0001752724-22-127747.txt : 20220527 0001752724-22-127747.hdr.sgml : 20220527 20220527141506 ACCESSION NUMBER: 0001752724-22-127747 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220527 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nuveen Core Plus Impact Fund CENTRAL INDEX KEY: 0001835068 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23627 FILM NUMBER: 22975911 BUSINESS ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-917-8146 MAIL ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: Nuveen Impact Opportunities Fund DATE OF NAME CHANGE: 20201204 NPORT-P 1 primary_doc.xml NPORT-P false 0001835068 XXXXXXXX Nuveen Core Plus Impact Fund 811-23627 0001835068 549300N1H1AJ1P7VEI64 333 W. 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INCORPORATED 9R7GPTSO7KV3UQJZQ078 5400000.00000000 EUR 6376320.00000000 USD 2028-09-21 351861.26000000 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBL2 10000000.00000000 PA USD 8627786.40000000 1.795590984507 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N 2022-03-31 Nuveen Core Plus Impact Fund E. Scott Wickerham E. Scott Wickerham Funds Treasurer XXXX NPORT-EX 2 NPCT.htm FOR VALIDATION PURPOSES ONLY - [324889.TX]
NPCT   

Nuveen Core Plus Impact Fund

 

Portfolio of Investments    March 31, 2022

     (Unaudited)

 

Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
 

LONG-TERM INVESTMENTS – 157.3% (100.0% of Total Investments)

 

         
 

CORPORATE BONDS – 90.7% (57.6% of Total Investments)

           
      Airlines – 0.4%                           
$ 2,000    

Delta Air Lines Inc

     3.750%        10/28/29        Baa3      $ 1,826,541  
      Auto Components – 1.0%                           
  5,000    

Dana Inc, (3)

     4.250%        9/01/30        BB+        4,576,000  
      Automobiles – 3.6%                           
  3,510    

Ford Motor Co

     3.250%        2/12/32        BB+        3,134,886  
  15,300    

Harley-Davidson Inc, (3)

     4.625%        7/28/45        BBB+        14,147,527  
  18,810    

Total Automobiles

                                17,282,413  
      Banks – 9.1%                           
  5,000    

Alimentation Couche-Tard Inc, 144A

     3.625%        5/13/51        BBB        4,534,037  
  17,000    

Intesa Sanpaolo SpA, 144A

     4.950%        6/01/42        BB+        14,544,351  
  10,000    

Standard Chartered PLC, 144A, (3)

     5.300%        1/09/43        BBB+        10,395,231  
  15,000    

UniCredit SpA, 144A

     5.459%        6/30/35        Baa3        14,333,205  
  47,000    

Total Banks

                                43,806,824  
      Capital Markets – 1.7%                           
  9,000    

Banco BTG Pactual SA/Cayman Islands, 144A

     2.750%        1/11/26        Ba2        8,302,590  
      Chemicals – 3.7%                           
  5,000    

LG Chem Ltd, 144A

     2.375%        7/07/31        A3        4,502,821  
  5,000    

LYB International Finance III LLC

     3.800%        10/01/60        BBB        4,359,370  
  8,387    

Star Energy Geothermal Wayang Windu Ltd, 144A

     6.750%        4/24/33        Ba3        8,848,285  
  18,387    

Total Chemicals

                                17,710,476  
      Commercial Services & Supplies – 0.5%                           
  2,040    

New York Public Library Astor Lenox & Tilden Foundations

     4.305%        7/01/45        AA–        2,332,813  
      Communications Equipment – 1.8%                           
  10,000    

Vodafone Group PLC

     5.125%        6/04/81        BB+        8,817,500  
      Diversified Consumer Services – 1.2%                           
  6,160    

YMCA of Greater New York

     2.303%        8/01/26        BBB        5,919,828  
      Diversified Financial Services – 1.6%                           
  2,400    

Community Preservation Corp

     2.867%        2/01/30        AA–        2,281,153  
  5,400    

Power Finance Corp Ltd, Reg S

     1.841%        9/21/28        Baa3        5,478,973  
  7,800    

Total Diversified Financial Services

                                7,760,126  
      Diversified Telecommunication Services – 1.0%                           
  5,000    

Verizon Communications Inc, (3)

     3.700%        3/22/61        A–        4,631,379  
      Electric Utilities – 18.2%                           
  2,765    

Consolidated Edison Co of New York Inc

     4.500%        5/15/58        A–        2,918,068  
  5,000    

EDP – Energias de Portugal SA, Reg S

     1.875%        3/14/82        BB+        4,731,718  
  8,762    

India Cleantech Energy, 144A

     4.700%        8/10/26        Ba3        8,210,402  
  6,650    

Interchile SA, 144A

     4.500%        6/30/56        Baa1        6,356,735  
  10,794    

Inversiones Latin America Power Ltda, 144A

     5.125%        6/15/33        Ba1        8,797,430  
  2,000    

Leeward Renewable Energy Operations LLC, 144A

     4.250%        7/01/29        Ba3        1,874,620  
  7,330    

Liberty Utilities Finance GP 1, 144A, (3)

     2.050%        9/15/30        BBB+        6,426,540  
  7,000    

Pattern Energy Operations LP / Pattern Energy Operations Inc, 144A, (3)

     4.500%        8/15/28        BB–        6,886,670  
  2,832    

Solar Star Funding LLC, 144A

     5.375%        6/30/35        BBB        3,116,757  

 

1

NPCT    Nuveen Core Plus Impact Fund (continued)
   Portfolio of Investments    March 31, 2022
   (Unaudited)

 

Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
      Electric Utilities (continued)                           
$ 13,000    

Southern California Edison Co, (3)

     3.650%        6/01/51        A–      $ 12,098,928  
  5,000    

Star Energy Geothermal Darajat II / Star Energy Geothermal Salak, 144A

     4.850%        10/14/38        Baa3        4,950,000  
  4,504    

Topaz Solar Farms LLC, 144A, (3)

     5.750%        9/30/39        BB        4,932,255  
  10,160    

Topaz Solar Farms LLC, 144A

     4.875%        9/30/39        BB        10,744,214  
  5,800    

Vena Energy Capital Pte Ltd

     3.133%        2/26/25        BBB–        5,622,073  
  91,597    

Total Electric Utilities

                                87,666,410  
      Electrical Equipment – 1.0%                           
  5,000    

Sociedad de Transmision Austral SA, 144A

     4.000%        1/27/32        Baa2        4,847,800  
      Electronic Equipment, Instruments & Components – 1.0%                           
  5,000    

SK Battery America Inc

     2.125%        1/26/26        Baa3        4,617,907  
      Equity Real Estate Investment Trust – 3.7%                           
  9,915    

HAT Holdings I LLC / HAT Holdings II LLC, 144A

     3.375%        6/15/26        BB+        9,419,250  
  2,000    

HAT Holdings I LLC / HAT Holdings II LLC, 144A

     3.750%        9/15/30        BB+        1,800,000  
  2,000    

Host Hotels & Resorts LP

     2.900%        12/15/31        BBB–        1,787,709  
  5,000    

Scentre Group Trust 2, 144A

     5.125%        9/24/80        BBB+        4,906,250  
  18,915    

Total Equity Real Estate Investment Trust

                                17,913,209  
      Gas Utilities – 3 .9%                           
  15,000    

Brooklyn Union Gas Co, 144A, (3)

     4.273%        3/15/48        BBB+        14,630,292  
  5,000    

Southern Co Gas Capital Corp

     3.150%        9/30/51        BBB+        4,237,750  
  20,000    

Total Gas Utilities

                                18,868,042  
      Health Care Providers & Services – 1.8%                           
  10,000    

HCA Inc, (3)

     3.500%        7/15/51        BBB–        8,670,826  
      Household Durables – 1.1%                           
  5,000    

Arcelik AS, Reg S

     3.000%        5/27/26        BB+        5,144,190  
      Independent Power & Renewable Electricity Producers – 14.2%                
  5,000    

AES Corp

     2.450%        1/15/31        BBB–        4,471,273  
  6,270    

Atlantica Sustainable Infrastructure PLC, 144A

     4.125%        6/15/28        BB+        6,042,148  
  6,746    

Azure Power Energy Ltd, 144A

     3.575%        8/19/26        BB+        6,396,799  
  2,400    

Clearway Energy Operating LLC, 144A

     4.750%        3/15/28        BB        2,410,392  
  5,100    

Clearway Energy Operating LLC, 144A

     3.750%        1/15/32        BB        4,692,000  
  7,050    

Colbun SA, 144A

     3.150%        1/19/32        BBB+        6,415,500  
  1,972    

Continuum Energy Levanter Pte Ltd, 144A

     4.500%        2/09/27        BB+        1,896,559  
  2,000    

NextEra Energy Operating Partners LP, 144A

     4.500%        9/15/27        Ba1        1,990,710  
  13,375    

Renewable Energy Group Inc, 144A, (3)

     5.875%        6/01/28        BB        14,366,489  
  8,075    

Sunnova Energy Corp, 144A, (3)

     5.875%        9/01/26        B1        7,726,806  
  10,000    

Sweihan PV Power Co PJSC, 144A

     3.625%        1/31/49        BBB+        9,235,200  
  2,886    

UEP Penonome II SA, 144A

     6.500%        10/01/38        BB        2,741,464  
  70,874    

Total Independent Power & Renewable Electricity Producers

                                68,385,340  
      Machinery – 1.5%                           
  5,000    

Mueller Water Products Inc, 144A, (3)

     4.000%        6/15/29        Ba1        4,736,150  
  2,305    

YMCA of Greater New York

     5.021%        8/01/38        BBB        2,546,725  
  7,305    

Total Machinery

                                7,282,875  
      Media – 1.8%                           
  10,000    

Discovery Communications LLC, (3)

     4.000%        9/15/55        BBB–        8,627,786  
      Metals & Mining – 1.1%                           
  5,000    

Teck Resources Ltd, (3)

     5.200%        3/01/42        BBB–        5,241,007  
      Mortgage Real Estate Investment Trust – 2.7%                           
  2,195    

Starwood Property Trust Inc, 144A

     3.750%        12/31/24        BB+        2,129,150  
  5,745    

Starwood Property Trust Inc, 144A

     3.625%        7/15/26        BB+        5,485,728  

 

2

  
  
  

 

Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
      Mortgage Real Estate Investment Trust (continued)                           
$ 5,710    

Starwood Property Trust Inc, 144A

     4.375%        1/15/27        BB+      $ 5,538,700  
  13,650    

Total Mortgage Real Estate Investment Trust

                                13,153,578  
      Multiline Retail – 1.9%                           
  10,000    

Nordstrom Inc

     5.000%        1/15/44        BBB–        8,953,900  
      Multi-Utilities – 0.5%                           
  2,244    

Consolidated Edison Co of New York Inc

     4.300%        12/01/56        A–        2,315,175  
      Oil, Gas & Consumable Fuels – 4.0%                           
  4,828    

Kinder Morgan Inc, (3)

     5.300%        12/01/34        BBB        5,291,380  
  15,000    

Santos Finance Ltd, 144A, (3)

     3.649%        4/29/31        BBB        14,016,321  
  19,828    

Total Oil, Gas & Consumable Fuels

                                19,307,701  
      Pharmaceuticals – 0.9%                           
  5,000    

Takeda Pharmaceutical Co Ltd

     3.375%        7/09/60        BBB+        4,356,065  
      Real Estate Management & Development – 0.5%                           
  2,250    

GTC Aurora Luxembourg SA, Reg S

     2.250%        6/23/26        BBB–        2,246,870  
      Road & Rail – 3.4%                           
  5,000    

Kansas City Southern/Old

     4.200%        11/15/69        BBB        5,008,667  
  12,000    

Norfolk Southern Corp, (3)

     4.100%        5/15/21        BBB+        11,167,684  
  17,000    

Total Road & Rail

                                16,176,351  
      Trading Companies & Distributors – 1.9%                           
  10,800    

GATX Corp, (3)

     3.100%        6/01/51        BBB        8,971,054  
$ 460,660    

Total Corporate Bonds (cost $481,814,323)

                                435,712,576  
Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
 

$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 23.0% (14.6% of Total Investments)

 

      Banks – 7.9%                           
$ 10,375    

Banco Nacional de Comercio Exterior SNC/Cayman Islands, 144A

     2.720%        8/11/31        Baa3      $ 9,843,385  
  6,250    

Citigroup Inc

     4.150%        N/A (4)        BBB–        5,855,469  
  6,250    

JPMorgan Chase & Co

     3.650%        N/A (4)        BBB+        5,843,750  
  11,195    

PNC Financial Services Group Inc

     3.400%        N/A (4)        Baa2        10,081,097  
  6,820    

SVB Financial Group

     4.000%        N/A (4)        Baa2        6,308,500  
  40,890    

Total Banks

                                37,932,201  
      Communications Equipment – 1.0%                           
  5,000    

Vodafone Group PLC

     4.125%        6/04/81        BB+        4,539,700  
      Consumer Finance – 2.1%                           
  11,200    

American Express Co

     3.550%        N/A (4)        Baa2        10,206,560  
      Electric Utilities – 1.4%                           
  2,500    

CMS Energy Corp

     3.750%        12/01/50        BBB–        2,206,250  
  5,000    

Southern Co, (3)

     3.750%        9/15/51        BBB–        4,610,250  
  7,500    

Total Electric Utilities

                                6,816,500  
      Independent Power & Renewable Electricity Producers – 1.2%                
  4,331    

AES Andes SA, 144A

     6.350%        10/07/79        BB        4,276,906  
  1,500    

Vistra Corp, 144A

     7.000%        N/A (4)        Ba3        1,460,625  
  5,831    

Total Independent Power & Renewable Electricity Producers

                                5,737,531  
      Insurance – 3.2%                           
  15,000    

Swiss Re Finance Luxembourg SA, 144A, (3)

     5.000%        4/02/49        A        15,525,000  

 

3

NPCT    Nuveen Core Plus Impact Fund (continued)
   Portfolio of Investments    March 31, 2022
   (Unaudited)

 

Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
      Multi-Utilities – 4.0%                           
$ 5,000    

Algonquin Power & Utilities Corp

     4.750%        1/18/82        BB+      $ 4,662,000  
  2,500    

CMS Energy Corp

     4.750%        6/01/50        BBB–        2,475,000  
  8,000    

Engie SA, Reg S

     1.875%        N/A (4)        BBB        7,710,561  
  4,600    

Sempra Energy

     4.125%        4/01/52        BBB–        4,294,090  
  20,100    

Total Multi-Utilities

                                19,141,651  
      Trading Companies & Distributors – 2.2%                           
  12,000    

Air Lease Corp

     4.650%        N/A (4)        BB+        10,770,000  
$ 117,521    

Total $1,000 Par (or similar) Institutional Preferred (cost $122,202,870)

 

               110,669,143  
Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
      ASSET-BACKED SECURITIES – 11.4% ( 7.3% of Total Investments)                
$ 6,500    

Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (5)

     4.397%        4/15/34        BB–      $ 6,356,652  
  5,000    

BAMLL Commercial Mortgage Securities Trust 2021-JACX, 144A, (1-Month LIBOR reference rate + 3.750% spread), (5)

     4.147%        9/15/38        Ba2        4,908,252  
  65,940    

Freddie Mac Multifamily ML Certificates, 144A

     0.668%        3/25/38        N/R        4,163,457  
  46,663    

Freddie Mac Multifamily ML Certificates, (I/O)

     1.220%        7/25/41        N/R        5,615,844  
  2,273    

GoodLeap Sustainable Home Solutions Trust 2021-3, 144A

     3.500%        5/20/48        N/R        2,065,782  
  2,750    

GoodLeap Sustainable Home Solutions Trust 2021-4, 144A

     3.500%        7/20/48        BB        2,437,750  
  10,000    

MFT Trust 2020-ABC, 144A

     3.477%        2/10/42        N/R        8,318,727  
  4,976    

Mosaic Solar Loan Trust 2019-2, 144A

     0.000%        9/20/40        N/R        3,234,636  
  6,192    

Mosaic Solar Loan Trust 2020-1, 144A

     0.000%        4/20/46        N/R        5,386,944  
  5,661    

Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (5)

     3.147%        7/15/36        N/R        5,610,211  
  700    

Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 3.500% spread), (5)

     3.897%        7/15/36        N/R        682,906  
  7,420    

NYC Commercial Mortgage Trust 2021-909, 144A

     3.206%        4/10/43        N/R        6,095,077  
$ 164,075    

Asset-Backed Securities (cost $58,899,451)

                                54,876,238  
Principal
Amount (000)		     Description (1)   Coupon      Maturity      Ratings (2)      Value  
      MORTGAGE-BACKED SECURITIES – 9.7% (6.2% of Total Investments)  
$ 4,000    

BBCMS Mortgage Trust 2020-C6, 144A

     3.688%        2/15/53        N/R      $ 3,408,729  
  3,840    

Benchmark 2019-B10 Mortgage Trust, 144A

     3.899%        3/15/62        N/R        3,510,483  
  7,887    

COMM 2020-CX Mortgage Trust, 144A

     2.684%        11/10/46        N/R        6,278,791  
  28,806    

Freddie Mac Multifamily ML Certificates

     2.055%        1/25/38        N/R        5,495,825  
  3,000    

Hudson Yards 2019-55HY Mortgage Trust, 144A

     2.943%        12/10/41        N/R        2,509,743  
  5,000    

J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON, 144A

     4.613%        7/05/31        B        4,854,678  
  80,369    

SLG Office Trust 2021-OVA, (I/O), 144A

     0.258%        7/15/41        AA–        1,524,158  
  3,860    

SLG Office Trust 2021-OVA, 144A

     2.851%        7/15/41        N/R        3,301,648  
  8,000    

SLG Office Trust 2021-OVA, 144A

     2.851%        7/15/41        N/R        6,502,498  
  3,500    

SUMIT 2022-BVUE Mortgage Trust, 144A

     2.892%        2/12/41        N/R        2,910,745  
  7,000    

VNDO Trust 2016-350P, 144A

     3.903%        1/10/35        BB–        6,241,533  
$ 155,262    

Total Mortgage-Backed Securities (cost $51,744,098)

                                46,538,831  
Shares     Description (1)   Coupon              Ratings (2)      Value  
 

$25 PAR (OR SIMILAR) RETAIL PREFERRED – 8.5% (5.4% of Total Investments)

 

      Banks – 1.6%                           
  300,000    

First Republic Bank/CA

     4.000%           BBB–      $ 6,003,000  
  75,000    

First Republic Bank/CA

     4.250%                 BBB–        1,557,000  
 

Total Banks

                                7,560,000  
      Capital Markets – 1.3%                           
  300,000    

Affiliated Managers Group Inc

     4.200%                 Baa1        5,982,000  

 

4

  
  
  

 

Shares     Description (1)                 Coupon              Ratings (2)      Value  
      Equity Real Estate Investment Trust – 1.8%                             
  400,000    

Hudson Pacific Properties Inc

 

     4.750%                 Baa3      $ 8,612,000  
      Independent Power & Renewable Electricity Producers – 0.9%                             
  200,000    

Brookfield Renewable Partners LP

 

     5.250%                 BBB–        4,532,000  
      Multi-Utilities – 1.3%                             
  100,426    

Brookfield Infrastructure Partners LP

 

     5.125%           BBB–        2,065,763  
  200,000    

CMS Energy Corp

 

     4.200%                 BBB–        4,196,000  
 

Total Multi-Utilities

 

                                6,261,763  
      Real Estate Management & Development – 0.3%                             
  77,904    

Brookfield Property Partners LP

 

     5.750%                 BB        1,642,216  
      Trading Companies & Distributors – 1.3%                             
  269,000    

Triton International Ltd

 

     5.750%                 BB        6,361,850  
 

Total $25 Par (or similar) Retail Preferred (cost $48,440,556)

 

                                40,951,829  
Principal
Amount (000)		     Description (1)                 Coupon      Maturity      Ratings (2)      Value  
 

SOVEREIGN DEBT – 7.2% (4.6% of Total Investments)

 

           
      Benin – 1.9%                             
$ 10,000    

Benin Government International Bond, 144A

 

     4.950%        1/22/35        B+      $ 9,003,217  
      Chile – 0.9%                             
  5,000    

Chile Government International Bond

 

     3.100%        5/07/41        A1        4,398,800  
      Egypt – 0.5%                             
  2,500    

Egypt Government International Bond, 144A

 

     5.250%        10/06/25        B+        2,404,500  
      Indonesia – 1.0%                             
  5,000    

Perusahaan Penerbit SBSN Indonesia III, 144A

 

     3.550%        6/09/51        BBB        4,738,550  
      Mexico – 1.0%                             
  5,000    

Mexico Government International Bond

 

     2.250%        8/12/36        BBB        4,813,119  
      Peru – 1.9%                             
  9,870    

Peruvian Government International Bond

 

     3.000%        1/15/34        Baa1        9,200,419  
$ 37,370    

Total Sovereign Debt (cost $39,884,818)

 

                                34,558,605  
Principal
Amount (000)		     Description (1)   Coupon (6)     Reference
Rate (6)		     Spread (6)      Maturity (7)      Ratings (2)      Value  
 

VARIABLE RATE SENIOR LOAN INTERESTS – 3.5% (2.2% of Total Investments) (6)

 

      Commercial Services & Supplies – 2.2%                                   
$ 10,551    

Liberty Tire Recycling Holdco, LLC, Term Loan

     5.506%       3-Month LIBOR       4.500%        5/07/28        B      $ 10,366,413  
      Electric Utilities – 1.3%                                       
  6,502    

ExGen Renewables IV, LLC, Term Loan

     3.500%       3-Month LIBOR       2.500%        12/15/27        BB–        6,459,743  
$ 17,053    

Total Variable Rate Senior Loan Interests (cost $17,013,609)

 

                                16,826,156  

 

5

NPCT    Nuveen Core Plus Impact Fund (continued)
   Portfolio of Investments    March 31, 2022
   (Unaudited)

 

Principal
Amount (000)		     Description (1)            Optional Call
Provisions (8)		      Ratings (2)      Value  
 

MUNICIPAL BONDS – 3.3% (2.1% of Total Investments)

            
      Arizona – 0.2%                            
$ 810    

Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools – Gerard Facility Project, Series 2021C, 3.250%, 7/01/31

               No Opt. Call        BBB–      $ 746,285  
      District of Columbia – 0.0%                            
  220    

District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A, 4.814%, 10/01/14

               No Opt. Call        AAA        247,744  
      Florida – 0.7%                            
  3,395    

Florida Development Finance Corporation, Revenue Bonds, Brightline
Passenger Rail Expansion Project, Series 2021A-1, 6.750%, 12/01/56
(AMT) (Mandatory Put 8/15/23),144A

               5/22 at 102.50        N/R        3,296,375  
      Michigan – 1.1%                            
 

City of Detroit MI:

            
  1,000    

2.960%, 4/01/27

         No Opt. Call        BB–        938,812  
  500    

3.110%, 4/01/28

         No Opt. Call        BB–        464,226  
  2,245    

3.244%, 4/01/29

         No Opt. Call        BB–        2,066,290  
  425    

3.344%, 4/01/30

         No Opt. Call        BB–        389,828  
  1,575    

Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B, 3.644%, 4/01/34

               4/31 at 100.00        BB–        1,426,976  
  5,745    

Total Michigan

                                 5,286,132  
      New York – 1.3%                            
  5,300    

Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2, 5.175%, 11/15/49

               No Opt. Call        A3        6,091,873  
$ 15,470    

Total Municipal Bonds (cost $17,334,289)

                                 15,668,409  
 

Total Long-Term Investments (cost $837,334,014)

                                 755,801,787  
 

Borrowings – 33.2% (9), (10)

                                 (159,500,000 ) 
 

Reverse Repurchase Agreements, including accrued interest – (25.6)% (11)

 

      (123,088,604 ) 
 

Other Assets Less Liabilities – 1.5% (12)

                                 7,278,207  
 

Net Assets – 100%

                               $ 480,491,390  

Investments in Derivatives

Forward Foreign Currency Contracts

 

Currency
Purchased		    Notional
Amount
(Local Currency)		      Currency Sold    Notional
Amount
(Local Currency)		      Counterparty    Settlement Date      Unrealized
Appreciation
(Depreciation)		  

U.S. Dollar

      10,970,989     

Euro

      9,594,110     

Morgan Stanley Capital Services LLC

      3/22/2022      $ 351,970  

Cross Currency Swaps – OTC Uncleared

 

Counterparty   Terms of payments
to be paid		     Terms of payments
to be received		     Currency     Maturity
Date		     Notional
Amount
(Local Currency)		     Value     Upfront
Premiums
Paid (Received)		     Unrealized
Appreciation
(Depreciation)		  

Citibank N.A.

     Fixed annual 2.250 %      Fixed semi-annual 3.562 %      USD       6/23/26       2,725,875     $ 167,580     $ 24,619     $ 142,961  
        EUR         2,250,000        

Morgan Stanley
Capital Services LLC

     Fixed semi-annual 1.841 %      Fixed annual 3.337 %      USD       9/21/28       6,376,320       298,386       (4 )      298,390  
        EUR         5,400,000        

Morgan Stanley
Capital Services LLC

     Fixed semi-annual 3.000 %      Fixed annual 4.330 %      USD       5/27/26       6,088,500       417,829       4,250       413,579  
        EUR         5,000,000        

 

6

  
  
  

 

Counterparty   Terms of payments
to be paid		     Terms of payments
to be received		     Currency     Maturity
Date		     Notional
Amount
(Local Currency)		     Value     Upfront
Premiums
Paid (Received)		     Unrealized
Appreciation
(Depreciation)		  

J.P. Morgan Securities
Inc.

     Fixed semi-annual 1.875 %      Fixed annual 3.431 %      USD       6/14/29       5,905,000     $ 312,736     $ (4,113 )    $ 316,849  
        EUR         5,000,000        

Citibank N.A.

     Fixed semi-annual 2.250 %      Fixed annual 3.775 %      USD       8/12/36       5,909,000       458,256       12,249       446,007  
        EUR         5,000,000        

Citibank N.A.

     Fixed semi-annual 1.875 %      Fixed annual 3.472 %      USD       7/02/31       5,904,500       410,000       16,781       393,219  
        EUR         5,000,000        

Citibank N.A.

     Fixed semi-annual 1.875 %      Fixed annual 3.493 %      USD       7/02/31       3,543,900       253,813       (6,688 )      260,501  
                      EUR               3,000,000                          

Total

                                           $ 2,318,600     $ 47,094     $ 2,271,506  

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:

 

NPCT      Level 1      Level 2      Level 3      Total  

Long-Term Investments:

              

Corporate Bonds

      $ —      $ 435,712,576      $ —      $ 435,712,576  

$1,000 Par (or similar) Institutional Preferred

        —        110,669,143        —        110,669,143  

Asset-Backed Securities

        —        54,876,238        —        54,876,238  

Mortgage-Backed Securities

        —        46,538,831        —        46,538,831  

$25 Par (or similar) Retail Preferred

        40,951,829        —        —        40,951,829  

Sovereign Debt

        —        34,558,605        —        34,558,605  

Variable Rate Senior Loan Interests

        —        16,826,156        —        16,826,156  

Municipal Bonds

        —        15,668,409        —        15,668,409  

Investments in Derivatives:

              

Forward Foreign Currency Contracts*

        —        351,970        —        351,970  

Cross Currency Swaps*

        —        2,271,506        —        2,271,506  

Total

      $ 40,951,829      $ 717,473,434      $     —      $ 758,425,263  
*

Represents net unrealized appreciation (depreciation).

 

7

NPCT    Nuveen Core Plus Impact Fund (continued)
   Portfolio of Investments    March 31, 2022
   (Unaudited)

 

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)

The Fund uses credit quality ratings for its portfolio securities provided by Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) and Fitch, Inc. (“Fitch”). If all three provide a rating for a security, the middle is used; if two of the three agencies rate a security, the lower rating is used; and if only one rating agency rates a security, that rating is used. This treatment of splitrated 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.

 

(3)

Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in reverse repurchase agreements. As of the end of the reporting period, investments with a value of $149,252,962 have been pledged as collateral for reverse repurchase agreements.

 

(4)

Perpetual security. Maturity date is not applicable.

 

(5)

Variable rate security. The rate shown is the coupon as of the end of the reporting period.

 

(6)

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.

 

(7)

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.

 

(8)

Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgagebacked securities may be subject to periodic principal paydowns.

 

(9)

Borrowings as a percentage of Total Investments is 21.1%.

 

(10)

The Fund may pledge up to 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.

 

(11)

Reverse Repurchase Agreements, including accrued interest as a percentage of Total Investments is 16.3%.

 

(12)

Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable.

 

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.

 

AMT

Alternative Minimum Tax

 

I/O

Interest only security

 

LIBOR

London Inter-Bank Offered Rate

 

N/A

Not Applicable.

 

Reg S

Regulation S allows U.S. companies to sell securities to persons or entities located outside of the United States without registering those securities with the Securities and Exchange Commission. Specifically, Regulation S provides a safe harbor from the registration requirements of the Securities Act for the offers and sales of securities by both foreign and domestic issuers that are made outside the United States.

 

8