1
Nuveen
Floating
Rate
Income
Opportunity
Fund
Portfolio
of
Investments
October
31,
2022
(Unaudited)
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
LONG-TERM
INVESTMENTS
-
162.8%
(98.9%
of
Total
Investments)
X
487,564,772
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
134.0%
(81.4%
of
Total
Investments)
(2)
X
487,564,772
Aerospace
&
Defense
-
1.6%
(0.9%
of
Total
Investments)
$
1,613
Sequa
Mezzanine
Holdings
L.L.C.,
Term
Loan,
(cash
6.750%,
PIK
1.000%)
9.760%
3-Month
LIBOR
6.750%
7/31/23
BB-
$
1,613,440
1,852
TransDigm,
Inc.,
Term
Loan
E
5.924%
3-Month
LIBOR
2.250%
5/30/25
Ba3
1,812,208
1,244
TransDigm,
Inc.,
Term
Loan
F
5.924%
3-Month
LIBOR
2.250%
12/09/25
Ba3
1,216,768
1,037
TransDigm,
Inc.,
Term
Loan
G
5.924%
3-Month
LIBOR
2.250%
8/22/24
Ba3
1,021,973
5,746
Total
Aerospace
&
Defense
5,664,389
Airlines
-
3.0%
(1.8%
of
Total
Investments)
1,967
AAdvantage
Loyalty
IP
Ltd.,
Term
Loan
8.993%
3-Month
LIBOR
4.750%
4/20/28
Ba2
1,951,480
257
American
Airlines,
Inc.,
Term
Loan
5.412%
1-Month
LIBOR
2.000%
12/14/23
Ba3
256,127
930
American
Airlines,
Inc.,
Term
Loan,
First
Lien
5.504%
1-Month
LIBOR
1.750%
1/29/27
Ba3
867,475
2,963
Kestrel
Bidco
Inc.,
Term
Loan
B
5.993%
1-Month
LIBOR
3.000%
12/11/26
BB-
2,602,033
982
Mileage
Plus
Holdings
LLC,
Term
Loan
B
8.777%
3-Month
LIBOR
5.250%
6/20/27
Baa3
1,004,809
1,900
SkyMiles
IP
Ltd.,
Term
Loan
B
7.993%
3-Month
LIBOR
3.750%
10/20/27
Baa1
1,920,197
2,216
United
Airlines,
Inc.,
Term
Loan
B
8.108%
3-Month
LIBOR
3.750%
4/21/28
Ba1
2,169,310
11,215
Total
Airlines
10,771,431
Auto
Components
-
1.2%
(0.7%
of
Total
Investments)
611
Adient
US
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/08/28
BB+
592,717
2,029
Clarios
Global
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/30/26
B1
1,976,995
527
DexKo
Global
Inc.,
Term
Loan
B
7.476%
1
+
3
Month
LIBOR
3.750%
10/04/28
B1
480,830
1,347
Superior
Industries
International,
Inc.,
Term
Loan
B,
First
Lien
7.754%
1-Month
LIBOR
4.000%
5/23/24
Ba3
1,294,809
4,514
Total
Auto
Components
4,345,351
Beverages
-
2.0%
(1.2%
of
Total
Investments)
1,071
Arterra
Wines
Canada,
Inc.,
Term
Loan
7.142%
3-Month
LIBOR
3.500%
11/25/27
B1
981,503
822
City
Brewing
Company,
LLC,
Term
Loan
6.814%
1-Month
LIBOR
3.500%
4/05/28
B-
566,973
1,745
Naked
Juice
LLC,
Term
Loan
6.903%
SOFR90A
3.250%
1/20/29
Ba3
1,600,354
246
Naked
Juice
LLC,
Term
Loan,
Second
Lien
9.653%
3-Month
LIBOR
6.000%
1/20/30
B3
217,710
2,000
Sunshine
Investments
B.V.,
Term
Loan
6.962%
SOFR90A
4.250%
5/05/29
B+
1,935,000
2,218
Triton
Water
Holdings,
Inc,
Term
Loan
7.174%
3-Month
LIBOR
3.500%
3/31/28
B1
1,983,554
8,102
Total
Beverages
7,285,094
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
2
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Biotechnology
-
0.8%
(0.5%
of
Total
Investments)
$
3,122
Grifols
Worldwide
Operations
USA,
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
11/15/27
BB+
$
3,002,276
Building
Products
-
1.9%
(1.2%
of
Total
Investments)
2,675
Chamberlain
Group
Inc,
Term
Loan
B
7.132%
1-Month
LIBOR
3.500%
10/22/28
B
2,441,225
745
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
6.589%
1-Month
LIBOR
3.250%
4/12/28
B
628,824
186
Griffon
Corporation,
Term
Loan
B
6.268%
SOFR30A
+
Prime
2.500%
1/19/29
BB
182,187
2,774
Quikrete
Holdings,
Inc.,
Term
Loan,
First
Lien
6.379%
1-Month
LIBOR
2.625%
1/31/27
Ba2
2,697,921
664
Standard
Industries
Inc.,
Term
Loan
B
6.675%
6-Month
LIBOR
2.500%
9/22/28
BBB-
651,768
317
Zurn
Holdings,
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
10/04/28
BB
314,526
7,361
Total
Building
Products
6,916,451
Capital
Markets
-
0.6%
(0.4%
of
Total
Investments)
875
Advisor
Group,
Inc.,
Term
Loan
8.254%
1-Month
LIBOR
4.500%
7/31/26
B2
843,124
1,520
Astra
Acquisition
Corp.,
Term
Loan,
First
Lien
9.004%
1-Month
LIBOR
5.250%
10/22/28
BB-
1,329,447
2,395
Total
Capital
Markets
2,172,571
Chemicals
-
1.4%
(0.9%
of
Total
Investments)
559
ASP
Unifrax
Holdings
Inc,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
12/12/25
BB
514,982
780
Diamond
(BC)
B.V.,
Term
Loan
B
7.163%
1
+
3
Month
LIBOR
2.750%
9/29/28
Ba3
731,543
1,585
Discovery
Purchaser
Corporation,
Term
Loan
7.967%
SOFR90A
4.375%
8/03/29
B-
1,454,238
707
INEOS
Styrolution
US
Holding
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
1/29/26
BB+
667,134
854
Ineos
US
Finance
LLC,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
3/31/24
BBB-
848,868
164
Kraton
Corporation,
Term
Loan
6.718%
SOFR90A
3.250%
3/15/29
BB
158,983
175
PMHC
II,
Inc.,
Term
Loan
B
8.494%
SOFR90A
4.250%
2/03/29
B-
136,896
747
Trinseo
Materials
Operating
S.C.A.,
Term
Loan,
(DD1)
5.754%
1-Month
LIBOR
2.000%
9/09/24
Ba2
700,537
5,571
Total
Chemicals
5,213,181
Commercial
Services
&
Supplies
-
3.4%
(2.1%
of
Total
Investments)
1,167
Amentum
Government
Services
Holdings
LLC,
Term
Loan
7.382%
SOFR90A
4.000%
2/07/29
B1
1,133,031
496
Anticimex
International
AB,
Term
Loan
B1
6.570%
3-Month
LIBOR
3.500%
11/16/28
B
482,603
995
Covanta
Holding
Corporation,
Term
Loan
B
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
983,897
75
Covanta
Holding
Corporation,
Term
Loan
C
6.229%
1-Month
LIBOR
2.500%
11/30/28
Ba1
74,071
721
Garda
World
Security
Corporation,
Term
Loan
B
7.240%
3-Month
LIBOR
4.250%
10/30/26
BB+
689,178
2,652
GFL
Environmental
Inc.,
Term
Loan
7.415%
3-Month
LIBOR
3.000%
5/30/25
N/R
2,642,277
743
Herman
Miller,
Inc,
Term
Loan
B
5.750%
1-Month
LIBOR
2.000%
7/19/28
BB+
705,776
3
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Commercial
Services
&
Supplies
(continued)
$
2,847
Intrado
Corporation,
Term
Loan,
(DD1)
8.415%
3-Month
LIBOR
4.000%
10/10/24
B2
$
2,516,706
548
Prime
Security
Services
Borrower,
LLC,
Term
Loan
5.303%
6-Month
LIBOR
2.750%
9/23/26
BB-
541,237
402
Vertical
US
Newco
Inc,
Term
Loan
B
6.871%
6-Month
LIBOR
3.500%
7/31/27
B+
382,596
1,508
West
Corporation,
Term
Loan
B1,
(DD1)
7.915%
3-Month
LIBOR
3.500%
10/10/24
B2
1,322,257
856
WIN
Waste
Innovations
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
3/25/28
B+
846,512
13,010
Total
Commercial
Services
&
Supplies
12,320,141
Communications
Equipment
-
3.1%
(1.9%
of
Total
Investments)
1,816
CommScope,
Inc.,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
4/04/26
B1
1,736,048
1,641
Delta
TopCo,
Inc.,
Term
Loan
B
6.832%
3-Month
LIBOR
3.750%
12/01/27
B2
1,502,658
505
EOS
Finco
Sarl,
Term
Loan
9.612%
CME
Term
SOFR
3
Month
6.000%
8/03/29
B2
484,169
3,431
Maxar
Technologies
Ltd.,
Term
Loan
B
8.079%
SOFR30A
4.350%
6/09/29
B+
3,296,580
4,611
MLN
US
HoldCo
LLC,
Term
Loan,
First
Lien,
(DD1)
8.252%
3-Month
LIBOR
4.500%
11/30/25
B3
3,204,143
1,737
Riverbed
Technology,
Inc.,
Exit
Term
Loan,
(cash
7.000%,
PIK
2.000%)
9.200%
1-Month
LIBOR
6.000%
12/07/26
Caa1
679,621
499
ViaSat,
Inc.,
Term
Loan
8.343%
CME
Term
SOFR
1
Month
4.500%
3/04/29
BB+
476,620
14,240
Total
Communications
Equipment
11,379,839
Construction
&
Engineering
-
0.7%
(0.4%
of
Total
Investments)
187
Aegion
Corporation,
Term
Loan
8.504%
1-Month
LIBOR
4.750%
5/17/28
B
173,499
–
Brand
Energy
&
Infrastructure
Services,
Inc.,
Term
Loan
8.266%
3-Month
LIBOR
4.250%
6/21/24
B3
0
991
Centuri
Group,
Inc,
Term
Loan
B
5.570%
Prime
+
3-Month
LIBOR
2.500%
8/27/28
Ba2
972,046
1,008
Osmose
Utilities
Services,
Inc.,
Term
Loan
6.882%
1-Month
LIBOR
3.250%
6/22/28
B
936,108
380
Pike
Corporation,
Term
Loan
B
6.760%
1-Month
LIBOR
3.000%
1/21/28
Ba3
373,351
2,566
Total
Construction
&
Engineering
2,455,004
Consumer
Finance
-
0.7%
(0.4%
of
Total
Investments)
2,720
Fleetcor
Technologies
Operating
Company,
LLC,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/30/28
BB+
2,675,281
Containers
&
Packaging
-
1.9%
(1.2%
of
Total
Investments)
1,761
Berry
Global,
Inc.,
Term
Loan
Z
5.050%
3-Month
LIBOR
1.750%
7/01/26
BBB-
1,737,761
1,081
Charter
NEX
US,
Inc.,
Term
Loan
7.504%
1-Month
LIBOR
3.750%
12/01/27
B
1,049,803
713
Clydesdale
Acquisition
Holdings
Inc,
Term
Loan
B
8.004%
SOFR30A
4.175%
3/30/29
B
688,140
89
Klockner-Pentaplast
of
America,
Inc.,
Term
Loan
B
8.259%
6-Month
LIBOR
4.750%
2/09/26
B
75,248
891
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
9/24/28
B+
866,818
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
4
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Containers
&
Packaging
(continued)
$
523
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
2/05/26
B+
$
509,791
2,240
TricorBraun
Holdings,
Inc.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/03/28
B2
2,127,149
7,298
Total
Containers
&
Packaging
7,054,710
Diversified
Consumer
Services
-
0.4%
(0.2%
of
Total
Investments)
585
GT
Polaris,
Inc.,
Term
Loan
8.165%
3-Month
LIBOR
3.750%
9/24/27
BB-
536,867
982
Spin
Holdco
Inc.,
Term
Loan
7.144%
3-Month
LIBOR
4.000%
3/04/28
B-
868,491
1,567
Total
Diversified
Consumer
Services
1,405,358
Diversified
Financial
Services
-
1.6%
(1.0%
of
Total
Investments)
247
Avaya,
Inc.,
Term
Loan
B2
7.412%
1-Month
LIBOR
4.000%
12/15/27
Caa2
120,074
1,707
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B3
5.239%
1-Month
LIBOR
1.750%
1/15/25
Baa2
1,677,774
3,226
Avolon
TLB
Borrower
1
(US)
LLC,
Term
Loan
B4
4.989%
1-Month
LIBOR
1.500%
2/12/27
Baa2
3,153,363
1,483
Ditech
Holding
Corporation,
Term
Loan(5)
0.000%
N/A
0.000%
12/19/22
N/R
185,349
798
Trans
Union,
LLC,
Term
Loan
B6
6.004%
1-Month
LIBOR
2.250%
12/01/28
BBB-
787,011
7,461
Total
Diversified
Financial
Services
5,923,571
Diversified
Telecommunication
Services
-
3.9%
(2.4%
of
Total
Investments)
1,221
Altice
France
S.A.,
Term
Loan
B12
7.767%
3-Month
LIBOR
3.688%
1/31/26
B
1,104,158
3,746
Altice
France
S.A.,
Term
Loan
B13
6.905%
3-Month
LIBOR
4.000%
8/14/26
B
3,445,161
4,835
CenturyLink,
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/15/27
BB+
4,513,426
774
Cincinnati
Bell,
Inc.,
Term
Loan
B2
7.079%
SOFR30A
3.250%
11/23/28
B+
759,635
1,064
Connect
Finco
Sarl,
Term
Loan
B
7.260%
1-Month
LIBOR
3.500%
12/12/26
B+
1,030,818
753
Cyxtera
DC
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.360%
3-Month
LIBOR
3.000%
5/01/24
B
648,182
2,831
Frontier
Communications
Corp.,
Term
Loan
B
7.438%
3-Month
LIBOR
3.750%
10/08/27
BB+
2,687,284
15,224
Total
Diversified
Telecommunication
Services
14,188,664
Electric
Utilities
-
0.6%
(0.3%
of
Total
Investments)
853
ExGen
Renewables
IV,
LLC,
Term
Loan
5.570%
3-Month
LIBOR
2.500%
12/15/27
BB-
846,804
1,165
Talen
Energy
Supply,
LLC,
Term
Loan
B,
(WI/DD)(5)
TBD
TBD
TBD
TBD
N/R
1,178,840
2,018
Total
Electric
Utilities
2,025,644
Electrical
Equipment
-
0.1%
(0.0%
of
Total
Investments)
298
Vertiv
Group
Corporation,
Term
Loan
B
5.878%
1
+
6
Month
LIBOR
2.750%
3/02/27
BB-
288,187
Electronic
Equipment,
Instruments
&
Components
-
1.3%
(0.8%
of
Total
Investments)
1,375
II-VI
Incorporated,
Term
Loan
B
5.878%
1-Month
LIBOR
2.750%
7/01/29
BBB-
1,342,344
1,936
Ingram
Micro
Inc.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
7/02/28
BB+
1,876,225
1,322
TTM
Technologies,
Inc.,
Term
Loan
5.628%
1-Month
LIBOR
2.500%
9/28/24
BB+
1,311,307
4,633
Total
Electronic
Equipment,
Instruments
&
Components
4,529,876
5
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Entertainment
-
1.7%
(1.0%
of
Total
Investments)
$
1,552
AMC
Entertainment
Holdings,
Inc.
,
Term
Loan
B
6.314%
1-Month
LIBOR
3.000%
4/22/26
B-
$
1,107,554
3,667
Crown
Finance
US,
Inc.,
Term
Loan(5)
0.000%
12-Month
LIBOR
0.000%
2/28/25
D
1,197,115
383
Crown
Finance
US,
Inc.,
Term
Loan(5)
0.000%
12-Month
LIBOR
0.000%
9/20/26
D
118,677
301
Crown
Finance
US,
Inc.,
Term
Loan
B1
13.178%
6-Month
LIBOR
8.250%
5/23/24
D
322,302
429
Diamond
Sports
Group,
LLC,
Term
Loan
11.208%
SOFR30A
8.100%
5/19/26
B
413,945
1,077
Diamond
Sports
Group,
LLC,
Term
Loan,
Second
Lien
6.458%
SOFR30A
3.350%
8/24/26
CCC+
215,308
488
Lions
Gate
Capital
Holdings
LLC,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
3/24/25
Ba2
479,300
733
Springer
Nature
Deutschland
GmbH,
Term
Loan
B18
6.674%
1-Month
LIBOR
3.000%
8/14/26
BB+
723,223
356
Univision
Communications
Inc.,
Term
Loan
C5
6.504%
1-Month
LIBOR
2.750%
3/15/24
B+
355,367
1,105
Virgin
Media
Bristol
LLC,
Term
Loan
Q
6.662%
1-Month
LIBOR
3.250%
1/31/29
BB+
1,090,806
10,091
Total
Entertainment
6,023,597
Food
&
Staples
Retailing
-
0.4%
(0.3%
of
Total
Investments)
556
US
Foods,
Inc.,
5.754%
1-Month
LIBOR
2.000%
9/13/26
BB
546,709
1,075
US
Foods,
Inc.,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
11/22/28
BB
1,060,939
1,631
Total
Food
&
Staples
Retailing
1,607,648
Food
Products
-
0.9%
(0.6%
of
Total
Investments)
746
CHG
PPC
Parent
LLC,
Term
Loan
6.632%
1-Month
LIBOR
3.000%
12/08/28
B1
723,862
763
Froneri
International
Ltd.,
Term
Loan
6.004%
1-Month
LIBOR
2.250%
1/31/27
B+
737,634
295
H
Food
Holdings
LLC,
Term
Loan
B
7.441%
1-Month
LIBOR
3.688%
5/31/25
B2
249,839
44
H
Food
Holdings
LLC,
Term
Loan
B3
8.754%
1-Month
LIBOR
5.000%
5/31/25
B2
37,713
810
Sycamore
Buyer
LLC,
Term
Loan
B
6.090%
1-Month
LIBOR
2.250%
7/22/29
BB+
797,344
771
UTZ
Quality
Foods,
LLC,
Term
Loan
B
6.843%
CME
Term
SOFR
1
Month
3.000%
1/20/28
B1
759,161
3,429
Total
Food
Products
3,305,553
Health
Care
Equipment
&
Supplies
-
4.8%
(2.9%
of
Total
Investments)
5,252
Bausch
&
Lomb,
Inc.,
Term
Loan
6.989%
SOFR90A
3.250%
5/05/27
BB-
4,932,788
2,011
Carestream
Health,
Inc.,
Term
Loan
11.153%
CME
Term
SOFR
3
Month
+ SOFR90A
7.500%
9/30/27
B-
1,724,258
411
Embecta
Corp,
Term
Loan
B
6.553%
SOFR90A
3.000%
1/27/29
Ba3
401,604
661
ICU
Medical,
Inc.,
Term
Loan
B
5.785%
SOFR30A
+
SOFR90A
+
CME
Term
SOFR
2
Month
2.250%
12/14/28
BBB-
648,650
494
Insulet
Corporation,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
5/04/28
Ba3
484,339
7,946
Medline
Borrower,
LP,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/21/28
BB-
7,320,317
1,665
Viant
Medical
Holdings,
Inc.,
Term
Loan,
First
Lien
7.504%
1-Month
LIBOR
3.750%
7/02/25
B3
1,481,239
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
6
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Equipment
&
Supplies
(continued)
$
673
Vyaire
Medical,
Inc.,
Term
Loan
B
8.505%
3-Month
LIBOR
4.750%
4/16/25
Caa1
$
492,472
19,113
Total
Health
Care
Equipment
&
Supplies
17,485,667
Health
Care
Providers
&
Services
-
10.4%
(6.3%
of
Total
Investments)
102
ADMI
Corp.,
Term
Loan
B2
7.129%
1-Month
LIBOR
3.375%
12/23/27
B
91,198
2,227
AHP
Health
Partners,
Inc.,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
8/23/28
B1
2,125,870
838
DaVita,
Inc.
,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
8/12/26
BBB-
811,479
111
Element
Materials
Technology
Group
US
Holdings
Inc,
Term
Loan,
(WI/
DD)(6)
TBD
TBD
TBD
TBD
B1
107,418
239
Element
Materials
Technology
Group
US
Holdings
Inc.,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B1
232,739
1,195
Gainwell
Acquisition
Corp.,
Term
Loan
B
7.674%
3-Month
LIBOR
4.000%
10/01/27
BB-
1,138,872
297
Global
Medical
Response,
Inc.,
Term
Loan
8.004%
1-Month
LIBOR
4.250%
3/14/25
B
231,408
2,690
Global
Medical
Response,
Inc.,
Term
Loan
B
7.378%
1-Month
LIBOR
4.250%
10/02/25
B
2,097,763
3,546
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
3,515,216
302
MED
ParentCo
LP,
Term
Loan,
First
Lien
8.004%
1-Month
LIBOR
4.250%
8/31/26
B2
240,256
1,075
National
Mentor
Holdings,
Inc.,
Term
Loan
7.467%
1
+
3
Month
LIBOR
3.750%
3/02/28
B-
771,346
18
National
Mentor
Holdings,
Inc.,
Term
Loan
C
7.430%
3-Month
LIBOR
3.750%
3/02/28
B-
13,218
1,299
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
9.165%
3-Month
LIBOR
4.750%
2/26/28
B
1,161,129
6,476
Parexel
International
Corporation,
Term
Loan,
First
Lien
7.004%
1-Month
LIBOR
3.250%
11/15/28
B1
6,252,240
1,745
Phoenix
Guarantor
Inc,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
3/05/26
B1
1,678,993
1,477
Phoenix
Guarantor
Inc,
Term
Loan
B3
7.254%
1-Month
LIBOR
3.500%
3/05/26
B1
1,422,899
178
Quorum
Health
Corporation,
Term
Loan(5)
12.034%
3-Month
LIBOR
8.250%
4/29/25
Caa1
121,981
5,295
RegionalCare
Hospital
Partners
Holdings,
Inc.,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
11/16/25
B1
4,699,007
3,474
Select
Medical
Corporation,
Term
Loan
B
6.260%
1-Month
LIBOR
2.500%
3/06/25
Ba2
3,388,140
5,041
Surgery
Center
Holdings,
Inc.,
Term
Loan
7.070%
1-Month
LIBOR
3.750%
8/31/26
B1
4,824,991
880
Team
Health
Holdings,
Inc.,
Term
Loan
B
8.979%
SOFR30A
5.250%
2/02/27
B
736,750
691
Team
Health
Holdings,
Inc.,
Term
Loan,
First
Lien
6.504%
1-Month
LIBOR
2.750%
2/06/24
B
633,825
1,876
US
Radiology
Specialists,
Inc.,
Term
Loan
8.924%
3-Month
LIBOR
5.250%
12/15/27
B-
1,688,072
41,072
Total
Health
Care
Providers
&
Services
37,984,810
7
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Health
Care
Technology
-
0.3%
(0.2%
of
Total
Investments)
$
195
Athenahealth,
Inc.,
Term
Loan(6)
3.500%
SOFR30A
3.500%
1/27/29
B+
$
178,602
1,147
Athenahealth,
Inc.,
Term
Loan
B
6.967%
SOFR30A
3.500%
1/27/29
B+
1,051,120
1,342
Total
Health
Care
Technology
1,229,722
Hotels
-
1.6%
(0.9%
of
Total
Investments)
2,813
Crown
Finance
US
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
N/R
2,821,122
720
Entain
Holdings
Gibraltar
Ltd,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
Ba1
709,877
774
Penn
National
Gaming,
Inc.,
Term
Loan
B
6.579%
SOFR30A
2.750%
4/20/29
BB
764,344
1,400
Stars
Group
Holdings
B.V.
(The),
Term
Loan
B
6.781%
CME
Term
SOFR
3
Month
3.250%
7/04/28
BBB-
1,384,250
5,707
Total
Hotels
5,679,593
Hotels,
Restaurants
&
Leisure
-
21.3%
(13.0%
of
Total
Investments)
371
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan,
(cash
0.220%,
PIK
5.000%)
8.642%
3-Month
LIBOR
5.000%
12/29/25
CCC-
39,832
174
24
Hour
Fitness
Worldwide,
Inc.,
Exit
Term
Loan
17.328%
3-Month
LIBOR
12.000%
9/29/26
Caa3
173,576
1,396
Alterra
Mountain
Company,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
8/17/28
B+
1,367,348
69
Alterra
Mountain
Company,
Term
Loan
B1,
(DD1)
6.504%
1-Month
LIBOR
2.750%
7/31/24
B+
68,131
743
Aramark
Services,
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
3/11/25
BB+
724,790
14,974
B.C.
Unlimited
Liability
Company,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
11/19/26
BB+
14,592,535
6,104
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien
6.504%
1-Month
LIBOR
2.750%
12/22/24
B+
6,046,020
631
Caesars
Resort
Collection,
LLC,
Term
Loan
B1
7.254%
1-Month
LIBOR
3.500%
7/20/25
B+
625,952
986
Carnival
Corporation,
Term
Loan
B
6.127%
6-Month
LIBOR
3.250%
10/18/28
BB-
906,844
1,895
Carnival
Corporation,
Term
Loan
B
5.877%
6-Month
LIBOR
3.000%
6/30/25
Ba2
1,783,897
2,014
Churchill
Downs
Incorporated,
Term
Loan
B1
5.760%
1-Month
LIBOR
2.000%
3/17/28
BBB-
1,957,086
4,448
ClubCorp
Holdings,
Inc.,
Term
Loan
B
6.424%
3-Month
LIBOR
2.750%
9/18/24
B2
4,018,392
868
Crown
Finance
US,
Inc.,
Term
Loan(6)
6.040%
12-Month
LIBOR
0.000%
5/31/23
CCC+
266,185
555
Crown
Finance
US,
Inc.,
Term
Loan
B1,
(cash
7.132%,
PIK
8.250%)(5)
7.625%
3-Month
LIBOR
7.000%
5/23/24
D
660,989
7,579
Delta
2
(LUX)
S.a.r.l.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
2/01/24
BB-
7,580,288
3,302
Equinox
Holdings,
Inc.,
Term
Loan,
First
Lien
6.674%
3-Month
LIBOR
3.000%
3/08/24
CCC
2,437,500
5,026
Fertitta
Entertainment,
LLC,
Term
Loan
B
7.729%
SOFR30A
4.000%
1/27/29
B
4,728,543
928
Four
Seasons
Hotels
Limited,
Term
Loan,
First
Lien
5.754%
1-Month
LIBOR
2.000%
11/30/23
BB+
927,902
1,980
Hilton
Grand
Vacations
Borrower
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
8/02/28
BB+
1,952,528
3,720
Hilton
Worldwide
Finance,
LLC,
Term
Loan
B2
5.336%
1-Month
LIBOR
1.750%
6/21/26
BBB-
3,660,333
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
8
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Hotels,
Restaurants
&
Leisure
(continued)
$
3,046
IRB
Holding
Corp,
Term
Loan
B
6.208%
SOFR30A
3.000%
12/15/27
B+
$
2,971,891
1,111
Life
Time
Fitness
Inc
,
Term
Loan
B
7.820%
3-Month
LIBOR
4.750%
12/15/24
B
1,097,707
1,026
NASCAR
Holdings,
Inc,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/18/26
BBB-
1,023,601
861
PCI
Gaming
Authority,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/31/26
BBB-
852,231
875
Scientific
Games
Holdings
LP,
Term
Loan
B
7.097%
SOFR90A
3.500%
2/04/29
BB-
826,004
2,915
Scientific
Games
International,
Inc.,
Term
Loan
6.402%
SOFR30A
3.000%
4/07/29
BB
2,882,517
1,485
SeaWorld
Parks
&
Entertainment,
Inc.,
Term
Loan
B
6.813%
1-Month
LIBOR
3.000%
8/25/28
BB
1,452,048
5,766
Stars
Group
Holdings
B.V.
(The),
Term
Loan
4.500%
3-Month
LIBOR
2.250%
7/10/25
BBB
5,672,462
2,156
Station
Casinos
LLC,
Term
Loan
B
6.010%
1-Month
LIBOR
2.250%
2/08/27
BB-
2,116,014
1,489
Twin
River
Worldwide
Holdings,
Inc.,
Term
Loan
B
6.550%
3-Month
LIBOR
3.250%
10/01/28
BB+
1,387,426
1,792
William
Morris
Endeavor
Entertainment,
LLC,
Term
Loan,
First
Lien
6.510%
1-Month
LIBOR
2.750%
5/16/25
B
1,752,383
1,072
Wyndham
Hotels
&
Resorts,
Inc.,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
5/30/25
BBB-
1,068,478
81,357
Total
Hotels,
Restaurants
&
Leisure
77,621,433
Household
Durables
-
0.9%
(0.6%
of
Total
Investments)
69
AI
Aqua
Merger
Sub
Inc,
Term
Loan,
(WI/DD)
TBD
TBD
TBD
TBD
B3
64,786
306
AI
Aqua
Merger
Sub
Inc,
Term
Loan
B,
(WI/DD)
TBD
TBD
TBD
TBD
B3
285,057
1,795
AI
Aqua
Merger
Sub,
Inc.,
Term
Loan
B,
First
Lien
6.858%
SOFR30A
3.750%
7/30/28
B3
1,674,681
1,343
Serta
Simmons
Bedding,
LLC,
Term
Loan(5)
10.793%
1-Month
LIBOR
7.500%
8/10/23
CCC+
673,824
57
Serta
Simmons
Bedding,
LLC,
Term
Loan(5)
10.793%
1-Month
LIBOR
7.500%
8/10/23
B-
55,437
651
Weber-Stephen
Products
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
10/30/27
CCC+
543,013
4,221
Total
Household
Durables
3,296,798
Household
Products
-
0.1%
(0.1%
of
Total
Investments)
428
Reynolds
Consumer
Products
LLC,
Term
Loan
5.504%
1-Month
LIBOR
1.750%
2/04/27
BBB-
420,918
Independent
Power
And
Renewable
Electricity
Prod
-
0.2%
(0.1%
of
Total
Investments)
881
Vistra
Operations
Company
LLC,
Term
Loan
B3,
First
Lien,
(DD1)
5.333%
1-Month
LIBOR
1.750%
12/31/25
BBB-
875,643
Insurance
-
4.4%
(2.7%
of
Total
Investments)
3,477
Acrisure,
LLC,
Term
Loan
B
7.254%
1-Month
LIBOR
3.500%
2/15/27
B
3,237,601
2,496
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
5/10/25
B
2,427,906
495
Alliant
Holdings
Intermediate,
LLC,
Term
Loan
B4
6.980%
1-Month
LIBOR
3.500%
11/06/27
B
478,734
9
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Insurance
(continued)
$
1,952
Asurion
LLC,
Term
Loan
B4,
Second
Lien
9.004%
1-Month
LIBOR
5.250%
1/15/29
B
$
1,369,650
570
Asurion
LLC,
Term
Loan
B7
6.754%
1-Month
LIBOR
3.000%
11/03/24
Ba3
538,597
2,881
Asurion
LLC,
Term
Loan
B8
7.004%
1-Month
LIBOR
3.250%
12/23/26
Ba3
2,566,941
1,193
Asurion
LLC,
Term
Loan
B9
7.004%
1-Month
LIBOR
3.250%
7/31/27
Ba3
1,055,513
742
Broadstreet
Partners,
Inc.,
Term
Loan
B2
7.004%
1-Month
LIBOR
3.250%
1/27/27
B1
713,732
989
Hub
International
Limited,
Term
Loan
B
7.380%
3-Month
LIBOR
3.250%
4/25/25
B
973,146
2,130
Hub
International
Limited,
Term
Loan
B
6.995%
3-Month
LIBOR
3.000%
4/25/25
B
2,092,378
490
Ryan
Specialty
Group,
LLC,
Term
Loan
6.829%
SOFR30A
3.000%
9/01/27
BB-
484,640
17,415
Total
Insurance
15,938,838
Interactive
Media
&
Services
-
0.7%
(0.4%
of
Total
Investments)
4,195
Rackspace
Technology
Global,
Inc.,
Term
Loan
B,
(DD1)
5.617%
3-Month
LIBOR
2.750%
2/09/28
B1
2,680,041
Internet
&
Direct
Marketing
Retail
-
0.7%
(0.4%
of
Total
Investments)
1,970
CNT
Holdings
I
Corp,
Term
Loan
7.239%
SOFR90A
3.500%
11/08/27
B
1,922,720
103
Medical
Solutions
Holdings,
Inc.,
Term
Loan
7.874%
3-Month
LIBOR
3.500%
11/01/28
B1
100,071
645
Medical
Solutions
Holdings,
Inc.,
Term
Loan,
First
Lien
7.174%
3-Month
LIBOR
3.500%
11/01/28
B1
623,562
2,718
Total
Internet
&
Direct
Marketing
Retail
2,646,353
IT
Services
-
3.9%
(2.3%
of
Total
Investments)
1,594
Ahead
DB
Holdings,
LLC,
Term
Loan
B
7.430%
3-Month
LIBOR
3.750%
10/16/27
B+
1,558,538
217
iQor
US
Inc.,
Exit
Term
Loan
11.254%
1-Month
LIBOR
7.500%
9/15/27
B1
216,519
967
Peraton
Corp.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
2/01/28
BB-
933,263
1,164
Perforce
Software,
Inc.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
7/01/26
B2
1,079,686
2,043
Sabre
GLBL
Inc.,
Term
Loan
B
5.754%
1-Month
LIBOR
2.000%
2/22/24
Ba3
2,007,473
3,281
Syniverse
Holdings,
Inc.,
Term
Loan
10.553%
SOFR90A
7.000%
5/10/29
B-
2,823,516
1,461
Tempo
Acquisition
LLC,
Term
Loan
B
6.729%
CME
Term
SOFR
1
Month
3.000%
8/31/28
BB-
1,444,070
3,051
Travelport
Finance
(Luxembourg)
S.a.r.l.,
Term
Loan,
(cash
3.500%,
PIK
6.500%)
6.212%
3-Month
LIBOR
7.250%
2/28/25
B-
3,027,291
961
WEX
Inc.,
Term
Loan
6.004%
1-Month
LIBOR
2.250%
4/01/28
Ba2
943,623
14,739
Total
IT
Services
14,033,979
Leisure
Products
-
0.3%
(0.2%
of
Total
Investments)
474
Hayward
Industries,
Inc.,
Term
Loan
6.254%
1-Month
LIBOR
2.500%
5/28/28
BB
446,414
576
SRAM,
LLC
,
Term
Loan
B
6.162%
1
+
3
Month
LIBOR
2.750%
5/18/28
BB-
560,411
1,050
Total
Leisure
Products
1,006,825
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
10
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Life
Sciences
Tools
&
Services
-
0.5%
(0.3%
of
Total
Investments)
$
490
Avantor
Funding,
Inc.,
Term
Loan
B5
6.004%
1-Month
LIBOR
2.250%
11/06/27
BB+
$
481,323
453
Curia
Global,
Inc.,
Term
Loan
8.124%
3-Month
LIBOR
3.750%
8/30/26
B2
416,614
883
ICON
Luxembourg
S.A.R.L.,
Term
Loan
5.938%
3-Month
LIBOR
2.250%
7/01/28
BB+
875,519
1,826
Total
Life
Sciences
Tools
&
Services
1,773,456
Machinery
-
2.6%
(1.6%
of
Total
Investments)
1,925
AI
Alpine
AT
Bidco
GmbH,
Term
Loan
B
7.032%
3
+
6
Month
LIBOR
2.750%
11/06/25
B
1,703,625
2,487
Ali
Group
North
America
Corporation,
Term
Loan
B
5.843%
1-Month
LIBOR
2.000%
10/13/28
Baa3
2,447,327
972
Alliance
Laundry
Systems
LLC,
Term
Loan
B
7.409%
3-Month
LIBOR
3.500%
10/08/27
B
940,203
1,694
Gardner
Denver,
Inc.,
Term
Loan
B2
5.579%
CME
Term
SOFR
1
Month
1.750%
2/28/27
BB+
1,661,909
1,471
Gates
Global
LLC,
Term
Loan
B3
6.254%
1-Month
LIBOR
2.500%
3/31/27
Ba3
1,432,449
624
Grinding
Media
Inc.,
Term
Loan
B
7.516%
3-Month
LIBOR
4.000%
10/12/28
B
537,941
741
Madison
IAQ
LLC,
Term
Loan
6.815%
3-Month
LIBOR
3.250%
6/21/28
B
671,910
9,914
Total
Machinery
9,395,364
Media
-
12.5%
(7.6%
of
Total
Investments)
1,661
ABG
Intermediate
Holdings
2
LLC,
Term
Loan
B1
7.329%
SOFR30A
3.500%
12/21/28
B1
1,599,245
320
ABG
Intermediate
Holdings
2
LLC,
Term
Loan,
Second
Lien
9.829%
SOFR30A
6.000%
12/20/29
CCC+
298,000
407
Altice
Financing
SA,
Term
Loan,
First
Lien
6.829%
3-Month
LIBOR
2.750%
1/31/26
B
382,578
1,234
Cable
One,
Inc.,
Term
Loan
B4
5.754%
1-Month
LIBOR
2.000%
5/03/28
BB+
1,222,809
2,564
Cengage
Learning,
Inc.,
Term
Loan
B
7.814%
3-Month
LIBOR
4.750%
7/14/26
B
2,276,703
2,680
Charter
Communications
Operating,
LLC,
Term
Loan
B2
5.510%
1-Month
LIBOR
1.750%
2/01/27
BBB-
2,638,285
452
Checkout
Holding
Corp.,
First
Out
Term
Loan
11.254%
1-Month
LIBOR
7.500%
2/15/23
N/R
374,787
882
Checkout
Holding
Corp.,
Last
Out
Term
Loan,
(cash
2.000,
PIK
9.500%)
7.127%
1-Month
LIBOR
1.000%
8/15/23
N/R
264,900
8,446
Clear
Channel
Outdoor
Holdings,
Inc.,
Term
Loan
B,
(DD1)
7.584%
1
+
3
Month
LIBOR
3.500%
8/21/26
B1
7,758,628
4,949
CSC
Holdings,
LLC,
Term
Loan
5.662%
1-Month
LIBOR
2.250%
1/15/26
BB-
4,806,292
2,891
CSC
Holdings,
LLC,
Term
Loan
B1
5.662%
1-Month
LIBOR
2.250%
7/17/25
BB-
2,807,133
777
CSC
Holdings,
LLC,
Term
Loan
B5
5.912%
1-Month
LIBOR
2.500%
4/15/27
BB-
739,225
357
Cumulus
Media
New
Holdings
Inc.,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
3/31/26
B
339,215
5,131
DirecTV
Financing,
LLC,
Term
Loan
8.754%
1-Month
LIBOR
5.000%
8/02/27
BBB-
4,902,269
625
Dotdash
Meredith
Inc,
Term
Loan
B
7.120%
1-Month
LIBOR
4.000%
12/01/28
BB-
559,245
724
E.W.
Scripps
Company
(The),
Term
Loan
B2
6.316%
1-Month
LIBOR
2.563%
5/01/26
BB
710,551
637
Gray
Television,
Inc.,
Term
Loan
C
5.628%
1-Month
LIBOR
2.500%
1/02/26
BB+
628,161
11
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Media
(continued)
$
4,703
iHeartCommunications,
Inc.,
Term
Loan
6.754%
1-Month
LIBOR
3.000%
5/01/26
BB-
$
4,453,935
18
LCPR
Loan
Financing
LLC,
Term
Loan
B
7.162%
1-Month
LIBOR
3.750%
10/15/28
BB+
17,595
1,742
McGraw-Hill
Global
Education
Holdings,
LLC,
Term
Loan
8.068%
3
+
6
Month
LIBOR
4.750%
7/30/28
BB+
1,619,125
410
Mission
Broadcasting,
Inc.,
Term
Loan
B
5.628%
1-Month
LIBOR
2.500%
6/03/28
BBB-
404,348
617
Nexstar
Broadcasting,
Inc.,
Term
Loan
B4
6.254%
1-Month
LIBOR
2.500%
9/18/26
BBB-
612,154
323
Outfront
Media
Capital
LLC,
Term
Loan
B
5.504%
1-Month
LIBOR
1.750%
11/18/26
Ba1
309,239
285
Radiate
Holdco,
LLC,
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
9/25/26
B1
261,878
170
Red
Ventures,
LLC,
Term
Loan
B2
6.254%
1-Month
LIBOR
2.500%
11/08/24
BB+
167,034
873
Sinclair
Television
Group
Inc.,
Term
Loan
B2B
6.260%
1-Month
LIBOR
2.500%
9/30/26
Ba2
826,949
162
Virgin
Media
Bristol
LLC,
Term
Loan
N
5.912%
1-Month
LIBOR
2.500%
1/31/28
BB+
159,065
888
WideOpenWest
Finance
LLC,
Term
Loan
B
6.490%
SOFR90A
3.000%
12/20/28
BB
874,883
3,728
Ziggo
Financing
Partnership,
Term
Loan
I
5.912%
1-Month
LIBOR
2.500%
4/30/28
BB
3,639,448
48,656
Total
Media
45,653,679
Multiline
Retail
-
0.2%
(0.1%
of
Total
Investments)
312
Belk,
Inc.,
Term
Loan
10.480%
3-Month
LIBOR
7.500%
7/31/25
B-
276,984
1,490
Belk,
Inc.,
Term
Loan,
(cash
5.000%,
PIK
8.000%)
13.000%
3-Month
LIBOR
4.000%
7/31/25
CCC-
276,948
1,802
Total
Multiline
Retail
553,932
Oil,
Gas
&
Consumable
Fuels
-
3.0%
(1.8%
of
Total
Investments)
851
BCP
Renaissance
Parent
LLC,
Term
Loan
B3
7.053%
SOFR90A
3.500%
10/31/26
B+
835,335
619
Buckeye
Partners,
L.P.,
Term
Loan
B
5.365%
1-Month
LIBOR
2.250%
11/01/26
BBB-
612,770
370
EG
America
LLC,
Term
Loan
7.674%
3-Month
LIBOR
4.000%
2/05/25
B-
336,027
2,036
Freeport
LNG
Investments,
LLLP,
Term
Loan
A
5.802%
3-Month
LIBOR
3.000%
11/16/26
N/R
1,912,205
2,554
Gulf
Finance,
LLC,
Term
Loan
10.225%
1-Month
LIBOR
6.750%
8/25/26
B
2,072,634
335
M6
ETX
Holdings
II
Midco
LLC,
Term
Loan
B
8.067%
CME
Term
SOFR
1
Month
4.500%
8/11/29
B+
333,395
2,323
QuarterNorth
Energy
Holding
Inc.,
Exit
Term
Loan,
Second
Lien
11.754%
1-Month
LIBOR
8.000%
8/27/26
B
2,314,977
1,156
TransMontaigne
Operating
Company
L.P.,
Term
Loan
B
7.031%
1-Month
LIBOR
3.500%
11/05/28
BB
1,119,887
1,462
Traverse
Midstream
Partners
LLC,
Term
Loan
7.977%
SOFR30A
4.250%
9/27/24
B+
1,449,024
11,706
Total
Oil,
Gas
&
Consumable
Fuels
10,986,254
Personal
Products
-
0.4%
(0.3%
of
Total
Investments)
427
Conair
Holdings,
LLC,
Term
Loan
B
7.424%
3-Month
LIBOR
3.750%
5/17/28
B-
362,753
30
Coty
Inc.,
Term
Loan
B
5.448%
1-Month
LIBOR
2.250%
4/05/25
BB-
29,849
1
Kronos
Acquisition
Holdings
Inc.,
Term
Loan
B
6.820%
3-Month
LIBOR
3.750%
12/22/26
B2
604
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
12
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Personal
Products
(continued)
$
3,671
Revlon
Consumer
Products
Corporation,
Term
Loan
B,
(DD1)(5)
5.576%
6-Month
LIBOR
3.500%
9/07/23
N/R
$
1,169,992
4,129
Total
Personal
Products
1,563,198
Pharmaceuticals
-
3.8%
(2.3%
of
Total
Investments)
1,129
Bausch
Health
Companies
Inc.,
Term
Loan
B
8.624%
CME
Term
SOFR
1
Month
5.250%
1/27/27
B
848,199
604
Catalent
Pharma
Solutions
Inc.,
Term
Loan
B3
5.625%
1-Month
LIBOR
2.000%
2/22/28
BBB-
597,840
784
Elanco
Animal
Health
Incorporated,
Term
Loan
B
4.878%
1-Month
LIBOR
1.750%
8/01/27
BBB-
756,804
5,778
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
5/05/28
BB+
5,718,830
3,350
Mallinckrodt
International
Finance
S.A.,
Term
Loan,
(DD1)
8.733%
3-Month
LIBOR
5.250%
9/30/27
B3
2,742,703
612
Mallinckrodt
International
Finance
SA,
Term
Loan,
(WI/
DD)
TBD
TBD
TBD
TBD
B3
499,149
1,862
Organon
&
Co,
Term
Loan
6.188%
3-Month
LIBOR
3.000%
6/02/28
BB
1,821,138
662
Perrigo
Investments,
LLC,
Term
Loan
B
6.329%
SOFR30A
2.500%
4/05/29
Baa3
654,889
14,781
Total
Pharmaceuticals
13,639,552
Professional
Services
-
2.0%
(1.2%
of
Total
Investments)
470
CHG
Healthcare
Services
Inc.,
Term
Loan
7.624%
3-Month
LIBOR
3.250%
9/30/28
B1
457,318
778
Creative
Artists
Agency,
LLC
,
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
11/26/26
B
771,924
2,085
Dun
&
Bradstreet
Corporation
(The),
Term
Loan
6.846%
1-Month
LIBOR
3.250%
2/08/26
BB+
2,056,332
963
EAB
Global,
Inc.,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
8/16/28
B2
920,606
551
Physician
Partners
LLC,
Term
Loan
7.829%
SOFR30A
4.000%
2/01/29
B
522,827
315
R1
RCM,
Inc.,
Term
Loan
B
6.729%
SOFR30A
3.000%
5/12/29
BBB-
313,425
2,229
Verscend
Holding
Corp.,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
8/27/25
BB-
2,205,142
7,391
Total
Professional
Services
7,247,574
Real
Estate
Management
&
Development
-
0.2%
(0.1%
of
Total
Investments)
878
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
6.504%
1-Month
LIBOR
2.750%
8/21/25
BB
860,348
Road
&
Rail
-
2.1%
(1.3%
of
Total
Investments)
910
First
Student
Bidco
Inc,
Term
Loan
B
6.642%
3-Month
LIBOR
3.000%
7/21/28
BB+
858,854
339
First
Student
Bidco
Inc,
Term
Loan
C
6.642%
3-Month
LIBOR
3.000%
7/21/28
BB+
320,024
1,455
Genesee
&
Wyoming
Inc.
(New),
Term
Loan
5.674%
3-Month
LIBOR
2.000%
12/30/26
BB+
1,439,012
884
Hertz
Corporation,
(The),
Term
Loan
B
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
854,484
169
Hertz
Corporation,
(The),
Term
Loan
C
7.004%
1-Month
LIBOR
3.250%
6/30/28
BB+
163,502
552
Uber
Technologies,
Inc.,
Term
Loan
B
6.570%
3-Month
LIBOR
3.500%
2/25/27
Ba3
549,687
2,008
Uber
Technologies,
Inc.,
Term
Loan
B,
First
Lien
6.570%
3-Month
LIBOR
3.500%
4/04/25
Ba3
1,993,580
13
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Road
&
Rail
(continued)
$
1,444
XPO
Logistics,
Inc.,
Term
Loan
B
4.936%
1-Month
LIBOR
1.750%
2/24/25
Baa3
$
1,424,871
7,761
Total
Road
&
Rail
7,604,014
Semiconductors
&
Semiconductor
Equipment
-
0.7%
(0.4%
of
Total
Investments)
550
Bright
Bidco
B.V.,
Term
Loan
10.903%
CME
Term
SOFR
3
Month
8.000%
2/28/23
Ba1
555,120
4,688
Bright
Bidco
B.V.,
Term
Loan
B(5)
0.000%
N/A
0.000%
6/30/24
D
1,580,342
371
Entegris,
Inc.,
Term
Loan
B
6.163%
SOFR30A
+
3
Month
LIBOR
3.000%
7/06/29
Baa3
369,811
5,609
Total
Semiconductors
&
Semiconductor
Equipment
2,505,273
Software
-
15.3%
(9.3%
of
Total
Investments)
692
Apttus
Corporation,
Term
Loan
8.665%
3-Month
LIBOR
4.250%
5/06/28
BB
638,467
854
Avaya,
Inc.,
Term
Loan
13.376%
SOFR30A
10.000%
12/15/27
Caa2
541,222
2,752
Banff
Merger
Sub
Inc,
Term
Loan
7.504%
1-Month
LIBOR
3.750%
10/02/25
B2
2,651,762
573
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
10/31/26
B1
564,546
439
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
10/31/26
B1
432,350
412
CCC
Intelligent
Solutions
Inc.,
Term
Loan
B
6.004%
1-Month
LIBOR
2.250%
9/21/28
B+
404,338
1,930
CDK
Global,
Inc.,
Term
Loan
B
8.112%
SOFR90A
4.500%
6/09/29
B+
1,893,812
1,024
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/30/25
B+
992,471
2,000
DTI
Holdco,
Inc.,
Term
Loan
8.844%
SOFR90A
4.750%
4/21/29
B2
1,854,000
356
Dynatrace
LLC,
Term
Loan,
First
Lien
6.004%
1-Month
LIBOR
2.250%
8/23/25
BB+
354,586
4,224
Epicor
Software
Corporation,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
7/31/27
B2
4,030,896
3,612
Finastra
USA,
Inc.,
Term
Loan,
First
Lien
6.871%
3-Month
LIBOR
3.500%
6/13/24
B+
3,279,468
3,081
Greeneden
U.S.
Holdings
II,
LLC,
Term
Loan
B4
7.754%
1-Month
LIBOR
4.000%
12/01/27
B2
3,010,558
424
Greenway
Health,
LLC,
Term
Loan,
First
Lien
7.500%
1-Month
LIBOR
3.750%
2/16/24
B-
367,705
3,731
Informatica
LLC,
Term
Loan
B
6.563%
1-Month
LIBOR
2.750%
10/14/28
BB-
3,643,398
600
iQor
US
Inc.,
Second
Out
Term
Loan
11.254%
1-Month
LIBOR
7.500%
11/19/25
CCC+
469,617
1,235
MA
FinanceCo.,
LLC,
Term
Loan
B
7.418%
3-Month
LIBOR
4.250%
6/05/25
BB+
1,232,240
2,089
McAfee,
LLC,
Term
Loan
B
6.870%
SOFR30A
3.750%
2/03/29
BB+
1,918,694
4,300
NortonLifeLock
Inc.,
Term
Loan
B
5.829%
SOFR30A
2.000%
1/28/29
BBB-
4,205,056
999
Polaris
Newco
LLC,
Term
Loan
B
7.754%
1-Month
LIBOR
4.000%
6/04/28
B2
915,541
394
Project
Ruby
Ultimate
Parent
Corp.,
Term
Loan
7.004%
1-Month
LIBOR
3.250%
3/10/28
B
371,991
1,469
Proofpoint,
Inc.,
Term
Loan,
First
Lien
6.320%
3-Month
LIBOR
3.250%
8/31/28
BB-
1,401,403
443
RealPage,
Inc,
Term
Loan,
First
Lien
6.754%
1-Month
LIBOR
3.000%
4/22/28
B+
417,249
4,255
Seattle
Spinco,
Inc.,
Term
Loan
B3
6.504%
1-Month
LIBOR
2.750%
6/21/24
BB+
4,220,469
3,398
Seattle
Spinco,
Inc.,
Term
Loan
B5
7.591%
SOFR30A
4.000%
1/14/27
BB+
3,375,050
1,703
Sophia,
L.P.,
Term
Loan
B
7.174%
3-Month
LIBOR
3.500%
10/07/27
B2
1,641,939
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
14
JRO
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Software
(continued)
$
1,028
SS&C
European
Holdings
Sarl,
Term
Loan
B4
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
$
1,008,504
1,266
SS&C
Technologies
Inc.,
Term
Loan
B3
5.504%
1-Month
LIBOR
1.750%
4/16/25
BB+
1,242,313
238
SS&C
Technologies
Inc.,
Term
Loan
B6
6.079%
SOFR30A
2.250%
3/22/29
BB+
234,105
359
SS&C
Technologies
Inc.,
Term
Loan
B7
6.079%
SOFR30A
2.250%
3/22/29
BB+
352,743
1,492
Ultimate
Software
Group
Inc
(The),
Term
Loan
6.998%
3-Month
LIBOR
3.250%
5/03/26
B1
1,442,938
727
Ultimate
Software
Group
Inc
(The),
Term
Loan
B
7.504%
1-Month
LIBOR
3.750%
5/03/26
B1
709,145
751
Vision
Solutions,
Inc.,
Term
Loan
8.358%
3-Month
LIBOR
4.000%
5/28/28
B2
646,773
3,203
Zelis
Healthcare
Corporation,
Term
Loan
7.254%
1-Month
LIBOR
3.500%
9/30/26
B
3,163,343
2,151
ZoomInfo
LLC,
Term
Loan
B
6.754%
1-Month
LIBOR
3.000%
2/01/26
BB+
2,143,883
58,204
Total
Software
55,772,575
Specialty
Retail
-
4.4%
(2.6%
of
Total
Investments)
850
Academy,
Ltd.,
Term
Loan
6.878%
1-Month
LIBOR
3.750%
11/06/27
BB
839,610
1,305
Avis
Budget
Car
Rental,
LLC,
Term
Loan
B
5.510%
1-Month
LIBOR
1.750%
8/06/27
BB+
1,262,645
1,080
Avis
Budget
Car
Rental,
LLC,
Term
Loan
C
7.329%
SOFR30A
3.500%
3/15/29
BB+
1,072,452
338
Driven
Holdings,
LLC,
Term
Loan
B
3.517%
3-Month
LIBOR
3.000%
12/17/28
B2
328,997
1,602
Jo-Ann
Stores,
Inc.,
Term
Loan
B1,
(DD1)
9.077%
3-Month
LIBOR
4.750%
6/30/28
B-
1,087,842
1,543
LBM
Acquisition
LLC,
Term
Loan
B
7.121%
6-Month
LIBOR
3.750%
12/18/27
B+
1,328,881
430
Les
Schwab
Tire
Centers,
Term
Loan
B
6.580%
3-Month
LIBOR
3.250%
11/02/27
B
418,621
6,488
PetSmart,
Inc.,
Term
Loan
B
7.500%
1-Month
LIBOR
3.750%
2/12/28
BB-
6,259,469
1,856
Restoration
Hardware,
Inc.,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
10/15/28
BB
1,740,931
352
SRS
Distribution
Inc.,
Term
Loan
7.329%
CME
Term
SOFR
1
Month
3.500%
6/04/28
B-
328,116
539
Staples,
Inc.,
Term
Loan
7.782%
3-Month
LIBOR
5.000%
4/12/26
B
470,676
767
Wand
NewCo
3,
Inc.,
Term
Loan
6.754%
1-Month
LIBOR
3.000%
2/05/26
B2
721,750
17,150
Total
Specialty
Retail
15,859,990
Technology
Hardware,
Storage
&
Peripherals
-
0.2%
(0.1%
of
Total
Investments)
582
NCR
Corporation,
Term
Loan
6.920%
3-Month
LIBOR
2.500%
8/28/26
BB+
560,175
Textiles,
Apparel
&
Luxury
Goods
-
0.5%
(0.3%
of
Total
Investments)
1,355
Birkenstock
GmbH
&
Co.
KG,
Term
Loan
B
5.098%
6-Month
LIBOR
3.250%
4/28/28
BB-
1,290,833
265
New
Trojan
Parent,
Inc.,
Term
Loan,
First
Lien
6.784%
1-Month
LIBOR
3.250%
1/06/28
B-
201,143
192
Samsonite
International
S.A.,
Term
Loan
B2
6.754%
1-Month
LIBOR
3.000%
4/25/25
N/R
188,179
1,812
Total
Textiles,
Apparel
&
Luxury
Goods
1,680,155
15
Principal
Amount
(000)
Description
(1)
Coupon
(2)
Reference
Rate
(2)
Spread
(2)
Maturity
(3)
Ratings
(4)
Value
Trading
Companies
&
Distributors
-
0.5%
(0.3%
of
Total
Investments)
$
988
Core
&
Main
LP,
Term
Loan
B
6.756%
1
+
6
Month
LIBOR
2.500%
6/10/28
B+
$
965,592
1,024
Resideo
Funding
Inc.,
Term
Loan
5.288%
3-Month
LIBOR
2.250%
2/12/28
BBB-
1,010,960
2,012
Total
Trading
Companies
&
Distributors
1,976,552
Transportation
Infrastructure
-
0.9%
(0.6%
of
Total
Investments)
1,617
Brown
Group
Holding,
LLC,
Term
Loan
B
6.254%
1-Month
LIBOR
2.500%
4/22/28
B+
1,575,884
750
Brown
Group
Holding,
LLC,
Term
Loan
B2
7.419%
SOFR30A
3.750%
6/09/29
B+
744,375
1,092
KKR
Apple
Bidco,
LLC,
Term
Loan
6.504%
1-Month
LIBOR
2.750%
9/23/28
B+
1,060,946
3,459
Total
Transportation
Infrastructure
3,381,205
Wireless
Telecommunication
Services
-
1.4%
(0.9%
of
Total
Investments)
988
GOGO
Intermediate
Holdings
LLC,
Term
Loan
B
8.165%
3-Month
LIBOR
3.750%
4/30/28
B+
972,194
3,521
Intelsat
Jackson
Holdings
S.A.,
Term
Loan
B
7.445%
SOFR180A
4.500%
1/27/29
BB-
3,402,254
739
MetroNet
Systems
Holdings,
LLC,
Term
Loan,
First
Lien
7.145%
SOFR30A
3.750%
6/02/28
B
722,591
5,248
Total
Wireless
Telecommunication
Services
5,097,039
$
531,370
Total
Variable
Rate
Senior
Loan
Interests
(cost
$521,609,469)
487,564,772
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
X
77,587,096
CORPORATE
BONDS
-
21.3%
(13.0%
of
Total
Investments)
X
77,587,096
Aerospace
&
Defense
-
0.3%
(0.2%
of
Total
Investments)
$
1,350
TransDigm
Inc
4.625%
1/15/29
B-
$
1,149,565
Airlines
-
0.5%
(0.3%
of
Total
Investments)
900
Delta
Air
Lines
Inc
3.750%
10/28/29
Baa3
741,222
706
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
603,835
534
United
Airlines
Inc,
144A
4.375%
4/15/26
Ba1
487,359
2,140
Total
Airlines
1,832,416
Auto
Components
-
0.7%
(0.4%
of
Total
Investments)
1,925
Adient
Global
Holdings
Ltd,
144A
4.875%
8/15/26
BB-
1,722,875
830
Dana
Financing
Luxembourg
Sarl,
144A
5.750%
4/15/25
BB+
807,050
2,755
Total
Auto
Components
2,529,925
Chemicals
-
0.2%
(0.1%
of
Total
Investments)
950
Rayonier
AM
Products
Inc,
144A
7.625%
1/15/26
B+
825,807
Commercial
Services
&
Supplies
-
1.0%
(0.6%
of
Total
Investments)
1,363
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B-
1,252,577
1,500
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
3.375%
8/31/27
BB-
1,298,236
1,019
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB-
991,843
3,882
Total
Commercial
Services
&
Supplies
3,542,656
Communications
Equipment
-
1.6%
(1.0%
of
Total
Investments)
8,388
Avaya
Inc,
144A
6.125%
9/15/28
Caa2
3,524,553
900
Commscope
Inc,
144A
4.750%
9/01/29
B1
761,251
1,125
Commscope
Inc,
144A
8.250%
3/01/27
CCC+
998,777
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
16
JRO
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Communications
Equipment
(continued)
$
600
CommScope
Technologies
LLC,
144A
5.000%
3/15/27
CCC+
$
485,766
11,013
Total
Communications
Equipment
5,770,347
Containers
&
Packaging
-
0.1%
(0.1%
of
Total
Investments)
540
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
B+
472,500
Diversified
Telecommunication
Services
-
1.2%
(0.7%
of
Total
Investments)
898
Frontier
Communications
Holdings
LLC,
144A
6.000%
1/15/30
BB-
702,236
595
Frontier
Communications
Holdings
LLC,
144A
5.000%
5/01/28
BB+
520,625
700
Frontier
Communications
Holdings
LLC
5.875%
11/01/29
CCC+
545,310
2,734
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
BB+
2,514,805
4,927
Total
Diversified
Telecommunication
Services
4,282,976
Electric
Utilities
-
0.4%
(0.3%
of
Total
Investments)
2,980
Bruce
Mansfield
Unit
1
2007
Pass
Through
Trust
(5)
6.850%
6/01/34
N/R
3,725
880
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB-
770,758
0
(7)
Pacific
Gas
and
Electric
Co
4.500%
7/01/40
BBB-
1
730
PG&E
Corp
5.000%
7/01/28
BB
657,945
4,590
Total
Electric
Utilities
1,432,429
Electronic
Equipment,
Instruments
&
Components
-
0.4%
(0.3%
of
Total
Investments)
1,739
Imola
Merger
Corp,
144A
4.750%
5/15/29
BB+
1,499,366
Energy
Equipment
&
Services
-
0.2%
(0.1%
of
Total
Investments)
700
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B-
659,750
Entertainment
-
1.0%
(0.6%
of
Total
Investments)
4,457
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
CCC-
2,362,210
1,880
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
5.375%
8/15/26
CCC+
376,000
2,750
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
6.625%
8/15/27
CCC-
134,062
1,000
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
B-
758,990
10,087
Total
Entertainment
3,631,262
Health
Care
Equipment
&
Supplies
-
0.2%
(0.1%
of
Total
Investments)
900
Mozart
Debt
Merger
Sub
Inc,
144A
3.875%
4/01/29
BB-
735,300
Health
Care
Providers
&
Services
-
2.2%
(1.4%
of
Total
Investments)
120
HCA
Inc
5.375%
2/01/25
BBB-
118,485
3,600
Legacy
LifePoint
Health
LLC,
144A
4.375%
2/15/27
B1
2,838,517
2,729
LifePoint
Health
Inc,
144A
5.375%
1/15/29
CCC+
1,743,449
534
Tenet
Healthcare
Corp,
144A
4.875%
1/01/26
BB-
504,630
1,060
Tenet
Healthcare
Corp,
144A
6.250%
2/01/27
B1
1,011,579
1,940
Tenet
Healthcare
Corp,
144A
6.125%
10/01/28
B+
1,679,070
121
Tenet
Healthcare
Corp
4.625%
7/15/24
BB-
117,975
10,104
Total
Health
Care
Providers
&
Services
8,013,705
Hotels,
Restaurants
&
Leisure
-
1.1%
(0.7%
of
Total
Investments)
536
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
BB+
448,900
2,740
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
B+
2,236,525
706
Caesars
Entertainment
Inc,
144A
6.250%
7/01/25
B1
688,867
534
Life
Time
Inc,
144A
5.750%
1/15/26
B
496,620
4,516
Total
Hotels,
Restaurants
&
Leisure
3,870,912
17
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Independent
Power
Producers
&
Energy
Traders
-
0.7%
(0.4%
of
Total
Investments)
$
1,746
Talen
Energy
Supply
LLC,
144A
(5)
7.625%
6/01/28
N/R
$
1,791,317
870
Ziggo
Bond
Co
BV,
144A
6.000%
1/15/27
B-
782,738
2,616
Total
Independent
Power
Producers
&
Energy
Traders
2,574,055
Insurance
-
0.1%
(0.1%
of
Total
Investments)
280
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
4.250%
10/15/27
B
252,034
Interactive
Media
&
Services
-
0.4%
(0.2%
of
Total
Investments)
1,960
Rackspace
Technology
Global
Inc,
144A
3.500%
2/15/28
B1
1,294,310
Internet
Software
&
Services
-
0.5%
(0.3%
of
Total
Investments)
4,282
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC+
1,802,465
IT
Services
-
0.2%
(0.1%
of
Total
Investments)
1,005
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
CCC+
816,130
Media
-
2.8%
(1.7%
of
Total
Investments)
950
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.750%
4/15/28
CCC
775,248
3,809
CSC
Holdings
LLC,
144A
3.375%
2/15/31
BB-
2,761,525
1,127
iHeartCommunications
Inc
8.375%
5/01/27
B-
1,011,926
2,465
iHeartCommunications
Inc,
144A
5.250%
8/15/27
BB-
2,243,569
6
iHeartCommunications
Inc
6.375%
5/01/26
BB-
5,999
280
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
235,900
1,225
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
BB+
1,078,613
2,693
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
BB
2,146,563
12,555
Total
Media
10,259,343
Metals
&
Mining
-
0.2%
(0.1%
of
Total
Investments)
855
First
Quantum
Minerals
Ltd,
144A
6.875%
10/15/27
B+
795,003
Oil,
Gas
&
Consumable
Fuels
-
3.0%
(1.8%
of
Total
Investments)
700
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
8.125%
1/15/27
B-
662,511
2,935
Citgo
Holding
Inc,
144A
9.250%
8/01/24
B+
2,937,715
1,040
Citgo
Petroleum
Corp,
144A
7.000%
6/15/25
BB
1,024,036
600
Gulfport
Energy
Corp,
144A
8.000%
5/17/26
BB-
598,200
534
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
6.250%
11/01/28
BB+
501,960
534
MEG
Energy
Corp,
144A
5.875%
2/01/29
BB-
509,783
2,768
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
2,504,039
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
7.500%
11/01/23
Caa1
243,750
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
7.500%
4/15/26
Caa1
182,213
250
NGL
Energy
Partners
LP
/
NGL
Energy
Finance
Corp
6.125%
3/01/25
Caa1
195,000
1,500
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
BB-
1,363,125
182
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.250%
6/15/25
BB-
180,067
11,543
Total
Oil,
Gas
&
Consumable
Fuels
10,902,399
Pharmaceuticals
-
0.0%
(0.0%
of
Total
Investments)
582
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
(5)
6.000%
6/30/28
N/R
26,190
230
Par
Pharmaceutical
Inc,
144A
(5)
7.500%
4/01/27
N/R
175,815
812
Total
Pharmaceuticals
202,005
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
18
JRO
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
Software
-
0.2%
(0.1%
of
Total
Investments)
$
950
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
CCC+
$
785,720
Specialty
Retail
-
1.6%
(1.0%
of
Total
Investments)
650
Hertz
Corp,
144A
5.000%
12/01/29
B+
514,898
4,255
Hertz
Corp,
144A
4.625%
12/01/26
B+
3,627,387
1,800
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
Caa1
1,003,500
522
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
4.750%
2/15/28
BB-
476,529
200
PetSmart
Inc
/
PetSmart
Finance
Corp,
144A
7.750%
2/15/29
B3
187,792
7,427
Total
Specialty
Retail
5,810,106
Wireless
Telecommunication
Services
-
0.5%
(0.3%
of
Total
Investments)
2,320
Vmed
O2
UK
Financing
I
PLC,
144A
4.250%
1/31/31
BB+
1,844,610
$
106,798
Total
Corporate
Bonds
(cost
$90,666,683)
77,587,096
Shares
Description
(1)
Value
X
16,530,212
COMMON
STOCKS
-
4.5%
(2.8%
of
Total
Investments)
X
16,530,212
Banks
-
0.0%
(0.0%
of
Total
Investments)
21,193
iQor
US
Inc
(8)
$
84,772
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
5,616
Windstream
Services
PE
LLC
(8)
84,240
Construction
&
Engineering
-
0.0%
(0.0%
of
Total
Investments)
1,318
TNT
Crane
&
Rigging
Inc
(8)
9,391
2,336
TNT
Crane
&
Rigging
Inc
(8)
233
Total
Construction
&
Engineering
9,624
Diversified
Consumer
Services
-
0.1%
(0.0%
of
Total
Investments)
16,910
Cengage
Learning
Holdings
II
Inc
(8)
207,148
Diversified
Telecommunication
Services
-
0.1%
(0.1%
of
Total
Investments)
16,271
Windstream
Services
PE
LLC
(8)
244,065
Energy
Equipment
&
Services
-
2.0%
(1.2%
of
Total
Investments)
56,185
Quarternorth
Energy
Holding
Inc
(8)
6,798,385
63,862
Transocean
Ltd
(8)
235,012
7,266
Vantage
Drilling
International
(8)
127,155
Total
Energy
Equipment
&
Services
7,160,552
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
23,363
Metro-Goldwyn-Mayer
Inc
(8)
103,965
Health
Care
-
0.3%
(0.2%
of
Total
Investments)
69,049
Onex
Carestream
Finance
LP
(8)
1,001,211
Health
Care
Providers
&
Services
-
0.0%
(0.0%
of
Total
Investments)
47,462
Millennium
Health
LLC
(8),(9)
2,326
50,560
Millennium
Health
LLC
(8),(9)
7,533
Total
Health
Care
Providers
&
Services
9,859
Hotels,
Restaurants
&
Leisure
-
0.0%
(0.0%
of
Total
Investments)
174,788
24
Hour
Fitness
Worldwide
Inc
(8)
9,613
83,129
24
Hour
Fitness
Worldwide
Inc
(8)
49,878
Total
Hotels,
Restaurants
&
Leisure
59,491
19
Shares
Description
(1)
Value
Independent
Power
And
Renewable
Electricity
Prod
-
1.4%
(0.9%
of
Total
Investments)
64,338
Energy
Harbor
Corp
(8),(10)
$
5,175,992
Internet
&
Direct
Marketing
Retail
-
0.0%
(0.0%
of
Total
Investments)
12,030
Catalina
Marketing
Corp
(8)
2,105
Marine
-
0.0%
(0.0%
of
Total
Investments)
573
ACBL
HLDG
CORP
(8)
18,909
Media
-
0.0%
(0.0%
of
Total
Investments)
7
Cumulus
Media
Inc,
Class
A
(8)
52
1,318,561
Hibu
plc
(8)
6,048
Total
Media
6,100
Multiline
Retail
-
0.0%
(0.0%
of
Total
Investments)
187
Belk
Inc
(8)
1,590
Oil,
Gas
&
Consumable
Fuels
-
0.6%
(0.4%
of
Total
Investments)
6,825
California
Resources
Corp
307,876
12,582
Chord
Energy
Corp
1,926,178
Total
Oil,
Gas
&
Consumable
Fuels
2,234,054
Professional
Services
-
0.0%
(0.0%
of
Total
Investments)
70,690
Skillsoft
Corp
(8)
126,535
Total
Common
Stocks
(cost
$22,813,315)
16,530,212
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(4)
Value
6859231
ASSET-BACKED
SECURITIES
-
1.9%
(1.1%
of
Total
Investments)
X
6,859,231
$
250
Battalion
CLO
XI
Ltd
(3-Month
LIBOR
reference
rate
+
6.850%
spread),
144A
2017
11A
(11)
8.034%
4/24/34
Ba3
$
203,271
500
CIFC
Funding
2019-I
Ltd
(3-Month
LIBOR
reference
rate
+
6.830%
spread),
144A
2019
1A
(11)
7.893%
4/20/32
Ba3
439,600
800
Dryden
50
Senior
Loan
Fund
(3-Month
LIBOR
reference
rate
+
6.260%
spread),
144A
2017
50A
(11)
10.339%
7/15/30
Ba3
672,216
1,000
Flatiron
CLO
19
Ltd
(3-Month
LIBOR
reference
rate
+
6.100%
spread),
144A
2019
1A
(11)
0.000%
11/16/34
BB-
836,448
750
Gilbert
Park
CLO
Ltd
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
144A
2017
1A
(11)
10.479%
10/15/30
Ba3
634,996
500
Goldentree
Loan
Opportunities
IX
Ltd
(3-Month
LIBOR
reference
rate
+
5.660%
spread),
144A
2014
9A
(11)
10.075%
10/29/29
BB-
434,419
500
KKR
CLO
30
Ltd
(3-Month
LIBOR
reference
rate
+
6.400%
spread),
144A
Y
30A
(11)
0.000%
10/17/31
Ba3
433,783
250
Magnetite
XXVII
Ltd
(3-Month
LIBOR
reference
rate
+
6.000%
spread),
144A
2020
27A
(11)
10.243%
10/20/34
Ba3
219,623
400
Neuberger
Berman
Loan
Advisers
CLO
28
Ltd
(3-Month
LIBOR
reference
rate
+
5.600%
spread),
144A
2018
28A
(11)
9.843%
4/20/30
BB-
332,920
1,375
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd
(TSFR3M
reference
rate
+
3.200%
spread),
144A
2022
48A
(11)
7.260%
4/25/36
BBB-
1,215,493
833
Rockford
Tower
CLO
2017-3
Ltd
(3-Month
LIBOR
reference
rate
+
5.750%
spread),
144A
2017
3A
(11)
6.813%
10/20/30
Ba3
659,820
850
TICP
CLO
I-2
LTD
(3-Month
LIBOR
reference
rate
+
5.770%
spread),
144A
2018
IA
(11)
6.984%
4/26/28
B1
776,642
$
8,008
Total
Asset-Backed
Securities
(cost
$7,835,569)
6,859,231
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
20
JRO
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
Shares
Description
(1)
Value
X
3,552,683
WARRANTS
-
1.0%
(0.6%
of
Total
Investments)
X
3,552,683
Energy
Equipment
&
Services
-
0.9%
(0.6%
of
Total
Investments)
25,425
Quarternorth
Energy
Holding
Inc
$
3,076,425
33,231
Quarternorth
Energy
Holding
Inc
166,155
17,255
Quarternorth
Energy
Holding
Inc
138,040
Total
Energy
Equipment
&
Services
3,380,620
Entertainment
-
0.0%
(0.0%
of
Total
Investments)
138,768
Cineworld
Warrant
–
Industrial
Conglomerates
-
0.0%
(0.0%
of
Total
Investments)
15,354
American
Commercial
Barge
Line
LLC
7,677
Marine
-
0.1%
(0.0%
of
Total
Investments)
603
ACBL
HLDG
CORP
19,899
2,243
ACBL
HLDG
CORP
55,514
1,706
ACBL
HLDG
CORP
76,770
20,187
American
Commercial
Barge
Line
LLC
7,570
Total
Marine
159,753
Oil,
Gas
&
Consumable
Fuels
-
0.0%
(0.0%
of
Total
Investments)
314
California
Resources
Corp
4,459
Software
-
0.0%
(0.0%
of
Total
Investments)
15,619
Avaya
Holdings
Corp
172
Wireless
Telecommunication
Services
-
0.0%
(0.0%
of
Total
Investments)
2
Intelsat
SA/Luxembourg
2
Total
Warrants
(cost
$2,115,748)
3,552,683
Shares
Description
(1)
Coupon
Ratings
(4)
Value
165,824
CONVERTIBLE
PREFERRED
SECURITIES
-
0.1%
(0.0%
of
Total
Investments)
X
165,824
Communications
Equipment
-
0.0%
(0.0%
of
Total
Investments)
15,089
Riverbed
technology
inc
0.000%
N/R
$
3,772
Marine
-
0.1%
(0.0%
of
Total
Investments)
2,133
ACBL
HLDG
CORP
0.000%
N/R
52,792
2,428
ACBL
HLDG
CORP
0.000%
N/R
109,260
Total
Marine
162,052
Total
Convertible
Preferred
Securities
(cost
$378,983)
165,824
Total
Long-Term
Investments
(cost
$645,419,767)
592,259,818
Shares
Description
(1)
Coupon
Value
SHORT-TERM
INVESTMENTS
-
1.8% (1.1%
of
Total
Investments)
6,659,510
INVESTMENT
COMPANIES
-
1.8%
(1.1%
of
Total
Investments)
X
6,659,510
6,659,510
BlackRock
Liquidity
Funds
T-Fund
Portfolio
2.899%(12)
$
6,659,510
Total
Investment
Companies
(cost
$6,659,510)
6,659,510
Total
Short-Term
Investments
(cost
$6,659,510)
6,659,510
Total
Investments
(cost
$
652,079,277
)
-
164
.6
%
598,919,328
Borrowings
-
(42.6)%
(13),(14)
(
155,100,000
)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
-
(20.5)%(15)
(
74,718,062
)
Other
Assets
Less
Liabilities
- (1.5)%
(
5,167,533
)
Net
Assets
Applicable
to
Common
Shares
-
100%
$
363,933,733
21
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Variable
Rate
Senior
Loan
Interests
$
–
$
487,564,772
$
–
$
487,564,772
Corporate
Bonds
–
77,587,096
–
77,587,096
Common
Stocks
2,595,653
13,924,700
9,859
16,530,212
Asset-Backed
Securities
–
6,859,231
–
6,859,231
Warrants
4,459
3,548,224
–
3,552,683
Convertible
Preferred
Securities
–
165,824
–
165,824
Short-Term
Investments:
Investment
Companies
6,659,510
–
–
6,659,510
Total
$
9,259,622
$
589,649,847
$
9,859
$
598,919,328
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
Senior
loans
generally
pay
interest
at
rates
which
are
periodically
adjusted
by
reference
to
a
base
short-term,
floating
lending
rate
(Reference
Rate)
plus
an
assigned
fixed
rate
(Spread).
These
floating
lending
rates
are
generally
(i)
the
lending
rate
referenced
by
the
London
Inter-Bank
Offered
Rate
("LIBOR"),
or
(ii)
the
prime
rate
offered
by
one
or
more
major
United
States
banks.
Senior
loans
may
be
considered
restricted
in
that
the
Fund
ordinarily
is
contractually
obligated
to
receive
approval
from
the
agent
bank
and/or
borrower
prior
to
the
disposition
of
a
senior
loan.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(3)
Senior
loans
generally
are
subject
to
mandatory
and/or
optional
prepayment.
Because
of
these
mandatory
prepayment
conditions
and
because
there
may
be
significant
economic
incentives
for
a
borrower
to
prepay,
prepayments
of
senior
loans
may
occur.
As
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
(4)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(5)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(6)
Investment,
or
portion
of
investment,
represents
an
outstanding
unfunded
senior
loan
commitment.
(7)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(8)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(9)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(10)
Common
Stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Bruce
Mansfield
Unit
1
2007
Pass-Through
Trust.
(11)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(12)
The
rate
shown
is
the
annualized
seven-day
subsidized
yield
as
of
end
of
the
reporting
period.
(13)
Borrowings
as
a
percentage
of
Total
Investments
is
25.9%.
(14)
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.
(15)
Taxable
Fund
Preferred
Shares,
net
of
deferred
offering
costs
as
a
percentage
of
Total
Investments
is
12.5%.
Nuveen
Floating
Rate
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
October
31,
2022
(Unaudited)
22
JRO
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
CME
Chicago
Mercantile
Exchange
DD1
Portion
of
investment
purchased
on
a
delayed
delivery
basis.
LIBOR
London
Inter-Bank
Offered
Rate
N/A
Not
Applicable.
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
SOFR
180A
180
Day
Average
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.