0001752724-23-269934.txt : 20231128
0001752724-23-269934.hdr.sgml : 20231128
20231128125108
ACCESSION NUMBER: 0001752724-23-269934
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231128
DATE AS OF CHANGE: 20231128
PERIOD START: 20231231
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: 231444110
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
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2024-04-25
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Norfolk Southern Corp
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JPMorgan Chase & Co
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2025-08-09
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CORP
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N/A
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SUMIT 2022-BVUE Mortgage Trust
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SUMIT 2022-BVUE Mortgage Trust
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ABS-MBS
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2041-02-12
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Affiliated Managers Group Inc
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Affiliated Managers Group Inc
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USD
4602000.00000000
1.456019571535
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EP
CORP
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N
1
N
N
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Brookfield Property Partners LP
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Brookfield Property Partners LP
EP0585729
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USD
992496.96000000
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EP
CORP
BM
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1
N
N
N
ATLANTICA SUSTAIN INFRA
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Atlantica Sustainable Infrastructure PLC
04916WAA2
6270000.00000000
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USD
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2028-06-15
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DANA INC
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Dana Inc
235825AH9
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USD
3210400.00000000
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2
2030-09-01
Fixed
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LIBERTY UTILITIES FIN
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Liberty Utilities Finance GP 1
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USD
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CORP
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2
2030-09-15
Fixed
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N
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TOPAZ SOLAR FARMS LLC
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Topaz Solar Farms LLC
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USD
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DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
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N
N
N
N
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Frontier Issuer LLC
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Frontier Issuer LLC
35910EAC8
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USD
964010.30000000
0.305001708813
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ABS-O
CORP
US
Y
2
2053-08-20
Fixed
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CITIGROUP INC
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Citigroup Inc
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5000000.00000000
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USD
4721509.00000000
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Long
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CORP
US
N
2
2026-01-25
Fixed
2.01400000
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N
N
N
N
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NYC Commercial Mortgage Trust
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NYC Commercial Mortgage Trust 2021-909
67076XAG0
7420000.00000000
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USD
3425719.02000000
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ABS-MBS
CORP
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2
2043-04-10
Variable
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N
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AIR LEASE CORP
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Air Lease Corp
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USD
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CORP
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N/A
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ALGONQUIN PWR & UTILITY
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Algonquin Power & Utilities Corp
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USD
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CORP
CA
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2
2082-01-18
Fixed
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REPUBLIC OF CHILE
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Chile Government International Bond
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USD
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NUSS
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2041-05-07
Fixed
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HAT HOLDINGS I LLC/HAT
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HAT Holdings I LLC / HAT Holdings II LLC
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USD
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Long
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CORP
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2030-09-15
Fixed
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N
N
N
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Mosaic Solar Loans LLC
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Mosaic Solar Loan Trust
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USD
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Long
ABS-O
CORP
US
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2040-09-20
Fixed
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INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
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PA
USD
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Long
DBT
CORP
MU
Y
2
2026-08-10
Fixed
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N
N
N
N
N
BROOKLYN UNION GAS CO
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Brooklyn Union Gas Co/The
114259AQ7
15000000.00000000
PA
USD
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3.295868682094
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
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N
N
N
N
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C-NY
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C-NY
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DFE
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CITIBANK N.A.
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2036-08-12
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N
N
VNO Mortgage Trust
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VNDO Trust
91831UAG2
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USD
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Long
ABS-MBS
CORP
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Y
2
2035-01-10
Variable
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N
N
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STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
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PA
USD
4300000.00000000
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Long
RA
CORP
US
N
2
Repurchase
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2023-10-02
5505500.00000000
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USD
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LTR INTERMEDIATE HOLDING
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Liberty Tire Recycling Holdco, LLC, Term Loan
50219UAB1
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PA
USD
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Long
LON
CORP
US
N
2
2028-05-07
Variable
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N
N
N
N
N
STARWOOD PROPERTY TRUST
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Starwood Property Trust Inc
85571BAU9
5745000.00000000
PA
USD
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1.611848025473
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
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N
N
N
N
N
N
BENIN INTL GOV BOND
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Benin Government International Bond
BQ5680468
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PA
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2.291537349749
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
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N
N
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STAR ENERGY GEOTHERMAL
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Star Energy Geothermal Wayang Windu Ltd
85511XAC4
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USD
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Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
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N
N
N
N
N
CMS ENERGY CORP
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CMS Energy Corp
125896BU3
2500000.00000000
PA
USD
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0.674745713870
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
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N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAE8
5148443.70000000
PA
USD
3635830.94000000
1.150334856026
Long
ABS-O
CORP
US
Y
3
2046-04-20
Fixed
0.00000000
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UNITED MEXICAN STATES
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Mexico Government International Bond
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PA
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MX
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2
2036-08-12
Fixed
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N
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CITIGROUP INC
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Citigroup Inc
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USD
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CORP
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N
2
N/A
Fixed
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Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B
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Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B
2510935R7
1575000.00000000
PA
USD
1157494.43000000
0.366217849635
Long
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MUN
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N
2
2034-04-01
Fixed
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N
N
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N
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ARCELIK AS
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Arcelik AS
BP6180478
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PA
4889189.62000000
1.546883045560
Long
DBT
CORP
TR
N
2
2026-05-27
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
45880424.15000000
PA
USD
4376074.86000000
1.384539470374
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Variable
1.30258700
N
N
N
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
5000000.00000000
PA
USD
4259159.50000000
1.347548802757
Long
DBT
CORP
BM
Y
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
MS Autotech Co Ltd
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MS Autotech Co Ltd
N/A
1.00000000
NC
USD
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0.272981323147
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. INCORPORATED
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5000000.00000000
EUR
6088500.00000000
USD
2026-05-27
825922.48000000
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
5000000.00000000
PA
USD
4354527.90000000
1.377722261450
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations/The
649757AA9
2040000.00000000
PA
USD
1596859.49000000
0.505227872757
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
INVERSIONES LATAM POWER
N/A
Inversiones Latin America Power Ltda
46137NAC2
6615577.05000000
PA
USD
3456639.01000000
1.093640601975
Long
DBT
CORP
CL
Y
2
2033-06-15
Fixed
5.12500000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896837
200000.00000000
NS
USD
3964000.00000000
1.254163750883
Long
EP
CORP
US
N
1
N
N
N
CEMEX SAB DE CV
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Cemex SAB de CV
151290CB7
1550000.00000000
PA
USD
1613557.75000000
0.510511009083
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
5000000.00000000
PA
USD
4360986.00000000
1.379765529594
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
200000.00000000
NS
USD
3640000.00000000
1.151653898389
Long
EP
CORP
BM
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAN0
2500000.00000000
PA
USD
1719835.25000000
0.544135980837
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
C-NY
E57ODZWZ7FF32TWEFA76
C-NY
N/A
1.00000000
NC
USD
360509.66000000
0.114061086633
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
2250000.00000000
EUR
2725875.00000000
USD
2026-06-23
323950.04000000
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
2722676.12000000
PA
USD
2056376.01000000
0.650613584744
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
5000000.00000000
PA
USD
2775470.15000000
0.878126653327
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust 2021-3
382371AC6
2147544.52000000
PA
USD
1402929.20000000
0.443870572072
Long
ABS-O
CORP
US
Y
2
2048-05-20
Fixed
3.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
5100000.00000000
PA
USD
3964638.00000000
1.254365606704
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAE6
1600000.00000000
PA
USD
1588273.12000000
0.502511244603
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
1.02000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
BR3164695
5400000.00000000
PA
4758063.12000000
1.505396137618
Long
DBT
CORP
IN
N
2
2028-09-21
Fixed
1.84100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
1000000.00000000
PA
USD
944843.75000000
0.298937634081
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878744AB7
5000000.00000000
PA
USD
4084212.15000000
1.292197484724
Long
DBT
CORP
CA
N
2
2042-03-01
Fixed
5.20000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
8000000.00000000
PA
USD
5385464.00000000
1.703898519295
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
3510000.00000000
PA
USD
2705028.53000000
0.855839739513
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
C-NY
E57ODZWZ7FF32TWEFA76
C-NY
N/A
1.00000000
NC
USD
818845.16000000
0.259073137552
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
5000000.00000000
EUR
5904500.00000000
USD
2031-07-02
777688.35000000
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
15000000.00000000
PA
USD
11984424.00000000
3.791733137240
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAE8
4000000.00000000
PA
USD
2370278.76000000
0.749928784127
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935N6
500000.00000000
PA
USD
420680.65000000
0.133098491909
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
3.11000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
2500000.00000000
PA
USD
1877624.50000000
0.594058674488
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FK4
2244000.00000000
PA
USD
1648813.92000000
0.521665653485
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
SK BATTERY AMERICA INC
54930012FBFVNU7RWO57
SK Battery America Inc
BN5304348
5000000.00000000
PA
USD
4467356.85000000
1.413420036208
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
2.12500000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935P1
2245000.00000000
PA
USD
1830971.94000000
0.579298344105
Long
DBT
MUN
US
N
2
2029-04-01
Fixed
3.24400000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
2667068.87000000
PA
USD
2498007.08000000
0.790340547221
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAJ5
5661000.00000000
PA
USD
4338934.02000000
1.372788538183
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.16200000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
N/A
-12000000.00000000
PA
USD
-12000000.00000000
-3.79666120348
Short
RA
CORP
US
Y
N/A
Reverse repurchase
N
5.86000000
2023-10-19
21500000.00000000
USD
14621741.10000000
USD
CDS
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral SA
83364AAA1
5000000.00000000
PA
USD
4223296.00000000
1.336202006168
Long
DBT
CORP
CL
Y
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
6650000.00000000
PA
USD
4996399.03000000
1.580802862859
Long
DBT
CORP
CL
Y
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
1750000.00000000
PA
USD
1345864.59000000
0.425815989499
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
8075000.00000000
PA
USD
6921082.50000000
2.189750451154
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
BQ2184134
8000000.00000000
PA
6406935.56000000
2.027080306155
Long
DBT
CORP
FR
N
2
N/A
Fixed
1.87500000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
2549002JHJ73KGETOK78
Banco BTG Pactual SA/Cayman Islands
05971AAG6
9000000.00000000
PA
USD
8229377.70000000
2.603679920199
Long
DBT
CORP
BR
Y
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VBL1
3840000.00000000
PA
USD
2444681.09000000
0.773468820774
Long
ABS-MBS
CORP
US
Y
2
2062-03-15
Variable
4.02945200
N
N
N
N
N
N
JPM-NA
ZBUT11V806EZRVTWT807
JPM-NA
N/A
1.00000000
NC
USD
708801.49000000
0.224256593171
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES INC.
ZBUT11V806EZRVTWT807
5000000.00000000
EUR
5905000.00000000
USD
2029-06-14
707151.68000000
N
N
N
Frontier Issuer LLC
N/A
Frontier Issuer LLC
35910EAB0
1000000.00000000
PA
USD
947284.10000000
0.299709732595
Long
ABS-O
CORP
US
Y
2
2053-08-20
Fixed
8.30000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
17000000.00000000
PA
USD
10541306.79000000
3.335147543632
Long
DBT
CORP
IT
Y
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935Q9
425000.00000000
PA
USD
335333.76000000
0.106095723067
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
3.34400000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1500000.00000000
PA
USD
1368750.00000000
0.433056668522
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BH5
5800000.00000000
PA
USD
3358934.34000000
1.062727974476
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
3150000.00000000
PA
USD
2822585.79000000
0.893033496866
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C
N/A
Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C
04052BRA4
810000.00000000
PA
USD
678340.01000000
0.214618933228
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.25000000
N
N
N
N
N
N
Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2
N/A
Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2
34924CAB1
234357.85000000
PA
USD
23.44000000
0.000007416144
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
Y
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
10000000.00000000
PA
USD
6784878.00000000
2.146656922746
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
-33820000.00000000
PA
USD
-33820000.00000000
-10.7002568251
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
5.87000000
2023-12-05
53585000.00000000
USD
42731688.33000000
USD
CDS
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
10195000.00000000
PA
USD
7541990.83000000
2.386198665106
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CX Mortgage Trust
12656KAL1
7887000.00000000
PA
USD
4917613.91000000
1.555876162150
Long
ABS-MBS
CORP
US
Y
2
2046-11-10
Variable
2.77294800
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAG2
28334348.93000000
PA
USD
4298604.08000000
1.360028611638
Long
ABS-MBS
MUN
US
N
2
2038-01-25
Variable
2.12682200
N
N
N
N
N
N
C-NY
E57ODZWZ7FF32TWEFA76
C-NY
N/A
1.00000000
NC
USD
497652.71000000
0.157451561405
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3000000.00000000
EUR
3543900.00000000
USD
2031-07-02
489529.20000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HF3
13000000.00000000
PA
USD
8627275.93000000
2.729570317930
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAC9
80369000.00000000
PA
USD
1138804.62000000
0.360304609925
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
7200000.00000000
PA
USD
5716720.80000000
1.808704339374
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
HARLEY-DAVIDSON INC
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AE8
15300000.00000000
PA
USD
11090459.13000000
3.508892992306
Long
DBT
CORP
US
N
2
2045-07-28
Fixed
4.62500000
N
N
N
N
N
N
County of Gallatin MT
N/A
County of Gallatin MT
363671BN7
1000000.00000000
PA
USD
1046020.80000000
0.330948882449
Long
DBT
MUN
US
Y
2
2027-09-01
Fixed
11.50000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAC3
2310549.00000000
PA
USD
1666801.63000000
0.527356756876
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
9915000.00000000
PA
USD
8812782.17000000
2.788262346631
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
700000.00000000
PA
USD
501893.98000000
0.158793450177
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.91200000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAJ6
10000000.00000000
PA
USD
4078263.00000000
1.290315242474
Long
ABS-MBS
CORP
US
Y
2
2042-02-10
Variable
3.59259000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAL9
3860000.00000000
PA
USD
2682435.98000000
0.848691718007
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2016-10HY Mortgage Trust
44421LAA0
680000.00000000
PA
USD
614478.60000000
0.194413921749
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
5000000.00000000
PA
USD
3061478.70000000
0.968616450464
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
3000000.00000000
PA
USD
2503923.90000000
0.792212560633
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
15000000.00000000
PA
USD
14055000.00000000
4.446839434578
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AD0
5000000.00000000
PA
USD
3896732.45000000
1.232881076105
Long
DBT
CORP
KR
Y
2
2031-07-07
Fixed
2.37500000
N
N
N
N
N
N
District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A
549300OT2FIJQJ5PSH71
District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A
254845JZ4
254000.00000000
PA
USD
217087.68000000
0.068684031034
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAU7
5000000.00000000
PA
USD
4437134.80000000
1.403858129148
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
4.97600000
N
N
N
N
N
N
GTC AURORA LUXEM
549300UAWIR6P1PVC062
GTC Aurora Luxembourg SA
BQ1077859
2250000.00000000
PA
1573811.60000000
0.497935786942
Long
DBT
CORP
LU
N
2
2026-06-23
Fixed
2.25000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp/The
20402CAA3
2400000.00000000
PA
USD
1995185.81000000
0.631253713213
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
2500000.00000000
PA
USD
1918270.00000000
0.606918440566
Long
DBT
NUSS
EG
Y
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
10375000.00000000
PA
USD
8558985.94000000
2.707964154962
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
BR3179578
5000000.00000000
PA
4043981.60000000
1.279469004026
Long
DBT
CORP
PT
N
2
2082-03-14
Variable
1.87500000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
4600000.00000000
PA
USD
3720842.94000000
1.177231669545
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
15000000.00000000
PA
USD
12574562.55000000
3.978446148695
Long
DBT
CORP
IT
Y
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
RECEIVE USD [7649225.68] PAY EUR [-6858671.23] on 20230712 @ 1.115263
EUR231013
1.00000000
NC
USD
394945.59000000
0.124956216586
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
6858671.23000000
EUR
7649225.68000000
USD
2023-10-13
394945.59000000
N
N
N
CONSTELLATION RENEWABLES
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC, Term Loan
30204KAD8
1071678.49000000
PA
USD
1070338.89000000
0.338642844853
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.18410000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935M8
1000000.00000000
PA
USD
868777.20000000
0.274871057475
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
2.96000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
192714AE3
7050000.00000000
PA
USD
5690399.04000000
1.800376438958
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAU1
5000000.00000000
PA
USD
1069206.50000000
0.338284569755
Long
ABS-MBS
CORP
US
Y
2
2031-07-05
Variable
4.76697300
N
N
N
N
N
N
VENA ENERGY CAP PTE LTD
254900WSETM7TQMYGS40
Vena Energy Capital Pte Ltd
BG0115322
5800000.00000000
PA
USD
5494942.74000000
1.738536326359
Long
DBT
CORP
SG
N
2
2025-02-26
Fixed
3.13300000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
4255184.00000000
PA
USD
3932470.85000000
1.244188292501
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TBK5
4000000.00000000
PA
USD
2540462.80000000
0.803773045970
Long
ABS-MBS
CORP
US
Y
2
2053-02-15
Variable
3.81129500
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
9695100.00000000
PA
USD
7501777.53000000
2.373475642108
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAN9
2305000.00000000
PA
USD
1934689.07000000
0.612113244405
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
5.02100000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
7000000.00000000
PA
USD
6079499.30000000
1.923483260742
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBA3
2000000.00000000
PA
USD
1537121.24000000
0.486327381413
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2021-JACX
05493LAN6
5000000.00000000
PA
USD
4014434.50000000
1.270120643339
Long
ABS-MBS
CORP
US
Y
2
2038-09-15
Variable
9.19748000
N
N
N
N
N
N
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2
5493000TKYODLXADQD60
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2
59261AG76
5300000.00000000
PA
USD
4573045.11000000
1.446858579242
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AK6
10000000.00000000
PA
USD
8120563.10000000
2.569252239349
Long
DBT
CORP
GB
Y
2
2043-01-09
Fixed
5.30000000
N
N
N
N
N
N
MS Autotech Co Ltd
9R7GPTSO7KV3UQJZQ078
MS Autotech Co Ltd
N/A
1.00000000
NC
USD
724829.44000000
0.229327651165
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. INCORPORATED
9R7GPTSO7KV3UQJZQ078
5400000.00000000
EUR
6376320.00000000
USD
2028-09-21
721811.86000000
N
N
N
Triton International Ltd
N/A
Triton International Ltd
EP0599514
269000.00000000
NS
USD
4893110.00000000
1.548123408447
Long
EP
CORP
BM
N
1
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAJ5
6500000.00000000
PA
USD
3382834.00000000
1.070289550468
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
9.44748000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
10000000.00000000
PA
USD
5901000.00000000
1.867008146812
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-B
88161KAG0
2500000.00000000
PA
USD
2389871.25000000
0.756127621349
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
1.32000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
10000000.00000000
PA
USD
5999722.40000000
1.898242772311
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
2023-09-30
Nuveen Core Plus Impact Fund
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller
XXXX
NPORT-EX
2
primary-document.htm
Nuveen
Core
Plus
Impact
Fund
Portfolio
of
Investments
September
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
154.6%
(99.2%
of
Total
Investments)
X
–
CORPORATE
BONDS
-
90.6%
(58.1%
of
Total
Investments)
X
306,965,836
Automobiles
&
Components
-
5.0%
$
4,000
Dana
Inc
4.250%
9/01/30
$
3,210,400
3,510
Ford
Motor
Co
3.250%
2/12/32
2,705,029
15,300
(b)
Harley-Davidson
Inc
4.625%
7/28/45
11,090,459
Total
Automobiles
&
Components
17,005,888
Banks
-
12.9%
5,000
Citigroup
Inc
2.014%
1/25/26
4,721,509
17,000
Intesa
Sanpaolo
SpA,
144A
4.950%
6/01/42
10,541,307
3,583
JPMorgan
Chase
&
Co
0.768%
8/09/25
3,412,750
5,000
Lloyds
Banking
Group
PLC
4.976%
8/11/33
4,437,135
10,000
(b)
Standard
Chartered
PLC,
144A
5.300%
1/09/43
8,120,563
15,000
UniCredit
SpA,
144A
5.459%
6/30/35
12,574,563
Total
Banks
43,807,827
Capital
Goods
-
4.1%
5,800
(b)
GATX
Corp
3.100%
6/01/51
3,358,934
5,000
Mueller
Water
Products
Inc,
144A
4.000%
6/15/29
4,354,528
5,000
Sociedad
de
Transmision
Austral
SA,
144A
4.000%
1/27/32
4,223,296
2,305
YMCA
of
Greater
New
York
5.021%
8/01/38
1,934,689
Total
Capital
Goods
13,871,447
Commercial
&
Professional
Services
-
0.5%
2,040
New
York
Public
Library
Astor
Lenox
&
Tilden
Foundations/
The
4.305%
7/01/45
1,596,859
Total
Commercial
&
Professional
Services
1,596,859
Consumer
Discretionary
Distribution
&
Retail
-
1.7%
10,000
Nordstrom
Inc
5.000%
1/15/44
5,901,000
Total
Consumer
Discretionary
Distribution
&
Retail
5,901,000
Consumer
Durables
&
Apparel
-
1.5%
5,000
EUR
Arcelik
AS
,
Reg
S
3.000%
5/27/26
4,889,190
Total
Consumer
Durables
&
Apparel
4,889,190
Consumer
Services
-
1.6%
6,160
YMCA
of
Greater
New
York
2.303%
8/01/26
5,533,453
Total
Consumer
Services
5,533,453
Diversified
Financials
-
1.4%
5,400
EUR
Power
Finance
Corp
Ltd
1.841%
9/21/28
4,758,063
Total
Diversified
Financials
4,758,063
Energy
-
3.5%
15,000
(b)
Santos
Finance
Ltd,
144A
3.649%
4/29/31
11,984,424
Total
Energy
11,984,424
Equity
Real
Estate
Investment
Trusts
(REITs)
-
4.3%
9,915
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
8,812,782
2,000
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.750%
9/15/30
1,530,539
2,000
Host
Hotels
&
Resorts
LP
2.900%
12/15/31
1,537,121
3,000
Scentre
Group
Trust
2,
144A
5.125%
9/24/80
2,503,924
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
14,384,366
Nuveen
Core
Plus
Impact
Fund
(continued)
Portfolio
of
Investments
September
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financial
Services
-
6.0%
$
9,000
Banco
BTG
Pactual
SA/Cayman
Islands,
144A
2.750%
1/11/26
$
8,229,378
2,400
Community
Preservation
Corp/The
2.867%
2/01/30
1,995,186
5,745
Starwood
Property
Trust
Inc,
144A
3.625%
7/15/26
5,094,522
5,710
Starwood
Property
Trust
Inc,
144A
4.375%
1/15/27
4,980,556
Total
Financial
Services
20,299,642
Materials
-
6.0%
1,550
Cemex
SAB
de
CV,
144A
9.125%
12/30/49
1,613,558
5,000
LG
Chem
Ltd,
144A
2.375%
7/07/31
3,896,732
5,000
LYB
International
Finance
III
LLC
3.800%
10/01/60
3,061,479
8,108
Star
Energy
Geothermal
Wayang
Windu
Ltd,
144A
6.750%
4/24/33
7,780,861
5,000
Teck
Resources
Ltd
5.200%
3/01/42
4,084,212
Total
Materials
20,436,842
Media
&
Entertainment
-
1.8%
10,000
Discovery
Communications
LLC
4.000%
9/15/55
5,999,722
Total
Media
&
Entertainment
5,999,722
Real
Estate
Management
&
Development
-
0.5%
2,250
EUR
GTC
Aurora
Luxembourg
SA
,
Reg
S
2.250%
6/23/26
1,573,812
Total
Real
Estate
Management
&
Development
1,573,812
Technology
Hardware
&
Equipment
-
3.3%
5,000
SK
Battery
America
Inc
,
Reg
S
2.125%
1/26/26
4,467,357
10,000
Vodafone
Group
PLC
5.125%
6/04/81
6,784,878
Total
Technology
Hardware
&
Equipment
11,252,235
Telecommunication
Services
-
0.8%
5,000
Verizon
Communications
Inc
2.987%
10/30/56
2,775,470
Total
Telecommunication
Services
2,775,470
Transportation
-
2.8%
5,000
Delta
Air
Lines
2019-1
Class
AA
Pass
Through
Trust2020
A
3.204%
4/25/24
4,917,788
7,000
Norfolk
Southern
Corp
4.100%
5/15/21
4,547,704
Total
Transportation
9,465,492
Utilities
-
32.9%
1,750
AES
Corp/The
2.450%
1/15/31
1,345,865
6,270
Atlantica
Sustainable
Infrastructure
PLC,
144A
4.125%
6/15/28
5,409,863
15,000
(b)
Brooklyn
Union
Gas
Co/The,
144A
4.273%
3/15/48
10,417,159
5,100
Clearway
Energy
Operating
LLC,
144A
3.750%
1/15/32
3,964,638
7,050
Colbun
SA,
144A
3.150%
1/19/32
5,690,399
2,244
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
1,648,814
5,000
EUR
EDP
-
Energias
de
Portugal
SA
1.875%
3/14/82
4,043,982
7,956
India
Cleantech
Energy2021
1,
144A
4.700%
8/10/26
6,893,874
6,650
Interchile
SA,
144A
4.500%
6/30/56
4,996,399
6,616
Inversiones
Latin
America
Power
Ltda,
144A
5.125%
6/15/33
3,456,639
2,000
Leeward
Renewable
Energy
Operations
LLC,
144A
4.250%
7/01/29
1,644,114
7,330
Liberty
Utilities
Finance
GP
1,
144A
2.050%
9/15/30
5,651,212
7,000
Pattern
Energy
Operations
LP
/
Pattern
Energy
Operations
Inc,
144A
4.500%
8/15/28
6,079,499
2,667
Solar
Star
Funding
LLC,
144A
5.375%
6/30/35
2,498,007
13,000
(b)
Southern
California
Edison
Co
3.650%
6/01/51
8,627,276
4,000
Southern
Co
Gas
Capital
Corp
3.150%
9/30/51
2,370,279
5,000
Star
Energy
Geothermal
Darajat
II
/
Star
Energy
Geothermal
Salak,
144A
4.850%
10/14/38
4,259,159
8,075
Sunnova
Energy
Corp,
144A
5.875%
9/01/26
6,921,082
9,695
Sweihan
PV
Power
Co
PJSC2022
1,
144A
3.625%
1/31/49
7,501,777
4,255
Topaz
Solar
Farms
LLC,
144A
5.750%
9/30/39
3,932,471
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utilities
(continued)
$
9,548
Topaz
Solar
Farms
LLC,
144A
4.875%
9/30/39
$
8,582,653
5,800
Vena
Energy
Capital
Pte
Ltd
,
Reg
S
3.133%
2/26/25
5,494,943
Total
Utilities
111,430,104
Total
Corporate
Bonds
(cost
$406,262,807)
306,965,836
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
22.6%
(14.5%
of
Total
Investments)
X
76,621,493
Banks
-
6.6%
$
10,375
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands,
144A
2.720%
8/11/31
$
8,558,986
4,250
Citigroup
Inc
4.150%
N/A
(c)
3,401,619
3,250
JPMorgan
Chase
&
Co
3.650%
N/A
(c)
2,836,723
10,195
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(c)
7,541,991
Total
Banks
22,339,319
Capital
Goods
-
3.1%
12,000
Air
Lease
Corp
4.650%
N/A
(c)
10,567,664
Total
Capital
Goods
10,567,664
Financial
Services
-
1.7%
7,200
American
Express
Co
3.550%
N/A
(c)
5,716,721
Total
Financial
Services
5,716,721
Insurance
-
4.2%
15,000
(b)
Swiss
Re
Finance
Luxembourg
SA,
144A
5.000%
4/02/49
14,055,000
Total
Insurance
14,055,000
Utilities
-
7.0%
5,000
Algonquin
Power
&
Utilities
Corp
4.750%
1/18/82
4,075,000
2,500
CMS
Energy
Corp
4.750%
6/01/50
2,132,650
2,500
CMS
Energy
Corp
3.750%
12/01/50
1,877,625
8,000
EUR
Engie
SA
,
Reg
S
1.875%
N/A
(c)
6,406,935
4,600
Sempra
4.125%
4/01/52
3,720,843
5,000
Southern
Co/The
3.750%
9/15/51
4,360,986
1,500
Vistra
Corp,
144A
7.000%
N/A
(c)
1,368,750
Total
Utilities
23,942,789
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$95,768,686)
76,621,493
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
MORTGAGE-BACKED
SECURITIES
-
18.3%
(11.7%
of
Total
Investments)
X
61,879,290
6,500
(d)
Alen
Mortgage
Trust,
(TSFR1M
reference
rate
+
4.114%
spread),
2021
ACEN,
144A
9.447%
4/15/34
$
3,382,834
5,000
(d)
BAMLL
Commercial
Mortgage
Securities
Trust
2021-JACX,
(TSFR1M
reference
rate
+
3.864%
spread),
2021
JACX,
144A
9.197%
9/15/38
4,014,434
4,000
BBCMS
Mortgage
Trust
2020-C6,
2020
C6,
144A
3.811%
2/15/53
2,540,463
3,840
Benchmark
2019-B10
Mortgage
Trust,
2019
B10,
144A
4.029%
3/15/62
2,444,681
7,887
COMM
2020-CX
Mortgage
Trust,
2020
CX,
144A
2.773%
11/10/46
4,917,614
45,881
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML12,
(I/O)
1.303%
7/25/41
4,376,075
28,334
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML10,
(I/O)
2.127%
1/25/38
4,298,604
64,977
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML11,
(I/O),
144A
0.770%
3/25/38
3,502,926
Nuveen
Core
Plus
Impact
Fund
(continued)
Portfolio
of
Investments
September
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
MORTGAGE-BACKED
SECURITIES
(continued)
$
680
Hudson
Yards
2016-10HY
Mortgage
Trust,
2016
10HY,
144A
2.835%
8/10/38
$
614,479
2,500
Hudson
Yards
Mortgage
Trust,
2019
55HY,
144A
3.041%
12/10/41
1,719,835
5,000
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2018-AON,
2018
AON,
144A
4.767%
7/05/31
1,069,206
10,000
MFT
Trust
2020-ABC,
2020
ABC,
144A
3.593%
2/10/42
4,078,263
700
(d)
Natixis
Commercial
Mortgage
Securities
Trust,
(TSFR1M
reference
rate
+
3.579%
spread),
2019
MILE,
144A
8.912%
7/15/36
501,894
5,661
(d)
Natixis
Commercial
Mortgage
Securities
Trust
2019-MILE,
(TSFR1M
reference
rate
+
2.829%
spread),
2019
MILE,
144A
8.162%
7/15/36
4,338,934
7,420
NYC
Commercial
Mortgage
Trust
2021-909,
2021
909,
144A
3.312%
4/10/43
3,425,719
3,860
SLG
Office
Trust,
2021
OVA,
144A
2.851%
7/15/41
2,682,436
80,369
SLG
Office
Trust,
2021
OVA,
144A
0.258%
7/15/41
1,138,805
8,000
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
2.851%
7/15/41
5,385,464
3,500
SUMIT
2022-BVUE
Mortgage
Trust,
2022
BVUE,
144A
2.989%
2/12/41
2,082,104
7,000
VNDO
Trust,
2016
350P,
144A
4.033%
1/10/35
5,364,520
Total
Mortgage-Backed
Securities
(cost
$97,135,023)
61,879,290
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SOVEREIGN
DEBT
-
6.2%
(4.0%
of
Total
Investments)
X
21,142,652
Benin
-
2.1%
$
10,000
EUR
Benin
Government
International
Bond
,
144A
4.950%
1/22/35
$
7,242,797
Total
Benin
7,242,797
Chile
-
1.0%
5,000
Chile
Government
International
Bond
3.100%
5/07/41
3,393,243
Total
Chile
3,393,243
Egypt
-
0.6%
2,500
Egypt
Government
International
Bond
,
144A
5.250%
10/06/25
1,918,270
Total
Egypt
1,918,270
Mexico
-
1.9%
5,000
EUR
Mexico
Government
International
Bond
2.250%
8/12/36
3,709,380
3,150
Mexico
Government
International
Bond
4.875%
5/19/33
2,822,586
Total
Mexico
6,531,966
Panama
-
0.6%
2,723
UEP
Penonome
II
SA
,
144A
6.500%
10/01/38
2,056,376
Total
Panama
2,056,376
Total
Sovereign
Debt
(cost
$30,876,030)
21,142,652
Shares
Description
(a)
Coupon
Value
X
–
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
5.9%
(3.8%
of
Total
Investments)
X
19,843,036
Capital
Goods
-
1.4%
269,000
Triton
International
Ltd
5.750%
$
4,893,110
Total
Capital
Goods
4,893,110
Financial
Services
-
1.4%
300,000
Affiliated
Managers
Group
Inc
4.200%
4,602,000
Total
Financial
Services
4,602,000
Shares
Description
(a)
Coupon
Value
Real
Estate
Management
&
Development
-
0.3%
77,904
Brookfield
Property
Partners
LP
5.750%
$
992,497
Total
Real
Estate
Management
&
Development
992,497
Utilities
-
2.8%
100,426
Brookfield
Infrastructure
Partners
LP
5.125%
1,751,429
200,000
Brookfield
Renewable
Partners
LP
5.250%
3,640,000
200,000
CMS
Energy
Corp
4.200%
3,964,000
Total
Utilities
9,355,429
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$28,938,056)
19,843,036
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X–
ASSET-BACKED
SECURITIES
-
4.2%
(2.7%
of
Total
Investments)
X
14,386,772
$
1,000
Frontier
Issuer
LLC,
2023
1,
144A
11.500%
8/20/53
$
964,011
1,000
Frontier
Issuer
LLC,
2023
1,
144A
8.300%
8/20/53
947,284
2,147
GoodLeap
Sustainable
Home
Solutions
Trust
2021-3,
2021
3CS,
144A
3.500%
5/20/48
1,402,929
2,311
GoodLeap
Sustainable
Home
Solutions
Trust
2021-4,
2021
4GS,
144A
3.500%
7/20/48
1,666,802
5,148
(e)
Mosaic
Solar
Loan
Trust,
2020
1A,
144A
0.000%
4/20/46
3,635,831
4,590
(e)
Mosaic
Solar
Loan
Trust,
2019
2A,
144A
0.000%
9/20/40
1,791,771
1,600
Tesla
Auto
Lease
Trust,
2021
A,
144A
1.020%
3/20/25
1,588,273
2,500
Tesla
Auto
Lease
Trust
2021-B,
2021
B,
144A
1.320%
9/22/25
2,389,871
Total
Asset-Backed
Securities
(cost
$17,935,271)
14,386,772
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(f)
Value
X
–
MUNICIPAL
BONDS
-
3.3%
(2.1%
of
Total
Investments)
X
11,127,775
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
$
678,340
Total
Arizona
678,340
District
of
Columbia
-
0.1%
254
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
217,088
Total
District
of
Columbia
217,088
Indiana
-
0.0%
235
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
23
Total
Indiana
23
Michigan
-
1.4%
City
of
Detroit,
Michigan,
General
Obligation
Bonds,
Series
2021
:
1,000
2.960%,
4/01/27
No
Opt.
Call
868,777
500
3.110%,
4/01/28
No
Opt.
Call
420,681
2,245
3.244%,
4/01/29
No
Opt.
Call
1,830,972
425
3.344%,
4/01/30
No
Opt.
Call
335,334
1,575
Detroit,
Wayne
County,
Michigan,
General
Obligation
Bonds,
Taxable
Series
2021B,
3.644%,
4/01/34
4/31
at
100.00
1,157,494
Total
Michigan
4,613,258
Nuveen
Core
Plus
Impact
Fund
(continued)
Portfolio
of
Investments
September
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(f)
Value
Montana
-
0.3%
$
1,000
County
of
Gallatin,
Montana,
Series
2022,
11.500%,
9/01/27,
144A
9/25
at
103.00
$
1,046,021
Total
Montana
1,046,021
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
4,573,045
Total
New
York
4,573,045
Total
Municipal
Bonds
(cost
$15,204,057)
11,127,775
Principal
Amount
(000)
Description
(a)
Coupon
(g)
Reference
Rate
(g)
Spread
(g)
Maturity
(h)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
3.2%
(2.1%
of
Total
Investments)
(g)
X
10,921,446
Commercial
&
Professional
Services
-
2.9%
$
10,391
Liberty
Tire
Recycling
Holdco,
LLC,
Term
Loan
9.931%
1
+
3-Month
LIBOR
4.500%
5/07/28
$
9,851,107
Total
Commercial
&
Professional
Services
9,851,107
Utilities
-
0.3%
1,072
ExGen
Renewables
IV,
LLC,
Term
Loan
8.184%
SOFR90A
2.500%
12/15/27
1,070,339
Total
Utilities
1,070,339
Total
Variable
Rate
Senior
Loan
Interests
(cost
$11,426,710)
10,921,446
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
U.S.
GOVERNMENT
AND
AGENCY
OBLIGATIONS
-
0.3%
(0.2%
of
Total
Investments)
X
944,844
$
1,000
United
States
Treasury
Note/Bond
3.875%
8/15/33
$
944,844
Total
U.S.
Government
and
Agency
Obligations
(cost
$973,902)
944,844
Total
Long-Term
Investments
(cost
$704,520,542)
523,833,144
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
1.2% (0.8%
of
Total
Investments)
X
–
REPURCHASE
AGREEMENTS
-
1.2%
(0.8%
of
Total
Investments)
X
4,300,000
$
4,300
Repurchase
Agreement
with
Fixed
Income
Clearing
Corporation,
dated
9/30/23,
repurchase
price
$4,301,892,
collateralized
by
$5,505,500,
U.S.
Treasury
Bond,
3.375%,
due
11/15/48,
value
$4,386,045
5.280%
10/02/23
$
4,300,000
Total
Repurchase
Agreements
(cost
$4,300,000)
4,300,000
Total
Short-Term
Investments
(cost
$4,300,000)
4,300,000
Total
Investments
(cost
$708,820,542
)
-
155.8%
528,133,144
Borrowings
-
(31.1)%
(i),(j)
(105,500,000)
Reverse
Repurchase
Agreements,
including
accrued
interest
-
(13.6)%(k)
(46,111,252)
TFP
Shares,
Net
-
(20.6)%(l)
(69,670,710)
Other
Assets
&
Liabilities,
Net
- 9.5%
32,038,135
Net
Assets
Applicable
to
Common
Shares
-
100%
$
338,889,317
Investments
in
Derivatives
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:
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
7,649,226
Euro
6,858,671
Barclays
Bank
PLC
10/13/23
$
394,946
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
$
360,510
$
25,226
$
335,284
Citibank
N.A.
Fixed
semi-annual
1.875%
Fixed
annual
3.472%
USD
EUR
7/02/31
5,904,500
5,000,000
818,845
16,206
802,639
Citibank
N.A.
Fixed
semi-annual
1.875%
Fixed
annual
3.493%
USD
EUR
7/02/31
3,543,900
3,000,000
497,653
(7,036)
504,689
Citibank
N.A.
Fixed
semi-annual
2.250%
Fixed
annual
3.775%
USD
EUR
8/12/36
5,909,000
5,000,000
924,080
12,317
911,763
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
708,801
(3,275)
712,076
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
862,804
4,250
858,554
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
725,333
(3)
725,336
Total
$
4,898,026
$
47,685
$
4,850,341
Nuveen
Core
Plus
Impact
Fund
(continued)
Portfolio
of
Investments
September
30,
2023
(Unaudited)
The
following
is
a
reconciliation
of
the
Fund’s
Level
3
investments
held
at
the
beginning
and
end
of
the
measurement
period:
The
valuation
techniques
and
significant
unobservable
inputs
used
in
recurring
Level
3
fair
value
measurements
of
assets
as
of
the
end
of
the
reporting
period,
were
as
follows:
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
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Bonds
$
–
$
306,965,836
$
–
$
306,965,836
$1,000
Par
(or
similar)
Institutional
Preferred
–
76,621,493
–
76,621,493
Mortgage-Backed
Securities
–
61,879,290
–
61,879,290
Sovereign
Debt
–
21,142,652
–
21,142,652
$25
Par
(or
similar)
Retail
Preferred
19,843,036
–
–
19,843,036
Asset-Backed
Securities
–
8,959,170
5,427,602
14,386,772
Municipal
Bonds
–
11,127,775
–
11,127,775
Variable
Rate
Senior
Loan
Interests
–
10,921,446
–
10,921,446
U.S.
Government
and
Agency
Obligations
–
944,844
–
944,844
Short-Term
Investments:
Repurchase
Agreements
–
4,300,000
–
4,300,000
Investments
in
Derivatives:
Forward
Foreign
Currency
Contracts*
–
394,946
–
394,946
Cross
Currency
Swaps*
–
4,850,341
–
4,850,341
Total
$
19,843,036
$
508,107,793
$
5,427,602
$
533,378,431
*
Represents
net
unrealized
appreciation
(depreciation).
Level
3
Core
Plus
Impact
Fund
Asset-Backed
Securities
Balance
at
the
beginning
of
period
$-
Gains
(losses):
-
Net
realized
gains
(losses)
-
Change
in
net
unrealized
appreciation
(depreciation)
-
Purchases
at
cost
-
Sales
at
proceeds
-
Net
discounts
(premiums)
-
Transfers
into
5,427,602
Transfers
(out
of)
-
Balance
at
the
end
of
period
$5,427,602
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
$(189,020)
Fund
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
NPCT
Asset-Backed
Securitie
s
5,427,602
Third
Party
Vendor
Broker
Quote
$39.04
-
$70.62
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Asset-Backed
Securiites
$-
$-
$-
$-
$5,427,602
$-
Principal
denominated
in
U.S.
Dollars,
unless
otherwise
noted.
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
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
$57,353,429
have
been
pledged
as
collateral
for
reverse
repurchase
agreements.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
(d)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(e)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(f)
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.
(g)
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.
(h)
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.
(i)
Borrowings
as
a
percentage
of
Total
Investments
is
20.0%.
(j)
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.
(k)
Reverse
Repurchase
Agreements,
including
accrued
interest
as
a
percentage
of
Total
investments
is
8.7%.
(l)
TFP
Shares,
Net
as
a
percentage
of
Total
Investments
is
13.2%.
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.
REIT
Real
Estate
Investment
Trust
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month