NPORT-EX 2 JRO.htm
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.