1

Nuveen

Floating

Rate

Income

Opportunity

Fund

Portfolio

of

Investments

April

30,

2022

(Unaudited)

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

LONG-TERM

INVESTMENTS

-

157.1%  (85.4%

of

Total

Investments)

X

550,404,935

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

135.1%

(85.4%

of

Total

Investments)

(2)

X

550,404,935

Aerospace

&

Defense

-

2.5%

(1.6%

of

Total

Investments)

$

1,280

Maxar

Technologies

Ltd.,

Term

Loan

B

3.520%

3-Month

LIBOR

2.750%

10/05/24

B

$

1,271,653

4,039

Sequa

Mezzanine

Holdings

L.L.C.,

Term

Loan,

(cash

6.750%,

PIK

1.000%)

7.750%

1-Month

LIBOR

6.750%

7/31/23

B-

4,046,187

1,142

Sequa

Mezzanine

Holdings

L.L.C.,

Term

Loan,

Second

Lien,

(cash

5.000%,

PIK

6.750%)

11.750%

1-Month

LIBOR

10.750%

7/31/24

CCC-

1,138,422

1,651

TransDigm,

Inc.,

Term

Loan

E

3.014%

1-Month

LIBOR

2.250%

5/30/25

Ba3

1,622,195

1,250

TransDigm,

Inc.,

Term

Loan

F

3.014%

1-Month

LIBOR

2.250%

12/09/25

Ba3

1,228,137

1,042

TransDigm,

Inc.,

Term

Loan

G

3.014%

1-Month

LIBOR

2.250%

8/22/24

Ba3

1,027,999

10,404

Total

Aerospace

&

Defense

10,334,593

Airlines

-

2.0%

(1.3%

of

Total

Investments)

1,620

AAdvantage

Loyalty

IP

Ltd.,

Term

Loan

5.813%

3-Month

LIBOR

4.750%

4/20/28

Ba2

1,651,567

257

American

Airlines,

Inc.,

Term

Loan

2.840%

6-Month

LIBOR

2.000%

12/14/23

Ba3

254,724

930

American

Airlines,

Inc.,

Term

Loan,

First

Lien

2.499%

1-Month

LIBOR

1.750%

1/29/27

Ba3

893,988

1,435

Kestrel

Bidco

Inc.,

Term

Loan

B

4.000%

6-Month

LIBOR

3.000%

12/11/26

BB-

1,391,860

1,900

SkyMiles

IP

Ltd.,

Term

Loan

B

4.813%

3-Month

LIBOR

3.750%

10/20/27

Baa1

1,965,968

2,228

United

Airlines,

Inc.,

Term

Loan

B

4.500%

3-Month

LIBOR

3.750%

4/21/28

Ba1

2,214,591

8,370

Total

Airlines

8,372,698

Auto

Components

-

1.1%

(0.7%

of

Total

Investments)

614

Adient

US

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/08/28

BB+

610,813

2,029

Clarios

Global

LP,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/30/26

B1

2,000,191

85

DexKo

Global

Inc.,

Term

Loan

3.750%

3-Month

LIBOR

3.750%

10/04/28

B1

82,863

445

DexKo

Global

Inc.,

Term

Loan

B

4.717%

3-Month

LIBOR

3.750%

10/04/28

B1

435,034

1,347

Superior

Industries

International,

Inc.,

Term

Loan

B,

First

Lien

4.764%

1-Month

LIBOR

4.000%

5/23/24

Ba3

1,328,698

4,520

Total

Auto

Components

4,457,599

Beverages

-

1.5%

(0.9%

of

Total

Investments)

1,076

Arterra

Wines

Canada,

Inc.,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

11/25/27

B1

1,068,082

826

City

Brewing

Company,

LLC,

Term

Loan

4.469%

3-Month

LIBOR

3.500%

4/05/28

B

777,674

1,750

Naked

Juice

LLC,

Term

Loan

4.001%

2-Month

LIBOR

3.250%

1/20/29

Ba3

1,719,375

95

Naked

Juice

LLC,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

Ba3

93,784

404

Naked

Juice

LLC,

Term

Loan,

Second

Lien

6.651%

SOFR90A

6.000%

1/20/30

B3

403,192

2,082

Triton

Water

Holdings,

Inc,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

3/31/28

B1

2,026,761

6,233

Total

Beverages

6,088,868

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

2

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Biotechnology

-

0.6%

(0.4%

of

Total

Investments)

$

2,502

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

11/15/27

BB+

$

2,448,791

Building

Products

-

2.1%

(1.3%

of

Total

Investments)

2,688

Chamberlain

Group

Inc,

Term

Loan

B

4.506%

3-Month

LIBOR

3.500%

10/22/28

B+

2,641,634

1,781

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B

3.804%

3-Month

LIBOR

3.250%

4/12/28

B+

1,678,273

300

Griffon

Corporation,

Term

Loan

B

3.267%

SOFR90A

2.750%

1/19/29

BB

297,900

2,789

Quikrete

Holdings,

Inc.,

Term

Loan,

First

Lien

3.389%

1-Month

LIBOR

2.625%

1/31/27

BB-

2,719,461

669

Standard

Industries

Inc.,

Term

Loan

B

3.788%

6-Month

LIBOR

2.500%

9/22/28

BBB-

668,388

489

Zurn

Holdings,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

10/04/28

BB

487,993

8,716

Total

Building

Products

8,493,649

Capital

Markets

-

0.8%

(0.5%

of

Total

Investments)

880

Advisor

Group,

Inc.,

Term

Loan

5.264%

1-Month

LIBOR

4.500%

7/31/26

B2

877,907

2,553

Astra

Acquisition

Corp.,

Term

Loan,

First

Lien

6.014%

1-Month

LIBOR

5.250%

10/22/28

BB-

2,463,468

3,433

Total

Capital

Markets

3,341,375

Chemicals

-

1.3%

(0.8%

of

Total

Investments)

561

ASP

Unifrax

Holdings

Inc,

Term

Loan

B

4.756%

3-Month

LIBOR

3.750%

12/14/25

BB

545,360

1,462

Atotech

B.V.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

3/18/28

B+

1,452,270

784

Diamond

(BC)

B.V.,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

9/29/28

Ba3

759,044

711

INEOS

Styrolution

US

Holding

LLC,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

1/29/26

BB+

704,271

859

Ineos

US

Finance

LLC,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

3/31/24

BBB-

855,960

165

Kraton

Corporation,

Term

Loan

3.990%

3-Month

LIBOR

3.250%

3/15/29

BB

164,382

795

PMHC

II,

Inc.,

Term

Loan

B

5.287%

SOFR90A

4.250%

2/03/29

B-

750,950

5,337

Total

Chemicals

5,232,237

Commercial

Services

&

Supplies

-

3.9%

(2.5%

of

Total

Investments)

1,170

Amentum

Government

Services

Holdings

LLC,

Term

Loan

4.777%

SOFR90A

4.000%

2/07/29

B1

1,165,320

499

Anticimex

International

AB,

Term

Loan

B1

4.008%

3-Month

LIBOR

3.500%

11/16/28

B

493,765

873

Clean

Harbors

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

10/08/28

BBB-

870,958

1,000

Covanta

Holding

Corporation,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

11/30/28

Ba1

996,732

75

Covanta

Holding

Corporation,

Term

Loan

C

3.264%

1-Month

LIBOR

2.500%

11/30/28

Ba1

74,662

721

Garda

World

Security

Corporation,

Term

Loan

B

4.920%

1-Month

LIBOR

4.250%

10/30/26

BB+

716,098

2,665

GFL

Environmental

Inc.,

Term

Loan

4.239%

3-Month

LIBOR

3.000%

5/30/25

N/R

2,663,439

746

Herman

Miller,

Inc,

Term

Loan

B

2.750%

1-Month

LIBOR

2.000%

7/19/28

BBB-

737,482

3,739

Intrado

Corporation,

Term

Loan

5.000%

1

+

3-Month

LIBOR

4.000%

10/10/24

B2

3,510,977

342

KAR

Auction

Services,

Inc.,

Term

Loan

B6

3.063%

1-Month

LIBOR

2.250%

9/19/26

Ba3

340,170

180

Pitney

Bowes

Inc.,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

3/19/28

BBB-

177,420

3

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Commercial

Services

&

Supplies

(continued)

$

1,301

Prime

Security

Services

Borrower,

LLC,

Term

Loan

3.500%

3

+

6-Month

LIBOR

2.750%

9/23/26

BB-

$

1,287,139

1,701

Vertical

US

Newco

Inc,

Term

Loan

B

4.019%

1

+

6-Month

LIBOR

3.500%

7/31/27

B+

1,685,869

590

West

Corporation,

Term

Loan

B1

4.500%

1-Month

LIBOR

3.500%

10/10/24

B2

547,461

860

WIN

Waste

Innovations

Holdings,

Inc.,

Term

Loan

B

3.756%

3-Month

LIBOR

2.750%

3/25/28

B+

852,145

16,462

Total

Commercial

Services

&

Supplies

16,119,637

Communications

Equipment

-

2.3%

(1.4%

of

Total

Investments)

1,651

CommScope,

Inc.,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

4/04/26

Ba3

1,592,952

1,985

Delta

TopCo,

Inc.,

Term

Loan

B

4.500%

3-Month

LIBOR

3.750%

12/01/27

B2

1,961,597

2,539

MLN

US

HoldCo

LLC,

Term

Loan,

First

Lien

4.952%

1-Month

LIBOR

4.500%

11/30/25

B3

2,436,360

1,463

Plantronics

Inc,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

7/02/25

Ba2

1,453,673

1,717

Riverbed

Technology,

Inc.,

Exit

Term

Loan,

(cash

7.000%,

PIK

2.000%)

2.000%

3-Month

LIBOR

2.000%

12/07/26

Caa1

1,351,659

500

ViaSat,

Inc.,

Term

Loan

5.000%

SOFR30A

4.500%

3/04/29

Ba3

498,332

9,855

Total

Communications

Equipment

9,294,573

Construction

&

Engineering

-

0.9%

(0.6%

of

Total

Investments)

496

AECOM,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

4/13/28

BBB-

496,746

816

Aegion

Corporation,

Term

Loan

5.500%

3-Month

LIBOR

4.750%

5/17/28

B

810,291

514

Brand

Energy

&

Infrastructure

Services,

Inc.,

Term

Loan

5.256%

3-Month

LIBOR

4.250%

6/21/24

B-

489,372

997

Centuri

Group,

Inc,

Term

Loan

B

3.000%

3-Month

LIBOR

2.500%

8/27/28

Ba2

986,698

696

Osmose

Utilities

Services,

Inc.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

6/22/28

B

688,013

380

Pike

Corporation,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

1/21/28

Ba3

378,733

3,899

Total

Construction

&

Engineering

3,849,853

Consumer

Finance

-

0.7%

(0.4%

of

Total

Investments)

2,734

Fleetcor

Technologies

Operating

Company,

LLC,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

4/30/28

BB+

2,688,034

Containers

&

Packaging

-

1.8%

(1.1%

of

Total

Investments)

1,760

Berry

Global,

Inc.,

Term

Loan

Z

2.238%

1-Month

LIBOR

1.750%

7/01/26

BBB-

1,736,036

1,086

Charter

NEX

US,

Inc.,

Term

Loan

4.514%

1-Month

LIBOR

3.750%

12/01/27

N/R

1,082,274

715

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B

4.783%

3-Month

LIBOR

4.250%

3/30/29

B

706,556

89

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

B

80,399

896

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

9/24/28

B+

875,244

526

Reynolds

Group

Holdings

Inc.

,

Term

Loan

B2

4.014%

1-Month

LIBOR

3.250%

2/05/26

B+

512,246

2,252

TricorBraun

Holdings,

Inc.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

3/03/28

B2

2,207,774

7,324

Total

Containers

&

Packaging

7,200,529

Diversified

Consumer

Services

-

0.4%

(0.2%

of

Total

Investments)

588

GT

Polaris,

Inc.,

Term

Loan

4.989%

3-Month

LIBOR

3.750%

9/24/27

BB-

583,355

990

Spin

Holdco

Inc.,

Term

Loan

4.750%

3-Month

LIBOR

4.000%

3/04/28

B-

987,154

1,578

Total

Diversified

Consumer

Services

1,570,509

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

4

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Diversified

Financial

Services

-

1.6%

(1.0%

of

Total

Investments)

$

328

Avaya,

Inc.,

Term

Loan

B2

4.554%

1-Month

LIBOR

4.000%

12/15/27

N/R

$

323,622

1,708

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B3

2.500%

1-Month

LIBOR

1.750%

1/15/25

Baa2

1,693,406

3,242

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B4

2.250%

1-Month

LIBOR

1.500%

2/12/27

Baa2

3,182,974

1,303

Trans

Union,

LLC,

Term

Loan

B6

3.014%

1-Month

LIBOR

2.250%

12/01/28

BBB-

1,290,854

6,581

Total

Diversified

Financial

Services

6,490,856

Diversified

Telecommunication

Services

-

3.5%

(2.2%

of

Total

Investments)

1,227

Altice

France

S.A.,

Term

Loan

B12

4.732%

3-Month

LIBOR

3.688%

1/31/26

B

1,217,275

3,766

Altice

France

S.A.,

Term

Loan

B13

4.506%

3-Month

LIBOR

4.000%

8/14/26

B

3,745,946

4,860

CenturyLink,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

3/15/27

BBB-

4,660,462

778

Cincinnati

Bell,

Inc.,

Term

Loan

B2

4.051%

SOFR90A

3.250%

11/23/28

B+

775,132

1,069

Connect

Finco

Sarl,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

12/12/26

B+

1,064,299

2,846

Frontier

Communications

Corp.,

Term

Loan

B

4.813%

3-Month

LIBOR

3.750%

10/08/27

BB+

2,804,837

14,546

Total

Diversified

Telecommunication

Services

14,267,951

Electric

Utilities

-

0.4%

(0.3%

of

Total

Investments)

904

ExGen

Renewables

IV,

LLC,

Term

Loan

3.500%

3-Month

LIBOR

2.500%

12/15/27

BB-

902,927

737

Pacific

Gas

&

Electric

Company,

Term

Loan

3.813%

1-Month

LIBOR

3.000%

6/23/25

BB

729,050

1,641

Total

Electric

Utilities

1,631,977

Electrical

Equipment

-

0.1%

(0.1%

of

Total

Investments)

300

Vertiv

Group

Corporation,

Term

Loan

B

3.202%

1-Month

LIBOR

2.750%

3/02/27

BB-

292,582

Electronic

Equipment,

Instruments

&

Components

-

1.3%

(0.8%

of

Total

Investments)

1,875

II

VI

Incorporated,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BBB-

1,869,141

1,945

Ingram

Micro

Inc.,

Term

Loan

B

4.506%

3-Month

LIBOR

3.500%

7/02/28

BB+

1,941,896

1,322

TTM

Technologies,

Inc.,

Term

Loan

2.955%

1-Month

LIBOR

2.500%

9/28/24

BB+

1,322,663

5,142

Total

Electronic

Equipment,

Instruments

&

Components

5,133,700

Energy

Equipment

&

Services

-

0.1%

(0.1%

of

Total

Investments)

657

Petroleum

Geo-Services

ASA,

Term

Loan

8.506%

3-Month

LIBOR

7.500%

3/19/24

N/R

606,859

Entertainment

-

2.4%

(1.5%

of

Total

Investments)

536

AMC

Entertainment

Holdings,

Inc.

,

Term

Loan

B

3.488%

1-Month

LIBOR

3.000%

4/22/26

B-

480,299

3,679

Crown

Finance

US,

Inc.,

Term

Loan

3.506%

3-Month

LIBOR

2.500%

2/28/25

CCC

2,817,793

384

Crown

Finance

US,

Inc.,

Term

Loan

4.250%

3-Month

LIBOR

2.750%

9/20/26

CCC

286,319

301

Crown

Finance

US,

Inc.,

Term

Loan

B1

10.076%

6-Month

LIBOR

8.250%

5/23/24

B-

320,801

1,085

Diamond

Sports

Group,

LLC,

Second

Lien

Term

Loan,

(WI/

DD)

TBD

TBD

TBD

TBD

CCC+

368,112

431

Diamond

Sports

Group,

LLC,

Term

Loan

9.000%

SOFR30A

8.000%

5/19/26

B

439,479

5

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Entertainment

(continued)

$

491

Lions

Gate

Capital

Holdings

LLC,

Term

Loan

B

2.707%

1-Month

LIBOR

2.250%

3/24/25

Ba2

$

486,561

733

Springer

Nature

Deutschland

GmbH,

Term

Loan

B18,

(DD1)

3.750%

3-Month

LIBOR

3.000%

8/14/26

BB+

730,172

1,872

Univision

Communications

Inc.,

Term

Loan

C5

3.750%

1-Month

LIBOR

2.750%

3/15/24

B+

1,867,497

1,995

Virgin

Media

Bristol

LLC,

Term

Loan

Q

3.804%

1-Month

LIBOR

3.250%

1/31/29

BB+

1,988,397

11,507

Total

Entertainment

9,785,430

Food

&

Staples

Retailing

-

0.5%

(0.3%

of

Total

Investments)

768

American

Seafoods

Group

LLC,

Term

Loan,

First

Lien

3.750%

3-Month

LIBOR

2.750%

8/21/23

BB-

763,197

1,217

US

Foods,

Inc.,

Term

Loan

B

3.258%

3-Month

LIBOR

2.750%

11/22/28

BB

1,211,054

1,985

Total

Food

&

Staples

Retailing

1,974,251

Food

Products

-

0.9%

(0.6%

of

Total

Investments)

750

CHG

PPC

Parent

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

12/08/28

B1

738,750

767

Froneri

International

Ltd.,

Term

Loan

3.014%

1-Month

LIBOR

2.250%

1/31/27

B+

749,253

472

H

Food

Holdings

LLC,

Term

Loan

B

4.451%

1-Month

LIBOR

3.688%

5/31/25

B2

452,601

44

H

Food

Holdings

LLC,

Term

Loan

B3

6.000%

1-Month

LIBOR

5.000%

5/31/25

B2

43,284

1,000

Sycamore

Buyer

LLC,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BB+

988,500

775

UTZ

Quality

Foods,

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

1/20/28

B1

769,803

3,808

Total

Food

Products

3,742,191

Health

Care

Equipment

&

Supplies

-

3.3%

(2.1%

of

Total

Investments)

2,040

Carestream

Health,

Inc.,

Term

Loan

7.756%

3-Month

LIBOR

6.750%

5/08/23

B1

2,031,645

413

Embecta

Corp,

Term

Loan

B

3.651%

3-Month

LIBOR

3.000%

1/27/29

Ba3

408,977

665

ICU

Medical,

Inc.,

Term

Loan

B

3.000%

2-Month

LIBOR

2.500%

12/14/28

BBB-

663,920

496

Insulet

Corporation,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

5/04/28

Ba3

496,560

7,986

Medline

Borrower,

LP,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

10/21/28

BB-

7,860,780

1,674

Viant

Medical

Holdings,

Inc.,

Term

Loan,

First

Lien,

(DD1)

4.514%

1-Month

LIBOR

3.750%

7/02/25

B3

1,591,848

676

Vyaire

Medical,

Inc.,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

4/30/25

Caa1

534,636

13,950

Total

Health

Care

Equipment

&

Supplies

13,588,366

Health

Care

Providers

&

Services

-

11.6%

(7.3%

of

Total

Investments)

552

ADMI

Corp.,

Term

Loan

B2

4.139%

1-Month

LIBOR

3.375%

12/23/27

B

543,767

2,239

AHP

Health

Partners,

Inc.,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

8/23/28

B1

2,231,060

421

BW

NHHC

Holdco,

Inc.,

Term

Loan,

First

Lien

5.488%

3-Month

LIBOR

5.000%

5/15/25

CCC

319,576

4,942

Change

Healthcare

Holdings

LLC,

Term

Loan

B

3.500%

1-Month

LIBOR

2.500%

3/01/24

B+

4,939,031

501

DaVita,

Inc.

,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

8/12/26

BBB-

494,905

239

Element

Materials

Technology

Group

US

Holdings

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B1

239,075

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

6

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Health

Care

Providers

&

Services

(continued)

$

111

Element

Materials

Technology

Group

US

Holdings

Inc,

Term

Loan,

(WI/DD)(5)

TBD

TBD

TBD

TBD

B1

$

110,342

1,201

Gainwell

Acquisition

Corp.,

Term

Loan

B

5.006%

3-Month

LIBOR

4.000%

10/01/27

BB-

1,199,468

298

Global

Medical

Response,

Inc.,

Term

Loan

5.250%

6-Month

LIBOR

4.250%

3/14/25

B

296,696

2,469

Global

Medical

Response,

Inc.,

Term

Loan

B

5.250%

3-Month

LIBOR

4.250%

10/02/25

B

2,453,320

3,787

ICON

Luxembourg

S.A.R.L.,

Term

Loan,

(DD1)

3.313%

3-Month

LIBOR

2.250%

7/01/28

BB+

3,770,673

304

MED

ParentCo

LP,

Term

Loan,

First

Lien

5.014%

1-Month

LIBOR

4.250%

8/31/26

B2

299,021

1,081

National

Mentor

Holdings,

Inc.,

Term

Loan,

(DD1)

4.500%

1

+

3-Month

LIBOR

3.750%

3/02/28

B

1,041,062

18

National

Mentor

Holdings,

Inc.,

Term

Loan

C,

(DD1)

4.760%

3-Month

LIBOR

3.750%

3/02/28

B

17,738

1,305

Onex

TSG

Intermediate

Corp.,

Term

Loan

B

5.514%

1-Month

LIBOR

4.750%

2/26/28

B

1,294,879

6,647

Parexel

International

Corporation,

Term

Loan,

First

Lien

4.264%

1-Month

LIBOR

3.500%

11/15/28

B1

6,610,142

1,754

Phoenix

Guarantor

Inc,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

3/05/26

B1

1,728,168

1,485

Phoenix

Guarantor

Inc,

Term

Loan

B3

4.132%

1-Month

LIBOR

3.500%

3/05/26

B1

1,464,321

178

Quorum

Health

Corporation,

Term

Loan(6)

7.467%

3-Month

LIBOR

6.500%

4/29/25

B-

145,177

5,809

RegionalCare

Hospital

Partners

Holdings,

Inc.,

Term

Loan

B

4.499%

1-Month

LIBOR

3.750%

11/16/25

B1

5,749,059

3,264

Select

Medical

Corporation,

Term

Loan

B

3.020%

1-Month

LIBOR

2.250%

3/06/25

Ba2

3,243,536

4,856

Surgery

Center

Holdings,

Inc.,

Term

Loan

4.500%

1-Month

LIBOR

3.750%

8/31/26

B1

4,818,275

1,861

Team

Health

Holdings,

Inc.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

B

1,756,604

701

Team

Health

Holdings,

Inc.,

Term

Loan,

First

Lien

3.750%

1-Month

LIBOR

2.750%

2/06/24

B

654,482

1,886

US

Radiology

Specialists,

Inc.,

Term

Loan

6.256%

3-Month

LIBOR

5.250%

12/15/27

B-

1,881,518

47,909

Total

Health

Care

Providers

&

Services

47,301,895

Health

Care

Technology

-

1.0%

(0.6%

of

Total

Investments)

217

Athenahealth,

Inc.,

Term

Loan(5)

1.750%

SOFR30A

1.750%

1/27/29

B+

214,810

1,283

Athenahealth,

Inc.,

Term

Loan

B

4.009%

SOFR30A

3.500%

1/27/29

B+

1,267,377

2,697

Carestream

Health,

Inc.,

Term

Loan,

Second

Lien,

(cash

5.500%,

PIK

8.000%),

(DD1)

5.506%

3-Month

LIBOR

4.500%

8/05/23

CCC+

2,494,474

4,197

Total

Health

Care

Technology

3,976,661

Hotels,

Restaurants

&

Leisure

-

20.4%

(12.9%

of

Total

Investments)

158

24

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(DD1)

15.000%

3-Month

LIBOR

14.000%

9/29/26

Caa3

157,174

363

24

Hour

Fitness

Worldwide,

Inc.,

Exit

Term

Loan,

(cash

0.220%,

PIK

5.000%)

5.983%

3-Month

LIBOR

5.000%

12/29/25

CCC-

169,190

1,403

Alterra

Mountain

Company,

Term

Loan

4.264%

1-Month

LIBOR

3.500%

8/17/28

B

1,394,860

1,745

Alterra

Mountain

Company,

Term

Loan

B1,

(DD1)

3.514%

1-Month

LIBOR

2.750%

7/31/24

B

1,738,136

7

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Hotels,

Restaurants

&

Leisure

(continued)

$

743

Aramark

Services,

Inc.,

Term

Loan

B3

2.514%

1-Month

LIBOR

1.750%

3/11/25

BB+

$

732,837

16,235

B.C.

Unlimited

Liability

Company,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

11/19/26

BB+

15,955,755

7,574

Caesars

Resort

Collection,

LLC,

Term

Loan

B,

First

Lien

3.514%

1-Month

LIBOR

2.750%

12/22/24

B+

7,547,757

1,108

Caesars

Resort

Collection,

LLC,

Term

Loan

B1

4.264%

1-Month

LIBOR

3.500%

7/20/25

B+

1,105,122

972

Carnival

Corporation,

Term

Loan

B,

(DD1)

3.750%

3-Month

LIBOR

3.000%

6/30/25

Ba2

959,767

1,197

Carnival

Corporation,

Term

Loan

B

4.000%

3-Month

LIBOR

3.250%

10/18/28

Ba2

1,181,541

1,277

Churchill

Downs

Incorporated,

Term

Loan

B1

2.764%

1-Month

LIBOR

2.000%

3/17/28

BBB-

1,265,489

4,336

ClubCorp

Holdings,

Inc.,

Term

Loan

B

3.756%

3-Month

LIBOR

2.750%

9/18/24

B2

4,227,098

544

Crown

Finance

US,

Inc.,

Term

Loan

B1,

(cash

7.132%,

PIK

8.250%),

(DD1)

8.250%

3-Month

LIBOR

8.250%

5/23/24

B-

632,099

868

Crown

Finance

US,

Inc.,

Term

Loan

B1,

(DD1)(5)

0.000%

3-Month

LIBOR

2.750%

5/31/23

CCC+

728,725

7,211

Delta

2

(LUX)

S.a.r.l.,

Term

Loan

3.500%

1-Month

LIBOR

2.500%

2/01/24

BB-

7,192,708

3,319

Equinox

Holdings,

Inc.,

Term

Loan,

First

Lien

4.006%

3-Month

LIBOR

3.000%

3/08/24

CCC

3,152,071

5,052

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

B

5,034,842

950

Four

Seasons

Hotels

Limited,

Term

Loan,

First

Lien

2.764%

1-Month

LIBOR

2.000%

11/30/23

BB+

948,888

1,990

Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B

3.698%

1-Month

LIBOR

3.000%

8/02/28

BB+

1,983,781

3,720

Hilton

Worldwide

Finance,

LLC,

Term

Loan

B2

2.375%

1-Month

LIBOR

1.750%

6/21/26

BBB-

3,682,506

3,061

IRB

Holding

Corp,

Term

Loan

B

3.750%

SOFR30A

3.000%

12/15/27

B+

3,023,949

1,111

Life

Time

Fitness

Inc

,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

12/15/24

B

1,111,706

872

NASCAR

Holdings,

Inc,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

10/18/26

BB+

869,924

861

PCI

Gaming

Authority,

Term

Loan

3.264%

1-Month

LIBOR

2.500%

5/31/26

BBB-

855,885

776

Penn

National

Gaming

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

BB

773,704

875

Scientific

Games

Holdings

LP,

Term

Loan

B

4.175%

SOFR90A

3.500%

2/04/29

BB-

867,033

2,691

Scientific

Games

International,

Inc.,

Term

Loan

3.573%

3-Month

LIBOR

3.000%

4/07/29

BB

2,682,173

1,492

SeaWorld

Parks

&

Entertainment,

Inc.,

Term

Loan

B

3.813%

1-Month

LIBOR

3.000%

8/25/28

BB-

1,473,530

5,117

Stars

Group

Holdings

B.V.

(The),

Term

Loan,

(DD1)

3.256%

3-Month

LIBOR

2.250%

7/10/25

BBB

5,096,685

2,167

Station

Casinos

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

2.250%

2/08/27

BB-

2,143,697

1,496

Twin

River

Worldwide

Holdings,

Inc.,

Term

Loan

B

3.750%

6-Month

LIBOR

3.250%

10/01/28

BB+

1,484,325

1,776

William

Morris

Endeavor

Entertainment,

LLC,

Term

Loan,

First

Lien

3.520%

1-Month

LIBOR

2.750%

5/16/25

B

1,744,509

1,072

Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

5/30/25

BBB-

1,064,660

84,132

Total

Hotels,

Restaurants

&

Leisure

82,982,126

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

8

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Household

Durables

-

1.0%

(0.7%

of

Total

Investments)

$

306

AI

Aqua

Merger

Sub

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B3

$

301,354

69

AI

Aqua

Merger

Sub

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B3

68,490

1,800

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

First

Lien

4.250%

1-Month

LIBOR

3.750%

7/30/28

B

1,776,006

299

Installed

Building

Products,

Inc.,

Term

Loan

B

3.014%

1-Month

LIBOR

2.250%

12/14/28

BB+

298,816

1,350

Serta

Simmons

Bedding,

LLC,

Term

Loan(6)

8.500%

1-Month

LIBOR

7.500%

8/10/23

B-

1,222,744

57

Serta

Simmons

Bedding,

LLC,

Term

Loan(6)

8.500%

1-Month

LIBOR

7.500%

8/10/23

B

56,970

569

Weber-Stephen

Products

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

10/30/27

B+

553,223

4,450

Total

Household

Durables

4,277,603

Household

Products

-

0.3%

(0.2%

of

Total

Investments)

763

Illuminate

Merger

Sub

Corp.,

Term

Loan

4.506%

3-Month

LIBOR

3.500%

7/23/28

B1

720,984

431

Reynolds

Consumer

Products

LLC,

Term

Loan

2.514%

1-Month

LIBOR

1.750%

2/04/27

BBB-

424,805

1,194

Total

Household

Products

1,145,789

Independent

Power

And

Renewable

Electricity

Producers

-

0.2%

(0.1%

of

Total

Investments)

886

Vistra

Operations

Company

LLC,

Term

Loan

B3,

First

Lien,

(DD1)

2.190%

1-Month

LIBOR

1.750%

12/31/25

BBB-

876,108

Insurance

-

4.2%

(2.6%

of

Total

Investments)

3,494

Acrisure,

LLC,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

2/15/27

B

3,448,583

2,509

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

5/10/25

B

2,489,083

498

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B4,

(DD1)

4.051%

1-Month

LIBOR

3.500%

11/12/27

B

494,796

2,785

Asurion

LLC,

Term

Loan

B4,

Second

Lien

6.014%

1-Month

LIBOR

5.250%

1/15/29

B

2,706,324

627

Asurion

LLC,

Term

Loan

B6

3.889%

1-Month

LIBOR

3.125%

11/03/23

Ba3

625,069

2,895

Asurion

LLC,

Term

Loan

B8

4.014%

1-Month

LIBOR

3.250%

12/23/26

Ba3

2,835,010

746

Broadstreet

Partners,

Inc.,

Term

Loan

B2

4.014%

1-Month

LIBOR

3.250%

1/27/27

B1

737,232

994

Hub

International

Limited,

Term

Loan

B

4.348%

3-Month

LIBOR

3.250%

4/25/25

B

990,106

2,141

Hub

International

Limited,

Term

Loan

B

4.214%

2

+

3-Month

LIBOR

3.000%

4/25/25

B

2,116,688

493

Ryan

Specialty

Group,

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

9/01/27

BB-

492,039

17,182

Total

Insurance

16,934,930

Interactive

Media

&

Services

-

1.1%

(0.7%

of

Total

Investments)

4,547

Rackspace

Technology

Global,

Inc.,

Term

Loan

B

3.500%

3-Month

LIBOR

2.750%

2/09/28

B+

4,446,973

Internet

&

Direct

Marketing

Retail

-

0.7%

(0.4%

of

Total

Investments)

1,980

CNT

Holdings

I

Corp,

Term

Loan

4.250%

3-Month

LIBOR

3.500%

11/08/27

B

1,962,368

120

Medical

Solutions

Holdings,

Inc.,

Term

Loan(5)

3.500%

3-Month

LIBOR

3.500%

11/01/28

B1

119,100

630

Medical

Solutions

Holdings,

Inc.,

Term

Loan,

First

Lien

4.506%

3-Month

LIBOR

3.500%

11/01/28

B1

625,275

2,730

Total

Internet

&

Direct

Marketing

Retail

2,706,743

9

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

IT

Services

-

4.7%

(3.0%

of

Total

Investments)

$

1,602

Ahead

DB

Holdings,

LLC,

Term

Loan

B

4.760%

3-Month

LIBOR

3.750%

10/16/27

B+

$

1,594,775

218

iQor

US

Inc.,

Exit

Term

Loan

8.500%

1-Month

LIBOR

7.500%

9/15/27

B1

219,435

956

KBR,

Inc.,

Term

Loan

B

3.514%

1-Month

LIBOR

2.750%

2/07/27

Ba1

956,097

972

Peraton

Corp.,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

2/01/28

BB-

966,873

1,170

Perforce

Software,

Inc.,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

7/01/26

B2

1,157,530

3,811

Sabre

GLBL

Inc.,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

2/22/24

Ba3

3,767,680

668

Science

Applications

International

Corporation,

Term

Loan

B

2.639%

1-Month

LIBOR

1.875%

10/31/25

BB+

668,089

3,839

Syniverse

Holdings,

Inc.,

Term

Loan,

First

Lien

6.038%

3-Month

LIBOR

5.000%

3/09/23

CCC+

3,808,283

165

Syniverse

Holdings,

Inc.,

Term

Loan,

Second

Lien

10.038%

3-Month

LIBOR

9.000%

3/11/24

CCC-

161,632

1,468

Tempo

Acquisition

LLC,

Term

Loan

B

3.700%

SOFR30A

3.000%

8/31/28

BB-

1,460,433

3,508

Travelport

Finance

(Luxembourg)

S.a.r.l.,

Term

Loan,

(cash

3.500%,

PIK

6.500%)

9.756%

3-Month

LIBOR

8.750%

2/28/25

B-

3,591,306

965

WEX

Inc.,

Term

Loan

3.014%

1-Month

LIBOR

2.250%

4/01/28

Ba2

958,087

19,342

Total

IT

Services

19,310,220

Leisure

Products

-

0.3%

(0.2%

of

Total

Investments)

476

Hayward

Industries,

Inc.,

Term

Loan

3.198%

1-Month

LIBOR

2.500%

5/28/28

BB-

471,614

655

SRAM,

LLC

,

Term

Loan

B

3.250%

3

+

6-Month

LIBOR

2.750%

5/18/28

BB-

650,317

1,131

Total

Leisure

Products

1,121,931

Life

Sciences

Tools

&

Services

-

0.5%

(0.3%

of

Total

Investments)

614

Avantor

Funding,

Inc.,

Term

Loan

B5

3.014%

1-Month

LIBOR

2.250%

11/06/27

BB+

610,344

656

Curia

Global,

Inc.,

Term

Loan

4.514%

1

+

3-Month

LIBOR

3.750%

8/30/26

B

653,630

943

ICON

Luxembourg

S.A.R.L.,

Term

Loan,

(DD1)

3.313%

3-Month

LIBOR

2.250%

7/01/28

BB+

939,145

2,213

Total

Life

Sciences

Tools

&

Services

2,203,119

Machinery

-

2.5%

(1.6%

of

Total

Investments)

1,935

AI

Alpine

AT

Bidco

GmbH,

Term

Loan

B

3.717%

3-Month

LIBOR

2.750%

11/06/25

B

1,893,881

2,750

Ali

Group

North

America

Corp.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

Baa3

2,699,592

977

Alliance

Laundry

Systems

LLC,

Term

Loan

B

4.506%

1

+

3-Month

LIBOR

3.500%

10/08/27

B

973,123

1,703

Gardner

Denver,

Inc.,

Term

Loan

B2

1.826%

1-Week

LIBOR

1.750%

2/28/27

BB+

1,684,139

1,478

Gates

Global

LLC,

Term

Loan

B3

3.264%

1-Month

LIBOR

2.500%

3/31/27

Ba3

1,452,980

627

Grinding

Media

Inc.,

Term

Loan

B

4.796%

3-Month

LIBOR

4.000%

10/12/28

B

615,097

744

Madison

IAQ

LLC,

Term

Loan

4.524%

6-Month

LIBOR

3.250%

6/21/28

B1

723,439

10,214

Total

Machinery

10,042,251

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

10

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Marine

-

0.5%

(0.3%

of

Total

Investments)

$

2,036

HGIM

Corp.,

Exit

Term

Loan,

(DD1)

7.000%

3-Month

LIBOR

6.000%

7/02/23

CCC+

$

1,959,340

Media

-

14.4%

(9.1%

of

Total

Investments)

199

ABG

Intermediate

Holdings

2

LLC,

Term

Loan

B,

Second

Lien,

(WI/DD)

TBD

TBD

TBD

TBD

B1

197,563

1,665

ABG

Intermediate

Holdings

2

LLC,

Term

Loan

B1

4.000%

SOFR90A

3.500%

12/21/28

B1

1,654,594

199

ABG

Intermediate

Holdings

2

LLC,

Term

Loan,

Second

Lien,

(WI/DD)(5)

TBD

TBD

TBD

TBD

B1

197,563

320

ABG

Intermediate

Holdings

2

LLC,

Term

Loan,

Second

Lien

6.801%

SOFR90A

6.000%

12/20/29

CCC+

318,000

409

Altice

Financing

SA,

Term

Loan,

First

Lien

3.794%

3-Month

LIBOR

2.750%

1/31/26

B

401,414

1,241

Cable

One,

Inc.,

Term

Loan

B4

2.764%

1-Month

LIBOR

2.000%

5/03/28

BB+

1,231,165

2,577

Cengage

Learning,

Inc.,

Term

Loan

B

5.750%

3-Month

LIBOR

4.750%

7/14/26

B

2,537,428

2,694

Charter

Communications

Operating,

LLC,

Term

Loan

B2

2.520%

1-Month

LIBOR

1.750%

2/01/27

BBB-

2,664,346

452

Checkout

Holding

Corp.,

First

Out

Term

Loan

8.500%

1-Month

LIBOR

7.500%

2/15/23

N/R

403,695

840

Checkout

Holding

Corp.,

Last

Out

Term

Loan(cash

2.000%,

PIK

9.500%),

(DD1)

9.500%

1-Month

LIBOR

9.500%

8/15/23

N/R

313,947

8,037

Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan

B

4.739%

3-Month

LIBOR

3.500%

8/21/26

B1

7,857,491

4,974

CSC

Holdings,

LLC,

Term

Loan

2.804%

1-Month

LIBOR

2.250%

1/15/26

BB

4,896,547

2,906

CSC

Holdings,

LLC,

Term

Loan

B1

2.804%

1-Month

LIBOR

2.250%

7/17/25

BB

2,858,127

4,578

CSC

Holdings,

LLC,

Term

Loan

B5

3.054%

1-Month

LIBOR

2.500%

4/15/27

BB

4,503,265

357

Cumulus

Media

New

Holdings

Inc.,

Term

Loan

B

4.750%

6-Month

LIBOR

3.750%

3/31/26

B

355,577

5,384

DirecTV

Financing,

LLC,

Term

Loan

5.764%

1-Month

LIBOR

5.000%

8/02/27

BBB-

5,368,595

397

Dotdash

Meredith

Inc,

Term

Loan

B

4.500%

SOFR30A

4.000%

12/01/28

BB-

394,194

728

E.W.

Scripps

Company

(The),

Term

Loan

B2

3.326%

1-Month

LIBOR

2.563%

5/01/26

BB

721,569

553

Gray

Television,

Inc.,

Term

Loan

B

2.955%

1-Month

LIBOR

2.500%

2/07/24

BB+

552,036

637

Gray

Television,

Inc.,

Term

Loan

C

2.955%

1-Month

LIBOR

2.500%

1/02/26

BB+

633,715

4,703

iHeartCommunications,

Inc.,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

5/01/26

BB-

4,671,274

418

LCPR

Loan

Financing

LLC,

Term

Loan

B

4.304%

1-Month

LIBOR

3.750%

10/15/28

BB+

417,661

1,751

McGraw-Hill

Global

Education

Holdings,

LLC,

Term

Loan

5.258%

3

+

6-Month

LIBOR

4.750%

7/30/28

BB+

1,720,825

412

Mission

Broadcasting,

Inc.,

Term

Loan

B

2.955%

1-Month

LIBOR

2.500%

6/03/28

BBB-

408,347

1,262

Nexstar

Broadcasting,

Inc.,

Term

Loan

B3

3.014%

1-Month

LIBOR

2.250%

1/17/24

BBB-

1,259,172

949

Nexstar

Broadcasting,

Inc.,

Term

Loan

B4

2.955%

1-Month

LIBOR

2.500%

9/19/26

BBB-

941,979

323

Outfront

Media

Capital

LLC,

Term

Loan

B

2.514%

1-Month

LIBOR

1.750%

11/18/26

Ba1

317,112

409

Radiate

Holdco,

LLC,

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

9/25/26

B1

403,863

11

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Media

(continued)

$

309

Red

Ventures,

LLC,

Term

Loan

B2

3.264%

1-Month

LIBOR

2.500%

11/08/24

BB+

$

305,345

1,856

Sinclair

Television

Group

Inc.,

Term

Loan

B1

3.014%

1-Month

LIBOR

2.250%

1/03/24

B+

1,804,490

877

Sinclair

Television

Group

Inc.,

Term

Loan

B2B

3.270%

1-Month

LIBOR

2.500%

9/30/26

Ba2

848,617

1,052

Virgin

Media

Bristol

LLC,

Term

Loan

N

3.054%

1-Month

LIBOR

2.500%

1/31/28

BB+

1,038,971

893

WideOpenWest

Finance

LLC,

Term

Loan

B

3.540%

SOFR30A

3.000%

12/20/28

BB

891,566

5,518

Ziggo

Financing

Partnership,

Term

Loan

I

3.054%

1-Month

LIBOR

2.500%

4/30/28

BB

5,415,343

59,879

Total

Media

58,505,396

Multiline

Retail

-

0.3%

(0.2%

of

Total

Investments)

312

Belk,

Inc.,

Term

Loan

8.500%

3-Month

LIBOR

7.500%

7/31/25

B-

309,019

1,445

Belk,

Inc.,

Term

Loan,

(cash

5.000%,

PIK

8.000%)

13.000%

3-Month

LIBOR

13.000%

7/31/25

CCC-

862,826

1,757

Total

Multiline

Retail

1,171,845

Oil,

Gas

&

Consumable

Fuels

-

2.8%

(1.8%

of

Total

Investments)

856

BCP

Renaissance

Parent

LLC,

Term

Loan

B3

4.500%

SOFR30A

3.500%

11/01/24

B+

849,317

1,123

Buckeye

Partners,

L.P.,

Term

Loan

B

2.707%

1-Month

LIBOR

2.250%

11/01/26

BBB-

1,116,115

150

DT

Midstream,

Inc,

Term

Loan

B

2.500%

6-Month

LIBOR

2.000%

6/10/28

Baa2

149,842

371

EG

America

LLC,

Term

Loan

4.999%

3-Month

LIBOR

4.000%

2/05/25

B-

364,050

989

Freeport

LNG

Investments,

LLLP,

Term

Loan

B

4.563%

3-Month

LIBOR

3.500%

12/21/28

B+

984,787

750

Freeport

LNG

Investments,

LLLP,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

N/R

746,250

2,332

Gulf

Finance,

LLC,

Term

Loan,

(DD1)

7.750%

1-Month

LIBOR

6.750%

8/25/26

B

2,131,595

2,323

QuarterNorth

Energy

Holding

Inc.,

Exit

Term

Loan,

Second

Lien

9.000%

3-Month

LIBOR

8.000%

8/27/26

B

2,335,777

1,162

TransMontaigne

Operating

Company

L.P.,

Term

Loan

B

4.054%

1-Month

LIBOR

3.500%

11/05/28

BB

1,159,182

1,557

Traverse

Midstream

Partners

LLC,

Term

Loan

5.950%

SOFR90A

4.250%

9/27/24

B+

1,555,131

11,613

Total

Oil,

Gas

&

Consumable

Fuels

11,392,046

Personal

Products

-

0.9%

(0.5%

of

Total

Investments)

746

Conair

Holdings,

LLC,

Term

Loan

B

4.756%

3-Month

LIBOR

3.750%

5/17/28

B1

731,605

31

Coty

Inc.,

Term

Loan

B

2.701%

1-Month

LIBOR

2.250%

4/05/25

B+

30,018

1

Kronos

Acquisition

Holdings

Inc.,

Term

Loan

B

4.989%

3-Month

LIBOR

3.750%

12/22/26

B2

599

3,670

Revlon

Consumer

Products

Corporation,

Term

Loan

B,

(DD1)(7)

4.250%

3-Month

LIBOR

3.500%

9/07/23

CC

2,749,867

4,448

Total

Personal

Products

3,512,089

Pharmaceuticals

-

4.3%

(2.7%

of

Total

Investments)

2,857

Bausch

Health

Companies

Inc.,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BB

2,770,243

973

Catalent

Pharma

Solutions

Inc.,

Term

Loan

B3

2.688%

1-Month

LIBOR

2.000%

2/22/28

BBB-

970,243

803

Elanco

Animal

Health

Incorporated,

Term

Loan

B

2.205%

1-Month

LIBOR

1.750%

8/01/27

BBB-

787,857

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

12

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Pharmaceuticals

(continued)

$

1,860

Endo

Luxembourg

Finance

Company

I

S.a

r.l.,

Term

Loan

5.813%

1-Month

LIBOR

5.000%

3/25/28

B-

$

1,730,549

6,203

Jazz

Financing

Lux

S.a.r.l.,

Term

Loan

4.264%

1-Month

LIBOR

3.500%

5/05/28

BB+

6,201,574

2,041

Mallinckrodt

International

Finance

S.A.,

Term

Loan

B,

(DD1)(6)

6.246%

3-Month

LIBOR

5.250%

9/24/24

B3

1,904,423

612

Mallinckrodt

International

Finance

S.A.,

Term

Loan

B(6)

6.250%

3-Month

LIBOR

5.500%

2/24/25

B3

570,565

1,928

Organon

&

Co,

Term

Loan

3.563%

3-Month

LIBOR

3.000%

6/02/28

BB

1,922,317

423

Perrigo

Investments,

LLC,

Term

Loan

B

3.140%

3-Month

LIBOR

2.500%

4/05/29

Baa3

421,840

241

Perrigo

Investments,

LLC,

Term

Loan

B(5)

3.000%

3-Month

LIBOR

2.500%

4/05/29

Baa3

241,051

17,941

Total

Pharmaceuticals

17,520,662

Professional

Services

-

2.1%

(1.4%

of

Total

Investments)

473

CHG

Healthcare

Services

Inc.,

Term

Loan

4.506%

3

+

6-Month

LIBOR

3.500%

9/30/28

B1

470,371

782

Creative

Artists

Agency,

LLC

,

Term

Loan

B

4.514%

1-Month

LIBOR

3.750%

11/26/26

B

780,217

2,154

Dun

&

Bradstreet

Corporation

(The),

Term

Loan

3.918%

1-Month

LIBOR

3.250%

2/08/26

BB+

2,140,914

967

EAB

Global,

Inc.,

Term

Loan

4.739%

1-Month

LIBOR

3.500%

8/16/28

B2

956,569

1,425

Nielsen

Finance

LLC,

Term

Loan

B4

2.488%

1-Month

LIBOR

2.000%

10/04/23

BBB-

1,425,253

750

Physician

Partners

LLC,

Term

Loan

4.800%

SOFR30A

4.000%

2/01/29

B

745,001

2,236

Verscend

Holding

Corp.,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

8/27/25

BB-

2,233,271

8,787

Total

Professional

Services

8,751,596

Road

&

Rail

-

2.3%

(1.5%

of

Total

Investments)

1,262

First

Student

Bidco

Inc,

Term

Loan

B

3.983%

3-Month

LIBOR

3.000%

7/21/28

BB+

1,240,526

468

First

Student

Bidco

Inc,

Term

Loan

C

3.983%

3-Month

LIBOR

3.000%

7/21/28

BB+

459,687

1,462

Genesee

&

Wyoming

Inc.

(New),

Term

Loan

3.006%

3-Month

LIBOR

2.000%

12/30/26

BB+

1,452,022

1,822

Hertz

Corporation,

(The),

Term

Loan

B

4.014%

1-Month

LIBOR

3.250%

6/30/28

BB+

1,817,308

346

Hertz

Corporation,

(The),

Term

Loan

C

4.014%

1-Month

LIBOR

3.250%

6/30/28

BB+

345,312

555

Uber

Technologies,

Inc.,

Term

Loan

B

4.264%

1-Month

LIBOR

3.500%

2/25/27

Ba3

553,493

2,018

Uber

Technologies,

Inc.,

Term

Loan

B,

First

Lien

4.264%

1-Month

LIBOR

3.500%

4/04/25

Ba3

2,013,445

1,444

XPO

Logistics,

Inc.,

Term

Loan

B

2.202%

1-Month

LIBOR

1.750%

2/23/25

Baa3

1,434,872

9,377

Total

Road

&

Rail

9,316,665

Semiconductors

&

Semiconductor

Equipment

-

1.2%

(0.8%

of

Total

Investments)

4,452

Bright

Bidco

B.V.,

Term

Loan

B,

(DD1)

4.774%

6-Month

LIBOR

3.500%

6/30/24

CCC

2,112,442

648

CMC

Materials,

Inc.,

Term

Loan

B1

2.813%

1-Month

LIBOR

2.000%

11/15/25

BBB-

646,540

633

Entegris

Inc.,

Term

Loan

B,

(WI/

DD)

TBD

TBD

TBD

TBD

Baa3

633,991

1,391

ON

Semiconductor

Corporation,

Term

Loan

B

2.764%

1-Month

LIBOR

2.000%

9/19/26

Baa3

1,387,463

13

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Semiconductors

&

Semiconductor

Equipment

(continued)

$

332

Synaptics

Incorporated,

Term

Loan

B

2.750%

3-Month

LIBOR

2.250%

10/20/28

BBB-

$

330,382

7,456

Total

Semiconductors

&

Semiconductor

Equipment

5,110,818

Software

-

14.9%

(9.4%

of

Total

Investments)

986

Apttus

Corporation,

Term

Loan

5.000%

3-Month

LIBOR

4.250%

5/06/28

BB

985,475

2,768

Banff

Merger

Sub

Inc,

Term

Loan

4.514%

1-Month

LIBOR

3.750%

10/02/25

B2

2,738,309

494

Camelot

U.S.

Acquisition

1

Co.,

Term

Loan

B

4.000%

1-Month

LIBOR

3.000%

10/31/26

B1

490,417

645

Camelot

U.S.

Acquisition

1

Co.,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

10/31/26

B1

638,095

414

CCC

Intelligent

Solutions

Inc.,

Term

Loan

B

3.256%

3-Month

LIBOR

2.250%

9/21/28

B1

409,218

1,029

Ceridian

HCM

Holding

Inc.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

4/30/25

B+

1,018,548

2,000

DTI

Holdco,

Inc.,

Term

Loan

4.750%

3-Month

LIBOR

4.750%

4/21/29

B2

1,965,000

468

Dynatrace

LLC,

Term

Loan,

First

Lien

3.014%

1-Month

LIBOR

2.250%

8/23/25

BB+

467,385

3,887

Epicor

Software

Corporation,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

7/31/27

B2

3,867,094

3,125

Finastra

USA,

Inc.,

Term

Loan,

First

Lien

4.739%

3-Month

LIBOR

3.500%

6/13/24

BB-

3,039,481

2,730

Greeneden

U.S.

Holdings

II,

LLC,

Term

Loan

B4

4.764%

1-Month

LIBOR

4.000%

12/01/27

B-

2,724,881

426

Greenway

Health,

LLC,

Term

Loan,

First

Lien

4.756%

3-Month

LIBOR

3.750%

2/16/24

B-

399,792

3,750

Informatica

LLC,

Term

Loan

B

3.563%

1-Month

LIBOR

2.750%

10/14/28

BB-

3,708,975

603

iQor

US

Inc.,

Second

Out

Term

Loan

8.500%

1-Month

LIBOR

7.500%

11/19/25

CCC+

515,854

1,260

MA

FinanceCo.,

LLC,

Term

Loan

B

5.250%

3-Month

LIBOR

4.250%

6/05/25

BB+

1,254,180

1,493

Magenta

Buyer

LLC,

Term

Loan,

First

Lien

6.230%

3-Month

LIBOR

5.000%

7/27/28

BB-

1,473,844

1,867

McAfee,

LLC,

Term

Loan

B

4.500%

SOFR30A

4.000%

2/03/29

BB+

1,819,890

330

Mitnick

Corporate

Purchaser

Inc,

Term

Loan,

(WI/DD)

TBD

TBD

TBD

TBD

B+

329,670

4,300

Nortonlifelock

Inc,

Term

Loan

B,

(WI/DD)

TBD

TBD

TBD

TBD

BBB-

4,234,597

1,492

Polaris

Newco

LLC,

Term

Loan

B

4.764%

1-Month

LIBOR

4.000%

6/04/28

B2

1,479,441

396

Project

Ruby

Ultimate

Parent

Corp.,

Term

Loan

4.014%

1-Month

LIBOR

3.250%

3/10/28

B

392,535

2,069

Proofpoint,

Inc.,

Term

Loan,

First

Lien

3.758%

3-Month

LIBOR

3.250%

8/31/28

BB-

2,038,652

1,468

RealPage,

Inc,

Term

Loan,

First

Lien

3.750%

1-Month

LIBOR

3.250%

4/22/28

B+

1,446,763

4,255

Seattle

Spinco,

Inc.,

Term

Loan

B3

3.514%

1-Month

LIBOR

2.750%

6/21/24

BB+

4,215,150

3,424

Seattle

Spinco,

Inc.,

Term

Loan

B5

4.500%

SOFR90A

4.000%

1/14/27

BB+

3,395,555

1,712

Sophia,

L.P.,

Term

Loan

B,

(WI/

DD)

TBD

TBD

TBD

TBD

B2

1,694,450

1,033

SS&C

European

Holdings

Sarl,

Term

Loan

B4

2.514%

1-Month

LIBOR

1.750%

4/16/25

BB+

1,020,416

1,273

SS&C

Technologies

Inc.,

Term

Loan

B3

2.514%

1-Month

LIBOR

1.750%

4/16/25

BB+

1,257,011

297

SS&C

Technologies

Inc.,

Term

Loan

B6

3.050%

1-Month

LIBOR

2.250%

3/22/29

BB+

295,597

397

SS&C

Technologies

Inc.,

Term

Loan

B7

3.050%

1-Month

LIBOR

2.250%

3/22/29

BB+

394,735

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

14

JRO

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Software

(continued)

$

1,150

Tibco

Software

Inc.,

Term

Loan

B3

4.520%

1-Month

LIBOR

3.750%

7/03/26

B+

$

1,148,008

1,000

Tibco

Software

Inc.,

Term

Loan,

Second

Lien

8.020%

1-Month

LIBOR

7.250%

3/04/28

CCC+

1,000,625

1,501

Ultimate

Software

Group

Inc

(The),

Term

Loan,

(DD1)

4.212%

3-Month

LIBOR

3.250%

5/03/26

B1

1,487,330

731

Ultimate

Software

Group

Inc

(The),

Term

Loan

B,

(DD1)

4.756%

3-Month

LIBOR

3.750%

5/03/26

B1

728,661

995

Vision

Solutions,

Inc.,

Term

Loan

5.184%

3-Month

LIBOR

4.000%

5/28/28

B2

984,080

1,760

Zelis

Healthcare

Corporation,

Term

Loan

3.955%

1-Month

LIBOR

3.500%

9/30/26

B

1,751,287

267

Zelis

Healthcare

Corporation,

Term

Loan(5)

3.500%

1-Month

LIBOR

3.500%

9/30/26

B

265,001

1,459

Zelis

Healthcare

Corporation,

Term

Loan

B

3.955%

1-Month

LIBOR

3.500%

9/30/26

B

1,450,165

2,151

ZoomInfo

LLC,

Term

Loan

B

3.764%

1-Month

LIBOR

3.000%

2/01/26

BB+

2,145,636

61,405

Total

Software

60,671,803

Specialty

Retail

-

3.8%

(2.4%

of

Total

Investments)

854

Academy,

Ltd.,

Term

Loan

4.500%

1-Month

LIBOR

3.750%

11/06/27

BB-

845,870

875

Avis

Budget

Car

Rental,

LLC,

Term

Loan

C

4.300%

SOFR30A

3.500%

3/15/29

BB+

874,457

340

Driven

Holdings,

LLC,

Term

Loan

B

3.916%

3-Month

LIBOR

3.000%

12/17/28

B2

337,025

1,229

Jo-Ann

Stores,

Inc.,

Term

Loan

B1

5.964%

3-Month

LIBOR

4.750%

6/30/28

B

1,040,988

1,004

LBM

Acquisition

LLC,

Term

Loan

B,

(DD1)

4.500%

1-Month

LIBOR

3.750%

12/18/27

B+

950,698

368

LBM

Acquisition

LLC,

Term

Loan

B2

4.756%

3-Month

LIBOR

3.750%

12/18/27

B+

348,836

185

LBM

Acquisition

LLC,

Term

Loan

B2,

(DD1)(5)

4.989%

3-Month

LIBOR

3.750%

12/18/27

B+

174,856

987

Les

Schwab

Tire

Centers,

Term

Loan

B

4.000%

3-Month

LIBOR

3.250%

11/02/27

B

976,391

6,521

PetSmart,

Inc.,

Term

Loan

B

4.989%

3-Month

LIBOR

3.750%

2/12/28

BB-

6,475,080

1,866

Restoration

Hardware,

Inc.,

Term

Loan

B

3.264%

1-Month

LIBOR

2.500%

10/15/28

BB

1,798,490

354

SRS

Distribution

Inc.,

Term

Loan

4.000%

SOFR90A

3.500%

6/04/28

B2

342,161

542

Staples,

Inc.,

Term

Loan

5.317%

3-Month

LIBOR

5.000%

4/12/26

B

520,505

771

Wand

NewCo

3,

Inc.,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

2/05/26

B2

738,139

15,896

Total

Specialty

Retail

15,423,496

Technology

Hardware,

Storage

&

Peripherals

-

0.1%

(0.1%

of

Total

Investments)

585

NCR

Corporation,

Term

Loan

3.740%

3-Month

LIBOR

2.500%

8/28/26

BB+

570,375

Textiles,

Apparel

&

Luxury

Goods

-

0.4%

(0.3%

of

Total

Investments)

1,362

Birkenstock

GmbH

&

Co.

KG,

Term

Loan

B

3.750%

6-Month

LIBOR

3.250%

4/28/28

BB-

1,325,114

267

New

Trojan

Parent,

Inc.,

Term

Loan,

First

Lien

4.014%

1

+

3-Month

LIBOR

3.250%

1/06/28

B

257,590

192

Samsonite

International

S.A.,

Term

Loan

B2

3.764%

1-Month

LIBOR

3.000%

4/25/25

BB-

191,264

1,821

Total

Textiles,

Apparel

&

Luxury

Goods

1,773,968

15

Principal

Amount

(000)

Description

(1)

Coupon

(2)

Reference

Rate

(2)

Spread

(2)

Maturity

(3)

Ratings

(4)

Value

Thrifts

&

Mortgage

Finance

-

0.1%

(0.1%

of

Total

Investments)

$

1,625

Ditech

Holding

Corporation,

Term

Loan(6)

0.000%

N/A

N/A

6/30/22

N/R

$

325,077

Trading

Companies

&

Distributors

-

0.5%

(0.3%

of

Total

Investments)

995

Core

&

Main

LP,

Term

Loan

B

3.198%

1-Month

LIBOR

2.500%

6/10/28

Ba3

981,941

1,030

Resideo

Funding

Inc.,

Term

Loan

2.810%

1

+

3-Month

LIBOR

2.250%

2/12/28

BBB-

1,027,669

2,025

Total

Trading

Companies

&

Distributors

2,009,610

Transportation

Infrastructure

-

0.7%

(0.4%

of

Total

Investments)

1,627

Brown

Group

Holding,

LLC,

Term

Loan

B

3.506%

3-Month

LIBOR

2.500%

4/22/28

B+

1,605,478

1,097

KKR

Apple

Bidco,

LLC,

Term

Loan

3.764%

1-Month

LIBOR

3.000%

9/23/28

B+

1,087,303

2,724

Total

Transportation

Infrastructure

2,692,781

Wireless

Telecommunication

Services

-

1.3%

(0.8%

of

Total

Investments)

993

GOGO

Intermediate

Holdings

LLC,

Term

Loan

B

4.989%

3-Month

LIBOR

0.000%

4/30/28

B

984,436

3,740

Intelsat

Jackson

Holdings

S.A.,

Term

Loan

B(6)

4.920%

SOFR180A

4.250%

1/27/29

BB-

3,639,939

745

MetroNet

Systems

Holdings,

LLC,

Term

Loan,

First

Lien

4.500%

SOFR30A

+

3-Month

LIBOR

3.750%

6/02/28

B

739,536

5,478

Total

Wireless

Telecommunication

Services

5,363,911

$

566,464

Total

Variable

Rate

Senior

Loan

Interests

(cost

$558,346,268)

550,404,935

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

X

64,604,656

CORPORATE

BONDS

-

15.9%

(10.0%

of

Total

Investments)

X

64,604,656

Airlines

-

0.2%

(0.1%

of

Total

Investments)

$

706

United

Airlines

Inc,

144A

4.625%

4/15/29

Ba1

$

647,755

Auto

Components

-

0.8%

(0.5%

of

Total

Investments)

1,925

Adient

Global

Holdings

Ltd,

144A

4.875%

8/15/26

BB-

1,716,580

1,425

Adient

US

LLC,

144A

9.000%

4/15/25

BB+

1,482,000

3,350

Total

Auto

Components

3,198,580

Chemicals

-

0.2%

(0.2%

of

Total

Investments)

950

Rayonier

AM

Products

Inc,

144A

7.625%

1/15/26

B+

902,310

Commercial

Services

&

Supplies

-

0.6%

(0.4%

of

Total

Investments)

1,500

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

3.375%

8/31/27

BB-

1,280,235

650

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B-

582,627

485

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

464,994

2,635

Total

Commercial

Services

&

Supplies

2,327,856

Communications

Equipment

-

1.6%

(1.0%

of

Total

Investments)

5,275

Avaya

Inc,

144A

6.125%

9/15/28

BB

4,893,899

1,125

Commscope

Inc,

144A

8.250%

3/01/27

B3

956,250

600

CommScope

Technologies

LLC,

144A

5.000%

3/15/27

B3

471,000

7,000

Total

Communications

Equipment

6,321,149

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

16

JRO

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

Diversified

Telecommunication

Services

-

0.8%

(0.5%

of

Total

Investments)

$

2,734

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

BB+

$

2,617,805

595

Windstream

Escrow

LLC

/

Windstream

Escrow

Finance

Corp,

144A

7.750%

8/15/28

BB

566,738

3,329

Total

Diversified

Telecommunication

Services

3,184,543

Electric

Utilities

-

0.0%

(0.0%

of

Total

Investments)

2,980

Bruce

Mansfield

Unit

1

2007

Pass

Through

Trust

(6)

6.850%

6/01/34

N/R

3,725

0(8)

Pacific

Gas

and

Electric

Co

4.500%

7/01/40

BBB-

1

2,980

Total

Electric

Utilities

3,726

Electronic

Equipment,

Instruments

&

Components

-

0.2%

(0.2%

of

Total

Investments)

1,000

Imola

Merger

Corp,

144A

4.750%

5/15/29

BB+

930,000

Entertainment

-

1.3%

(0.8%

of

Total

Investments)

3,567

AMC

Entertainment

Holdings

Inc,

(cash

10.000%,

PIK

12.000%),

144A

10.000%

6/15/26

CCC-

2,987,612

2,750

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

6.625%

8/15/27

CCC-

570,625

1,880

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

5.375%

8/15/26

CCC+

695,600

1,110

Univision

Communications

Inc,

144A

9.500%

5/01/25

B+

1,156,987

9,307

Total

Entertainment

5,410,824

Equity

Real

Estate

Investment

Trusts

(REITs)

-

0.7%

(0.4%

of

Total

Investments)

2,700

Uniti

Group

LP

/

Uniti

Fiber

Holdings

Inc

/

CSL

Capital

LLC,

144A

7.875%

2/15/25

BB+

2,747,250

Health

Care

Providers

&

Services

-

2.9%

(1.8%

of

Total

Investments)

1,360

CHS/Community

Health

Systems

Inc,

144A

8.000%

3/15/26

BB-

1,405,968

225

CHS/Community

Health

Systems

Inc,

144A

8.000%

12/15/27

BB-

233,091

120

HCA

Inc

5.375%

2/01/25

Baa3

123,450

3,600

Legacy

LifePoint

Health

LLC,

144A

4.375%

2/15/27

B1

3,330,000

2,894

LifePoint

Health

Inc,

144A

5.375%

1/15/29

CCC+

2,474,370

1,225

Team

Health

Holdings

Inc,

144A

6.375%

2/01/25

CCC

1,043,994

1,060

Tenet

Healthcare

Corp,

144A

6.250%

2/01/27

B1

1,052,050

1,940

Tenet

Healthcare

Corp,

144A

6.125%

10/01/28

B+

1,862,303

121

Tenet

Healthcare

Corp

4.625%

7/15/24

BB-

120,671

12,545

Total

Health

Care

Providers

&

Services

11,645,897

Hotels,

Restaurants

&

Leisure

-

0.2%

(0.1%

of

Total

Investments)

706

Caesars

Entertainment

Inc,

144A

6.250%

7/01/25

B1

713,674

IT

Services

-

0.2%

(0.1%

of

Total

Investments)

1,005

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

884,400

Media

-

1.8%

(1.1%

of

Total

Investments)

450

Clear

Channel

Outdoor

Holdings

Inc,

144A

7.500%

6/01/29

CCC

424,665

950

Clear

Channel

Outdoor

Holdings

Inc,

144A

7.750%

4/15/28

CCC

895,375

1,482

DISH

DBS

Corp,

144A

5.250%

12/01/26

Ba3

1,360,698

1,127

iHeartCommunications

Inc

8.375%

5/01/27

B-

1,115,235

2,465

iHeartCommunications

Inc,

144A

5.250%

8/15/27

BB-

2,304,775

4

iHeartCommunications

Inc

6.375%

5/01/26

BB-

4,209

1,225

McGraw-Hill

Education

Inc,

144A

5.750%

8/01/28

BB+

1,093,312

7,703

Total

Media

7,198,269

17

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

Metals

&

Mining

-

0.2%

(0.1%

of

Total

Investments)

$

855

First

Quantum

Minerals

Ltd,

144A

6.875%

10/15/27

B+

$

859,275

Oil,

Gas

&

Consumable

Fuels

-

3.4%

(2.2%

of

Total

Investments)

668

Baytex

Energy

Corp,

144A

5.625%

6/01/24

BB-

664,660

1,575

Callon

Petroleum

Co

6.125%

10/01/24

B

1,554,935

2,935

Citgo

Holding

Inc,

144A

9.250%

8/01/24

B+

2,916,656

1,040

Citgo

Petroleum

Corp,

144A

7.000%

6/15/25

BB

1,032,855

600

Gulfport

Energy

Corp,

144A

8.000%

5/17/26

BB-

617,142

850

Laredo

Petroleum

Inc

9.500%

1/15/25

B

871,250

650

Matador

Resources

Co

5.875%

9/15/26

BB-

638,131

2,768

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

BB-

2,607,691

250

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

7.500%

11/01/23

CCC+

231,875

250

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

6.125%

3/01/25

CCC+

209,727

250

NGL

Energy

Partners

LP

/

NGL

Energy

Finance

Corp

7.500%

4/15/26

CCC+

209,375

1,500

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

6.000%

2/15/28

B

1,320,000

750

PBF

Holding

Co

LLC

/

PBF

Finance

Corp,

144A

9.250%

5/15/25

BB

777,518

182

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.250%

6/15/25

B

175,730

14,268

Total

Oil,

Gas

&

Consumable

Fuels

13,827,545

Personal

Products

-

0.0%

(0.0%

of

Total

Investments)

205

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

5.000%

12/31/26

B2

181,425

Pharmaceuticals

-

0.5%

(0.3%

of

Total

Investments)

608

Bausch

Health

Cos

Inc,

144A

6.125%

4/15/25

B

609,788

1,279

Endo

Dac

/

Endo

Finance

LLC

/

Endo

Finco

Inc,

144A

9.500%

7/31/27

Caa2

1,009,233

582

Endo

Dac

/

Endo

Finance

LLC

/

Endo

Finco

Inc,

144A

6.000%

6/30/28

CCC-

250,260

230

Par

Pharmaceutical

Inc,

144A

7.500%

4/01/27

B-

209,847

2,699

Total

Pharmaceuticals

2,079,128

Software

-

0.3%

(0.2%

of

Total

Investments)

1,500

Condor

Merger

Sub

Inc,

144A

7.375%

2/15/30

CCC+

1,342,050

Specialty

Retail

-

0.0%

(0.0%

of

Total

Investments)

200

PetSmart

Inc

/

PetSmart

Finance

Corp,

144A

7.750%

2/15/29

CCC+

199,000

$

75,643

Total

Corporate

Bonds

(cost

$69,921,445)

64,604,656

Shares

Description

(1)

Value

X

15,098,217

COMMON

STOCKS

-

3.7%

(2.3%

of

Total

Investments)

X

15,098,217

Banks

-

0.0%

(0.0%

of

Total

Investments)

21,193

iQor

US

Inc

(9),(10)

$

148,351

Construction

&

Engineering

-

0.0%

(0.0%

of

Total

Investments)

2,336

TNT

Crane

&

Rigging

Inc

(9),(10)

1,810

1,318

TNT

Crane

&

Rigging

Inc

(9),(10)

15,816

Total

Construction

&

Engineering

17,626

Diversified

Consumer

Services

-

0.1%

(0.0%

of

Total

Investments)

16,910

Cengage

Learning

Holdings

II

Inc

(9),(10)

270,560

Diversified

Telecommunication

Services

-

0.1%

(0.1%

of

Total

Investments)

16,271

Windstream

Services

PE

LLC

(9),(10)

258,986

5,616

Windstream

Services

PE

LLC

(9),(10)

92,664

Total

Diversified

Telecommunication

Services

351,650

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

18

JRO

Shares

Description

(1)

Value

Energy

Equipment

&

Services

-

0.1%

(0.1%

of

Total

Investments)

63,862

Transocean

Ltd

(10)

$

240,121

7,266

Vantage

Drilling

International

(9),(10)

99,908

Total

Energy

Equipment

&

Services

340,029

Entertainment

-

0.0%

(0.0%

of

Total

Investments)

23,363

Metro-Goldwyn-Mayer

Inc

(9),(10)

98,522

Health

Care

Providers

&

Services

-

0.0%

(0.0%

of

Total

Investments)

50,560

Millennium

Health

LLC

(7),(10)

7,384

47,462

Millennium

Health

LLC

(7),(10)

2,182

Total

Health

Care

Providers

&

Services

9,566

Hotels,

Restaurants

&

Leisure

-

0.0%

(0.0%

of

Total

Investments)

174,788

24

Hour

Fitness

Worldwide

Inc

(9),(10)

71,314

83,129

24

Hour

Fitness

Worldwide

Inc

(9)

83,129

Total

Hotels,

Restaurants

&

Leisure

154,443

Independent

Power

And

Renewable

Electricity

Producers

-

1.0%

(0.6%

of

Total

Investments)

64,338

Energy

Harbor

Corp

(9),(10),(11)

4,161,897

Internet

&

Direct

Marketing

Retail

-

0.0%

(0.0%

of

Total

Investments)

12,030

Catalina

Marketing

Corp

(9),(10)

2,105

Marine

-

0.0%

(0.0%

of

Total

Investments)

573

ACBL

HLDG

CORP

(9),(10)

14,134

Media

-

0.0%

(0.0%

of

Total

Investments)

7

Cumulus

Media

Inc,

Class

A

(10)

96

1,318,561

Hibu

plc

(9),(10)

6,593

36,087

Tribune

Co,

Class

C

(9),(10)

361

Total

Media

7,050

Multiline

Retail

-

0.0%

(0.0%

of

Total

Investments)

187

Belk

Inc

(9),(10)

1,870

Oil,

Gas

&

Consumable

Fuels

-

2.3%

(1.4%

of

Total

Investments)

6,825

California

Resources

Corp

274,433

56,185

Fieldwood

Energy

LLC

(9),(10)

7,275,957

21,791

Whiting

Petroleum

Corp

1,591,833

Total

Oil,

Gas

&

Consumable

Fuels

9,142,223

Professional

Services

-

0.1%

(0.1%

of

Total

Investments)

70,690

Skillsoft

Corp

(10)

378,191

Total

Common

Stocks

(cost

$21,777,635)

15,098,217

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

X

5,655,882

ASSET-BACKED

SECURITIES

-

1.4%

(0.9%

of

Total

Investments)

X

5,655,882

$

250

Battalion

CLO

XI

Ltd

(3-Month

LIBOR

reference

rate

+

6.850%

spread)(12)

6.974%

4/24/34

Ba3

$

239,553

800

Dryden

50

Senior

Loan

Fund

(3-Month

LIBOR

reference

rate

+

6.260%

spread)(12)

7.304%

7/15/30

Ba3

781,908

1,000

Flatiron

CLO

19

Ltd

(3-Month

LIBOR

reference

rate

+

6.100%

spread)(12)

6.559%

11/16/34

BB-

952,390

750

Gilbert

Park

CLO

Ltd

(3-Month

LIBOR

reference

rate

+

6.400%

spread)(12)

7.444%

10/15/30

Ba3

733,711

500

Goldentree

Loan

Opportunities

IX

Ltd

(3-Month

LIBOR

reference

rate

+

5.660%

spread)(12)

6.899%

10/29/29

BB-

479,807

19

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(4)

Value

$

500

KKR

CLO

30

Ltd

(3-Month

LIBOR

reference

rate

+

6.400%

spread)(12)

7.444%

10/17/31

Ba3

$

485,597

250

Magnetite

XXVII

Ltd

(3-Month

LIBOR

reference

rate

+

6.000%

spread)(12)

7.063%

10/20/34

Ba3

238,552

400

Neuberger

Berman

Loan

Advisers

CLO

28

Ltd

(3-Month

LIBOR

reference

rate

+

5.600%

spread)(12)

6.663%

4/20/30

BB-

381,608

1,375

Neuberger

Berman

Loan

Advisers

CLO

48

Ltd

(CME

Term

SOFR

3

Month

reference

rate

+

3.200%

spread)(12)

3.928%

4/25/36

BBB-

1,362,756

$

5,825

Total

Asset-Backed

Securities

(cost

$5,814,777)

5,655,882

Shares

Description

(1)

Value

X

3,838,671

WARRANTS

-

0.9%

(0.6%

of

Total

Investments)

X

3,838,671

Entertainment

-

0.0%

(0.0%

of

Total

Investments)

138,768

Cineworld

Warrant

(9)

$

15,264

Industrial

Conglomerates

-

0.0%

(0.0%

of

Total

Investments)

11,942

American

Commercial

Barge

Line

LLC

(9)

4,180

Marine

-

0.0%

(0.0%

of

Total

Investments)

603

ACBL

HLDG

CORP

(9)

14,874

2,243

ACBL

HLDG

CORP

(9)

53,085

1,706

ACBL

HLDG

CORP

(9)

69,946

15,701

American

Commercial

Barge

Line

LLC

(9)

3,926

Total

Marine

141,831

Oil,

Gas

&

Consumable

Fuels

-

0.9%

(0.6%

of

Total

Investments)

314

California

Resources

Corp

3,760

25,425

Fieldwood

Energy

LLC

(9)

3,292,538

33,231

Fieldwood

Energy

LLC

(9)

216,001

17,255

Fieldwood

Energy

LLC

(9)

163,923

Total

Oil,

Gas

&

Consumable

Fuels

3,676,222

Software

-

0.0%

(0.0%

of

Total

Investments)

15,619

Avaya

Holdings

Corp

(9)

1,171

Wireless

Telecommunication

Services

-

0.0%

(0.0%

of

Total

Investments)

2

Intelsat

SA/Luxembourg

(9)

3

Total

Warrants

(cost

$2,115,748)

3,838,671

Shares  

Description

(1)

Coupon

Ratings

(4)

Value

292,298

CONVERTIBLE

PREFERRED

SECURITIES

-

0.1%

(0.1%

of

Total

Investments)

X

292,298

Communications

Equipment

-

0.0%

(0.0%

of

Total

Investments)

15,089

Riverbed

Technology,

Inc.

(9),(10)

0.000%

N/R

$

141,460

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

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

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:

The

following

is

a

reconciliation

of

the

Fund’s

Level

3

investments

held

at

the

beginning

and

end

of

the

measurement

period:

Shares  

Description

(1)

Coupon

Ratings

(4)

Value

Marine

-

0.1%

(0.1%

of

Total

Investments)

2,428

ACBL

HLDG

CORP

(9),(10)

0.000%

N/R

$

100,356

2,133

ACBL

HLDG

CORP

(9),(10)

0.000%

N/R

50,482

Total

Marine

150,838

Total

Convertible

Preferred

Securities

(cost

$378,983)

292,298

Total

Long-Term

Investments

(cost

$658,354,856)

639,894,659

Shares

Description

(1)

Coupon

Value

SHORT-TERM

INVESTMENTS

-

 1.1% (0.7%

of

Total

Investments)

X

4,327,312

INVESTMENT

COMPANIES

-

1.1%

(0.7%

of

Total

Investments)

X

4,327,312

4,327,312

BlackRock

Liquidity

Funds

T-Fund

Portfolio

0.305%(13)

$

4,327,312

Total

Investment

Companies

(cost

$4,327,312)

4,327,312

Total

Short-Term

Investments

(cost

$4,327,312)

4,327,312

Total

Investments

(cost

$662,682,168

)

-

158.2%

644,221,971

Borrowings

-

(40.4)%

(14),(15)

(164,500,000)

Taxable

Fund

Preferred

Shares,

net

of

deferred

offering

costs

-

(18.3)%(16)

(74,700,488)

Other

Assets

Less

Liabilities

-

0.5%

2,297,734

Net

Assets

Applicable

to

Common

Shares

-

100%

$

407,319,217

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Variable

Rate

Senior

Loan

Interests

$

–

$

547,655,068

$

2,749,867

$

550,404,935

Corporate

Bonds

–

64,604,656

–

64,604,656

Common

Stocks

2,484,674

12,603,977

9,566

15,098,217

Asset-Backed

Securities

–

5,655,882

–

5,655,882

Warrants

3,760

3,834,911

–

3,838,671

Convertible

Preferred

Securities

–

292,298

–

292,298

Short-Term

Investments:

Investment

Companies

4,327,312

–

–

4,327,312

Total

$

6,815,746

$

634,646,792

$

2,759,433

$

644,221,971

21

As

of

the

measurement

date,

the

Common

Stocks

categorized

as

Level

3

are

priced

based

on

updated

financial

statements

which

reflect

the

most

recent

net

asset

values.

The

Variable

Rate

Senior

Loan

Interests

categorized

as

Level

3

are

utilizing

a

weighted

probability

model.

The

table

below

presents

the

transfers

in

and

out

of

the

three

valuation

levels

for

the

Fund

as

of

the

end

of

the

reporting

period

when

compared

to

the

valuation

levels

at

the

end

of

the

previous

fiscal

year.

Changes

in

valuation

inputs

or

methodologies

may

result

in

transfers

into

or

out

of

an

assigned

level

within

the

fair

value

hierarchy.

Transfers

in

or

out

of

levels

are

generally

due

to

the

availability

of

publicly

available

information

and

to

the

significance

or

extent

the

Adviser

determines

that

the

valuation

inputs

or

methodologies

may

impact

the

valuation

of

those

securities.

Level

3

Variable

Rate

Senior

Loan

Interests

Common

Stocks

Warrants

Balance

at

the

beginning

of

period

$2,913,510

$600,347

$5,839

Gains

(losses):

Net

realized

gains

(losses)

38

(59,301)

-

Change

in

net

unrealized

appreciation

(depreciation)

(213,596)

(151,117)

2,266

Purchases

at

cost

(205)

-

-

Sales

at

proceeds

(28,313)

-

-

Net

discounts

(premiums)

78,433

-

-

Transfers

into

-

-

-

Transfers

(out

of)

-

(380,363)

(8,105)

Balance

at

the

end

of

period

$2,749,867

$9,566

$-

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$(213,596)

$(87,630)

$-

Level

1

Level

2

Level

3

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Transfers

In

(Transfers

Out)

Common

Stocks

$378,192

$-

$2,171

$-

$-

$(380,363)

Warrants

-

-

8,105

-

-

(8,105)

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)

Investment,

or

portion

of

investment,

represents

an

outstanding

unfunded

senior

loan

commitment.

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(7)

Investment

valued

at

fair

value

using

methods

determined

in

good

faith

by,

or

at

the

discretion

of,

the

Board.

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(8)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(9)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(10)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(11)

Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020

for

Bruce

Mansfield

Unit

1

2007

Pass-Through

Trust.

(12)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(13)

The

rate

shown

is

the

annualized

seven-day

subsidized

yield

as

of

end

of

the

reporting

period.

(14)

Borrowings

as

a

percentage

of

Total

investments

is

25.5%.

(15)

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.

(16)

Taxable

Fund

Preferred

Shares,

net

of

deferred

offering

costs

as

a

percentage

of

Total

Investments

is

11.6%.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

DD1

Portion

of

investment

purchased

on

a

delayed

delivery

basis.

LIBOR

London

Inter-Bank

Offered

Rate

N/A

Not

Applicable.

Nuveen

Floating

Rate

Income

Opportunity

Fund

(continued)

Portfolio

of

Investments

April

30,

2022

(Unaudited)

22

JRO

PIK

Payment-in-kind

(“PIK”)

security.  Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.  The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR

90A

90

Day

Average

Secured

Overnight

Financing

Rate

TBD

Senior

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.