLC
(7)
6,168
18,766
American
Commercial
Barge
Line
LLC
(7)
6,568
Total
Marine
Transportation
147,206
Oil,
Gas
&
Consumable
Fuels
-
0.0%
(0.0%
of
Total
Investments)
314
California
Resources
Corp
2,989
Total
Oil,
Gas
&
Consumable
Fuels
2,989
Wireless
Telecommunication
Services
-
0.0%
(0.0%
of
Total
Investments)
2
Intelsat
SA/Luxembourg
1
Total
Wireless
Telecommunication
Services
1
Total
Warrants
(cost
$654,918)
4,055,225
Shares
Description
(1)
Coupon
Ratings
(4)
Value
144,197
CONVERTIBLE
PREFERRED
SECURITIES
-
0.0%
(0.0%
of
Total
Investments)
X
144,197
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
15,089
Riverbed
Technology
Inc
0.000%
N/R
$
151
Total
Communications
Equipment
151
Marine
Transportation
-
0.0%
(0.0%
of
Total
Investments)
2,428
American
Commercial
Barge
Line
Holding
Corp
0.000%
N/R
97,120
2,133
American
Commercial
Barge
Line
Holding
Corp
0.000%
N/R
46,926
Total
Marine
Transportation
144,046
Total
Convertible
Preferred
Securities
(cost
$378,983)
144,197
Total
Long-Term
Investments
(cost
$643,968,952)
604,887,149
Borrowings
-
(43.5)%
(12),(13)
(
158,500,000
)
TFP
Shares,
Net
-
(20.5)%(14)
(
74,735,349
)
Other
Assets
&
Liabilities,
Net
-  (2.0)%
(
7,300,105
)
Net
Assets
Applicable
to
Common
Shares
-
100%
$
364,351,695
21
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
$
–
$
492,964,252
$
–
$
492,964,252
Corporate
Bonds
–
82,866,815
2,222,820
85,089,635
Common
Stocks
2,532,861
13,604,271
57,283
16,194,415
Asset-Backed
Securities
–
6,439,425
–
6,439,425
Warrants
2,989
4,039,500
12,736
4,055,225
Convertible
Preferred
Securities
–
144,197
–
144,197
Total
$
2,535,850
$
600,058,460
$
2,292,839
$
604,887,149
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)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(8)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(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)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(12)
Borrowings
as
a
percentage
of
Total
Investments
is
26.2%.
(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)
TFP
Shares,
Net
as
a
percentage
of
Total
Investments
is
12.4%.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
LIBOR
London
Inter-Bank
Offered
Rate
N/A
Not
Applicable.
PIK
Payment-in-kind
(“PIK”)
security.  Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both.  The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
22
JRO
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.
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