Nuveen Floating Rate Income Fund (JFR) NPORT-P Nuveen Floating Rate Income Fund (Apr 2024 report)

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.