1

Nuveen

Core

Plus

Impact

Fund

Portfolio

of

Investments

March

31,

2023

(Unaudited)

NPCT

Principal

Amount

(000)

(1)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

159.6%  

(98.8%

of

Total

Investments) 

X

310,932,785

CORPORATE

BONDS

-

89.8%

(55.6%

of

Total

Investments)

X

310,932,785

Automobile

Components

-

0.9%

$

4,000

Dana

Inc

4.250%

9/01/30

BB+

$

3,206,024

Total

Automobile

Components

3,206,024

Automobiles

-

4.3%

3,510

Ford

Motor

Co

3.250%

2/12/32

BB+

2,758,708

15,300

Harley-Davidson

Inc

(4)

4.625%

7/28/45

BBB+

12,126,730

Total

Automobiles

14,885,438

Banks

-

13.1%

5,000

Citigroup

Inc

2.014%

1/25/26

A

4,707,566

17,000

Intesa

Sanpaolo

SpA,

144A

4.950%

6/01/42

BB+

11,269,022

3,583

JPMorgan

Chase

&

Co

0.768%

8/09/25

AA-

3,364,079

5,000

Lloyds

Banking

Group

PLC

4.976%

8/11/33

A

4,786,667

10,000

Standard

Chartered

PLC,

144A

(4)

5.300%

1/09/43

BBB+

8,766,792

15,000

UniCredit

SpA,

144A

5.459%

6/30/35

Baa3

12,356,462

Total

Banks

45,250,588

Capital

Markets

-

2.3%

9,000

Banco

BTG

Pactual

SA/Cayman

Islands,

144A

2.750%

1/11/26

Ba2

8,001,576

Total

Capital

Markets

8,001,576

Chemicals

-

4.5%

5,000

LG

Chem

Ltd,

144A

2.375%

7/07/31

A3

4,113,020

5,000

LYB

International

Finance

III

LLC

3.800%

10/01/60

BBB

3,425,082

8,108

Star

Energy

Geothermal

Wayang

Windu

Ltd,

144A

6.750%

4/24/33

Ba3

7,930,169

Total

Chemicals

15,468,271

Commercial

Services

&

Supplies

-

0.5%

2,040

New

York

Public

Library

Astor

Lenox

&

Tilden

Foundations/The

4.305%

7/01/45

AA-

1,801,369

Total

Commercial

Services

&

Supplies

1,801,369

Construction

Materials

-

0.5%

1,550

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

BB-

1,552,253

Total

Construction

Materials

1,552,253

Diversified

Consumer

Services

-

1.6%

6,160

YMCA

of

Greater

New

York

2.303%

8/01/26

BBB

5,561,174

Total

Diversified

Consumer

Services

5,561,174

Diversified

Financial

Services

-

2.0%

2,400

Community

Preservation

Corp/The

2.867%

2/01/30

AA-

2,030,574

5,400

EUR

Power

Finance

Corp

Ltd

1.841%

9/21/28

Baa3

4,737,364

Total

Diversified

Financial

Services

6,767,938

Diversified

Telecommunication

Services

-

0.9%

5,000

Verizon

Communications

Inc

2.987%

10/30/56

A-

3,251,610

Total

Diversified

Telecommunication

Services

3,251,610

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

2

NPCT

Principal

Amount

(000)(1)  

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

Electric

Utilities

-

18.9%

$

8,240

India

Cleantech

Energy2021

1,

144A

4.700%

8/10/26

Ba3

$

7,258,175

6,650

Interchile

SA,

144A

4.500%

6/30/56

Baa1

5,316,675

10,548

Inversiones

Latin

America

Power

Ltda,

144A

5.125%

6/15/33

B-

4,812,703

2,000

Leeward

Renewable

Energy

Operations

LLC,

144A

4.250%

7/01/29

Ba3

1,740,214

7,330

Liberty

Utilities

Finance

GP

1,

144A

2.050%

9/15/30

BBB+

5,760,253

7,000

Pattern

Energy

Operations

LP

/

Pattern

Energy

Operations

Inc,

144A

4.500%

8/15/28

BB-

6,403,906

2,698

Solar

Star

Funding

LLC,

144A

5.375%

6/30/35

Baa1

2,753,567

13,000

Southern

California

Edison

Co

(4)

3.650%

6/01/51

A2

9,915,640

5,000

Star

Energy

Geothermal

Darajat

II

/

Star

Energy

Geothermal

Salak,

144A

4.850%

10/14/38

Baa3

4,256,005

9,548

Topaz

Solar

Farms

LLC,

144A

4.875%

9/30/39

BB+

7,829,494

4,255

Topaz

Solar

Farms

LLC,

144A

5.750%

9/30/39

BB+

4,028,468

5,800

Vena

Energy

Capital

Pte

Ltd

,

Reg

S

3.133%

2/26/25

BBB-

5,443,089

Total

Electric

Utilities

65,518,189

Electrical

Equipment

-

1.2%

5,000

Sociedad

de

Transmision

Austral

SA,

144A

4.000%

1/27/32

Baa2

4,149,487

Total

Electrical

Equipment

4,149,487

Electronic

Equipment,

Instruments

&

Components

-

1.3%

5,000

SK

Battery

America

Inc

,

Reg

S

2.125%

1/26/26

Baa3

4,425,093

Total

Electronic

Equipment,

Instruments

&

Components

4,425,093

Equity

Real

Estate

Investment

Trusts

(REITs)

-

3.4%

2,000

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.750%

9/15/30

Baa3

1,510,000

9,915

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.375%

6/15/26

Baa3

8,601,262

2,000

Host

Hotels

&

Resorts

LP

2.900%

12/15/31

BBB-

1,560,732

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

11,671,994

Gas

Utilities

-

4.2%

15,000

Brooklyn

Union

Gas

Co/The,

144A

(4)

4.273%

3/15/48

BBB+

11,890,797

4,000

Southern

Co

Gas

Capital

Corp

3.150%

9/30/51

BBB+

2,756,750

Total

Gas

Utilities

14,647,547

Household

Durables

-

1.4%

5,000

EUR

Arcelik

AS

,

Reg

S

3.000%

5/27/26

BB+

4,968,621

Total

Household

Durables

4,968,621

Independent

Power

and

Renewable

Electricity

Producers

-

11.2%

1,750

AES

Corp/The

2.450%

1/15/31

BBB-

1,424,733

6,270

Atlantica

Sustainable

Infrastructure

PLC,

144A

4.125%

6/15/28

BB+

5,627,325

6,281

Azure

Power

Energy

Ltd,

144A

3.575%

8/19/26

BB

4,767,355

5,100

Clearway

Energy

Operating

LLC,

144A

3.750%

1/15/32

BB

4,238,514

7,050

Colbun

SA,

144A

3.150%

1/19/32

BBB+

5,842,687

8,075

Sunnova

Energy

Corp,

144A

5.875%

9/01/26

B1

6,843,563

9,736

Sweihan

PV

Power

Co

PJSC2022

1,

144A

3.625%

1/31/49

BBB+

7,944,491

2,770

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

BB

2,078,169

Total

Independent

Power

and

Renewable

Electricity

Producers

38,766,837

Machinery

-

1.9%

5,000

Mueller

Water

Products

Inc,

144A

4.000%

6/15/29

Ba1

4,466,362

2,305

YMCA

of

Greater

New

York

5.021%

8/01/38

BBB

2,116,452

Total

Machinery

6,582,814

Media

-

1.9%

10,000

Discovery

Communications

LLC

4.000%

9/15/55

BBB-

6,631,540

Total

Media

6,631,540

3

Principal

Amount

(000)(1)  

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

Metals

&

Mining

-

1.3%

$

5,000

Teck

Resources

Ltd

5.200%

3/01/42

BBB-

$

4,567,040

Total

Metals

&

Mining

4,567,040

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

2.7%

5,710

Starwood

Property

Trust

Inc,

144A

4.375%

1/15/27

BB+

4,719,087

5,745

Starwood

Property

Trust

Inc,

144A

3.625%

7/15/26

BB+

4,773,980

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

9,493,067

Multiline

Retail

-

1.8%

10,000

Nordstrom

Inc

5.000%

1/15/44

BB+

6,288,700

Total

Multiline

Retail

6,288,700

Multi-Utilities

-

0.6%

2,244

Consolidated

Edison

Co

of

New

York

Inc

4.300%

12/01/56

A-

1,880,037

Total

Multi-Utilities

1,880,037

Oil,

Gas

&

Consumable

Fuels

-

3.6%

15,000

Santos

Finance

Ltd,

144A

(4)

3.649%

4/29/31

BBB

12,527,875

Total

Oil,

Gas

&

Consumable

Fuels

12,527,875

Real

Estate

Management

&

Development

-

0.6%

2,250

EUR

GTC

Aurora

Luxembourg

SA

,

Reg

S

2.250%

6/23/26

BBB-

1,921,848

Total

Real

Estate

Management

&

Development

1,921,848

Retail

REITs

-

0.7%

3,000

Scentre

Group

Trust

2,

144A

5.125%

9/24/80

BBB+

2,532,128

Total

Retail

REITs

2,532,128

Road

&

Rail

-

1.4%

7,000

Norfolk

Southern

Corp

4.100%

5/15/21

BBB+

4,936,482

Total

Road

&

Rail

4,936,482

Trading

Companies

&

Distributors

-

1.1%

5,800

GATX

Corp

(4)

3.100%

6/01/51

BBB+

3,677,245

Total

Trading

Companies

&

Distributors

3,677,245

Total

Corporate

Bonds

(cost

$398,638,081)

310,932,785

Principal

Amount

(000)

(1)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

X

88,713,540

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

25.6%

(15.9%

of

Total

Investments)

X

88,713,540

Banks

-

6.9%

$

10,375

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

Ba1

$

8,726,276

4,250

Citigroup

Inc

4.150%

N/A

(5)

BBB-

3,474,375

3,250

JPMorgan

Chase

&

Co

3.650%

N/A

(5)

BBB+

2,843,750

11,195

PNC

Financial

Services

Group

Inc/The

3.400%

N/A

(5)

Baa2

8,877,859

Total

Banks

23,922,260

Communications

Equipment

-

2.0%

10,000

Vodafone

Group

PLC

5.125%

6/04/81

BB+

7,000,000

Total

Communications

Equipment

7,000,000

Consumer

Finance

-

1.7%

7,200

American

Express

Co

3.550%

N/A

(5)

Baa2

6,085,440

Total

Consumer

Finance

6,085,440

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

4

NPCT

Principal

Amount

(000)

(1)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

Electric

Utilities

-

2.9%

$

2,500

CMS

Energy

Corp

3.750%

12/01/50

BBB-

$

1,873,476

5,000

EUR

EDP

-

Energias

de

Portugal

SA

1.875%

3/14/82

BB+

4,020,133

5,000

Southern

Co/The

3.750%

9/15/51

BBB-

4,194,200

Total

Electric

Utilities

10,087,809

Independent

Power

and

Renewable

Electricity

Producers

-

0.4%

1,500

Vistra

Corp,

144A

7.000%

N/A

(5)

Ba3

1,320,000

Total

Independent

Power

and

Renewable

Electricity

Producers

1,320,000

Insurance

-

4.1%

15,000

Swiss

Re

Finance

Luxembourg

SA,

144A

(4)

5.000%

4/02/49

A

14,062,500

Total

Insurance

14,062,500

Multi-Utilities

-

4.7%

5,000

Algonquin

Power

&

Utilities

Corp

4.750%

1/18/82

BB+

4,000,000

2,500

CMS

Energy

Corp

4.750%

6/01/50

BBB-

2,159,950

8,000

EUR

Engie

SA

,

Reg

S

1.875%

N/A

(5)

BBB

6,404,189

4,600

Sempra

Energy

4.125%

4/01/52

BBB-

3,705,829

Total

Multi-Utilities

16,269,968

Trading

Companies

&

Distributors

-

2.9%

12,000

Air

Lease

Corp

4.650%

N/A

(5)

BB+

9,965,563

Total

Trading

Companies

&

Distributors

9,965,563

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$112,637,096)

88,713,540

Principal

Amount

(000)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

X69,432,640.00

MORTGAGE-BACKED

SECURITIES

-

20.1%

(12.4%

of

Total

Investments)

X

69,432,640

6,500

Alen

2021-ACEN

Mortgage

Trust,

(3-Month

LIBOR

reference

rate

+

4.000%

spread),

2021

ACEN,

144A(6)

8.684%

4/15/34

BB-

$

4,710,146

5,000

BAMLL

Commercial

Mortgage

Securities

Trust

2021-

JACX,

(1-Month

LIBOR

reference

rate

+

3.750%

spread),

2021

JACX,

144A(6)

8.434%

9/15/38

Ba2

4,249,918

4,000

BBCMS

Mortgage

Trust

2020-C6,

2020

C6,

144A

3.688%

2/15/53

N/R

2,616,350

3,840

Benchmark

2019-B10

Mortgage

Trust,

2019

B10,

144A

3.899%

3/15/62

N/R

2,620,558

7,887

COMM

2020-CX

Mortgage

Trust,

2020

CX,

144A

2.683%

11/10/46

N/R

4,889,718

28,522

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML10,

(I/O)

2.057%

1/25/38

N/R

4,659,091

64,977

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML11,

(I/O),

144A

0.667%

3/25/38

N/R

3,825,214

46,165

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML12,

(I/O)

1.223%

7/25/41

AA+

4,741,083

680

Hudson

Yards

2016-10HY

Mortgage

Trust,

2016

10HY,

144A

2.835%

8/10/38

Aaa

625,840

3,000

Hudson

Yards

2019-55HY

Mortgage

Trust,

2019

55HY,

144A

2.943%

12/10/41

N/R

1,902,540

5,000

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2018-AON,

2018

AON,

144A

4.613%

7/05/31

B-

787,500

10,000

MFT

Trust

2020-ABC,

2020

ABC,

144A

3.477%

2/10/42

N/R

6,283,358

5,661

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(1-Month

LIBOR

reference

rate

+

2.829%

spread),

2019

MILE,

144A(6)

7.657%

7/15/36

N/R

5,103,074

700

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(1-Month

LIBOR

reference

rate

+

3.579%

spread),

2019

MILE,

144A(6)

8.407%

7/15/36

N/R

631,708

7,420

NYC

Commercial

Mortgage

Trust

2021-909,

2021

909,

144A

3.206%

4/10/43

N/R

4,813,521

8,000

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

2.851%

7/15/41

N/R

5,346,739

5

Principal

Amount

(000)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

X69,432,640.00

MORTGAGE-BACKED

SECURITIES

(continued)

$

3,860

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

2.851%

7/15/41

N/R

$

2,806,388

80,369

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

0.258%

7/15/41

AA-

1,277,546

3,500

SUMIT

2022-BVUE

Mortgage

Trust,

2022

BVUE,

144A

2.892%

2/12/41

N/R

2,171,186

7,000

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

B

5,371,162

Total

Mortgage-Backed

Securities

(cost

$97,598,449)

69,432,640

Shares  

Description

(2)

Coupon

Ratings

(3)

Value

X

24,303,715

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

7.0%

(4.3%

of

Total

Investments)

X

24,303,715

Capital

Markets

-

1.4%

300,000

Affiliated

Managers

Group

Inc

4.200%

Baa1

$

4,791,000

Total

Capital

Markets

4,791,000

Independent

Power

and

Renewable

Electricity

Producers

-

1.1%

200,000

Brookfield

Renewable

Partners

LP

5.250%

BBB-

3,948,000

Total

Independent

Power

and

Renewable

Electricity

Producers

3,948,000

Multi-Utilities

-

1.7%

100,426

Brookfield

Infrastructure

Partners

LP

5.125%

BBB-

1,878,970

200,000

CMS

Energy

Corp

4.200%

BBB-

3,970,000

Total

Multi-Utilities

5,848,970

Office

REITs

-

0.9%

300,000

Hudson

Pacific

Properties

Inc

4.750%

Ba1

3,000,000

Total

Office

REITs

3,000,000

Real

Estate

Management

&

Development

-

0.3%

77,904

Brookfield

Property

Partners

LP

5.750%

BB

969,905

Total

Real

Estate

Management

&

Development

969,905

Trading

Companies

&

Distributors

-

1.6%

269,000

Triton

International

Ltd

5.750%

BB

5,745,840

Total

Trading

Companies

&

Distributors

5,745,840

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$36,438,056)

24,303,715

Principal

Amount

(000)

(1)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

20,019,475

SOVEREIGN

DEBT

-

5.8%

(3.6%

of

Total

Investments)

X

20,019,475

Benin

-

2.1%

$

10,000

EUR

Benin

Government

International

Bond

,

144A

4.950%

1/22/35

B+

$

7,431,657

Total

Benin

7,431,657

Chile

-

1.1%

5,000

Chile

Government

International

Bond

3.100%

5/07/41

A

3,747,888

Total

Chile

3,747,888

Egypt

-

0.6%

2,500

Egypt

Government

International

Bond

,

144A

5.250%

10/06/25

B+

1,967,750

Total

Egypt

1,967,750

Mexico

-

2.0%

5,000

EUR

Mexico

Government

International

Bond

2.250%

8/12/36

BBB

3,858,783

3,150

Mexico

Government

International

Bond

4.875%

5/19/33

BBB

3,013,397

Total

Mexico

6,872,180

Total

Sovereign

Debt

(cost

$28,114,968)

20,019,475

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

6

NPCT

Principal

Amount

(000)

Description

(2)

Optional

Call

Provisions

(7)

Ratings

(3)

Value

X

12,661,107

MUNICIPAL

BONDS

-

3.7%

(2.3%

of

Total

Investments)

X

12,661,107

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-  

$

707,622

Total

Arizona

707,622

District

of

Columbia

-

0.1%

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  

209,796

Total

District

of

Columbia

209,796

Indiana

-

0.3%

1,000

Fort

Wayne,

Indiana

Economic

Development,

Solid

Waste

Facility

Revenue

Bonds,

Do

Good

Foods

LLC

Fort

Wayne,

Taxable

Series

2022A-2,

10.750%,

12/01/29

No

Opt.

Call

N/R  

997,390

Total

Indiana

997,390

Michigan

-

1.4%

City

of

Detroit,

Michigan,

General

Obligation

Bonds,

Series

2021:

1,000

2.960%,

4/01/27

No

Opt.

Call

BB  

874,658

500

3.110%,

4/01/28

No

Opt.

Call

BB  

432,875

2,245

3.244%,

4/01/29

No

Opt.

Call

BB  

1,922,735

425

3.344%,

4/01/30

No

Opt.

Call

BB  

355,661

1,575

Detroit,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Taxable

Series

2021B,

3.644%,

4/01/34

4/31

at

100.00

BB  

1,275,667

Total

Michigan

4,861,596

Montana

-

0.3%

1,000

County

of

Gallatin,

Montana,

Series

2022,

11.500%,

9/01/27,

144A

9/25

at

103.00

N/R  

1,049,778

Total

Montana

1,049,778

New

York

-

1.4%

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  

4,834,925

Total

New

York

4,834,925

Total

Municipal

Bonds

(cost

$15,961,914)

12,661,107

Principal

Amount

(000)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

X13,136,964.00

ASSET-BACKED

SECURITIES

-

3.8%

(2.3%

of

Total

Investments)

X

13,136,964

2,217

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3,

2021

3CS,

144A

3.500%

5/20/48

N/R

$

1,476,285

2,335

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4,

2021

4GS,

144A

3.500%

7/20/48

BB

1,713,539

4,700

Mosaic

Solar

Loan

Trust

2019-2,

2019

2A,

144A

0.000%

9/20/40

N/R

1,996,179

5,728

Mosaic

Solar

Loan

Trust

2020-1,

2020

1A,

144A

0.000%

4/20/46

N/R

4,057,186

1,600

Tesla

Auto

Lease

Trust,

2021

A,

144A

1.020%

3/20/25

Aa2

1,550,954

2,500

Tesla

Auto

Lease

Trust

2021-B,

2021

B,

144A

1.320%

9/22/25

Baa2

2,342,821

Total

Asset-Backed

Securities

(cost

$16,569,665)

13,136,964

7

Investments

in

Derivatives

Principal

Amount

(000)

Description

(2)

Coupon

(8)

Reference

Rate

(8)

Spread

(8)

Maturity

(9)

Ratings

(3)

Value

X

10,621,883

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

3.1%

(1.9%

of

Total

Investments)

(8)

X

10,621,883

Commercial

Services

&

Supplies

-

2.8%

$

10,471

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan

9.500%

1

+

3-Month

LIBOR

4.500%

5/07/28

B

$

9,489,519

Total

Commercial

Services

&

Supplies

9,489,519

Electric

Utilities

-

0.3%

1,137

ExGen

Renewables

IV,

LLC,

Term

Loan

7.460%

3-Month

LIBOR

2.500%

12/15/27

BB-

1,132,364

Total

Electric

Utilities

1,132,364

Total

Variable

Rate

Senior

Loan

Interests

(cost

$11,567,648)

10,621,883

Principal

Amount

(000)

Description

(2)

Coupon

Maturity

Ratings

(3)

Value

X

2,579,024

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

0.7%

(0.5%

of

Total

Investments)

X

2,579,024

$

2,575

United

States

Treasury

Note/Bond

3.500%

2/15/33

Aaa

$

2,579,024

Total

U.S.

Government

and

Agency

Obligations

(cost

$2,487,334)

2,579,024

Total

Long-Term

Investments

(cost

$720,013,211)

552,401,133

Principal

Amount

(000)

Description

(2)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 1.9% (1.2%

of

Total

Investments) 

X

6,701,402

REPURCHASE

AGREEMENTS

-

1.9%

(1.2%

of

Total

Investments)

X

6,701,402

$

6,701

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

3/31/23,

repurchase

price

$6,702,206,

collateralized

by

$7,507,100,

U.S.

Treasury

Note,

0.250%,

due

10/31/25,

value

$6,835,476

1.440%

4/03/23

$

6,701,402

Total

Repurchase

Agreements

(cost

$6,701,402)

6,701,402

Total

Short-Term

Investments

(cost

$6,701,402)

6,701,402

Total

Investments

(cost

$726,714,613

)

-

161.5%

559,102,535

Borrowings

-

(30.5)%

(10),(11)

(105,500,000)

Reverse

Repurchase

Agreements,

including

accrued

interest

-

(13.3)%(12)

(46,103,120)

TFP

Shares,

Net

-

(20.1)%(13)

(69,661,572)

Other

Assets

&

Liabilities,

Net

-  2.4%(14)

8,273,973

Net

Assets

Applicable

to

Common

Shares

-

100%

$

346,111,816

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

7,738,340

Euro

7,244,753

Morgan

Stanley

Capital

Services

LLC

5/23/23

$

(140,302)

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

8

NPCT

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:

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

EUR

6/23/26

2,725,875

2,250,000

$

279,352

$

25,064

$

254,288

Citibank

N.A.

Fixed

semi-annual

1.875%

Fixed

annual

3.493%

USD

EUR

7/02/31

3,543,900

3,000,000

470,702

(6,950)

477,652

Citibank

N.A.

Fixed

semi-annual

1.875%

Fixed

annual

3.472%

USD

EUR

7/02/31

5,904,500

5,000,000

773,124

16,350

756,774

Citibank

N.A.

Fixed

semi-annual

2.250%

Fixed

annual

3.775%

USD

EUR

8/12/36

5,909,000

5,000,000

922,147

12,300

909,847

JPMorgan

Chase

Bank,

N.A.

Fixed

semi-annual

1.875%

Fixed

annual

3.431%

USD

EUR

6/14/29

5,905,000

5,000,000

625,681

(3,483)

629,164

Morgan

Stanley

Capital

Services

LLC

Fixed

semi-annual

3.000%

Fixed

annual

4.330%

USD

EUR

5/27/26

6,088,500

5,000,000

643,584

4,250

639,334

Morgan

Stanley

Capital

Services

LLC

Fixed

semi-annual

1.841%

Fixed

annual

3.337%

USD

EUR

9/21/28

6,376,320

5,400,000

672,369

(4)

672,373

Total

$

4,386,959

$

47,527

$

4,339,432

9

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

310,932,785

$

–

$

310,932,785

$1,000

Par

(or

similar)

Institutional

Preferred

–

88,713,540

–

88,713,540

Mortgage-Backed

Securities

–

69,432,640

–

69,432,640

$25

Par

(or

similar)

Retail

Preferred

24,303,715

–

–

24,303,715

Sovereign

Debt

–

20,019,475

–

20,019,475

Asset-Backed

Securities

–

13,136,964

–

13,136,964

Municipal

Bonds

–

12,661,107

–

12,661,107

Variable

Rate

Senior

Loan

Interests

–

10,621,883

–

10,621,883

U.S.

Government

and

Agency

Obligations

–

2,579,024

–

2,579,024

Short-Term

Investments:

Repurchase

Agreements

–

6,701,402

–

6,701,402

Investments

in

Derivatives:

Forward

Foreign

Currency

Contracts*

–

(140,302)

–

(140,302)

Cross

Currency

Swaps*

–

4,339,432

–

4,339,432

Total

$

24,303,715

$

538,997,950

$

–

$

563,301,665

*

Represents

net

unrealized

appreciation

(depreciation).

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)

Principal

Amount

(000)

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

(2)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(3)

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,

thatrating

is

used.

AAA,

AA,

A,

and

BBB

are

investment

grade

ratings;

BB,

B,

CCC/CC/C

and

D

are

below-investment

grade

ratings.

Credit

ratings

are

subject

to

change.

Holdings

designatedN/R

are

not

rated

by

Moody’s,

S&P

or

Fitch.

(4)

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

$48,648,455

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(5)

Perpetual

security.

Maturity

date

is

not

applicable.

(6)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(7)

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

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(8)

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.

(9)

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.

(10)

Borrowings

as

a

percentage

of

Total

Investments

is

18.9%.

(11)

The

Fund

may

pledge

up

to

100%

of

its

eligible

investment

(excluding

any

investments

pledged

as

collateral

to

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

(12)

Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

8.2%.

(13)

TFP

Shares,

Net

as

a

percentage

of

Total

Investments

is

12.5%.

(14)

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.

EUR

Euro

I/O

Interest

only

security

LIBOR

London

Inter-Bank

Offered

Rate

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.