1
Nuveen
Floating
Rate
Income
Fund
Portfolio
of
Investments
April
30,
2024
(Unaudited)
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
LONG-TERM
INVESTMENTS
-
159.6%
(95.5%
of
Total
Investments)
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
139
.5
%
(
83
.5
%
of
Total
Investments)
(b)
X
1,735,392,072
Automobiles
&
Components
-
0.7%
(0.4%
of
Total
Investments)
$
1,048
Adient
US
LLC,
Term
Loan
B2
8.066%
TSFR1M
2.750%
1/29/31
$
1,054,244
3,312
Clarios
Global
LP,
Term
Loan
B
8.316%
SOFR30A
3.000%
5/06/30
3,327,232
3,819
DexKo
Global
Inc.,
Term
Loan
B
9.321%
SOFR90A
3.750%
10/04/28
3,796,461
Total
Automobiles
&
Components
8,177,937
Capital
Goods
-
8.4%
(5.0%
of
Total
Investments)
4,091
ACProducts,
Inc.,
Term
Loan
B
,
(DD1)
9.814%
SOFR90A
4.250%
5/17/28
3,563,560
624
Aegion
Corporation,
Term
Loan
9.567%
TSFR1M
4.250%
5/17/28
628,845
7,311
Ali
Group
North
America
Corporation,
Term
Loan
B
7.445%
SOFR30A
2.000%
10/13/28
7,336,264
4,314
Alliance
Laundry
Systems
LLC,
Term
Loan
B
8.910%
3.500%
10/08/27
4,335,741
1,078
Atlas
CC
Acquisition
Corp,
Term
Loan
B
9.855%
TSFR3M
4.250%
5/25/28
992,612
219
Atlas
CC
Acquisition
Corp,
Term
Loan
C
9.855%
TSFR3M
4.250%
5/25/28
201,887
2,705
Centuri
Group,
Inc,
Term
Loan
B
7.871%
2.500%
8/28/28
2,710,899
10,532
Chamberlain
Group
Inc,
Term
Loan
B
8.666%
SOFR30A
3.250%
10/22/28
10,536,057
500
Chariot
Buyer
LLC
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
501,652
2,192
Chart
Industries,
Inc.,
Term
Loan
8.673%
SOFR30A
3.250%
3/18/30
2,202,172
4,645
Core
&
Main
LP,
Term
Loan
B
7.918%
2.500%
6/10/28
4,674,308
1,189
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.671%
SOFR30A
3.250%
4/12/28
1,167,359
361
Dynasty
Acquisition
Co
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
362,994
375
Fly
Funding
II
S.a.r.l.,
Term
Loan
B
7.330%
3-Month
LIBOR
1.750%
8/11/25
366,015
4,837
Gates
Global
LLC,
Term
Loan
B3
7.916%
TSFR1M
2.500%
3/31/27
4,858,179
1,900
INNIO
Group
Holding
GmbH,
Term
Loan
B
9.576%
TSFR3M
4.250%
11/06/28
1,914,849
6,305
Madison
IAQ
LLC,
Term
Loan
8.680%
SOFR30A
3.250%
6/21/28
6,315,072
1,730
MI
Windows
and
Doors,
LLC,
Term
Loan
B2
8.816%
TSFR1M
3.500%
3/21/31
1,740,095
7,453
Quikrete
Holdings,
Inc.,
Term
Loan
B
7.819%
SOFR30A
2.500%
3/18/31
7,466,163
3,395
Resideo
Funding
Inc.,
Term
Loan
7.684%
SOFR30A
2.250%
2/14/28
3,403,487
139
Standard
Aero
Ltd
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
139,961
2,188
Standard
Industries
Inc.,
Term
Loan
B
7.680%
TSFR1M
2.250%
9/22/28
2,196,524
3,880
Titan
Acquisition
Limited,
Term
Loan
B
,
(DD1)
10.317%
SOFR90A
5.000%
2/01/29
3,904,657
4,498
TK
Elevator
US
Newco
Inc,
Term
Loan
B
,
(DD1)
8.791%
SOFR90A
3.500%
4/15/30
4,521,382
4,101
TransDigm,
Inc.,
Term
Loan
H
8.059%
SOFR90A
2.750%
2/22/27
4,123,226
10,850
TransDigm,
Inc.,
Term
Loan
I
8.570%
SOFR90A
3.250%
8/24/28
10,916,540
349
TransDigm,
Inc.,
Term
Loan
J
8.559%
SOFR30A
3.250%
2/28/31
351,567
4,165
Victory
Buyer
LLC,
Term
Loan
9.342%
TSFR3M
3.750%
11/18/28
3,958,481
8,781
Windsor
Holdings
III,
LLC,
Term
Loan
B
9.319%
SOFR30A
4.000%
8/01/30
8,867,516
Total
Capital
Goods
104,258,064
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
2
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Commercial
&
Professional
Services
-
10.3%
(6.1%
of
Total
Investments)
$
11,090
Allied
Universal
Holdco
LLC,
Term
Loan
B
9.166%
TSFR1M
3.750%
5/15/28
$
11,110,967
4,891
Amentum
Government
Services
Holdings
LLC,
Term
Loan
9.315%
SOFR30A
4.000%
2/07/29
4,908,519
1,125
Anticimex
Global
AB,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,106,719
4,627
Anticimex
International
AB,
Term
Loan
B1
8.461%
SOFR90A
3.150%
11/16/28
4,646,501
2,545
CHG
Healthcare
Services
Inc.,
Term
Loan
12.909%
SOFR90A
7.500%
9/29/28
2,553,272
3,132
CoreLogic,
Inc.,
Term
Loan
8.930%
TSFR1M
3.500%
6/02/28
3,038,413
4,187
Covanta
Holding
Corporation,
Term
Loan
B
7.816%
TSFR1M
2.500%
11/30/28
4,192,883
320
Covanta
Holding
Corporation,
Term
Loan
C
7.817%
TSFR1M
2.500%
11/30/28
320,513
6,016
Creative
Artists
Agency,
LLC
,
Term
Loan
B
8.566%
TSFR1M
3.250%
11/27/28
6,043,814
1,447
Dayforce,
Inc.,
Term
Loan
B
7.816%
TSFR1M
2.500%
3/03/31
1,451,522
7,482
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
B
8.068%
TSFR1M
2.750%
1/18/29
7,508,083
5,583
EAB
Global,
Inc.,
Term
Loan
8.930%
1-Month
LIBOR
3.500%
8/16/28
5,596,912
3,030
Evertec
Group,
LLC,
Term
Loan
B
8.816%
TSFR1M
3.500%
10/15/30
3,049,441
4,978
Garda
World
Security
Corporation,
Term
Loan
B
9.583%
SOFR90A
4.250%
2/01/29
5,005,935
3,748
GFL
Environmental
Inc.,
First
Lien
Term
Loan
7.826%
TSFR3M
2.500%
5/28/27
3,770,438
17,663
GTCR
W
Merger
Sub
LLC,
Term
Loan
B
8.309%
SOFR30A
3.000%
1/31/31
17,745,839
1,706
Herman
Miller,
Inc,
Term
Loan
B
7.430%
TSFR1M
2.000%
7/19/28
1,704,945
4,598
LABL,
Inc.,
Term
Loan,
First
Lien
10.416%
TSFR1M
5.000%
10/29/28
4,509,851
3,367
OMNIA
Partners
LLC,
Term
Loan
B
9.074%
SOFR90A
3.750%
7/25/30
3,390,128
5,867
Prime
Security
Services
Borrower,
LLC,
Term
Loan
B
7.579%
TSFR3M
2.250%
10/15/30
5,885,147
82
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan
N/A%
N/A
N/A
2/28/25
75,431
7,317
Verscend
Holding
Corp.,
Term
Loan
B
9.445%
1-Month
LIBOR
4.000%
8/27/25
7,325,705
8,024
Vertical
US
Newco
Inc,
Term
Loan
B
,
(DD1)
9.081%
3.500%
7/30/27
8,066,725
773
VT
Topco,
Inc.,
Term
Loan
B
8.816%
TSFR1M
3.500%
8/12/30
777,009
14,663
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
8.180%
TSFR1M
2.750%
3/27/28
13,889,118
Total
Commercial
&
Professional
Services
127,673,830
Consumer
Discretionary
Distribution
&
Retail
-
5.9%
(3.5%
of
Total
Investments)
853
Academy,
Ltd.,
Term
Loan
9.193%
TSFR1M
3.750%
11/08/27
855,044
1,275
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
7.180%
SOFR30A
1.750%
8/06/27
1,263,552
2,660
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
8.416%
SOFR30A
3.000%
3/16/29
2,653,539
1,252
Belk,
Inc.,
Term
Loan
15.000%
Prime
6.500%
7/31/25
1,153,522
6,018
Belk,
Inc.,
Term
Loan
,
(cash
15.299%,
PIK
8.000%)
10.000%
N/A
N/A
7/31/25
1,303,839
2,174
Belron
Finance
US
LLC,
Term
Loan,
First
Lien
7.677%
SOFR90A
2.250%
4/13/29
2,178,672
1,820
CI
Maroon
Holdings
LLC
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,830,247
9,051
CNT
Holdings
I
Corp,
Term
Loan
8.830%
TSFR3M
3.500%
11/08/27
9,093,633
3
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Consumer
Discretionary
Distribution
&
Retail
(continued)
$
1,831
Driven
Holdings,
LLC,
Term
Loan
B
8.430%
SOFR30A
3.000%
12/18/28
$
1,834,040
2,466
EOS
Finco
Sarl,
Term
Loan
11.309%
SOFR90A
6.000%
8/03/29
1,791,346
1,778
Fastlane
Parent
Company,
Inc.,
Term
Loan
B
9.816%
SOFR30A
4.500%
9/29/28
1,786,037
5,331
(d)
Jo-Ann
Stores,
Inc.,
Term
Loan
B1
10.076%
SOFR90A
4.750%
6/30/28
146,589
500
Kodiak
BP
LLC
,Term
Loan
,
(WI/
DD)
TBD
TBD
TBD
TBD
502,502
7,318
LBM
Acquisition
LLC,
Term
Loan
B
,
(DD1)
9.166%
TSFR1M
3.750%
12/20/27
7,336,476
2,442
Les
Schwab
Tire
Centers,
Term
Loan
B
8.686%
SOFR30A
3.250%
11/02/27
2,451,957
2,655
Mister
Car
Wash
Holdings,
Inc.,
Term
Loan
B
8.316%
TSFR1M
3.000%
3/21/31
2,664,133
18,608
PetSmart,
Inc.,
Term
Loan
B
9.166%
SOFR30A
3.750%
2/14/28
18,375,812
5,731
Restoration
Hardware,
Inc.,
Term
Loan
B
7.930%
SOFR30A
2.500%
10/15/28
5,601,649
3,212
SRS
Distribution
Inc.,
Term
Loan
8.666%
SOFR30A
3.250%
6/04/28
3,238,017
1,428
Staples,
Inc.,
Term
Loan
10.443%
1-Month
LIBOR
5.000%
4/13/26
1,412,736
5,595
Wand
NewCo
3,
Inc.,
Term
Loan
B
9.066%
SOFR30A
3.750%
1/30/31
5,638,054
Total
Consumer
Discretionary
Distribution
&
Retail
73,111,396
Consumer
Durables
&
Apparel
-
2.6%
(1.6%
of
Total
Investments)
4,325
(e)
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
9.570%
4.250%
7/31/28
4,352,031
9,633
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
,
(DD1)
9.074%
SOFR30A
3.750%
7/31/28
9,677,551
1,000
Amer
Sports
Company,
Term
Loan
8.576%
TSFR3M
3.250%
2/18/31
1,004,065
2,784
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
8.827%
SOFR90A
3.250%
4/28/28
2,799,377
1,555
Hayward
Industries,
Inc.,
Term
Loan
8.180%
SOFR30A
2.750%
5/30/28
1,558,298
108
Serta
Simmons
Bedding,
LLC,
Term
Loan
12.924%
SOFR90A
7.500%
6/29/28
95,034
2,227
SRAM,
LLC
,
Term
Loan
B
8.180%
SOFR30A
2.750%
5/18/28
2,228,997
6,168
Topgolf
Callaway
Brands
Corp.,
Term
Loan
B
8.316%
TSFR1M
3.000%
3/09/30
6,196,349
4,695
Weber-Stephen
Products
LLC,
Term
Loan
B
,
(DD1)
8.680%
SOFR30A
3.250%
10/29/27
4,349,590
Total
Consumer
Durables
&
Apparel
32,261,292
Consumer
Services
-
19.7%
(11.8%
of
Total
Investments)
35,128
1011778
B.C.
Unlimited
Liability
Company,
Term
Loan
B5
,
(DD1)
7.566%
TSFR1M
2.250%
9/23/30
35,224,996
766
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
19.588%
SOFR90A
14.000%
9/29/26
497,891
1,574
24
Hour
Fitness
Worldwide,
Inc.,
Term
Loan
,
(cash
10.529%,
PIK
5.000%)
10.571%
SOFR90A
5.000%
12/29/25
781,920
4,336
Alterra
Mountain
Company,
Term
Loan
B4
8.577%
TSFR1M+1-
Week
LIBOR
3.250%
8/17/28
4,360,156
204
Alterra
Mountain
Company,
Term
Loan
B5
8.827%
TSFR1M
3.500%
5/31/30
205,436
1,457
Aramark
Services,
Inc.,
Term
Loan
B5
7.316%
TSFR1M
2.000%
6/24/30
1,458,286
876
AVSC
Holding
Corp.,
Term
Loan
B3
,
(cash
5.000%,
PIK
10.000%)
7.500%
3-Month
LIBOR
10.000%
12/04/26
909,348
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
4
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Consumer
Services
(continued)
$
11,811
Caesars
Entertainment
Corp,
Term
Loan
B
8.666%
SOFR30A
3.250%
1/25/30
$
11,849,853
4,000
Caesars
Entertainment
Inc.,
Term
Loan
B1
8.066%
TSFR1M
2.750%
2/06/31
4,010,500
3,054
Carnival
Corporation,
Term
Loan
B
8.067%
SOFR30A
2.750%
10/18/28
3,070,015
3,635
Carnival
Corporation,
Term
Loan
B
8.067%
SOFR30A
2.750%
8/09/27
3,658,237
2,225
Cedar
Fair
LP
,Term
Loan
,
(WI/
DD)
TBD
TBD
TBD
TBD
2,227,781
6,695
Churchill
Downs
Incorporated,
Term
Loan
B1
7.416%
TSFR1M
2.000%
3/17/28
6,709,986
17,055
ClubCorp
Holdings,
Inc.,
Term
Loan
B2
10.564%
SOFR90A
5.000%
9/18/26
17,115,105
15,274
Fertitta
Entertainment,
LLC,
Term
Loan
B
9.069%
SOFR30A
3.750%
1/29/29
15,327,010
2,890
Fleet
Midco
I
Limited,
Term
Loan
B
8.574%
TSFR3M
3.250%
2/10/31
2,904,450
24,065
Flutter
Entertainment
PLC,
Term
Loan
B
7.559%
SOFR90A
2.250%
11/29/30
24,137,724
7,472
Formula
One
Holdings
Limited,
Term
Loan
B
7.559%
SOFR90A
2.250%
1/15/30
7,493,482
1,935
GT
Polaris,
Inc.,
Term
Loan
9.341%
TSFR3M
3.750%
9/24/27
1,933,437
5,807
GVC
Holdings
(Gibraltar)
Limited,
Term
Loan
B
8.909%
SOFR90A
3.500%
10/31/29
5,832,852
10,242
Hilton
Domestic
Operating
Company,
Inc.,
Term
Loan
B4
7.417%
SOFR30A
2.000%
11/08/30
10,276,730
2,090
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
7.941%
TSFR1M
2.625%
1/17/31
2,096,751
5,119
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
7.816%
SOFR30A
2.500%
8/02/28
5,132,519
15,388
IRB
Holding
Corp,
Term
Loan
B
8.166%
SOFR30A
2.750%
12/15/27
15,428,120
4,609
Life
Time
Fitness
Inc
,
Term
Loan,
First
Lien
9.591%
SOFR90A
4.000%
1/15/26
4,642,316
10,845
Light
and
Wonder
International,
Inc.,
Term
Loan
8.071%
TSFR1M
2.750%
4/16/29
10,882,803
800
Marriott
Ownership
Resorts,
Inc.,
Term
Loan
B
7.566%
SOFR30A
2.250%
4/01/31
801,000
11,307
Motion
Finco
Sarl,
Term
Loan
B
,
(DD1)
9.071%
SOFR90A
3.500%
11/30/29
11,308,491
1,564
NASCAR
Holdings,
Inc,
Term
Loan
B
7.930%
SOFR30A
2.500%
10/19/26
1,575,879
3,024
PCI
Gaming
Authority,
Term
Loan
7.930%
SOFR30A
2.250%
5/29/26
3,035,842
2,560
Penn
National
Gaming,
Inc.,
Term
Loan
B
8.166%
SOFR30A
2.750%
4/20/29
2,566,432
5,025
PG
Investment
Company
59
S.a
r.l.,
Term
Loan
B
,
(DD1)
8.812%
SOFR90A
3.500%
3/24/31
5,049,070
6,712
Scientific
Games
Holdings
LP,
Term
Loan
B
,
(DD1)
8.556%
SOFR90A
3.250%
2/04/29
6,723,143
5,728
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
7.816%
TSFR1M
2.500%
8/25/28
5,733,239
7,413
Spin
Holdco
Inc.,
Term
Loan
9.585%
SOFR90A
4.000%
3/06/28
6,564,834
2,592
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
8.187%
SOFR30A+1-
Month
LIBOR
2.750%
5/16/25
2,601,999
717
WW
International,
Inc.,
Term
Loan
B
8.930%
TSFR1M
3.500%
4/13/28
327,694
Total
Consumer
Services
244,455,327
5
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Consumer
Staples
Distribution
&
Retail
-
0.6%
(0.3%
of
Total
Investments)
$
2,289
Cardenas
Markets,
Inc.,
Term
Loan
12.159%
SOFR90A
6.750%
8/01/29
$
2,305,609
4,450
US
Foods,
Inc.,
Term
Loan
B
7.430%
SOFR30A
2.000%
9/14/26
4,469,174
368
US
Foods,
Inc.,
Term
Loan
B
7.316%
TSFR1M
2.000%
11/22/28
369,998
Total
Consumer
Staples
Distribution
&
Retail
7,144,781
Diversified
Financials
-
0.0%
(0.0%
of
Total
Investments)
4,663
(d)
Ditech
Holding
Corporation,
Term
Loan
0.000%
N/A
N/A
6/30/24
512,913
Total
Diversified
Financials
512,913
Energy
-
3.0%
(1.8%
of
Total
Investments)
3,681
BCP
Renaissance
Parent
LLC,
Term
Loan
B
,
(DD1)
8.829%
SOFR90A
3.500%
10/31/28
3,703,089
10,232
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
,
(DD1)
8.586%
TSFR3M
3.000%
11/16/26
10,162,204
4,386
Freeport
LNG
Investments,
LLLP,
Term
Loan
B
,
(DD1)
9.086%
SOFR90A
3.500%
12/21/28
4,367,466
4,340
Gulf
Finance,
LLC,
Term
Loan
12.181%
SOFR30A
6.750%
8/25/26
4,357,448
203
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
9.817%
TSFR1M
4.500%
8/11/29
203,718
4,351
Oryx
Midstream
Services
Permian
Basin
LLC,
Term
Loan
B
8.436%
SOFR30A
3.000%
10/05/28
4,370,378
4,008
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
8.933%
SOFR30A
3.500%
11/05/28
4,019,573
4,911
Traverse
Midstream
Partners
LLC,
Term
Loan
8.817%
3-Month
LIBOR
3.500%
2/16/28
4,931,454
1,712
Whitewater
Whistler
Holdings,
LLC,
Term
Loan
B
8.063%
SOFR90A
2.750%
2/15/30
1,719,596
Total
Energy
37,834,926
Financial
Services
-
1.5%
(0.9%
of
Total
Investments)
1,920
Advisor
Group
Holdings
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,933,958
866
Advisor
Group,
Inc.,
Term
Loan
B
9.816%
TSFR1M
4.500%
8/16/28
872,627
2,200
Aragorn
Parent
Corporation,
Term
Loan
9.569%
SOFR30A
4.250%
12/15/28
2,213,784
6,302
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
6.915%
TSFR1M
1.500%
2/12/27
6,311,356
500
Kestra
Advisor
Services
Holdings
A
Inc
,Term
Loan
,
(WI/
DD)
TBD
TBD
TBD
TBD
503,125
3,114
NCR
Atleos
LLC,
Term
Loan
B
10.175%
4.750%
3/27/29
3,140,003
3,784
WEX
Inc.,
Term
Loan
B
7.316%
TSFR1M
2.000%
4/03/28
3,798,288
Total
Financial
Services
18,773,141
Food
Beverage
&
Tobacco
-
0.2%
(0.1%
of
Total
Investments)
3,308
City
Brewing
Company,
LLC,
First
Lien
8.797%
TSFR1M
3.500%
4/14/28
2,406,783
Total
Food
Beverage
&
Tobacco
2,406,783
Food,
Beverage
&
Tobacco
-
3.3%
(2.0%
of
Total
Investments)
298
8th
Avenue
Food
&
Provisions,
Inc.,
Term
Loan
10.180%
SOFR30A
4.750%
10/01/25
288,769
3,712
8th
Avenue
Food
&
Provisions,
Inc.,
Term
Loan,
First
Lien
9.180%
1-Month
LIBOR
3.750%
10/01/25
3,583,709
2,049
Arterra
Wines
Canada,
Inc.,
Term
Loan
9.071%
SOFR90A
3.500%
11/25/27
1,888,985
4,274
CHG
PPC
Parent
LLC,
Term
Loan
8.430%
SOFR30A
3.000%
12/08/28
4,284,235
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
6
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Food,
Beverage
&
Tobacco
(continued)
$
1,212
City
Brewing
Company,
LLC
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
$
1,208,741
3,308
City
Brewing
Company,
LLC,
Term
Loan
8.797%
TSFR3M
3.500%
4/14/28
3,060,171
5,125
Fiesta
Purchaser,
Inc.,
Term
Loan
B
9.317%
TSFR1M
4.000%
2/12/31
5,151,599
2,185
Froneri
International
Ltd.,
Term
Loan
7.666%
TSFR1M
2.250%
2/01/27
2,189,697
6,359
Pegasus
BidCo
BV,
Term
Loan
9.057%
SOFR90A
3.750%
7/12/29
6,386,915
2,635
Sycamore
Buyer
LLC,
Term
Loan
B
7.683%
SOFR30A
2.250%
7/23/29
2,614,705
7,488
Triton
Water
Holdings,
Inc,
Term
Loan
8.814%
SOFR90A
3.250%
3/31/28
7,467,950
1,057
Triton
Water
Holdings,
Inc,
Term
Loan
B
9.302%
SOFR90A
4.000%
3/31/28
1,060,522
2,083
UTZ
Quality
Foods,
LLC,
Term
Loan
B
8.066%
SOFR90A
2.750%
1/20/28
2,089,486
Total
Food,
Beverage
&
Tobacco
41,275,484
Health
Care
Equipment
&
Services
-
15.1%
(9.0%
of
Total
Investments)
3,940
ADMI
Corp.,
Term
Loan
B5
11.066%
TSFR1M
5.750%
12/23/27
3,972,139
7,069
AHP
Health
Partners,
Inc.,
Term
Loan
B
8.930%
SOFR30A
3.500%
8/23/28
7,097,484
22,724
Bausch
&
Lomb,
Inc.,
Term
Loan
8.669%
SOFR30A
3.250%
5/05/27
22,612,973
744
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.659%
SOFR90A
4.250%
4/12/29
747,888
1,612
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan
9.659%
SOFR90A
4.250%
4/12/29
1,620,425
1,896
Gainwell
Acquisition
Corp.,
Term
Loan
B
9.409%
SOFR90A
4.000%
10/01/27
1,813,278
1,522
Global
Medical
Response,
Inc.,
Term
Loan
9.680%
SOFR30A
4.250%
3/14/25
1,447,843
10,351
Global
Medical
Response,
Inc.,
Term
Loan
B
9.813%
SOFR90A
4.250%
10/02/25
9,859,660
8,554
ICON
Luxembourg
S.A.R.L.,
Term
Loan
B
7.320%
SOFR90A
2.000%
7/03/28
8,600,058
1,216
Insulet
Corporation,
Term
Loan
B
8.316%
TSFR1M
3.000%
5/04/28
1,222,086
294
Medline
Borrower,
LP,
Term
Loan
B
8.068%
SOFR30A
2.750%
10/23/28
295,108
30,949
Medline
Borrower,
LP,
Term
Loan
B
8.066%
TSFR1M
2.750%
10/23/28
31,065,329
9,786
National
Mentor
Holdings,
Inc.,
Term
Loan
,
(DD1)
9.163%
3.750%
3/02/28
8,952,724
234
National
Mentor
Holdings,
Inc.,
Term
Loan
C
,
(DD1)
9.159%
SOFR90A
3.750%
3/02/28
214,462
4,789
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.341%
TSFR3M
4.750%
2/28/28
4,795,573
1,250
Pacific
Dental
Services
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
1,254,562
1,996
Packaging
Coordinators
Midco,
Inc.,
Term
Loan,
First
Lien
,
(DD1)
9.071%
SOFR90A
3.500%
11/30/27
2,005,346
21,105
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.680%
SOFR30A
3.250%
11/15/28
21,196,238
13,756
Phoenix
Guarantor
Inc,
Term
Loan
8.567%
TSFR1M
3.250%
2/21/31
13,675,020
7
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Health
Care
Equipment
&
Services
(continued)
$
2,131
PRA
Health
Sciences,
Inc.,
Term
Loan
B
7.309%
SOFR90A
2.000%
7/03/28
$
2,142,224
11,090
Select
Medical
Corporation,
Term
Loan
B1
8.316%
TSFR1M
3.000%
3/05/27
11,114,252
7,773
Star
Parent,
Inc.,
Term
Loan
B
9.309%
SOFR90A
4.000%
9/30/30
7,780,307
17,563
Surgery
Center
Holdings,
Inc.,
Term
Loan
,
(DD1)
8.815%
TSFR1M
3.500%
12/19/30
17,688,247
3,241
Team
Health
Holdings,
Inc.,
Term
Loan
B
10.575%
SOFR90A
5.250%
3/02/27
2,849,487
2,337
US
Radiology
Specialists,
Inc.,
Term
Loan
10.702%
SOFR90A
5.250%
12/15/27
2,345,149
2,428
Vyaire
Medical,
Inc.,
Term
Loan
B
10.310%
SOFR180A
4.750%
4/16/25
1,596,368
Total
Health
Care
Equipment
&
Services
187,964,230
Household
&
Personal
Products
-
0.6%
(0.4%
of
Total
Investments)
4,997
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
,
(DD1)
9.314%
SOFR90A
3.750%
12/22/26
5,011,299
2,451
Kronos
Acquisition
Holdings
Inc.,
Term
Loan,
First
Lien
,
(DD1)
11.493%
SOFR90A
6.000%
12/22/26
2,464,066
Total
Household
&
Personal
Products
7,475,365
Insurance
-
10.1%
(6.1%
of
Total
Investments)
10,288
Acrisure,
LLC,
Term
Loan
B
8.930%
1-Month
LIBOR
3.500%
2/15/27
10,295,342
9,899
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B6
,
(DD1)
8.819%
SOFR30A
3.500%
11/06/30
9,949,193
2,310
AmWINS
Group,
Inc.,
Term
Loan
B
8.180%
SOFR30A
2.750%
2/19/28
2,318,803
2,972
AssuredPartners,
Inc.,
Term
Loan
B
,
(WI/DD)
TBD
TBD
TBD
TBD
2,977,352
7,225
AssuredPartners,
Inc.,
Term
Loan
B5
8.816%
TSFR1M
3.500%
2/14/31
7,264,810
256
Asurion
LLC,
Term
Loan
B11
9.666%
SOFR30A
4.250%
8/21/28
250,100
19,717
Asurion
LLC,
Term
Loan
B8
8.680%
SOFR30A
3.250%
12/23/26
19,315,894
2,898
Asurion
LLC,
Term
Loan
B9
,
(DD1)
8.680%
SOFR30A
3.250%
7/30/27
2,822,539
4,884
Broadstreet
Partners,
Inc.,
Term
Loan
B
8.430%
SOFR30A
3.000%
1/27/27
4,899,192
3,713
Broadstreet
Partners,
Inc.,
Term
Loan
B2
,
(DD1)
8.680%
SOFR30A
3.250%
1/27/27
3,722,917
9,234
Broadstreet
Partners,
Inc.,
Term
Loan
B3
,
(DD1)
9.066%
TSFR1M
3.750%
1/26/29
9,277,981
17,341
HUB
International
Limited,
Term
Loan
B
,
(DD1)
8.569%
TSFR3M
3.250%
6/20/30
17,448,263
1,592
Ryan
Specialty
Group,
LLC,
Term
Loan
8.066%
SOFR30A
2.750%
9/01/27
1,597,226
17,305
Truist
Insurance
Holdings
LLC
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
17,361,847
5,249
USI,
Inc.,
Term
Loan
8.552%
SOFR90A
3.250%
9/27/30
5,272,191
10,945
USI,
Inc.,
Term
Loan
B
,
(DD1)
8.302%
SOFR90A
3.000%
11/23/29
10,984,167
Total
Insurance
125,757,817
Materials
-
8.7%
(5.2%
of
Total
Investments)
2,720
Arsenal
AIC
Parent
LLC,
Term
Loan
B
9.066%
TSFR1M
3.750%
8/19/30
2,744,034
748
Ascend
Performance
Materials
Operations
LLC,
Term
Loan
B
10.074%
TSFR3M
4.750%
8/27/26
736,438
2,495
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
9.202%
SOFR90A
3.750%
12/12/25
2,416,502
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
8
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Materials
(continued)
$
4,020
Axalta
Coating
Systems
U.S.
Holdings,
Inc.,
Term
Loan
B6
7.330%
TSFR3M
2.000%
12/20/29
$
4,036,423
1,195
Berlin
Packaging
LLC,
Term
Loan
B5
,
(DD1)
9.256%
SOFR90A
3.750%
3/13/28
1,197,514
3,604
Charter
NEX
US,
Inc.,
Term
Loan
B
8.816%
TSFR1M
3.500%
12/01/27
3,621,561
9,402
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
9.091%
SOFR30A
3.675%
4/13/29
9,453,145
5,328
CPC
Acquisition
Corp,
Term
Loan
9.321%
SOFR90A
3.750%
12/29/27
4,523,259
3,800
Derby
Buyer
LLC,
Term
Loan
9.577%
TSFR1M
4.250%
11/01/30
3,823,769
8,355
Discovery
Purchaser
Corporation,
Term
Loan
,
(DD1)
9.681%
TSFR3M
4.375%
8/03/29
8,358,904
1,489
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
9.180%
SOFR30A
3.750%
3/03/30
1,487,827
4,511
INEOS
Quattro
Holdings
UK
Ltd,
Term
Loan
B,
First
Lien
9.666%
SOFR30A
4.250%
3/29/29
4,507,970
5,193
Ineos
US
Finance
LLC,
Term
Loan
B
,
(DD1)
8.930%
SOFR30A
3.500%
2/09/30
5,212,778
2,000
Ineos
US
Finance
LLC,
Term
Loan
B
,
(DD1)
9.067%
TSFR1M
3.750%
1/31/31
2,008,760
1,398
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
,
(DD1)
10.267%
SOFR180A
4.725%
2/09/26
1,267,344
529
Kraton
Corporation,
Term
Loan
8.841%
SOFR90A
3.250%
3/15/29
509,498
5,215
Lonza
Group
AG,
Term
Loan
B
9.334%
SOFR90A
3.925%
7/03/28
5,016,241
8,223
Nouryon
Finance
B.V.,
Term
Loan
B
9.397%
SOFR90A
4.000%
4/03/28
8,255,590
1,868
PMHC
II,
Inc.,
Term
Loan
B
9.706%
SOFR90A
4.250%
2/03/29
1,843,977
989
PQ
Corporation,
Term
Loan
B
7.930%
TSFR3M
2.500%
6/09/28
989,408
3,274
Proampac
PG
Borrower
LLC,
Term
Loan
10.590%
TSFR3M
4.000%
9/15/28
3,300,216
6,453
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
8.685%
SOFR30A
3.250%
9/25/28
6,494,106
2,158
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.680%
SOFR30A
3.250%
2/05/26
2,171,646
645
Starfruit
Finco
B.V,
Term
Loan
9.423%
SOFR30A
4.000%
3/03/28
647,141
3,925
SupplyOne
Inc
,Term
Loan
,
(WI/
DD)
TBD
TBD
TBD
TBD
3,942,172
8,641
TricorBraun
Holdings,
Inc.,
Term
Loan
8.680%
SOFR30A
3.250%
3/03/28
8,559,271
997
Tronox
Finance
LLC,
Term
Loan
8.552%
SOFR90A
3.250%
4/04/29
1,000,573
3,242
Tronox
Finance
LLC,
Term
Loan
B
8.816%
TSFR1M
3.500%
8/16/28
3,254,551
6,299
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
9.180%
TSFR1M
3.750%
7/02/25
6,301,775
873
W.R.
Grace
&
Co.-Conn.,
Term
Loan
B
9.321%
SOFR90A
3.750%
9/22/28
875,338
Total
Materials
108,557,731
Media
&
Entertainment
-
6.1%
(3.7%
of
Total
Investments)
6,439
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
8.918%
SOFR30A
3.500%
12/21/28
6,479,302
1,199
Altice
Financing
SA,
Term
Loan
10.329%
TSFR3M
5.000%
10/29/27
1,092,494
4,135
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
8.433%
SOFR30A
3.000%
4/22/26
3,600,558
2,917
Cable
One,
Inc.,
Term
Loan
B4
7.430%
SOFR30A
2.000%
5/03/28
2,901,089
3,266
Cengage
Learning,
Inc.,
Term
Loan
B
9.565%
TSFR1M
4.250%
3/18/31
3,276,500
1,111
Checkout
Holding
Corp.,
Term
Loan
14.801%
TSFR3M
9.500%
5/24/30
583,097
9
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Media
&
Entertainment
(continued)
$
4,216
Cinemark
USA,
Inc.,
Term
Loan
B
,
(DD1)
9.062%
3.750%
5/18/30
$
4,240,422
9,291
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
9.430%
TSFR1M
4.000%
8/23/28
9,310,424
7,451
Crown
Finance
US,
Inc.,
Term
Loan
,
(cash
6.941%,
PIK
7.000%)
6.965%
TSFR1M+1-
Month
LIBOR
4.250%
7/31/28
7,595,530
5,854
DirecTV
Financing,
LLC,
Term
Loan
10.430%
TSFR1M
5.000%
8/02/27
5,891,119
3,829
Dotdash
Meredith
Inc,
Term
Loan
B
9.429%
SOFR30A
4.000%
12/01/28
3,803,243
1,438
Gray
Television,
Inc.,
Term
Loan
E
7.942%
TSFR1M
2.500%
1/02/26
1,422,349
1,749
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
7.666%
SOFR30A
2.250%
3/24/25
1,748,892
7,301
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
10.180%
SOFR30A
4.750%
7/31/28
7,317,719
1,194
Mission
Broadcasting,
Inc.,
Term
Loan
B
7.942%
TSFR1M
2.500%
6/02/28
1,190,498
1,630
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
7.930%
SOFR30A
2.500%
9/18/26
1,633,330
662
Radiate
Holdco,
LLC,
Term
Loan
B
8.680%
TSFR1M
3.250%
9/25/26
535,060
1,600
Red
Ventures,
LLC,
Term
Loan
B
8.317%
TSFR1M
3.000%
2/23/30
1,603,056
860
Simon
&
Schuster
Inc,
Term
Loan
B
9.330%
TSFR3M
4.000%
10/30/30
864,730
4,221
UPC
Financing
Partnership,
Term
Loan
AX
8.435%
SOFR30A
3.000%
1/31/29
4,212,030
3,700
Virgin
Media
Bristol
LLC,
Term
Loan
Q
8.685%
SOFR30A
3.250%
1/31/29
3,651,437
1,050
Virgin
Media
Bristol
LLC,
Term
Loan
Y
8.656%
SOFR180A
3.250%
3/06/31
1,033,158
2,455
Wood
Mackenzie
Limited,
Term
Loan
B
8.814%
SOFR90A
3.500%
2/10/31
2,468,932
Total
Media
&
Entertainment
76,454,969
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
3.0%
(1.8%
of
Total
Investments)
3,362
Amneal
Pharmaceuticals
LLC,
Term
Loan
B
10.816%
TSFR1M
5.500%
5/04/28
3,369,681
1,592
Curia
Global,
Inc.,
Term
Loan
9.171%
3.750%
8/28/26
1,515,699
2,587
Elanco
Animal
Health
Incorporated,
Term
Loan
B
7.177%
TSFR1M
1.750%
8/02/27
2,585,977
20,227
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
B
,
(DD1)
8.430%
SOFR30A
3.000%
5/05/28
20,369,478
7,585
Organon
&
Co,
Term
Loan
8.433%
SOFR30A
3.000%
6/02/28
7,636,364
2,271
Perrigo
Investments,
LLC,
Term
Loan
B
7.666%
SOFR30A
2.250%
4/05/29
2,271,140
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
37,748,339
Real
Estate
Management
&
Development
-
0.7%
(0.4%
of
Total
Investments)
4,420
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.666%
SOFR30A
3.250%
1/31/30
4,436,785
3,865
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
9.066%
TSFR1M
4.000%
1/31/30
3,884,639
232
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
8.180%
SOFR30A
2.750%
8/21/25
231,641
Total
Real
Estate
Management
&
Development
8,553,065
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
10
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Semiconductors
&
Semiconductor
Equipment
-
0.1%
(0.1%
of
Total
Investments)
$
3,444
Bright
Bidco
B.V.,
Term
Loan
,
(cash
6.378%,
PIK
8.000%)
7.165%
TSFR3M+3-
Month
LIBOR
4.500%
10/31/27
$
1,041,779
Total
Semiconductors
&
Semiconductor
Equipment
1,041,779
Software
&
Services
-
23.3%
(14.0%
of
Total
Investments)
1,436
Apttus
Corporation,
Term
Loan
9.430%
TSFR1M
4.000%
5/08/28
1,439,377
12,093
Avaya,
Inc.,
Term
Loan
6.642%
1-Month
5.326%
8/01/28
10,526,371
5,450
Azalea
Topco
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
5,439,781
16,499
Banff
Merger
Sub
Inc,
Term
Loan
9.566%
SOFR30A
4.250%
12/29/28
16,620,340
6,104
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.066%
TSFR1M
2.750%
1/31/31
6,123,448
857
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
7.680%
SOFR30A
2.250%
9/21/28
858,063
10,788
Cotiviti
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
10,810,439
6,141
DTI
Holdco,
Inc.,
Term
Loan
10.066%
SOFR30A
4.750%
4/21/29
6,151,697
748
Epicor
Software
Corp
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
753,504
17,907
Epicor
Software
Corporation,
Term
Loan
8.680%
SOFR30A
3.250%
7/30/27
18,006,403
798
Genesys
Cloud
Services
Holdings
II
LLC,
Term
Loan
B
9.180%
SOFR30A
3.750%
12/01/27
803,738
11,682
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
8.816%
TSFR1M
4.000%
12/01/27
11,757,690
12,593
Informatica
LLC,
Term
Loan
B
8.195%
SOFR30A
2.750%
10/14/28
12,630,779
2,733
Instructure
Holdings,
Inc.,
Term
Loan
B
8.355%
SOFR90A
2.750%
10/30/28
2,748,401
795
iQor
US
Inc.,
Exit
Term
Loan
12.918%
SOFR30A
7.600%
11/19/24
801,037
2,194
iQor
US
Inc.,
Second
Out
Term
Loan
12.918%
SOFR30A
7.600%
11/19/25
1,899,645
403
Ivanti
Software,
Inc.,
Term
Loan
B
9.555%
SOFR90A
4.000%
12/01/27
373,151
2,163
Ivanti
Software,
Inc.,
Term
Loan
B
9.814%
SOFR90A
4.250%
12/01/27
2,014,543
3,195
Marcel
LUX
IV
SARL,
Term
Loan
B
,
(DD1)
9.810%
1-Month
LIBOR
4.500%
10/07/30
3,214,314
10,619
McAfee,
LLC,
Term
Loan
B
9.177%
SOFR30A
3.750%
2/03/29
10,655,790
7,103
Mitchell
International,
Inc.,
Term
Loan
B
,
(DD1)
9.195%
TSFR1M
3.750%
10/16/28
7,123,468
9,636
NortonLifeLock
Inc.,
Term
Loan
B
7.416%
SOFR30A
2.000%
1/28/29
9,662,966
17,242
Open
Text
Corporation,
Term
Loan
B
,
(DD1)
8.166%
SOFR30A
2.750%
1/31/30
17,311,900
9,362
Peraton
Corp.,
Term
Loan
B
9.166%
SOFR30A
3.750%
2/01/28
9,376,693
1,985
Perforce
Software,
Inc.,
Term
Loan
10.066%
SOFR30A
4.750%
3/21/31
1,981,685
4,616
Perforce
Software,
Inc.,
Term
Loan
B
9.166%
TSFR1M
3.750%
7/01/26
4,592,015
2,106
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
2,107,388
4,770
Proofpoint,
Inc.,
Term
Loan,
First
Lien
8.680%
SOFR30A
3.250%
8/31/28
4,796,264
4,537
Quartz
Acquireco
LLC,
Term
Loan
B
8.809%
SOFR90A
3.500%
4/14/30
4,564,151
7,239
Rackspace
Technology
Global,
Inc.,
Term
Loan,
First
Lien
11.552%
TSFR1M
6.250%
5/15/28
7,257,201
13,896
Rackspace
Technology
Global,
Inc.,
Term
Loan,
First
Lien
8.186%
TSFR3M
2.750%
5/15/28
6,557,383
5,609
Rocket
Software,
Inc.,
Term
Loan
B
10.066%
TSFR1M
4.750%
11/28/28
5,586,096
11
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Software
&
Services
(continued)
$
1,992
Sedgwick
Claims
Management
Services,
Inc.,
Term
Loan
B
9.066%
TSFR1M
3.750%
2/24/28
$
2,002,926
8,227
Sophia,
L.P.,
Term
Loan
B
,
(DD1)
8.916%
SOFR30A
3.500%
10/29/29
8,264,670
879
SS&C
Technologies
Inc.,
Term
Loan
B5
7.180%
TSFR1M
1.750%
4/16/25
879,788
528
SS&C
Technologies
Inc.,
Term
Loan
B6
7.666%
SOFR30A
2.250%
3/22/29
529,910
1,248
SS&C
Technologies
Inc.,
Term
Loan
B7
7.666%
SOFR30A
2.250%
3/22/29
1,252,455
10,927
Syniverse
Holdings,
Inc.,
Term
Loan
12.302%
SOFR90A
7.000%
5/10/29
10,423,648
5,345
Tempo
Acquisition
LLC,
Term
Loan
B
8.066%
TSFR1M
2.750%
8/31/28
5,365,995
22,207
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
8.814%
SOFR90A
3.500%
2/10/31
22,334,540
4,201
Vision
Solutions,
Inc.,
Term
Loan
11.750%
Prime
3.250%
5/28/28
4,191,478
2,730
VS
Buyer,
LLC,
Term
Loan
B
8.569%
SOFR30A
3.250%
4/04/31
2,741,166
4,547
West
Corporation,
Term
Loan
B3
9.450%
SOFR90A
4.000%
4/10/27
4,459,655
1,892
World
Wide
Technology
Holding
Co.
LLC,
Term
Loan
8.171%
SOFR30A
2.750%
3/01/30
1,904,827
14,144
Zelis
Payments
Buyer,
Inc.,
Term
Loan
B
8.066%
TSFR1M
2.750%
9/28/29
14,184,947
7,224
ZoomInfo
LLC,
Term
Loan
7.566%
TSFR1M
2.250%
2/28/30
7,269,543
Total
Software
&
Services
290,351,269
Technology
Hardware
&
Equipment
-
2.7%
(1.6%
of
Total
Investments)
9,697
CommScope,
Inc.,
Term
Loan
B
8.680%
SOFR30A
3.250%
4/06/26
8,573,430
4,645
Delta
Topco
Inc
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
4,653,129
8,222
Delta
TopCo,
Inc.,
Term
Loan
B
9.121%
SOFR180A
3.750%
12/01/27
8,244,142
3,914
II-VI
Incorporated,
Term
Loan
B
N/A%
N/A
N/A
7/02/29
3,937,629
4,604
Ingram
Micro
Inc.,
Term
Loan
8.571%
SOFR90A
3.000%
7/02/28
4,623,802
4,061
MLN
US
HoldCo
LLC,
Term
Loan
12.127%
SOFR90A
6.700%
10/18/27
812,170
6,990
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien
9.929%
SOFR90A
4.500%
12/01/25
825,714
2,398
Riverbed
Technology,
Inc.,
Term
Loan
5.905%
3-Month
2.250%
7/03/28
1,516,617
Total
Technology
Hardware
&
Equipment
33,186,633
Telecommunication
Services
-
5.5%
(3.3%
of
Total
Investments)
4,441
Altice
France
S.A.,
Term
Loan
B12
9.278%
3-Month
LIBOR
3.688%
2/02/26
3,829,436
12,675
Altice
France
S.A.,
Term
Loan
B13
,
(DD1)
9.569%
3-Month
LIBOR
4.000%
8/14/26
10,764,800
6,469
Cincinnati
Bell,
Inc.,
Term
Loan
B2
,
(DD1)
8.666%
SOFR30A
3.250%
11/24/28
6,475,461
1,911
Connect
Finco
Sarl,
Term
Loan
B
9.816%
TSFR1M
4.500%
9/13/29
1,857,115
876
(d)
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B
0.000%
N/A
N/A
5/01/25
17,520
10,159
Frontier
Communications
Corp.,
Term
Loan
B
9.180%
SOFR30A
3.750%
10/08/27
10,151,139
928
LCPR
Loan
Financing
LLC,
Term
Loan
B
9.185%
TSFR1M
3.750%
10/16/28
912,645
10,057
Level
3
Financing
Inc.,
Term
Loan
B1
,
(DD1)
11.875%
TSFR1M
6.560%
4/15/29
9,907,818
7,815
Level
3
Financing
Inc.,
Term
Loan
B2
,
(DD1)
11.875%
TSFR1M
6.560%
4/15/30
7,676,772
2,087
Lumen
Technologies,
Inc.,
Term
Loan
B1
7.780%
1-Week
LIBOR
2.350%
4/16/29
1,515,045
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
12
JFR
Principal
Amount
(000)
Description
(a)
Coupon
(b)
Reference
Rate
(b)
Spread
(b)
Maturity
(c)
Value
Telecommunication
Services
(continued)
$
2,134
Lumen
Technologies,
Inc.,
Term
Loan
B2
7.780%
SOFR30A
2.350%
4/15/30
$
1,506,879
1,172
Virgin
Media
Bristol
LLC,
Term
Loan
N
7.935%
SOFR30A
2.500%
1/31/28
1,151,930
1,080
Zayo
Group
Holdings,
Inc.,
Term
Loan
,
(DD1)
8.317%
TSFR1M
3.000%
3/09/27
936,733
12,234
Ziggo
Financing
Partnership,
Term
Loan
I
7.935%
SOFR30A
2.500%
4/28/28
12,090,704
Total
Telecommunication
Services
68,793,997
Transportation
-
5.4%
(3.2%
of
Total
Investments)
5,303
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
10.336%
SOFR90A
4.750%
4/20/28
5,522,100
515
Air
Canada,
Term
Loan
B
7.833%
TSFR3M
2.500%
3/14/31
519,184
11,884
American
Airlines,
Inc.,
Term
Loan
B
,
(DD1)
8.598%
SOFR90A
2.750%
2/06/28
11,920,937
905
American
Airlines,
Inc.,
Term
Loan,
First
Lien
7.074%
SOFR90A
1.750%
1/29/27
905,261
873
Apple
Bidco
LLC
,Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
876,298
6,386
Brown
Group
Holding,
LLC,
Term
Loan
B
8.166%
SOFR30A
2.750%
4/22/28
6,398,500
3,344
Brown
Group
Holding,
LLC,
Term
Loan
B2
8.332%
3.000%
6/09/29
3,353,001
2,393
First
Student
Bidco
Inc,
Term
Loan
B
8.564%
SOFR90A
3.000%
7/21/28
2,399,846
728
First
Student
Bidco
Inc,
Term
Loan
C
8.564%
SOFR90A
3.000%
7/21/28
729,882
1,196
Hertz
Corporation,
(The),
Term
Loan
B
8.680%
TSFR1M
3.250%
6/30/28
1,103,590
238
Hertz
Corporation,
(The),
Term
Loan
C
8.680%
TSFR1M
3.250%
6/30/28
219,625
1,092
Kestrel
Bidco
Inc.,
Term
Loan
B
8.418%
TSFR1M
3.000%
12/11/26
1,094,954
2,786
KKR
Apple
Bidco,
LLC,
Term
Loan
8.180%
TSFR1M
2.750%
9/25/28
2,792,464
3,078
Mileage
Plus
Holdings
LLC,
Term
Loan
B
,
(DD1)
10.733%
SOFR90A
5.250%
6/21/27
3,164,334
6,167
SkyMiles
IP
Ltd.,
Term
Loan
B
9.075%
TSFR3M
3.750%
10/20/27
6,368,802
12,990
Uber
Technologies,
Inc.,
Term
Loan
B
,
(DD1)
8.079%
SOFR90A
2.750%
3/04/30
13,091,265
6,550
United
Airlines,
Inc.,
Term
Loan
B
8.076%
TSFR3M
2.750%
2/24/31
6,585,828
Total
Transportation
67,045,871
Utilities
-
2.0%
(1.2%
of
Total
Investments)
2,718
ExGen
Renewables
IV,
LLC,
Term
Loan
8.105%
TSFR3M
2.500%
12/15/27
2,722,742
1,960
Pacific
Gas
&
Electric
Company,
Term
Loan
7.816%
SOFR30A
3.000%
6/23/27
1,966,125
10,402
Talen
Energy
Supply,
LLC,
Term
Loan
B
9.826%
SOFR90A
4.500%
5/17/30
10,450,221
8,493
Talen
Energy
Supply,
LLC,
Term
Loan
C
9.826%
SOFR90A
4.500%
5/27/30
8,532,274
900
Vistra
Zero
Operating
Company,
LLC,
Term
Loan
B
8.068%
SOFR30A
2.750%
3/20/31
903,771
Total
Utilities
24,575,133
Total
Variable
Rate
Senior
Loan
Interests
(cost
$1,753,486,665)
1,735,392,072
13
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
15
.0
%
(
9
.0
%
of
Total
Investments)
X
186,994,966
Capital
Goods
-
0.3%
(0.2%
of
Total
Investments)
$
4,537
TransDigm
Inc
4.625%
1/15/29
$
4,155,847
Total
Capital
Goods
4,155,847
Commercial
&
Professional
Services
-
1.2%
(0.7%
of
Total
Investments)
3,000
(f)
Boost
Newco
Borrower
LLC
7.500%
1/15/31
3,096,276
4,650
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
6.250%
1/15/28
4,542,662
4,750
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
3.375%
8/31/27
4,326,085
3,431
(f)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
5.750%
4/15/26
3,387,844
Total
Commercial
&
Professional
Services
15,352,867
Consumer
Discretionary
Distribution
&
Retail
-
0.8%
(0.5%
of
Total
Investments)
4,620
(f)
Hertz
Corp/The
4.625%
12/01/26
3,578,575
6,055
(f)
Michaels
Cos
Inc/The
7.875%
5/01/29
4,436,580
1,812
(f)
PetSmart
Inc
/
PetSmart
Finance
Corp
4.750%
2/15/28
1,672,202
Total
Consumer
Discretionary
Distribution
&
Retail
9,687,357
Consumer
Services
-
1.2%
(0.7%
of
Total
Investments)
10,261
(f)
1011778
BC
ULC
/
New
Red
Finance
Inc
4.000%
10/15/30
8,848,818
1,807
(f)
1011778
BC
ULC
/
New
Red
Finance
Inc
3.500%
2/15/29
1,613,092
2,955
(f)
Carnival
Holdings
Bermuda
Ltd
10.375%
5/01/28
3,204,009
1,799
(f)
Life
Time
Inc
5.750%
1/15/26
1,779,437
Total
Consumer
Services
15,445,356
Energy
-
1.8%
(1.1%
of
Total
Investments)
560
(f)
Borr
IHC
Ltd
/
Borr
Finance
LLC
10.000%
11/15/28
578,885
3,500
(f)
Citgo
Petroleum
Corp
7.000%
6/15/25
3,496,412
1,799
(f)
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co
6.250%
11/01/28
1,772,541
1,799
(f)
MEG
Energy
Corp
5.875%
2/01/29
1,740,526
6,000
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
5,851,745
1,335
(f)
Talos
Production
Inc
9.375%
2/01/31
1,422,708
2,500
(f)
Transocean
Inc
11.500%
1/30/27
2,602,918
4,750
(f)
Weatherford
International
Ltd
8.625%
4/30/30
4,932,355
Total
Energy
22,398,090
Equity
Real
Estate
Investment
Trusts
(REITs)
-
0.5%
(0.3%
of
Total
Investments)
9,750
American
Tower
Corp
2.950%
1/15/51
5,885,685
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
5,885,685
Health
Care
Equipment
&
Services
-
1.4%
(0.9%
of
Total
Investments)
3,025
(f)
Mozart
Debt
Merger
Sub
Inc
3.875%
4/01/29
2,709,889
4,660
(f)
Select
Medical
Corp
6.250%
8/15/26
4,661,747
6,000
(f)
Team
Health
Holdings
Inc
13.500%
6/30/28
6,645,000
3,765
Tenet
Healthcare
Corp
6.125%
10/01/28
3,717,761
Total
Health
Care
Equipment
&
Services
17,734,397
Insurance
-
0.2%
(0.1%
of
Total
Investments)
1,825
(f)
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-Issuer
6.750%
4/15/28
1,823,074
935
(f)
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-Issuer
4.250%
10/15/27
872,174
Total
Insurance
2,695,248
Materials
-
0.8%
(0.5%
of
Total
Investments)
1,000
Ball
Corp
6.000%
6/15/29
995,033
5,425
Celanese
US
Holdings
LLC
5.900%
7/05/24
5,419,431
1,280
(f)
LABL
Inc
9.500%
11/01/28
1,280,477
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
14
JFR
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Materials
(continued)
$
1,810
(f)
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC
4.375%
9/30/28
$
1,665,759
1,135
(f)
Trinseo
Materials
Operating
SCA
/
Trinseo
Materials
Finance
Inc
5.375%
9/01/25
901,963
Total
Materials
10,262,663
Media
&
Entertainment
-
2.2%
(1.3%
of
Total
Investments)
2,500
(f)
Altice
Financing
SA
5.750%
8/15/29
1,856,936
13,000
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
8,223,028
20
iHeartCommunications
Inc
6.375%
5/01/26
16,589
1,350
(f)
LCPR
Senior
Secured
Financing
DAC
5.125%
7/15/29
1,127,528
4,132
(f)
McGraw-Hill
Education
Inc
5.750%
8/01/28
3,831,905
167
(f)
Radiate
Holdco
LLC
/
Radiate
Finance
Inc
4.500%
9/15/26
127,543
8,994
(f)
VZ
Secured
Financing
BV
5.000%
1/15/32
7,575,989
4,195
(f)
Ziggo
Bond
Co
BV
6.000%
1/15/27
4,124,411
Total
Media
&
Entertainment
26,883,929
Pharmaceuticals,
Biotechnology
&
Life
Sciences
-
0.2%
(0.1%
of
Total
Investments)
2,650
(f)
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV
5.125%
4/30/31
2,291,459
Total
Pharmaceuticals,
Biotechnology
&
Life
Sciences
2,291,459
Software
&
Services
-
0.3%
(0.2%
of
Total
Investments)
1,000
(f)
Open
Text
Holdings
Inc
4.125%
12/01/31
857,074
5,518
(f)
Rackspace
Finance
LLC
3.500%
5/15/28
2,620,743
Total
Software
&
Services
3,477,817
Technology
Hardware
&
Equipment
-
0.2%
(0.1%
of
Total
Investments)
3,025
(f)
Commscope
Inc
4.750%
9/01/29
2,109,937
Total
Technology
Hardware
&
Equipment
2,109,937
Telecommunication
Services
-
2.7%
(1.6%
of
Total
Investments)
9,216
(f)
Frontier
Communications
Holdings
LLC
5.875%
10/15/27
8,839,605
3,022
(f)
Frontier
Communications
Holdings
LLC
6.000%
1/15/30
2,518,065
2,250
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
1,878,585
2,000
(f)
Frontier
Communications
Holdings
LLC
5.000%
5/01/28
1,839,977
3,990
(f)
Level
3
Financing
Inc
10.500%
5/15/30
3,953,777
2,000
(f)
Level
3
Financing
Inc
10.500%
4/15/29
1,995,903
8,160
(f)
Vmed
O2
UK
Financing
I
PLC
4.750%
7/15/31
6,810,081
7,820
(f)
Vmed
O2
UK
Financing
I
PLC
4.250%
1/31/31
6,388,586
Total
Telecommunication
Services
34,224,579
Transportation
-
0.4%
(0.2%
of
Total
Investments)
3,025
Delta
Air
Lines
Inc
3.750%
10/28/29
2,725,690
2,377
(f)
United
Airlines
Inc
4.625%
4/15/29
2,190,713
Total
Transportation
4,916,403
Utilities
-
0.8%
(0.5%
of
Total
Investments)
3,060
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
2,840,206
0
(g)
Pacific
Gas
and
Electric
Co
4.500%
7/01/40
1
6,028
PG&E
Corp
5.000%
7/01/28
5,743,646
950
PG&E
Corp
5.250%
7/01/30
889,479
Total
Utilities
9,473,332
Total
Corporate
Bonds
(cost
$185,005,610)
186,994,966
15
Shares
Description
(a)
Value
X
–
COMMON
STOCKS
-
3
.1
%
(
1
.8
%
of
Total
Investments)
X
38,010,157
Banks
-
0.0%
(0.0%
of
Total
Investments)
78,746
(h)
iQor
US
Inc
$
72,210
Total
Banks
72,210
Capital
Goods
-
0.0%
(0.0%
of
Total
Investments)
4,865
(h)
TNT
Crane
&
Rigging
Inc
9,730
8,626
(h)
TNT
Crane
&
Rigging
Inc
4,313
Total
Capital
Goods
14,043
Consumer
Discretionary
Distribution
&
Retail
-
0.0%
(0.0%
of
Total
Investments)
749
(h)
Belk
Inc
6,741
Total
Consumer
Discretionary
Distribution
&
Retail
6,741
Consumer
Services
-
0.1%
(0.0%
of
Total
Investments)
699,154
(h)
24
Hour
Fitness
Worldwide
Inc
5,593
332,537
(h)
24
Hour
Fitness
Worldwide
Inc
3,325
57,279
(h)
Cengage
Learning
Holdings
II
Inc
830,546
2,513
(h)
Crown
Finance
US
Inc
47,559
Total
Consumer
Services
887,023
Energy
-
1.6%
(1.0%
of
Total
Investments)
42,689
Chord
Energy
Corp
7,555,099
795,830
(h)
Tal
Shares
Quartenorth
Entitlement
10,489,046
215,829
(h)
Transocean
Ltd
1,126,627
24,445
(h)
Vantage
Drilling
International
696,683
Total
Energy
19,867,455
Health
Care
Equipment
&
Services
-
0.0%
(0.0%
of
Total
Investments)
167,590
(h),(i)
Millennium
Health
LLC
16,759
157,320
(h),(i)
Millennium
Health
LLC
1,573
195,344
(h)
Onex
Carestream
Finance
LP
19,535
Total
Health
Care
Equipment
&
Services
37,867
Materials
-
0.0%
(0.0%
of
Total
Investments)
80
LyondellBasell
Industries
NV,
Class
A
7,998
Total
Materials
7,998
Media
&
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
34,846
(h)
Catalina
Marketing
Corp
4,356
Total
Media
&
Entertainment
4,356
Semiconductors
&
Semiconductor
Equipment
-
0.0%
(0.0%
of
Total
Investments)
60,637
(h)
Bright
Bidco
BV
18,009
44,390
(h)
Bright
Bidco
BV
13,184
Total
Semiconductors
&
Semiconductor
Equipment
31,193
Software
&
Services
-
0.2%
(0.1%
of
Total
Investments)
390,364
(h)
Avaya
Inc
1,610,251
81,991
(h)
Avaya
Inc
338,213
Total
Software
&
Services
1,948,464
Technology
Hardware
&
Equipment
-
0.0%
(0.0%
of
Total
Investments)
45,085
(h)
Windstream
Services
PE
LLC
552,291
Total
Technology
Hardware
&
Equipment
552,291
Telecommunication
Services
-
0.1%
(0.0%
of
Total
Investments)
46,534
(h)
Windstream
Services
PE
LLC
570,041
Total
Telecommunication
Services
570,041
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
16
JFR
Shares
Description
(a)
Value
Transportation
-
0.0%
(0.0%
of
Total
Investments)
2,293
(h)
ACBL
HLDG
CORP
$
98,599
Total
Transportation
98,599
Utilities
-
1.1%
(0.7%
of
Total
Investments)
6,267
(h),(i),(j)
Vistra
Vision
13,911,876
Total
Utilities
13,911,876
Total
Common
Stocks
(cost
$69,223,868)
38,010,157
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
ASSET-BACKED
SECURITIES
-
1.4%
(0.9%
of
Total
Investments)
X
17,712,648
$
750
(f),(k)
Battalion
CLO
XI
Ltd,
(3-Month
LIBOR
reference
rate
+
7.112%
spread),
2017
11A
8.034%
4/24/34
$
681,159
1,500
(f),(k)
CIFC
Funding
2019-I
Ltd,
(3-Month
LIBOR
reference
rate
+
7.092%
spread),
2019
1A
7.893%
4/20/32
1,505,800
2,000
(f),(k)
Dryden
50
Senior
Loan
Fund,
(3-Month
LIBOR
reference
rate
+
6.522%
spread),
2017
50A
11.850%
7/15/30
1,945,410
3,000
(f),(k)
Flatiron
CLO
19
Ltd,
(TSFR3M
reference
rate
+
6.362%
spread),
2019
1A
11.687%
11/16/34
2,975,895
2,000
(f),(k)
Gilbert
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
6.662%
spread),
2017
1A
11.990%
10/15/30
1,994,960
1,500
(f),(k)
KKR
CLO
30
Ltd,
(3-Month
LIBOR
reference
rate
+
6.662%
spread),
2021
30A
11.979%
10/17/31
1,506,140
750
(f),(k)
Magnetite
XXVII
Ltd,
(TSFR3M
reference
rate
+
6.262%
spread),
2020
27A
11.586%
10/20/34
752,221
1,000
(f),(k)
Neuberger
Berman
Loan
Advisers
CLO
28
Ltd,
(TSFR3M
reference
rate
+
5.862%
spread),
2018
28A
11.186%
4/20/30
1,002,847
2,875
(f),(k)
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
3.200%
spread),
2022
48A
8.524%
4/25/36
2,875,331
2,500
(f),(k)
Rockford
Tower
CLO
2017-3
Ltd,
(3-Month
LIBOR
reference
rate
+
6.012%
spread),
2017
3A
6.813%
10/20/30
2,472,885
Total
Asset-Backed
Securities
(cost
$17,621,124)
17,712,648
Shares
Description
(a)
Value
X
–
WARRANTS
-
0
.5
%
(
0
.3
%
of
Total
Investments)
X
6,717,639
Energy
-
0.0%
(0.0%
of
Total
Investments)
1,129
California
Resources
Corp
$
19,441
Total
Energy
19,441
Media
&
Entertainment
-
0.5%
(0.3%
of
Total
Investments)
326,093
Cineworld
Group
PLC
6,171,310
Total
Media
&
Entertainment
6,171,310
Telecommunication
Services
-
0.0%
(0.0%
of
Total
Investments)
7
Intelsat
SA/Luxembourg
4
Total
Telecommunication
Services
4
Transportation
-
0.0%
(0.0%
of
Total
Investments)
6,822
ACBL
HLDG
CORP
409,320
2,411
ACBL
HLDG
CORP
103,673
20,466
(i)
American
Commercial
Barge
Line
LLC
7,163
26,910
(i)
American
Commercial
Barge
Line
LLC
6,728
Total
Transportation
526,884
Total
Warrants
(cost
$6,519,648)
6,717,639
17
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
(a)
Coupon
Value
X
–
CONVERTIBLE
PREFERRED
SECURITIES
-
0
.1
%
(
0
.0
%
of
Total
Investments)
X
582,720
Transportation
-
0.1%
(0.0%
of
Total
Investments)
9,712
ACBL
HLDG
CORP
0.000%
$
582,720
Total
Transportation
582,720
Total
Convertible
Preferred
Securities
(cost
$296,216)
582,720
Total
Long-Term
Investments
(cost
$2,032,153,131)
1,985,410,202
Shares
Description
(a)
Coupon
Value
SHORT-TERM
INVESTMENTS
-
7.6% (4.5%
of
Total
Investments)
X
–
INVESTMENT
COMPANIES
-
7.6%
(4.5%
of
Total
Investments)
X
94,289,956
94,289,956
BlackRock
Liquidity
Funds
T-Fund
4.720%(l)
$
94,289,956
Total
Investment
Companies
(cost
$94,289,956)
94,289,956
Total
Short-Term
Investments
(cost
$94,289,956)
94,289,956
Total
Investments
(cost
$
2,126,443,087
)
-
167
.2
%
2,079,700,158
Borrowings
-
(38.4)%
(m),(n)
(
477,200,000
)
TFP
Shares,
Net
-
(22.8)%(o)
(
283,628,090
)
Other
Assets
&
Liabilities,
Net
- (6.0)%
(
74,883,288
)
Net
Assets
Applicable
to
Common
Shares
-
100%
$
1,243,988,780
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Variable
Rate
Senior
Loan
Interests
$
–
$
1,735,392,072
$
–
$
1,735,392,072
Corporate
Bonds
–
186,994,966
–
186,994,966
Common
Stocks
19,875,453
4,204,496
13,930,208
38,010,157
Asset-Backed
Securities
–
17,712,648
–
17,712,648
Warrants
19,441
6,684,307
13,891
6,717,639
Convertible
Preferred
Securities
–
582,720
–
582,720
Short-Term
Investments:
Investment
Companies
94,289,956
–
–
94,289,956
Total
$
114,184,850
$
1,951,571,209
$
13,944,099
$
2,079,700,158
Nuveen
Floating
Rate
Income
Fund
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
18
JFR
The
following
is
a
reconciliation
of
the
Fund’s
Level
3
investments
held
at
the
beginning
and
end
of
the
measurement
period:
The
valuation
techniques
and
significant
unobservable
inputs
used
in
recurring
Level
3
fair
value
measurements
of
assets
as
of
the
end
of
the
reporting
period,
were
as
follows:
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
Common
Stocks
Warrants
Balance
at
the
beginning
of
period
$533,440
$10,418
Gains
(losses):
Net
realized
gains
(losses)
-
(14,277)
Change
in
net
unrealized
appreciation
(depreciation)
158,886
(229,747)
Purchases
at
cost
-
233,220
Sales
at
proceeds
-
14,277
Net
discounts
(premiums)
-
-
Transfers
into
13,911,876
-
Transfers
(out
of)
(356,222)
-
Balance
at
the
end
of
period
$13,930,208
$13,891
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
$(2,966,606)
$(229,747)
Fund
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
Weighted
Average
JFR
Warrants
$13,891
Expected
Recovery
Recovery
Proceeds
$0.25-$0.35
$0.302
Common
Stocks
13,930,208
Expected
Recovery
Recovery
Proceeds
$0.01-$0.10
$0.0923
Enterprise
Value
EBITDA
Multiples
9.25-11.25
N/A
Total
$13,944,099
*
Represents
net
unrealized
appreciation
(depreciation)
as
reported
in
the
Fund's
Portfolio
of
Investments.
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Common
Stocks
$-
$-
$356,222
$-
$-
$(356,222)
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
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.
(c)
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.
(d)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(e)
Investment,
or
portion
of
investment,
represents
an
outstanding
unfunded
senior
loan
commitment.
(f)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$156,364,889
or
7.5%
of
Total
Investments.
(g)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(h)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(i)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(j)
On
March
1,
2024,
Vistra
Corp.
(“Vistra”)
completed
its
acquisition
of
Energy
Harbor
Corp
(“ENGH”). ENGH
has
been
merged
into
a
newly
formed
subsidiary
of
Vistra,
Vistra
Vision. In
connection
with
the
transaction,
holders
of
ENGH
common
stock
received
a
combination
of
cash
and
membership
interests
in
Vistra
Vision.
These
Vistra
Vision
interests
were
issued
in
a
private
transaction
and
may
have
reduced
secondary
market
liquidity.
19
(k)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(l)
The
rate
shown
is
the
annualized
seven-day
subsidized
yield
as
of
end
of
the
reporting
period.
(m)
Borrowings
as
a
percentage
of
Total
Investments
is
22.9%.
(n)
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.
(o)
TFP
Shares,
Net
as
a
percentage
of
Total
Investments
is
13.6%.
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
LIBOR
London
Inter-Bank
Offered
Rate
N/A
Not
Applicable.
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
REIT
Real
Estate
Investment
Trust
SOFR
180A
180
Day
Average
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
When-issued
or
delayed
delivery
security.