Nuveen Floating Rate Income Fund (JFR) NPORT-P Nuveen Floating Rate Income Fund (Apr 2022 report)

1

Nuveen

Floating

Rate

Income

Fund

Portfolio

of

Investments

April

30,

2022

(Unaudited)

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

LONG-TERM

INVESTMENTS

-

157.6%  (85.1%

of

Total

Investments)

X

783,457,082

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

135.8%

(85.1%

of

Total

Investments)

(2)

X

783,457,082

Aerospace

&

Defense

-

2.4%

(1.5%

of

Total

Investments)

$

1,828

Maxar

Technologies

Ltd.,

Term

Loan

B

3.520%

3-Month

LIBOR

2.750%

10/05/24

B

$

1,816,648

5,399

Sequa

Mezzanine

Holdings

L.L.C.,

Term

Loan,

(cash

6.750%,

PIK

1.000%)

7.750%

1-Month

LIBOR

6.750%

7/31/23

B-

5,408,063

1,495

Sequa

Mezzanine

Holdings

L.L.C.,

Term

Loan,

Second

Lien,

(cash

5.000%,

PIK

6.750%)

11.750%

1-Month

LIBOR

10.750%

7/31/24

CCC-

1,490,207

1,440

TransDigm,

Inc.,

Term

Loan

E

3.014%

1-Month

LIBOR

2.250%

5/30/25

Ba3

1,415,169

1,726

TransDigm,

Inc.,

Term

Loan

F

3.014%

1-Month

LIBOR

2.250%

12/09/25

Ba3

1,695,129

2,194

TransDigm,

Inc.,

Term

Loan

G

3.014%

1-Month

LIBOR

2.250%

8/22/24

Ba3

2,164,446

14,082

Total

Aerospace

&

Defense

13,989,662

Airlines

-

2.0%

(1.3%

of

Total

Investments)

2,304

AAdvantage

Loyalty

IP

Ltd.,

Term

Loan

5.813%

3-Month

LIBOR

4.750%

4/20/28

Ba2

2,348,618

419

American

Airlines,

Inc.,

Term

Loan

2.840%

6-Month

LIBOR

2.000%

12/14/23

Ba3

415,560

1,542

American

Airlines,

Inc.,

Term

Loan,

First

Lien

2.499%

1-Month

LIBOR

1.750%

1/29/27

Ba3

1,482,357

1,701

Kestrel

Bidco

Inc.,

Term

Loan

B

4.000%

6-Month

LIBOR

3.000%

12/11/26

BB-

1,649,188

2,675

SkyMiles

IP

Ltd.,

Term

Loan

B

4.813%

3-Month

LIBOR

3.750%

10/20/27

Baa1

2,767,876

2,970

United

Airlines,

Inc.,

Term

Loan

B

4.500%

3-Month

LIBOR

3.750%

4/21/28

Ba1

2,952,789

11,611

Total

Airlines

11,616,388

Auto

Components

-

1.1%

(0.7%

of

Total

Investments)

819

Adient

US

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/08/28

BB+

814,417

2,958

Clarios

Global

LP,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/30/26

B1

2,916,946

141

DexKo

Global

Inc.,

Term

Loan

3.750%

3-Month

LIBOR

3.750%

10/04/28

B1

137,585

739

DexKo

Global

Inc.,

Term

Loan

B

4.717%

3-Month

LIBOR

3.750%

10/04/28

B1

722,320

1,797

Superior

Industries

International,

Inc.,

Term

Loan

B,

First

Lien

4.764%

1-Month

LIBOR

4.000%

5/23/24

Ba3

1,771,597

6,454

Total

Auto

Components

6,362,865

Beverages

-

1.5%

(0.9%

of

Total

Investments)

1,541

Arterra

Wines

Canada,

Inc.,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

11/25/27

B1

1,528,630

1,174

City

Brewing

Company,

LLC,

Term

Loan

4.469%

3-Month

LIBOR

3.500%

4/05/28

B

1,105,609

2,250

Naked

Juice

LLC,

Term

Loan

4.001%

2-Month

LIBOR

3.250%

1/20/29

Ba3

2,210,625

123

Naked

Juice

LLC,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

Ba3

120,580

537

Naked

Juice

LLC,

Term

Loan,

Second

Lien

6.651%

SOFR90A

6.000%

1/20/30

B3

535,926

2,959

Triton

Water

Holdings,

Inc,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

3/31/28

B1

2,881,237

8,584

Total

Beverages

8,382,607

Biotechnology

-

0.6%

(0.4%

of

Total

Investments)

3,511

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

11/15/27

BB+

3,436,159

3,511

Total

Biotechnology

3,436,159

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

2

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Building

Products

-

2.1%

(1.3%

of

Total

Investments)

$

4,301

Chamberlain

Group

Inc,

Term

Loan

B

4.506%

3-Month

LIBOR

3.500%

10/22/28

B+

$

4,226,615

2,266

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B

3.804%

3-Month

LIBOR

3.250%

4/12/28

B+

2,135,329

750

Griffon

Corporation,

Term

Loan

B

3.267%

SOFR90A

2.750%

1/19/29

BB

744,750

3,202

Quikrete

Holdings,

Inc.,

Term

Loan,

First

Lien

3.389%

1-Month

LIBOR

2.625%

1/31/27

BB-

3,122,494

921

Standard

Industries

Inc.,

Term

Loan

B

3.788%

6-Month

LIBOR

2.500%

9/22/28

BBB-

919,034

678

Zurn

Holdings,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

10/04/28

BB

677,215

12,118

Total

Building

Products

11,825,437

Capital

Markets

-

0.7%

(0.4%

of

Total

Investments)

4,168

Astra

Acquisition

Corp.,

Term

Loan,

First

Lien

6.014%

1-Month

LIBOR

5.250%

10/22/28

BB-

4,021,752

Chemicals

-

1.3%

(0.8%

of

Total

Investments)

802

ASP

Unifrax

Holdings

Inc,

Term

Loan

B

4.756%

3-Month

LIBOR

3.750%

12/14/25

BB

779,769

2,077

Atotech

B.V.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

3/18/28

B+

2,063,482

1,175

Diamond

(BC)

B.V.,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

9/29/28

Ba3

1,137,600

1,025

INEOS

Styrolution

US

Holding

LLC,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

1/29/26

BB+

1,015,632

1,166

Ineos

US

Finance

LLC,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

3/31/24

BBB-

1,161,988

250

Kraton

Corporation,

Term

Loan

3.990%

3-Month

LIBOR

3.250%

3/15/29

BB

249,064

1,114

PMHC

II,

Inc.,

Term

Loan

B

5.287%

SOFR90A

4.250%

2/03/29

B-

1,051,330

7,609

Total

Chemicals

7,458,865

Commercial

Services

&

Supplies

-

3.7%

(2.3%

of

Total

Investments)

1,720

Amentum

Government

Services

Holdings

LLC,

Term

Loan

4.777%

SOFR90A

4.000%

2/07/29

B1

1,713,120

698

Anticimex

International

AB,

Term

Loan

B1

4.008%

3-Month

LIBOR

3.500%

11/16/28

B

691,271

1,322

Clean

Harbors

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

10/08/28

BBB-

1,318,879

1,391

Covanta

Holding

Corporation,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

11/30/28

Ba1

1,386,153

104

Covanta

Holding

Corporation,

Term

Loan

C

3.264%

1-Month

LIBOR

2.500%

11/30/28

Ba1

103,832

1,058

Garda

World

Security

Corporation,

Term

Loan

B

4.920%

1-Month

LIBOR

4.250%

10/30/26

BB+

1,050,277

2,362

GFL

Environmental

Inc.,

Term

Loan

4.239%

3-Month

LIBOR

3.000%

5/30/25

N/R

2,360,169

995

Herman

Miller,

Inc,

Term

Loan

B

2.750%

1-Month

LIBOR

2.000%

7/19/28

BBB-

983,309

5,283

Intrado

Corporation,

Term

Loan

5.000%

1

+

3-Month

LIBOR

4.000%

10/10/24

B2

4,960,621

410

KAR

Auction

Services,

Inc.,

Term

Loan

B6

3.063%

1-Month

LIBOR

2.250%

9/19/26

Ba3

408,204

247

Pitney

Bowes

Inc.,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

3/19/28

BBB-

243,750

1,846

Prime

Security

Services

Borrower,

LLC,

Term

Loan

3.500%

3

+

6-Month

LIBOR

2.750%

9/23/26

BB-

1,826,309

2,384

Vertical

US

Newco

Inc,

Term

Loan

B

4.019%

1

+

6-Month

LIBOR

3.500%

7/31/27

B+

2,363,762

818

West

Corporation,

Term

Loan

B1

4.500%

1-Month

LIBOR

3.500%

10/10/24

B2

759,377

3

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Commercial

Services

&

Supplies

(continued)

$

1,223

WIN

Waste

Innovations

Holdings,

Inc.,

Term

Loan

B

3.756%

3-Month

LIBOR

2.750%

3/25/28

B+

$

1,211,406

21,861

Total

Commercial

Services

&

Supplies

21,380,439

Communications

Equipment

-

2.2%

(1.4%

of

Total

Investments)

1,976

CommScope,

Inc.,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/04/26

Ba3

1,906,183

2,977

Delta

TopCo,

Inc.,

Term

Loan

B

4.500%

3-Month

LIBOR

3.750%

12/01/27

B2

2,942,395

3,138

MLN

US

HoldCo

LLC,

Term

Loan,

First

Lien

4.952%

1-Month

LIBOR

4.500%

11/30/25

B3

3,010,606

2,012

Plantronics

Inc,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

7/02/25

Ba2

1,998,404

2,444

Riverbed

Technology,

Inc.,

Exit

Term

Loan,

(cash

7.000%,

PIK

2.000%)

2.000%

3-Month

LIBOR

2.000%

12/07/26

Caa1

1,924,446

750

ViaSat,

Inc.,

Term

Loan

5.000%

SOFR30A

4.500%

3/04/29

Ba3

747,499

13,297

Total

Communications

Equipment

12,529,533

Construction

&

Engineering

-

1.0%

(0.6%

of

Total

Investments)

744

AECOM,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

4/13/28

BBB-

745,119

1,164

Aegion

Corporation,

Term

Loan

5.500%

3-Month

LIBOR

4.750%

5/17/28

B

1,156,146

808

Brand

Energy

&

Infrastructure

Services,

Inc.,

Term

Loan

5.256%

3-Month

LIBOR

4.250%

6/21/24

B-

769,601

1,329

Centuri

Group,

Inc,

Term

Loan

B

3.000%

3-Month

LIBOR

2.500%

8/27/28

Ba2

1,315,597

995

Osmose

Utilities

Services,

Inc.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

6/22/28

B

982,876

540

Pike

Corporation,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

1/21/28

Ba3

538,149

5,580

Total

Construction

&

Engineering

5,507,488

Consumer

Finance

-

0.7%

(0.4%

of

Total

Investments)

4,027

Fleetcor

Technologies

Operating

Company,

LLC,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

4/30/28

BB+

3,959,285

Containers

&

Packaging

-

1.8%

(1.1%

of

Total

Investments)

2,640

Berry

Global,

Inc.,

Term

Loan

Z

2.238%

1-Month

LIBOR

1.750%

7/01/26

BBB-

2,604,054

1,555

Charter

NEX

US,

Inc.,

Term

Loan

4.514%

1-Month

LIBOR

3.750%

12/01/27

N/R

1,549,620

1,000

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B

4.783%

3-Month

LIBOR

4.250%

3/30/29

B

988,190

131

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(DD1)

5.554%

6-Month

LIBOR

4.750%

2/09/26

B

117,574

1,443

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

9/24/28

B+

1,410,115

764

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B2

4.014%

1-Month

LIBOR

3.250%

2/05/26

B+

744,312

3,194

TricorBraun

Holdings,

Inc.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

3/03/28

B2

3,131,984

10,727

Total

Containers

&

Packaging

10,545,849

Diversified

Consumer

Services

-

0.4%

(0.2%

of

Total

Investments)

834

GT

Polaris,

Inc.,

Term

Loan

4.989%

3-Month

LIBOR

3.750%

9/24/27

BB-

828,463

1,485

Spin

Holdco

Inc.,

Term

Loan

4.750%

3-Month

LIBOR

4.000%

3/04/28

B-

1,480,731

2,319

Total

Diversified

Consumer

Services

2,309,194

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

4

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Diversified

Financial

Services

-

1.5%

(1.0%

of

Total

Investments)

$

412

Avaya,

Inc.,

Term

Loan

B2

4.554%

1-Month

LIBOR

4.000%

12/15/27

N/R

$

406,740

2,279

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B3

2.500%

1-Month

LIBOR

1.750%

1/15/25

Baa2

2,259,535

4,317

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B4

2.250%

1-Month

LIBOR

1.500%

2/12/27

Baa2

4,237,881

1,954

Trans

Union,

LLC,

Term

Loan

B6

3.014%

1-Month

LIBOR

2.250%

12/01/28

BBB-

1,936,280

8,962

Total

Diversified

Financial

Services

8,840,436

Diversified

Telecommunication

Services

-

3.5%

(2.2%

of

Total

Investments)

1,765

Altice

France

S.A.,

Term

Loan

B12

4.732%

3-Month

LIBOR

3.688%

1/31/26

B

1,750,415

5,851

Altice

France

S.A.,

Term

Loan

B13

4.506%

3-Month

LIBOR

4.000%

8/14/26

B

5,820,007

6,516

CenturyLink,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

3/15/27

BBB-

6,248,936

1,107

Cincinnati

Bell,

Inc.,

Term

Loan

B2

4.051%

SOFR90A

3.250%

11/23/28

B+

1,103,073

1,527

Connect

Finco

Sarl,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

12/12/26

B+

1,520,568

3,977

Frontier

Communications

Corp.,

Term

Loan

B

4.813%

3-Month

LIBOR

3.750%

10/08/27

BB+

3,919,226

20,743

Total

Diversified

Telecommunication

Services

20,362,225

Electric

Utilities

-

0.4%

(0.2%

of

Total

Investments)

1,222

ExGen

Renewables

IV,

LLC,

Term

Loan

3.500%

3-Month

LIBOR

2.500%

12/15/27

BB-

1,220,172

982

Pacific

Gas

&

Electric

Company,

Term

Loan

3.813%

1-Month

LIBOR

3.000%

6/23/25

BB

972,066

2,204

Total

Electric

Utilities

2,192,238

Electrical

Equipment

-

0.2%

(0.1%

of

Total

Investments)

958

Vertiv

Group

Corporation,

Term

Loan

B

3.202%

1-Month

LIBOR

2.750%

3/02/27

BB-

934,743

Electronic

Equipment,

Instruments

&

Components

-

1.3%

(0.8%

of

Total

Investments)

2,625

II

VI

Incorporated,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BBB-

2,616,797

2,779

Ingram

Micro

Inc.,

Term

Loan

B

4.506%

3-Month

LIBOR

3.500%

7/02/28

BB+

2,774,137

1,863

TTM

Technologies,

Inc.,

Term

Loan

2.955%

1-Month

LIBOR

2.500%

9/28/24

BB+

1,863,866

7,267

Total

Electronic

Equipment,

Instruments

&

Components

7,254,800

Energy

Equipment

&

Services

-

0.2%

(0.1%

of

Total

Investments)

939

Petroleum

Geo-Services

ASA,

Term

Loan

8.506%

3-Month

LIBOR

7.500%

3/19/24

N/R

866,942

Entertainment

-

2.8%

(1.7%

of

Total

Investments)

804

AMC

Entertainment

Holdings,

Inc.

,

Term

Loan

B

3.488%

1-Month

LIBOR

3.000%

4/22/26

B-

720,124

677

Crown

Finance

US,

Inc.,

Term

Loan

4.250%

3-Month

LIBOR

2.750%

9/20/26

CCC

503,998

5,108

Crown

Finance

US,

Inc.,

Term

Loan

3.506%

3-Month

LIBOR

2.500%

2/28/25

CCC

3,912,467

430

Crown

Finance

US,

Inc.,

Term

Loan

B1

10.076%

6-Month

LIBOR

8.250%

5/23/24

B-

459,047

1,398

Diamond

Sports

Group,

LLC,

Second

Lien

Term

Loan,

(WI/

DD)

TBD

TBD

TBD

TBD

CCC+

474,360

585

Diamond

Sports

Group,

LLC,

Term

Loan

9.000%

SOFR30A

8.000%

5/19/26

B

596,844

5

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Entertainment

(continued)

$

655

Lions

Gate

Capital

Holdings

LLC,

Term

Loan

B

2.707%

1-Month

LIBOR

2.250%

3/24/25

Ba2

$

648,748

1,144

Springer

Nature

Deutschland

GmbH,

Term

Loan

B18

3.750%

3-Month

LIBOR

3.000%

8/14/26

BB+

1,139,792

4,679

Univision

Communications

Inc.,

Term

Loan

C5

3.750%

1-Month

LIBOR

2.750%

3/15/24

B+

4,667,505

2,830

Virgin

Media

Bristol

LLC,

Term

Loan

Q

3.804%

1-Month

LIBOR

3.250%

1/31/29

BB+

2,820,633

18,310

Total

Entertainment

15,943,518

Food

&

Staples

Retailing

-

0.4%

(0.3%

of

Total

Investments)

1,057

American

Seafoods

Group

LLC,

Term

Loan,

First

Lien

3.750%

3-Month

LIBOR

2.750%

8/21/23

BB-

1,049,396

1,526

US

Foods,

Inc.,

Term

Loan

B

3.258%

3-Month

LIBOR

2.750%

11/22/28

BB

1,518,781

2,583

Total

Food

&

Staples

Retailing

2,568,177

Food

Products

-

0.9%

(0.6%

of

Total

Investments)

1,165

CHG

PPC

Parent

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

12/08/28

B1

1,147,525

1,144

Froneri

International

Ltd.,

Term

Loan

3.014%

1-Month

LIBOR

2.250%

1/31/27

B+

1,119,076

629

H

Food

Holdings

LLC,

Term

Loan

B

4.451%

1-Month

LIBOR

3.688%

5/31/25

B2

603,468

59

H

Food

Holdings

LLC,

Term

Loan

B3

6.000%

1-Month

LIBOR

5.000%

5/31/25

B2

57,712

1,400

Sycamore

Buyer

LLC,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BB+

1,383,900

1,090

UTZ

Quality

Foods,

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

1/20/28

B1

1,082,188

5,487

Total

Food

Products

5,393,869

Health

Care

Equipment

&

Supplies

-

3.2%

(2.0%

of

Total

Investments)

2,662

Carestream

Health,

Inc.,

Term

Loan

7.756%

3-Month

LIBOR

6.750%

5/08/23

B1

2,650,980

620

Embecta

Corp,

Term

Loan

B

3.651%

3-Month

LIBOR

3.000%

1/27/29

Ba3

613,466

1,065

ICU

Medical,

Inc.,

Term

Loan

B

3.000%

2-Month

LIBOR

2.500%

12/14/28

BBB-

1,063,269

744

Insulet

Corporation,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

5/04/28

Ba3

744,840

11,087

Medline

Borrower,

LP,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

10/21/28

BB-

10,913,156

2,064

Viant

Medical

Holdings,

Inc.,

Term

Loan,

First

Lien

4.514%

1-Month

LIBOR

3.750%

7/02/25

B3

1,962,934

902

Vyaire

Medical,

Inc.,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

4/30/25

Caa1

712,848

19,144

Total

Health

Care

Equipment

&

Supplies

18,661,493

Health

Care

Providers

&

Services

-

11.9%

(7.5%

of

Total

Investments)

1,441

ADMI

Corp.,

Term

Loan

B2

4.139%

1-Month

LIBOR

3.375%

12/23/27

B

1,421,099

2,985

AHP

Health

Partners,

Inc.,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

8/23/28

B1

2,974,747

620

BW

NHHC

Holdco,

Inc.,

Term

Loan,

First

Lien

5.488%

3-Month

LIBOR

5.000%

5/15/25

CCC

470,637

6,922

Change

Healthcare

Holdings

LLC,

Term

Loan

B

3.500%

1-Month

LIBOR

2.500%

3/01/24

B+

6,917,780

668

DaVita,

Inc.

,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

8/12/26

BBB-

659,873

352

Element

Materials

Technology

Group

US

Holdings

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B1

351,782

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

6

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Health

Care

Providers

&

Services

(continued)

$

163

Element

Materials

Technology

Group

US

Holdings

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B1

$

162,361

2,002

Gainwell

Acquisition

Corp.,

Term

Loan

B

5.006%

3-Month

LIBOR

4.000%

10/01/27

BB-

1,999,114

398

Global

Medical

Response,

Inc.,

Term

Loan

5.250%

6-Month

LIBOR

4.250%

3/14/25

B

395,594

3,456

Global

Medical

Response,

Inc.,

Term

Loan

B

5.250%

3-Month

LIBOR

4.250%

10/02/25

B

3,434,648

5,994

ICON

Luxembourg

S.A.R.L.,

Term

Loan,

(DD1)

3.313%

3-Month

LIBOR

2.250%

7/01/28

BB+

5,968,073

431

MED

ParentCo

LP,

Term

Loan,

First

Lien

5.014%

1-Month

LIBOR

4.250%

8/31/26

B2

424,416

1,594

National

Mentor

Holdings,

Inc.,

Term

Loan

4.500%

1

+

3-Month

LIBOR

3.750%

3/02/28

B

1,535,356

55

National

Mentor

Holdings,

Inc.,

Term

Loan

3.750%

6-Month

LIBOR

3.750%

3/02/28

B

53,463

25

National

Mentor

Holdings,

Inc.,

Term

Loan

C

4.760%

3-Month

LIBOR

3.750%

3/02/28

B

23,664

1,955

Onex

TSG

Intermediate

Corp.,

Term

Loan

B

5.514%

1-Month

LIBOR

4.750%

2/26/28

B

1,939,857

9,586

Parexel

International

Corporation,

Term

Loan,

First

Lien

4.264%

1-Month

LIBOR

3.500%

11/15/28

B1

9,532,846

2,271

Phoenix

Guarantor

Inc,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

3/05/26

B1

2,236,680

1,980

Phoenix

Guarantor

Inc,

Term

Loan

B3

4.132%

1-Month

LIBOR

3.500%

3/05/26

B1

1,952,429

234

Quorum

Health

Corporation,

Term

Loan(5)

7.467%

3-Month

LIBOR

6.500%

4/29/25

B-

190,893

8,640

RegionalCare

Hospital

Partners

Holdings,

Inc.,

Term

Loan

B

4.499%

1-Month

LIBOR

3.750%

11/16/25

B1

8,551,447

4,043

Select

Medical

Corporation,

Term

Loan

B

3.020%

1-Month

LIBOR

2.250%

3/06/25

Ba2

4,016,704

7,891

Surgery

Center

Holdings,

Inc.,

Term

Loan

4.500%

1-Month

LIBOR

3.750%

8/31/26

B1

7,829,878

2,391

Team

Health

Holdings,

Inc.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

B

2,256,977

905

Team

Health

Holdings,

Inc.,

Term

Loan,

First

Lien

3.750%

1-Month

LIBOR

2.750%

2/06/24

B

845,438

2,630

US

Radiology

Specialists,

Inc.,

Term

Loan

6.256%

3-Month

LIBOR

5.250%

12/15/27

B-

2,623,947

69,632

Total

Health

Care

Providers

&

Services

68,769,703

Health

Care

Technology

-

0.8%

(0.5%

of

Total

Investments)

297

Athenahealth,

Inc.,

Term

Loan

1.750%

SOFR30A

1.750%

1/27/29

B+

293,573

1,753

Athenahealth,

Inc.,

Term

Loan

B

4.009%

SOFR30A

3.500%

1/27/29

B+

1,732,083

2,802

Carestream

Health,

Inc.,

Term

Loan,

Second

Lien,

(cash

5.500%,

PIK

8.000%)

5.506%

3-Month

LIBOR

4.500%

8/05/23

CCC+

2,592,197

4,852

Total

Health

Care

Technology

4,617,853

Hotels,

Restaurants

&

Leisure

-

20.1%

(12.6%

of

Total

Investments)

263

24

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan

15.000%

3-Month

LIBOR

14.000%

9/29/26

Caa3

261,931

605

24

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(cash

0.220%,

PIK

5.000%)

5.983%

3-Month

LIBOR

5.000%

12/29/25

CCC-

281,984

2,018

Alterra

Mountain

Company,

Term

Loan

4.264%

1-Month

LIBOR

3.500%

8/17/28

B

2,006,615

7

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Hotels,

Restaurants

&

Leisure

(continued)

$

2,181

Alterra

Mountain

Company,

Term

Loan

B1,

(DD1)

3.514%

1-Month

LIBOR

2.750%

7/31/24

B

$

2,172,670

931

Aramark

Services,

Inc.,

Term

Loan

B3

2.514%

1-Month

LIBOR

1.750%

3/11/25

BB+

918,513

23,093

B.C.

Unlimited

Liability

Company,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

11/19/26

BB+

22,695,949

10,261

Caesars

Resort

Collection,

LLC,

Term

Loan

B,

First

Lien

3.514%

1-Month

LIBOR

2.750%

12/22/24

B+

10,225,884

1,478

Caesars

Resort

Collection,

LLC,

Term

Loan

B1

4.264%

1-Month

LIBOR

3.500%

7/20/25

B+

1,473,496

1,696

Carnival

Corporation,

Term

Loan

B

4.000%

3-Month

LIBOR

3.250%

10/18/28

Ba2

1,673,849

1,383

Carnival

Corporation,

Term

Loan

B,

(DD1)

3.750%

3-Month

LIBOR

3.000%

6/30/25

Ba2

1,366,221

1,816

Churchill

Downs

Incorporated,

Term

Loan

B1

2.764%

1-Month

LIBOR

2.000%

3/17/28

BBB-

1,799,595

5,866

ClubCorp

Holdings,

Inc.,

Term

Loan

B

3.756%

3-Month

LIBOR

2.750%

9/18/24

B2

5,718,991

1,274

Crown

Finance

US,

Inc.,

Term

Loan

B1,

(WI/DD)

TBD

TBD

TBD

TBD

CCC+

1,069,580

783

Crown

Finance

US,

Inc.,

Term

Loan

B1,

(cash

7.132%,

PIK

8.250%)

8.250%

3-Month

LIBOR

8.250%

5/23/24

B-

910,176

10,213

Delta

2

(LUX)

S.a.r.l.,

Term

Loan

3.500%

1-Month

LIBOR

2.500%

2/01/24

BB-

10,187,790

4,613

Equinox

Holdings,

Inc.,

Term

Loan,

First

Lien

4.006%

3-Month

LIBOR

3.000%

3/08/24

CCC

4,380,157

9,232

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

B

9,201,209

929

Four

Seasons

Hotels

Limited,

Term

Loan,

First

Lien

2.764%

1-Month

LIBOR

2.000%

11/30/23

BB+

927,623

2,736

Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B

3.698%

1-Month

LIBOR

3.000%

8/02/28

BB+

2,727,699

7,038

Hilton

Worldwide

Finance,

LLC,

Term

Loan

B2

2.375%

1-Month

LIBOR

1.750%

6/21/26

BBB-

6,966,057

1,577

Life

Time

Fitness

Inc

,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

12/15/24

B

1,578,945

1,242

NASCAR

Holdings,

Inc,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

10/18/26

BB+

1,237,829

1,170

PCI

Gaming

Authority,

Term

Loan

3.264%

1-Month

LIBOR

2.500%

5/31/26

BBB-

1,163,387

1,080

Penn

National

Gaming

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

BB

1,076,458

1,021

Scientific

Games

Holdings

LP,

Term

Loan

B

4.175%

SOFR90A

3.500%

2/04/29

BB-

1,011,704

3,958

Scientific

Games

International,

Inc.,

Term

Loan

3.573%

3-Month

LIBOR

3.000%

4/07/29

BB

3,945,018

2,861

SeaWorld

Parks

&

Entertainment,

Inc.,

Term

Loan

B

3.813%

1-Month

LIBOR

3.000%

8/25/28

BB-

2,824,266

7,050

Stars

Group

Holdings

B.V.

(The),

Term

Loan

3.256%

3-Month

LIBOR

2.250%

7/10/25

BBB

7,022,097

2,890

Station

Casinos

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

2.250%

2/08/27

BB-

2,858,262

2,244

Twin

River

Worldwide

Holdings,

Inc.,

Term

Loan

B

3.750%

6-Month

LIBOR

3.250%

10/01/28

BB+

2,226,487

2,663

William

Morris

Endeavor

Entertainment,

LLC,

Term

Loan,

First

Lien

3.520%

1-Month

LIBOR

2.750%

5/16/25

B

2,616,763

1,430

Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

5/30/25

BBB-

1,419,547

117,595

Total

Hotels,

Restaurants

&

Leisure

115,946,752

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

8

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Household

Durables

-

1.1%

(0.7%

of

Total

Investments)

$

611

AI

Aqua

Merger

Sub

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B3

$

602,708

139

AI

Aqua

Merger

Sub

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B3

136,979

2,500

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

First

Lien

4.250%

1-Month

LIBOR

3.750%

7/30/28

B

2,466,675

479

Installed

Building

Products,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

12/14/28

BB+

478,106

1,913

Serta

Simmons

Bedding,

LLC,

Term

Loan(5)

8.500%

1-Month

LIBOR

7.500%

8/10/23

B-

1,733,401

98

Serta

Simmons

Bedding,

LLC,

Term

Loan(5)

8.500%

1-Month

LIBOR

7.500%

8/10/23

B

98,146

797

Weber-Stephen

Products

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

10/30/27

B+

774,533

6,537

Total

Household

Durables

6,290,548

Household

Products

-

1.0%

(0.6%

of

Total

Investments)

1,778

Energizer

Holdings,

Inc.,

Term

Loan

2.938%

1-Month

LIBOR

2.250%

12/22/27

Ba1

1,764,542

1,087

Illuminate

Merger

Sub

Corp.,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

7/23/28

B1

1,027,285

1,659

Reynolds

Consumer

Products

LLC,

Term

Loan

2.514%

1-Month

LIBOR

1.750%

2/04/27

BBB-

1,636,007

1,485

Spectrum

Brands,

Inc.,

Term

Loan

2.764%

1-Month

LIBOR

2.000%

3/03/28

BBB-

1,472,006

6,009

Total

Household

Products

5,899,840

Independent

Power

And

Renewable

Electricity

Producers

-

0.2%

(0.1%

of

Total

Investments)

1,255

Vistra

Operations

Company

LLC,

Term

Loan

B3,

First

Lien,

(DD1)

2.190%

1-Month

LIBOR

1.750%

12/31/25

BBB-

1,240,699

Insurance

-

4.6%

(2.9%

of

Total

Investments)

4,927

Acrisure,

LLC,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

2/15/27

B

4,862,799

4,023

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

5/10/25

B

3,991,053

746

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B4

4.051%

1-Month

LIBOR

3.500%

11/12/27

B

742,194

3,869

Asurion

LLC,

Term

Loan

B4,

Second

Lien

6.014%

1-Month

LIBOR

5.250%

1/15/29

B

3,759,701

1,384

Asurion

LLC,

Term

Loan

B6

3.889%

1-Month

LIBOR

3.125%

11/03/23

Ba3

1,379,471

5,649

Asurion

LLC,

Term

Loan

B8

4.014%

1-Month

LIBOR

3.250%

12/23/26

Ba3

5,531,101

995

Broadstreet

Partners,

Inc.,

Term

Loan

B2

4.014%

1-Month

LIBOR

3.250%

1/27/27

B1

982,975

1,442

Hub

International

Limited,

Term

Loan

B

4.348%

3-Month

LIBOR

3.250%

4/25/25

B

1,436,099

3,242

Hub

International

Limited,

Term

Loan

B

4.214%

2

+

3-Month

LIBOR

3.000%

4/25/25

B

3,204,739

690

Ryan

Specialty

Group,

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

9/01/27

BB-

688,855

26,967

Total

Insurance

26,578,987

Interactive

Media

&

Services

-

1.2%

(0.7%

of

Total

Investments)

6,832

Rackspace

Technology

Global,

Inc.,

Term

Loan

B

3.500%

3-Month

LIBOR

2.750%

2/09/28

B+

6,681,656

6,832

Total

Interactive

Media

&

Services

6,681,656

9

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Internet

&

Direct

Marketing

Retail

-

0.6%

(0.4%

of

Total

Investments)

$

2,475

CNT

Holdings

I

Corp,

Term

Loan

4.250%

3-Month

LIBOR

3.500%

11/08/27

B

$

2,452,960

160

Medical

Solutions

Holdings,

Inc.,

Term

Loan

3.500%

3-Month

LIBOR

3.500%

11/01/28

B1

158,800

840

Medical

Solutions

Holdings,

Inc.,

Term

Loan,

First

Lien

4.506%

3-Month

LIBOR

3.500%

11/01/28

B1

833,700

3,475

Total

Internet

&

Direct

Marketing

Retail

3,445,460

IT

Services

-

4.3%

(2.7%

of

Total

Investments)

1,962

Ahead

DB

Holdings,

LLC,

Term

Loan

B

4.760%

3-Month

LIBOR

3.750%

10/16/27

B+

1,953,451

312

iQor

US

Inc.,

Exit

Term

Loan

8.500%

1-Month

LIBOR

7.500%

9/15/27

B1

313,479

1,274

KBR,

Inc.,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

2/07/27

Ba1

1,274,796

1,458

Peraton

Corp.,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

2/01/28

BB-

1,450,309

1,658

Perforce

Software,

Inc.,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

7/01/26

B2

1,639,835

4,034

Sabre

GLBL

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

2/22/24

Ba3

3,988,601

801

Science

Applications

International

Corporation,

Term

Loan

B

2.639%

1-Month

LIBOR

1.875%

10/31/25

BB+

801,707

5,059

Syniverse

Holdings,

Inc.,

Term

Loan,

First

Lien

6.038%

3-Month

LIBOR

5.000%

3/09/23

CCC+

5,018,922

166

Syniverse

Holdings,

Inc.,

Term

Loan,

Second

Lien

10.038%

3-Month

LIBOR

9.000%

3/11/24

CCC-

161,632

2,097

Tempo

Acquisition

LLC,

Term

Loan

B

3.700%

SOFR30A

3.000%

8/31/28

BB-

2,086,333

4,275

Travelport

Finance

(Luxembourg)

S.a.r.l.,

Term

Loan,

(cash

3.500%,

PIK

6.500%)

9.756%

3-Month

LIBOR

8.750%

2/28/25

B-

4,376,469

1,448

WEX

Inc.,

Term

Loan

3.014%

1-Month

LIBOR

2.250%

4/01/28

Ba2

1,437,130

24,544

Total

IT

Services

24,502,664

Leisure

Products

-

0.3%

(0.2%

of

Total

Investments)

674

Hayward

Industries,

Inc.,

Term

Loan

3.198%

1-Month

LIBOR

2.500%

5/28/28

BB-

668,119

1,091

SRAM,

LLC

,

Term

Loan

B

3.250%

3

+

6-Month

LIBOR

2.750%

5/18/28

BB-

1,083,862

1,765

Total

Leisure

Products

1,751,981

Life

Sciences

Tools

&

Services

-

0.6%

(0.4%

of

Total

Investments)

863

Avantor

Funding,

Inc.,

Term

Loan

B5

3.014%

1-Month

LIBOR

2.250%

11/06/27

BB+

858,153

931

Curia

Global,

Inc.,

Term

Loan

4.514%

1

+

3-Month

LIBOR

3.750%

8/30/26

B

926,789

1,493

ICON

Luxembourg

S.A.R.L.,

Term

Loan,

(DD1)

3.313%

3-Month

LIBOR

2.250%

7/01/28

BB+

1,486,976

3,287

Total

Life

Sciences

Tools

&

Services

3,271,918

Machinery

-

2.0%

(1.3%

of

Total

Investments)

4,200

Ali

Group

North

America

Corp.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

Baa3

4,123,014

1,465

Alliance

Laundry

Systems

LLC,

Term

Loan

B

4.506%

1

+

3-Month

LIBOR

3.500%

10/08/27

B

1,459,684

2,004

Gardner

Denver,

Inc.,

Term

Loan

B2

1.826%

1-Week

LIBOR

1.750%

2/28/27

BB+

1,982,195

2,086

Gates

Global

LLC,

Term

Loan

B3

3.264%

1-Month

LIBOR

2.500%

3/31/27

Ba3

2,050,206

1,105

Grinding

Media

Inc.,

Term

Loan

B

4.796%

3-Month

LIBOR

4.000%

10/12/28

B

1,083,742

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

10

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Machinery

(continued)

$

993

Madison

IAQ

LLC,

Term

Loan

4.524%

6-Month

LIBOR

3.250%

6/21/28

B1

$

964,586

11,853

Total

Machinery

11,663,427

Marine

-

0.5%

(0.3%

of

Total

Investments)

3,153

HGIM

Corp.,

Exit

Term

Loan

7.000%

3-Month

LIBOR

6.000%

7/02/23

CCC+

3,034,212

Media

-

13.6%

(8.5%

of

Total

Investments)

279

ABG

Intermediate

Holdings

2

LLC,

Term

Loan

B,

Second

Lien,

(WI/DD)

TBD

TBD

TBD

TBD

B1

277,063

2,335

ABG

Intermediate

Holdings

2

LLC,

Term

Loan

B1

4.000%

SOFR90A

3.500%

12/21/28

B1

2,320,406

279

ABG

Intermediate

Holdings

2

LLC,

Term

Loan,

Second

Lien,

(WI/DD)

TBD

TBD

TBD

TBD

B1

277,063

400

ABG

Intermediate

Holdings

2

LLC,

Term

Loan,

Second

Lien

6.801%

SOFR90A

6.000%

12/20/29

CCC+

397,500

581

Altice

Financing

SA,

Term

Loan,

First

Lien

3.794%

3-Month

LIBOR

2.750%

1/31/26

B

571,094

1,489

Cable

One,

Inc.,

Term

Loan

B4

2.764%

1-Month

LIBOR

2.000%

5/03/28

BB+

1,477,398

3,662

Cengage

Learning,

Inc.,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

7/14/26

B

3,605,303

2,812

Charter

Communications

Operating,

LLC,

Term

Loan

B2

2.520%

1-Month

LIBOR

1.750%

2/01/27

BBB-

2,781,177

664

Checkout

Holding

Corp.,

First

Out

Term

Loan

8.500%

1-Month

LIBOR

7.500%

2/15/23

N/R

593,012

1,234

Checkout

Holding

Corp.,

Last

Out

Term

Loan,

(cash

3.750,

PIK

9.500%)

9.500%

1-Month

LIBOR

9.500%

8/15/23

N/R

461,176

11,531

Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan

B

4.739%

3-Month

LIBOR

3.500%

8/21/26

B1

11,273,798

6,784

CSC

Holdings,

LLC,

Term

Loan

2.804%

1-Month

LIBOR

2.250%

1/15/26

BB

6,677,579

3,389

CSC

Holdings,

LLC,

Term

Loan

B1

2.804%

1-Month

LIBOR

2.250%

7/17/25

BB

3,333,207

6,498

CSC

Holdings,

LLC,

Term

Loan

B5

3.054%

1-Month

LIBOR

2.500%

4/15/27

BB

6,392,299

502

Cumulus

Media

New

Holdings

Inc.,

Term

Loan

B

4.750%

6-Month

LIBOR

3.750%

3/31/26

B

500,270

6,927

DirecTV

Financing,

LLC,

Term

Loan

5.764%

1-Month

LIBOR

5.000%

8/02/27

BBB-

6,906,424

2,361

Dotdash

Meredith

Inc,

Term

Loan

B

4.500%

SOFR30A

4.000%

12/01/28

BB-

2,344,366

970

E.W.

Scripps

Company

(The),

Term

Loan

B2

3.326%

1-Month

LIBOR

2.563%

5/01/26

BB

962,092

830

Gray

Television,

Inc.,

Term

Loan

B

2.955%

1-Month

LIBOR

2.500%

2/07/24

BB+

828,054

850

Gray

Television,

Inc.,

Term

Loan

C

2.955%

1-Month

LIBOR

2.500%

1/02/26

BB+

844,953

6,122

iHeartCommunications,

Inc.,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

5/01/26

BB-

6,080,050

597

LCPR

Loan

Financing

LLC,

Term

Loan

B

4.304%

1-Month

LIBOR

3.750%

10/15/28

BB+

596,658

2,388

McGraw-Hill

Global

Education

Holdings,

LLC,

Term

Loan

5.258%

3

+

6-Month

LIBOR

4.750%

7/30/28

BB+

2,346,580

722

Mission

Broadcasting,

Inc.,

Term

Loan

B

2.955%

1-Month

LIBOR

2.500%

6/03/28

BBB-

716,330

1,728

Nexstar

Broadcasting,

Inc.,

Term

Loan

B3

3.014%

1-Month

LIBOR

2.250%

1/17/24

BBB-

1,724,708

1,294

Nexstar

Broadcasting,

Inc.,

Term

Loan

B4

2.955%

1-Month

LIBOR

2.500%

9/19/26

BBB-

1,284,516

11

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Media

(continued)

$

460

Outfront

Media

Capital

LLC,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

11/18/26

Ba1

$

451,614

583

Radiate

Holdco,

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

9/25/26

B1

576,243

412

Red

Ventures,

LLC,

Term

Loan

B2

3.264%

1-Month

LIBOR

2.500%

11/08/24

BB+

407,126

1,219

Sinclair

Television

Group

Inc.,

Term

Loan

B2B

3.270%

1-Month

LIBOR

2.500%

9/30/26

Ba2

1,178,635

1,785

Virgin

Media

Bristol

LLC,

Term

Loan

N

3.054%

1-Month

LIBOR

2.500%

1/31/28

BB+

1,762,893

1,426

WideOpenWest

Finance

LLC,

Term

Loan

B

3.540%

SOFR30A

3.000%

12/20/28

BB

1,424,514

7,474

Ziggo

Financing

Partnership,

Term

Loan

I

3.054%

1-Month

LIBOR

2.500%

4/30/28

BB

7,334,781

80,587

Total

Media

78,708,882

Multiline

Retail

-

0.3%

(0.2%

of

Total

Investments)

2,120

Belk,

Inc.,

Term

Loan,

(cash

5.000%,

PIK

8.000%)

13.000%

3-Month

LIBOR

13.000%

7/31/25

CCC-

1,266,263

459

Belk,

Inc.,

Term

Loan

8.500%

3-Month

LIBOR

7.500%

7/31/25

B-

453,509

2,579

Total

Multiline

Retail

1,719,772

Oil,

Gas

&

Consumable

Fuels

-

2.9%

(1.8%

of

Total

Investments)

858

BCP

Renaissance

Parent

LLC,

Term

Loan

B3

4.500%

SOFR30A

3.500%

11/01/24

B+

851,517

3,038

Buckeye

Partners,

L.P.,

Term

Loan

B

2.707%

1-Month

LIBOR

2.250%

11/01/26

BBB-

3,020,926

220

DT

Midstream,

Inc,

Term

Loan

B

2.500%

6-Month

LIBOR

2.000%

6/10/28

Baa2

219,769

486

EG

America

LLC,

Term

Loan

4.999%

3-Month

LIBOR

4.000%

2/05/25

B-

476,147

1,410

Freeport

LNG

Investments,

LLLP,

Term

Loan

B

4.563%

3-Month

LIBOR

3.500%

12/21/28

B+

1,403,321

1,000

Freeport

LNG

Investments,

LLLP,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

N/R

995,000

3,355

Gulf

Finance,

LLC,

Term

Loan,

(DD1)

7.750%

1-Month

LIBOR

6.750%

8/25/26

B

3,066,730

3,258

QuarterNorth

Energy

Holding

Inc.,

Exit

Term

Loan,

Second

Lien

9.000%

3-Month

LIBOR

8.000%

8/27/26

B

3,276,512

1,830

TransMontaigne

Operating

Company

L.P.,

Term

Loan

B

4.054%

1-Month

LIBOR

3.500%

11/05/28

BB

1,825,837

1,557

Traverse

Midstream

Partners

LLC,

Term

Loan

5.950%

SOFR90A

4.250%

9/27/24

B+

1,555,131

17,012

Total

Oil,

Gas

&

Consumable

Fuels

16,690,890

Personal

Products

-

0.9%

(0.6%

of

Total

Investments)

1,244

Conair

Holdings,

LLC,

Term

Loan

B

4.756%

3-Month

LIBOR

3.750%

5/17/28

B1

1,219,341

145

Coty

Inc.,

Term

Loan

B

2.701%

1-Month

LIBOR

2.250%

4/05/25

B+

141,885

1

Kronos

Acquisition

Holdings

Inc.,

Term

Loan

B

4.989%

3-Month

LIBOR

3.750%

12/22/26

B2

856

5,084

Revlon

Consumer

Products

Corporation,

Term

Loan

B,

(DD1)(6)

4.250%

3-Month

LIBOR

3.500%

9/07/23

CC

3,808,430

6,474

Total

Personal

Products

5,170,512

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

12

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Pharmaceuticals

-

5.1%

(3.2%

of

Total

Investments)

$

1,939

Amneal

Pharmaceuticals

LLC,

Term

Loan

B

4.313%

1-Month

LIBOR

3.500%

5/04/25

B

$

1,919,947

4,286

Bausch

Health

Companies

Inc.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BB

4,155,364

1,216

Catalent

Pharma

Solutions

Inc.,

Term

Loan

B3

2.688%

1-Month

LIBOR

2.000%

2/22/28

BBB-

1,212,804

1,152

Elanco

Animal

Health

Incorporated,

Term

Loan

B

2.205%

1-Month

LIBOR

1.750%

8/01/27

BBB-

1,130,807

4,961

Endo

Luxembourg

Finance

Company

I

S.a

r.l.,

Term

Loan

5.813%

1-Month

LIBOR

5.000%

3/25/28

B-

4,616,217

7,940

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan

4.264%

1-Month

LIBOR

3.500%

5/05/28

BB+

7,938,015

1,852

Mallinckrodt

International

Finance

S.A.,

Term

Loan

B(5)

6.250%

3-Month

LIBOR

5.500%

2/24/25

B3

1,726,095

3,346

Mallinckrodt

International

Finance

S.A.,

Term

Loan

B,

(DD1)(5)

6.246%

3-Month

LIBOR

5.250%

9/24/24

B3

3,122,251

2,892

Organon

&

Co,

Term

Loan

3.563%

3-Month

LIBOR

3.000%

6/02/28

BB

2,883,475

622

Perrigo

Investments,

LLC,

Term

Loan

B

3.140%

3-Month

LIBOR

2.500%

4/05/29

Baa3

620,689

355

Perrigo

Investments,

LLC,

Term

Loan

B

3.000%

3-Month

LIBOR

2.500%

4/05/29

Baa3

354,679

30,561

Total

Pharmaceuticals

29,680,343

Professional

Services

-

2.1%

(1.3%

of

Total

Investments)

761

CHG

Healthcare

Services

Inc.,

Term

Loan

4.506%

3

+

6-Month

LIBOR

3.500%

9/30/28

B1

757,544

1,100

Creative

Artists

Agency,

LLC

,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

11/26/26

B

1,097,180

3,030

Dun

&

Bradstreet

Corporation

(The),

Term

Loan

3.918%

1-Month

LIBOR

3.250%

2/08/26

BB+

3,011,093

1,451

EAB

Global,

Inc.,

Term

Loan

4.739%

1-Month

LIBOR

3.500%

8/16/28

B2

1,434,853

2,064

Nielsen

Finance

LLC,

Term

Loan

B4

2.488%

1-Month

LIBOR

2.000%

10/04/23

BBB-

2,063,866

900

Physician

Partners

LLC,

Term

Loan

4.800%

SOFR30A

4.000%

2/01/29

B

894,002

2,981

Verscend

Holding

Corp.,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

8/27/25

BB-

2,977,695

12,287

Total

Professional

Services

12,236,233

Road

&

Rail

-

2.3%

(1.5%

of

Total

Investments)

1,683

First

Student

Bidco

Inc,

Term

Loan

B

3.983%

3-Month

LIBOR

3.000%

7/21/28

BB+

1,654,311

622

First

Student

Bidco

Inc,

Term

Loan

C

3.983%

3-Month

LIBOR

3.000%

7/21/28

BB+

611,984

2,450

Genesee

&

Wyoming

Inc.

(New),

Term

Loan

3.006%

3-Month

LIBOR

2.000%

12/30/26

BB+

2,432,385

2,652

Hertz

Corporation,

(The),

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

6/30/28

BB+

2,645,291

504

Hertz

Corporation,

(The),

Term

Loan

C

4.014%

1-Month

LIBOR

3.250%

6/30/28

BB+

502,632

555

Uber

Technologies,

Inc.,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

2/25/27

Ba3

553,493

2,883

Uber

Technologies,

Inc.,

Term

Loan

B,

First

Lien

4.264%

1-Month

LIBOR

3.500%

4/04/25

Ba3

2,876,556

2,166

XPO

Logistics,

Inc.,

Term

Loan

B

2.202%

1-Month

LIBOR

1.750%

2/23/25

Baa3

2,152,308

13,515

Total

Road

&

Rail

13,428,960

13

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Semiconductors

&

Semiconductor

Equipment

-

1.4%

(0.8%

of

Total

Investments)

$

6,938

Bright

Bidco

B.V.,

Term

Loan

B,

(DD1)

4.774%

6-Month

LIBOR

3.500%

6/30/24

CCC

$

3,291,708

864

CMC

Materials,

Inc.,

Term

Loan

B1

2.813%

1-Month

LIBOR

2.000%

11/15/25

BBB-

862,053

1,250

Entegris

Inc.,

Term

Loan

B,

(WI/

DD)

TBD

TBD

TBD

TBD

Baa3

1,251,956

1,971

ON

Semiconductor

Corporation,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

9/19/26

Baa3

1,965,572

497

Synaptics

Incorporated,

Term

Loan

B

2.750%

3-Month

LIBOR

2.250%

10/20/28

BBB-

496,070

11,520

Total

Semiconductors

&

Semiconductor

Equipment

7,867,359

Software

-

14.9%

(9.4%

of

Total

Investments)

1,315

Apttus

Corporation,

Term

Loan

5.000%

3-Month

LIBOR

4.250%

5/06/28

BB

1,313,967

3,610

Banff

Merger

Sub

Inc,

Term

Loan

4.514%

1-Month

LIBOR

3.750%

10/02/25

B2

3,570,284

919

Camelot

U.S.

Acquisition

1

Co.,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

10/31/26

B1

908,802

663

CCC

Intelligent

Solutions

Inc.,

Term

Loan

B

3.256%

3-Month

LIBOR

2.250%

9/21/28

B1

655,736

2,177

Ceridian

HCM

Holding

Inc.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

4/30/25

B+

2,154,999

3,000

DTI

Holdco,

Inc.,

Term

Loan

4.750%

3-Month

LIBOR

4.750%

4/21/29

B2

2,947,500

597

Dynatrace

LLC,

Term

Loan,

First

Lien

3.014%

1-Month

LIBOR

2.250%

8/23/25

BB+

596,391

6,842

Epicor

Software

Corporation,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

7/31/27

B2

6,807,897

4,534

Finastra

USA,

Inc.,

Term

Loan,

First

Lien

4.739%

3-Month

LIBOR

3.500%

6/13/24

BB-

4,409,454

4,073

Greeneden

U.S.

Holdings

II,

LLC,

Term

Loan

B4

4.764%

1-Month

LIBOR

4.000%

12/01/27

B-

4,065,042

674

Greenway

Health,

LLC,

Term

Loan,

First

Lien

4.756%

3-Month

LIBOR

3.750%

2/16/24

B-

632,622

5,500

Informatica

LLC,

Term

Loan

B

3.563%

1-Month

LIBOR

2.750%

10/14/28

BB-

5,439,830

862

iQor

US

Inc.,

Second

Out

Term

Loan

8.500%

1-Month

LIBOR

7.500%

11/19/25

CCC+

736,935

2,111

MA

FinanceCo.,

LLC,

Term

Loan

B

5.250%

3-Month

LIBOR

4.250%

6/05/25

BB+

2,101,454

1,990

Magenta

Buyer

LLC,

Term

Loan,

First

Lien

6.230%

3-Month

LIBOR

5.000%

7/27/28

BB-

1,965,125

2,489

McAfee,

LLC,

Term

Loan

B

4.500%

SOFR30A

4.000%

2/03/29

BB+

2,426,520

480

Mitnick

Corporate

Purchaser

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B+

479,520

6,000

Nortonlifelock

Inc,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BBB-

5,908,740

2,488

Polaris

Newco

LLC,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

6/04/28

B2

2,465,734

495

Project

Ruby

Ultimate

Parent

Corp.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

3/10/28

B

490,669

3,269

Proofpoint,

Inc.,

Term

Loan,

First

Lien

3.758%

3-Month

LIBOR

3.250%

8/31/28

BB-

3,221,148

2,080

RealPage,

Inc,

Term

Loan,

First

Lien

3.750%

1-Month

LIBOR

3.250%

4/22/28

B+

2,049,989

5,870

Seattle

Spinco,

Inc.,

Term

Loan

B3

3.514%

1-Month

LIBOR

2.750%

6/21/24

BB+

5,815,455

4,724

Seattle

Spinco,

Inc.,

Term

Loan

B5

4.500%

SOFR90A

4.000%

1/14/27

BB+

4,684,696

2,890

Sophia,

L.P.,

Term

Loan

B

4.256%

3-Month

LIBOR

3.250%

10/07/27

B2

2,861,352

1,212

SS&C

European

Holdings

Sarl,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

4/16/25

BB+

1,197,278

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

14

JFR

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Software

(continued)

$

1,493

SS&C

Technologies

Inc.,

Term

Loan

B3

2.514%

1-Month

LIBOR

1.750%

4/16/25

BB+

$

1,474,882

409

SS&C

Technologies

Inc.,

Term

Loan

B6

3.050%

1-Month

LIBOR

2.250%

3/22/29

BB+

406,446

546

SS&C

Technologies

Inc.,

Term

Loan

B7

3.050%

1-Month

LIBOR

2.250%

3/22/29

BB+

542,761

1,631

Tibco

Software

Inc.,

Term

Loan

B3

4.520%

1-Month

LIBOR

3.750%

7/03/26

B+

1,628,736

1,929

Ultimate

Software

Group

Inc

(The),

Term

Loan,

(DD1)

4.212%

3-Month

LIBOR

3.250%

5/03/26

B1

1,911,498

975

Ultimate

Software

Group

Inc

(The),

Term

Loan

B

4.756%

3-Month

LIBOR

3.750%

5/03/26

B1

971,549

1,493

Vision

Solutions,

Inc.,

Term

Loan

5.184%

3-Month

LIBOR

4.000%

5/28/28

B2

1,476,120

380

Zelis

Healthcare

Corporation,

Term

Loan

3.500%

1-Month

LIBOR

3.500%

9/30/26

B

377,627

2,395

Zelis

Healthcare

Corporation,

Term

Loan

3.955%

1-Month

LIBOR

3.500%

9/30/26

B

2,383,696

2,079

Zelis

Healthcare

Corporation,

Term

Loan

B

3.955%

1-Month

LIBOR

3.500%

9/30/26

B

2,066,485

3,071

ZoomInfo

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

2/01/26

BB+

3,062,493

87,265

Total

Software

86,209,432

Specialty

Retail

-

3.9%

(2.5%

of

Total

Investments)

1,188

Academy,

Ltd.,

Term

Loan

4.500%

1-Month

LIBOR

3.750%

11/06/27

BB-

1,176,862

1,250

Avis

Budget

Car

Rental,

LLC,

Term

Loan

C

4.300%

SOFR30A

3.500%

3/15/29

BB+

1,249,225

510

Driven

Holdings,

LLC,

Term

Loan

B

3.916%

3-Month

LIBOR

3.000%

12/17/28

B2

505,538

1,752

Jo-Ann

Stores,

Inc.,

Term

Loan

B1

5.964%

3-Month

LIBOR

4.750%

6/30/28

B

1,483,410

1,422

LBM

Acquisition

LLC,

Term

Loan

B,

(DD1)

4.500%

1-Month

LIBOR

3.750%

12/18/27

B+

1,346,037

523

LBM

Acquisition

LLC,

Term

Loan

B2

4.756%

3-Month

LIBOR

3.750%

12/18/27

B+

494,919

262

LBM

Acquisition

LLC,

Term

Loan

B2

4.989%

3-Month

LIBOR

3.750%

12/18/27

B+

248,081

1,728

Les

Schwab

Tire

Centers,

Term

Loan

B

4.000%

3-Month

LIBOR

3.250%

11/02/27

B

1,708,684

9,339

PetSmart,

Inc.,

Term

Loan

B

4.989%

3-Month

LIBOR

3.750%

2/12/28

BB-

9,274,049

2,985

Restoration

Hardware,

Inc.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

10/15/28

BB

2,877,585

534

SRS

Distribution

Inc.,

Term

Loan

4.000%

SOFR90A

3.500%

6/04/28

B2

515,651

768

Staples,

Inc.,

Term

Loan

5.317%

3-Month

LIBOR

5.000%

4/12/26

B

738,171

1,028

Wand

NewCo

3,

Inc.,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

2/05/26

B2

984,185

23,289

Total

Specialty

Retail

22,602,397

Technology

Hardware,

Storage

&

Peripherals

-

0.1%

(0.1%

of

Total

Investments)

780

NCR

Corporation,

Term

Loan

3.740%

3-Month

LIBOR

2.500%

8/28/26

BB+

760,500

Textiles,

Apparel

&

Luxury

Goods

-

0.4%

(0.3%

of

Total

Investments)

1,934

Birkenstock

GmbH

&

Co.

KG,

Term

Loan

B

3.750%

6-Month

LIBOR

3.250%

4/28/28

BB-

1,882,396

381

New

Trojan

Parent,

Inc.,

Term

Loan,

First

Lien

4.014%

1

+

3-Month

LIBOR

3.250%

1/06/28

B

367,851

275

Samsonite

International

S.A.,

Term

Loan

B2

3.764%

1-Month

LIBOR

3.000%

4/25/25

BB-

272,970

2,590

Total

Textiles,

Apparel

&

Luxury

Goods

2,523,217

15

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Thrifts

&

Mortgage

Finance

-

0.1%

(0.0%

of

Total

Investments)

$

2,305

Ditech

Holding

Corporation,

Term

Loan(5)

0.000%

N/A

N/A

6/30/22

N/R

$

461,025

Trading

Companies

&

Distributors

-

0.9%

(0.6%

of

Total

Investments)

2,265

Core

&

Main

LP,

Term

Loan

B

3.198%

1-Month

LIBOR

2.500%

6/10/28

Ba3

2,235,518

1,465

Resideo

Funding

Inc.,

Term

Loan

2.810%

1

+

3-Month

LIBOR

2.250%

2/12/28

BBB-

1,462,453

1,472

Univar

Solutions

USA

Inc.,

Term

Loan

B6

2.514%

1-Month

LIBOR

1.750%

6/03/28

BBB-

1,469,384

5,202

Total

Trading

Companies

&

Distributors

5,167,355

Transportation

Infrastructure

-

0.6%

(0.4%

of

Total

Investments)

2,091

Brown

Group

Holding,

LLC,

Term

Loan

B

3.506%

3-Month

LIBOR

2.500%

4/22/28

B+

2,064,186

1,347

KKR

Apple

Bidco,

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

9/23/28

B+

1,334,418

3,438

Total

Transportation

Infrastructure

3,398,604

Wireless

Telecommunication

Services

-

1.2%

(0.7%

of

Total

Investments)

1,191

GOGO

Intermediate

Holdings

LLC,

Term

Loan

B

4.989%

3-Month

LIBOR

0.000%

4/30/28

B

1,181,323

4,750

Intelsat

Jackson

Holdings

S.A.,

Term

Loan

B(5)

4.920%

SOFR180A

4.250%

1/27/29

BB-

4,622,344

995

MetroNet

Systems

Holdings,

LLC,

Term

Loan,

First

Lien

4.500%

SOFR30A

+

3-Month

LIBOR

3.750%

6/02/28

B

988,270

6,936

Total

Wireless

Telecommunication

Services

6,791,937

$

806,641

Total

Variable

Rate

Senior

Loan

Interests

(cost

$794,128,119)

783,457,082

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

X

89,691,148

CORPORATE

BONDS

-

15.5%

(9.7%

of

Total

Investments)

X

89,691,148

Airlines

-

0.2%

(0.1%

of

Total

Investments)

$

1,006

United

Airlines

Inc,

144A

4.625%

4/15/29

Ba1

$

923,005

Auto

Components

-

0.8%

(0.5%

of

Total

Investments)

2,740

Adient

Global

Holdings

Ltd,

144A

4.875%

8/15/26

BB-

2,443,340

2,025

Adient

US

LLC,

144A

9.000%

4/15/25

BB+

2,106,000

4,765

Total

Auto

Components

4,549,340

Chemicals

-

0.2%

(0.2%

of

Total

Investments)

1,425

Rayonier

AM

Products

Inc,

144A

7.625%

1/15/26

B+

1,353,465

Commercial

Services

&

Supplies

-

0.6%

(0.4%

of

Total

Investments)

2,000

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

3.375%

8/31/27

BB-

1,706,980

1,000

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B-

896,350

691

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

662,496

3,691

Total

Commercial

Services

&

Supplies

3,265,826

Communications

Equipment

-

1.6%

(1.0%

of

Total

Investments)

7,500

Avaya

Inc,

144A

6.125%

9/15/28

BB

6,958,150

1,500

Commscope

Inc,

144A

8.250%

3/01/27

B3

1,275,000

1,000

CommScope

Technologies

LLC,

144A

5.000%

3/15/27

B3

785,000

10,000

Total

Communications

Equipment

9,018,150

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

16

JFR

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

Diversified

Telecommunication

Services

-

0.8%

(0.5%

of

Total

Investments)

$

3,905

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

BB+

$

3,739,038

845

Windstream

Escrow

LLC

/

Windstream

Escrow

Finance

Corp,

144A

7.750%

8/15/28

BB

804,862

4,750

Total

Diversified

Telecommunication

Services

4,543,900

Electric

Utilities

-

0.0%

(0.0%

of

Total

Investments)

4,250

Bruce

Mansfield

Unit

1

2007

Pass

Through

Trust

(5)

6.850%

6/01/34

N/R

5,313

4,250

Total

Electric

Utilities

5,313

Electronic

Equipment,

Instruments

&

Components

-

0.2%

(0.2%

of

Total

Investments)

1,500

Imola

Merger

Corp,

144A

4.750%

5/15/29

BB+

1,395,000

Entertainment

-

1.3%

(0.8%

of

Total

Investments)

4,989

AMC

Entertainment

Holdings

Inc,

(cash

10.000%,

PIK

12.000%),

144A

10.000%

6/15/26

CCC-

4,178,637

2,625

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

5.375%

8/15/26

CCC+

971,250

3,950

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

6.625%

8/15/27

CCC-

819,625

1,590

Univision

Communications

Inc,

144A

9.500%

5/01/25

B+

1,657,305

13,154

Total

Entertainment

7,626,817

Equity

Real

Estate

Investment

Trusts

(REITs)

-

0.7%

(0.4%

of

Total

Investments)

3,880

Uniti

Group

LP

/

Uniti

Fiber

Holdings

Inc

/

CSL

Capital

LLC,

144A

7.875%

2/15/25

BB+

3,947,900

Health

Care

Providers

&

Services

-

2.4%

(1.5%

of

Total

Investments)

1,940

CHS/Community

Health

Systems

Inc,

144A

8.000%

3/15/26

BB-

2,005,572

375

CHS/Community

Health

Systems

Inc,

144A

8.000%

12/15/27

BB-

388,485

165

HCA

Inc

5.375%

2/01/25

Baa3

169,744

5,350

Legacy

LifePoint

Health

LLC,

144A

4.375%

2/15/27

B1

4,948,750

4,035

LifePoint

Health

Inc,

144A

5.375%

1/15/29

CCC+

3,449,925

1,750

Team

Health

Holdings

Inc,

144A

6.375%

2/01/25

CCC

1,491,420

1,365

Tenet

Healthcare

Corp,

144A

6.250%

2/01/27

B1

1,354,762

171

Tenet

Healthcare

Corp

4.625%

7/15/24

BB-

170,535

15,151

Total

Health

Care

Providers

&

Services

13,979,193

Hotels,

Restaurants

&

Leisure

-

0.2%

(0.1%

of

Total

Investments)

1,006

Caesars

Entertainment

Inc,

144A

6.250%

7/01/25

B1

1,016,935

IT

Services

-

0.2%

(0.1%

of

Total

Investments)

1,490

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

1,311,200

Media

-

1.7%

(1.1%

of

Total

Investments)

1,250

Clear

Channel

Outdoor

Holdings

Inc,

144A

7.750%

4/15/28

CCC

1,178,125

625

Clear

Channel

Outdoor

Holdings

Inc,

144A

7.500%

6/01/29

CCC

589,812

2,120

DISH

DBS

Corp,

144A

5.250%

12/01/26

Ba3

1,946,478

1,481

iHeartCommunications

Inc

8.375%

5/01/27

B-

1,466,609

3,080

iHeartCommunications

Inc,

144A

5.250%

8/15/27

BB-

2,879,800

5

iHeartCommunications

Inc

6.375%

5/01/26

BB-

4,630

1,751

McGraw-Hill

Education

Inc,

144A

5.750%

8/01/28

BB+

1,562,767

10,312

Total

Media

9,628,221

17

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

Metals

&

Mining

-

0.2%

(0.1%

of

Total

Investments)

$

1,220

First

Quantum

Minerals

Ltd,

144A

6.875%

10/15/27

B+

$

1,226,100

Oil,

Gas

&

Consumable

Fuels

-

3.6%

(2.2%

of

Total

Investments)

879

Baytex

Energy

Corp,

144A

5.625%

6/01/24

BB-

874,605

2,300

Callon

Petroleum

Co

6.125%

10/01/24

B

2,270,698

4,200

Citgo

Holding

Inc,

144A

9.250%

8/01/24

B+

4,173,750

1,480

Citgo

Petroleum

Corp,

144A

7.000%

6/15/25

BB

1,469,832

900

Gulfport

Energy

Corp,

144A

8.000%

5/17/26

BB-

925,713

1,275

Laredo

Petroleum

Inc

9.500%

1/15/25

B

1,306,875

1,050

Matador

Resources

Co

5.875%

9/15/26

BB-

1,030,827

3,970

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

BB-

3,740,078

350

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

7.500%

11/01/23

CCC+

324,625

350

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

7.500%

4/15/26

CCC+

293,125

350

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

6.125%

3/01/25

CCC+

293,618

1,350

PBF

Holding

Co

LLC

/

PBF

Finance

Corp,

144A

9.250%

5/15/25

BB

1,399,532

2,625

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

6.000%

2/15/28

B

2,310,000

242

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.250%

6/15/25

B

233,663

21,321

Total

Oil,

Gas

&

Consumable

Fuels

20,646,941

Personal

Products

-

0.0%

(0.0%

of

Total

Investments)

295

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

5.000%

12/31/26

B2

261,075

Pharmaceuticals

-

0.5%

(0.3%

of

Total

Investments)

860

Bausch

Health

Cos

Inc,

144A

6.125%

4/15/25

B

862,529

1,755

Endo

Dac

/

Endo

Finance

LLC

/

Endo

Finco

Inc,

144A

9.500%

7/31/27

Caa2

1,384,835

831

Endo

Dac

/

Endo

Finance

LLC

/

Endo

Finco

Inc,

144A

6.000%

6/30/28

CCC-

357,330

329

Par

Pharmaceutical

Inc,

144A

7.500%

4/01/27

B-

300,173

3,775

Total

Pharmaceuticals

2,904,867

Software

-

0.3%

(0.2%

of

Total

Investments)

2,000

Condor

Merger

Sub

Inc,

144A

7.375%

2/15/30

CCC+

1,789,400

Specialty

Retail

-

0.0%

(0.0%

of

Total

Investments)

300

PetSmart

Inc

/

PetSmart

Finance

Corp,

144A

7.750%

2/15/29

CCC+

298,500

$

105,291

Total

Corporate

Bonds

(cost

$96,812,181)

89,691,148

Shares

Description

(1)

Value

X

21,515,447

COMMON

STOCKS

-

3.7%

(2.3%

of

Total

Investments)

X

21,515,447

Banks

-

0.0%

(0.0%

of

Total

Investments)

30,335

iQor

US

Inc

(7),(8)

$

212,345

Construction

&

Engineering

-

0.0%

(0.0%

of

Total

Investments)

1,723

TNT

Crane

&

Rigging

Inc

(7),(8)

20,676

3,055

TNT

Crane

&

Rigging

Inc

(7),(8)

2,368

Total

Construction

&

Engineering

23,044

Diversified

Consumer

Services

-

0.1%

(0.0%

of

Total

Investments)

18,448

Cengage

Learning

Holdings

II

Inc

(7),(8)

295,168

Diversified

Telecommunication

Services

-

0.1%

(0.1%

of

Total

Investments)

24,553

Windstream

Services

PE

LLC

(7),(8)

405,125

18,781

Windstream

Services

PE

LLC

(7),(8)

298,937

Total

Diversified

Telecommunication

Services

704,062

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

18

JFR

Shares

Description

(1)

Value

Energy

Equipment

&

Services

-

0.1%

(0.1%

of

Total

Investments)

83,230

Transocean

Ltd

(8)

$

312,945

7,777

Vantage

Drilling

International

(7),(8)

106,933

Total

Energy

Equipment

&

Services

419,878

Entertainment

-

0.0%

(0.0%

of

Total

Investments)

26,045

Metro-Goldwyn-Mayer

Inc

(7),(8)

109,832

Health

Care

Providers

&

Services

-

0.0%

(0.0%

of

Total

Investments)

68,990

Millennium

Health

LLC

(6),(8)

10,076

64,762

Millennium

Health

LLC

(6),(8)

2,977

Total

Health

Care

Providers

&

Services

13,053

Hotels,

Restaurants

&

Leisure

-

0.1%

(0.0%

of

Total

Investments)

138,556

24

Hour

Fitness

Worldwide

Inc

(7)

138,556

291,314

24

Hour

Fitness

Worldwide

Inc

(7),(8)

118,856

Total

Hotels,

Restaurants

&

Leisure

257,412

Independent

Power

And

Renewable

Electricity

Producers

-

1.0%

(0.6%

of

Total

Investments)

91,757

Energy

Harbor

Corp

(7),(8),(9)

5,935,577

Internet

&

Direct

Marketing

Retail

-

0.0%

(0.0%

of

Total

Investments)

17,539

Catalina

Marketing

Corp

(7),(8)

3,069

Marine

-

0.0%

(0.0%

of

Total

Investments)

860

ACBL

HLDG

CORP

(7),(8)

21,214

Media

-

0.0%

(0.0%

of

Total

Investments)

8

Cumulus

Media

Inc,

Class

A

(8)

110

1,973,746

Hibu

plc

(7),(8)

9,869

45,942

Tribune

Co,

Class

C

(7),(8)

459

Total

Media

10,438

Multiline

Retail

-

0.0%

(0.0%

of

Total

Investments)

274

Belk

Inc

(7),(8)

2,740

Oil,

Gas

&

Consumable

Fuels

-

2.2%

(1.4%

of

Total

Investments)

9,955

California

Resources

Corp

400,291

79,375

Fieldwood

Energy

LLC

(7),(8)

10,279,062

31,131

Whiting

Petroleum

Corp

2,274,120

Total

Oil,

Gas

&

Consumable

Fuels

12,953,473

Professional

Services

-

0.1%

(0.1%

of

Total

Investments)

103,578

Skillsoft

Corp

(8)

554,142

Total

Common

Stocks

(cost

$30,674,695)

21,515,447

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

X

8,766,761

ASSET-BACKED

SECURITIES

-

1.5%

(1.0%

of

Total

Investments)

X

8,766,761

$

500

Battalion

CLO

XI

Ltd

(3-Month

LIBOR

reference

rate

+

6.850%

spread)(10)

6.974%

4/24/34

Ba3

$

479,107

1,200

Dryden

50

Senior

Loan

Fund

(3-Month

LIBOR

reference

rate

+

6.260%

spread)(10)

7.304%

7/15/30

Ba3

1,172,862

2,000

Flatiron

CLO

19

Ltd

(3-Month

LIBOR

reference

rate

+

6.100%

spread)(10)

6.559%

11/16/34

BB-

1,904,780

1,250

Gilbert

Park

CLO

Ltd

(3-Month

LIBOR

reference

rate

+

6.400%

spread)(10)

7.444%

10/15/30

Ba3

1,222,852

500

Goldentree

Loan

Opportunities

IX

Ltd

(3-Month

LIBOR

reference

rate

+

5.660%

spread)(10)

6.899%

10/29/29

BB-

479,807

19

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

$

1,000

KKR

CLO

30

Ltd

(3-Month

LIBOR

reference

rate

+

6.400%

spread)(10)

7.444%

10/17/31

Ba3

$

971,194

500

Magnetite

XXVII

Ltd

(3-Month

LIBOR

reference

rate

+

6.000%

spread)(10)

7.063%

10/20/34

Ba3

477,104

600

Neuberger

Berman

Loan

Advisers

CLO

28

Ltd

(3-Month

LIBOR

reference

rate

+

5.600%

spread)(10)

6.663%

4/20/30

BB-

572,413

1,500

Neuberger

Berman

Loan

Advisers

CLO

48

Ltd

(CME

Term

SOFR

3

Month

reference

rate

+

3.200%

spread)(10)

3.928%

4/25/36

BBB-

1,486,642

$

9,050

Total

Asset-Backed

Securities

(cost

$9,036,952)

8,766,761

Shares

Description

(1)

Value

X

5,446,656

WARRANTS

-

1.0%

(0.6%

of

Total

Investments)

X

5,446,656

Entertainment

-

0.0%

(0.0%

of

Total

Investments)

224,650

Cineworld

Warrant

(7)

$

24,712

Industrial

Conglomerates

-

0.0%

(0.0%

of

Total

Investments)

17,906

American

Commercial

Barge

Line

LLC

(7)

6,267

Marine

-

0.1%

(0.0%

of

Total

Investments)

2,558

ACBL

HLDG

CORP

(7)

104,878

3,363

ACBL

HLDG

CORP

(7)

79,592

904

ACBL

HLDG

CORP

(7)

22,299

23,541

American

Commercial

Barge

Line

LLC

(7)

5,885

Total

Marine

212,654

Oil,

Gas

&

Consumable

Fuels

-

0.9%

(0.6%

of

Total

Investments)

439

California

Resources

Corp

5,257

35,665

Fieldwood

Energy

LLC

(7)

4,618,618

50,519

Fieldwood

Energy

LLC

(7)

328,374

26,231

Fieldwood

Energy

LLC

(7)

249,194

Total

Oil,

Gas

&

Consumable

Fuels

5,201,443

Software

-

0.0%

(0.0%

of

Total

Investments)

21,002

Avaya

Holdings

Corp

(7)

1,575

Wireless

Telecommunication

Services

-

0.0%

(0.0%

of

Total

Investments)

3

Intelsat

SA/Luxembourg

(7)

5

Total

Warrants

(cost

$2,903,491)

5,446,656

Shares

Description

(1)

Coupon

Ratings

(4)

Value

427,672

CONVERTIBLE

PREFERRED

SECURITIES

-

0.1%

(0.1%

of

Total

Investments)

X

427,672

Communications

Equipment

-

0.0%

(0.0%

of

Total

Investments)

21,483

Riverbed

Technology,

Inc.

(7),(8)

0.000%

N/R

$

201,403

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

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

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Shares  

Description

(1)

Coupon

Ratings

(4)

Value

Marine

-

0.1%

(0.1%

of

Total

Investments)

3,642

ACBL

HLDG

CORP

(7),(8)

0.000%

N/R

$

150,535

3,200

ACBL

HLDG

CORP

(7),(8)

0.000%

N/R

75,734

Total

Marine

226,269

Total

Convertible

Preferred

Securities

(cost

$568,614)

427,672

Total

Long-Term

Investments

(cost

$934,124,052)

909,304,766

Shares

Description

(1)

Coupon

Value

SHORT-TERM

INVESTMENTS

-

 1.9% (1.2%

of

Total

Investments)

X

11,158,814

INVESTMENT

COMPANIES

-

1.9%

(1.2%

of

Total

Investments)

X

11,158,814

11,158,814

BlackRock

Liquidity

Funds

T-Fund

Portfolio

0.305%(11)

$

11,158,814

Total

Investment

Companies

(cost

$11,158,814)

11,158,814

Total

Short-Term

Investments

(cost

$11,158,814)

11,158,814

Total

Investments

(cost

$

945,282,866

)

-

159

.5

%

920,463,580

Borrowings

-

(41.3)%

(12),(13)

(

238,400,000

)

Taxable

Fund

Preferred

Shares,

net

of

deferred

offering

costs

-

(17.2)%(14)

(

99,366,034

)

Other

Assets

Less

Liabilities

-

(1.0)%

(

5,529,903

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

577,167,643

Floating

Rate

Income

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Variable

Rate

Senior

Loan

Interests

$

–

$

779,648,652

$

3,808,430

*

$

783,457,082

Corporate

Bonds

–

89,691,148

–

89,691,148

Common

Stocks

3,541,608

17,960,786

**

13,053

*

21,515,447

Asset-Backed

Securities

–

8,766,761

–

8,766,761

Warrants

5,257

5,441,399

**

–

5,446,656

Convertible

Preferred

Securities

–

427,672

**

–

427,672

Short-Term

Investments:

Investment

Companies

11,158,814

–

–

11,158,814

Total

$

14,705,679

$

901,936,418

$

3,821,483

$

920,463,580

*

Refer

to

the

Fund’s

Portfolio

of

Investments

for

securities

classified

as

Level

3.

**

Refer

to

the

Fund’s

Portfolio

of

Investments

for

securities

classified

as

Level

2.

21

The

following

is

a

reconciliation

of

the

Fund’s

Level

3

investments

held

at

the

beginning

and

end

of

the

measurement

period:

As

of

the

measurement

date,

the

following

Common

Stocks

categorized

as

Level

3:

(1)

Millennium

Health

LLC

are

priced

based

on

updated

financial

statements

which

reflect

the

most

recent

net

asset

values;

(2)

Skillsoft

Corp

are

priced

at

an

amortized

discount

applied

to

the

closing

price

of

the

common

shares.

The

Variable

Rate

Senior

Loan

Interests

categorized

as

Level

3

are

utilizing

a

weighted

probability

model.

The

warrants

categorized

as

Level

3

are

utilizing

the

weighted

average

of

quarterly

cash

payments

received

with

a

25%

discount.

The

table

below

presents

the

transfers

in

and

out

of

the

three

valuation

levels

for

the

Fund

as

of

the

end

of

the

reporting

period

when

compared

to

the

valuation

levels

at

the

end

of

the

previous

fiscal

year.

Changes

in

valuation

inputs

or

methodologies

may

result

in

transfers

into

or

out

of

an

assigned

level

within

the

fair

value

hierarchy.

Transfers

in

or

out

of

levels

are

generally

due

to

the

availability

of

publicly

available

information

and

to

the

significance

or

extent

the

Adviser

determines

that

the

valuation

inputs

or

methodologies

may

impact

the

valuation

of

those

securities.

Level

3

Variable

Rate

Senior

Loan

Interests

Common

Stocks

Warrants

Balance

at

the

beginning

of

period

$4,035,068

$869,850

$8,755

Gains

(losses):

Net

realized

gains

(losses)

52

(77,571)

-

Change

in

net

unrealized

appreciation

(depreciation)

(272,705)

(222,257)

3,397

Purchases

at

cost

(2,338)

-

-

Sales

at

proceeds

(39,178)

-

-

Net

discounts

(premiums)

87,531

-

-

Transfers

into

-

-

-

Transfers

(out

of)

-

(556,969)

(12,152)

Balance

at

the

end

of

period

$3,808,430

$13,053

$-

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$(272,705)

$(119,572)

$-

Level

1

Level

2

Level

3

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Common

Stocks

$554,142

$-

$2,827

$-

$-

$(556,969)

Warrants

-

-

12,152

-

-

(12,152)

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

valued

at

fair

value

using

methods

determined

in

good

faith

by,

or

at

the

discretion

of,

the

Board.

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(7)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(8)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(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

25.9%.

(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

10.8%.

Nuveen

Floating

Rate

Income

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

22

JFR

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.

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.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.