1

Nuveen

Core

Plus

Impact

Fund

Portfolio

of

Investments

March

31,

2024

(Unaudited)

NPCT

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

154.2% 

(99.5%

of

Total

Investments)

X

–

CORPORATE

BONDS

-

86.0%

(55.5%

of

Total

Investments)

X

296,760,661

Automobiles

&

Components

-

1.9%

$

4,000

Dana

Inc

4.250%

9/01/30

$

3,534,555

3,510

Ford

Motor

Co

3.250%

2/12/32

2,919,637

Total

Automobiles

&

Components

6,454,192

Banks

-

14.3%

5,000

(b)

Citigroup

Inc

2.014%

1/25/26

4,847,946

17,000

Intesa

Sanpaolo

SpA,

144A

4.950%

6/01/42

12,682,120

3,583

JPMorgan

Chase

&

Co

0.768%

8/09/25

3,515,351

5,000

(b)

Lloyds

Banking

Group

PLC

4.976%

8/11/33

4,815,266

10,000

(b)

Standard

Chartered

PLC,

144A

5.300%

1/09/43

9,451,033

15,000

(b)

UniCredit

SpA,

144A

5.459%

6/30/35

14,085,806

Total

Banks

49,397,522

Capital

Goods

-

2.9%

5,800

(b)

GATX

Corp

3.100%

6/01/51

3,784,600

5,000

Sociedad

de

Transmision

Austral

SA,

144A

4.000%

1/27/32

4,375,280

2,305

YMCA

of

Greater

New

York

5.021%

8/01/38

2,000,546

Total

Capital

Goods

10,160,426

Commercial

&

Professional

Services

-

0.5%

1,625

Ambipar

Lux

Sarl,

144A

9.875%

2/06/31

1,628,169

Total

Commercial

&

Professional

Services

1,628,169

Consumer

Discretionary

Distribution

&

Retail

-

2.3%

10,000

Nordstrom

Inc

5.000%

1/15/44

7,749,475

Total

Consumer

Discretionary

Distribution

&

Retail

7,749,475

Consumer

Durables

&

Apparel

-

1.5%

5,000

EUR

(c)

Arcelik

AS,

Reg

S

3.000%

5/27/26

5,205,451

Total

Consumer

Durables

&

Apparel

5,205,451

Consumer

Services

-

0.6%

2,160

YMCA

of

Greater

New

York

2.303%

8/01/26

1,983,392

Total

Consumer

Services

1,983,392

Diversified

Financials

-

1.5%

5,400

EUR

(c)

Power

Finance

Corp

Ltd

1.841%

9/21/28

5,161,113

Total

Diversified

Financials

5,161,113

Energy

-

3.8%

15,000

(b)

Santos

Finance

Ltd,

144A

3.649%

4/29/31

13,070,281

Total

Energy

13,070,281

Equity

Real

Estate

Investment

Trusts

(Reits)

-

0.5%

2,000

Host

Hotels

&

Resorts

LP

2.900%

12/15/31

1,661,997

Total

Equity

Real

Estate

Investment

Trusts

(Reits)

1,661,997

Equity

Real

Estate

Investment

Trusts

(REITs)

-

3.5%

9,915

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.375%

6/15/26

9,338,989

2,000

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.750%

9/15/30

1,679,796

1,000

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

8.000%

6/15/27

1,042,700

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

12,061,485

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

2

NPCT

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Financial

Services

-

3.3%

$

2,400

Community

Preservation

Corp/The

2.867%

2/01/30

$

2,096,804

4,292

Starwood

Property

Trust

Inc,

144A

3.625%

7/15/26

4,027,009

5,710

Starwood

Property

Trust

Inc,

144A

4.375%

1/15/27

5,371,114

Total

Financial

Services

11,494,927

Materials

-

6.5%

345

Alcoa

Nederland

Holding

BV,

144A

7.125%

3/15/31

351,436

1,550

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

1,683,849

5,000

LG

Chem

Ltd,

144A

2.375%

7/07/31

4,138,582

5,000

LYB

International

Finance

III

LLC

3.800%

10/01/60

3,470,704

8,108

Star

Energy

Geothermal

Wayang

Windu

Ltd,

144A

6.750%

4/24/33

8,135,891

5,000

(b)

Teck

Resources

Ltd

5.200%

3/01/42

4,568,109

Total

Materials

22,348,571

Media

&

Entertainment

-

2.0%

10,000

Discovery

Communications

LLC

4.000%

9/15/55

6,843,712

Total

Media

&

Entertainment

6,843,712

Real

Estate

Management

&

Development

-

0.6%

2,250

EUR

(c)

GTC

Aurora

Luxembourg

SA,

Reg

S

2.250%

6/23/26

2,080,741

Total

Real

Estate

Management

&

Development

2,080,741

Technology

Hardware

&

Equipment

-

3.5%

5,000

SK

Battery

America

Inc,

Reg

S

2.125%

1/26/26

4,625,034

10,000

Vodafone

Group

PLC

5.125%

6/04/81

7,547,407

Total

Technology

Hardware

&

Equipment

12,172,441

Telecommunication

Services

-

0.9%

5,000

Verizon

Communications

Inc

2.987%

10/30/56

3,198,295

Total

Telecommunication

Services

3,198,295

Transportation

-

2.9%

5,000

Delta

Air

Lines

2019-1

Class

AA

Pass

Through

Trust2020

A

3.204%

4/25/24

4,996,167

7,000

Norfolk

Southern

Corp

4.100%

5/15/21

5,104,784

Total

Transportation

10,100,951

Utilities

-

33.0%

1,750

AES

Corp/The

2.450%

1/15/31

1,431,776

15,000

(b)

Brooklyn

Union

Gas

Co/The,

144A

4.273%

3/15/48

11,487,645

5,100

Clearway

Energy

Operating

LLC,

144A

3.750%

1/15/32

4,287,483

7,050

Colbun

SA,

144A

3.150%

1/19/32

5,948,622

2,244

Consolidated

Edison

Co

of

New

York

Inc

4.300%

12/01/56

1,844,824

5,000

EUR

(c)

EDP

-

Energias

de

Portugal

SA

1.875%

3/14/82

4,636,357

5,967

India

Cleantech

Energy2021

1,

144A

4.700%

8/10/26

5,597,515

6,650

Interchile

SA,

144A

4.500%

6/30/56

5,398,090

369

Inversiones

Latin

America

Power

Ltda

12.000%

6/15/33

365,008

4,225

Inversiones

Latin

America

Power

SpA,

144A

11.000%

6/15/33

3,738,957

2,000

Leeward

Renewable

Energy

Operations

LLC,

144A

4.250%

7/01/29

1,716,149

7,330

(b)

Liberty

Utilities

Finance

GP

1,

144A

2.050%

9/15/30

5,936,324

2,033

NextEra

Energy

Operating

Partners

LP,

144A

7.250%

1/15/29

2,080,090

7,000

Pattern

Energy

Operations

LP

/

Pattern

Energy

Operations

Inc,

144A

4.500%

8/15/28

6,525,016

2,553

Solar

Star

Funding

LLC,

144A

5.375%

6/30/35

2,452,674

13,000

(b)

Southern

California

Edison

Co

3.650%

6/01/51

9,596,555

4,000

Southern

Co

Gas

Capital

Corp

3.150%

9/30/51

2,613,152

5,000

Star

Energy

Geothermal

Darajat

II

/

Star

Energy

Geothermal

Salak,

144A

4.850%

10/14/38

4,628,810

8,075

Sunnova

Energy

Corp,

144A

5.875%

9/01/26

6,286,393

9,492

Sweihan

PV

Power

Co

PJSC2022

1,

144A

3.625%

1/31/49

7,547,895

3

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Utilities

(continued)

$

9,134

Topaz

Solar

Farms

LLC,

144A

4.875%

9/30/39

$

8,084,086

4,084

Topaz

Solar

Farms

LLC,

144A

5.750%

9/30/39

4,078,475

2,641

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

2,060,195

5,800

Vena

Energy

Capital

Pte

Ltd,

Reg

S

3.133%

2/26/25

5,645,429

Total

Utilities

113,987,520

Total

Corporate

Bonds

(cost

$363,226,515)

296,760,661

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

21.5%

(13.9%

of

Total

Investments)

X

74,268,076

Banks

-

7.3%

$

10,375

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

$

9,358,760

4,250

Citigroup

Inc

4.150%

N/A

(d)

3,914,820

3,250

JPMorgan

Chase

&

Co

3.650%

N/A

(d)

3,086,646

10,195

PNC

Financial

Services

Group

Inc/The

3.400%

N/A

(d)

8,910,836

Total

Banks

25,271,062

Capital

Goods

-

3.3%

12,000

Air

Lease

Corp

4.650%

N/A

(d)

11,330,360

Total

Capital

Goods

11,330,360

Financial

Services

-

1.9%

7,200

American

Express

Co

3.550%

N/A

(d)

6,664,368

Total

Financial

Services

6,664,368

Insurance

-

1.4%

4,800

Swiss

Re

Finance

Luxembourg

SA,

144A

5.000%

4/02/49

4,656,000

Total

Insurance

4,656,000

Utilities

-

7.6%

5,000

Algonquin

Power

&

Utilities

Corp

4.750%

1/18/82

4,407,779

2,500

CMS

Energy

Corp

4.750%

6/01/50

2,302,523

2,500

CMS

Energy

Corp

3.750%

12/01/50

2,048,080

8,000

EUR

(c)

Engie

SA,

Reg

S

1.875%

N/A

(d)

7,184,968

4,600

Sempra

4.125%

4/01/52

4,243,712

5,000

Southern

Co/The

3.750%

9/15/51

4,674,005

1,500

Vistra

Corp,

144A

7.000%

N/A

(d)

1,485,219

Total

Utilities

26,346,286

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$84,166,046)

74,268,076

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

MORTGAGE-BACKED

SECURITIES

-

19.5%

(12.6%

of

Total

Investments)

X

67,253,201

6,500

(e)

Alen

2021-ACEN

Mortgage

Trust,

(TSFR1M

reference

rate

+

4.114%

spread),

2021

ACEN,

144A

9.440%

4/15/34

$

3,059,495

5,000

(e)

BAMLL

Commercial

Mortgage

Securities

Trust

2021-JACX,

(TSFR1M

reference

rate

+

3.864%

spread),

2021

JACX,

144A

9.190%

9/15/38

3,802,508

4,000

BBCMS

Mortgage

Trust

2020-C6,

2020

C6,

144A

3.688%

2/15/53

2,670,950

3,840

Benchmark

2019-B10

Mortgage

Trust,

2019

B10,

144A

3.899%

3/15/62

2,709,793

7,887

COMM

2020-CX

Mortgage

Trust,

2020

CX,

144A

2.683%

11/10/46

5,442,139

24,559

Freddie

Mac

Multifamily

ML

Certificates,

2023

ML18

1.508%

9/25/37

2,569,624

45,604

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML12,

(I/O)

1.225%

7/25/41

4,439,960

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

4

NPCT

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

MORTGAGE-BACKED

SECURITIES

(continued)

$

28,148

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML10,

(I/O)

2.058%

1/25/38

$

4,118,286

64,977

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML11,

(I/O),

144A

0.667%

3/25/38

3,419,755

500

Hudson

Yards

2016-10HY

Mortgage

Trust,

2016

10HY,

144A

2.835%

8/10/38

467,347

2,500

Hudson

Yards

2019-55HY

Mortgage

Trust,

2019

55HY,

144A

2.943%

12/10/41

1,836,016

5,000

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2018-AON,

2018

AON,

144A

4.613%

7/05/31

1,096,546

10,000

MFT

Trust

2020-ABC,

2020

ABC,

144A

3.477%

2/10/42

5,313,585

700

(e)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

3.579%

spread),

2019

MILE,

144A

8.905%

7/15/36

503,734

5,661

(e)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

2.829%

spread),

2019

MILE,

144A

8.155%

7/15/36

4,382,808

7,420

NYC

Commercial

Mortgage

Trust

2021-909,

2021

909,

144A

3.206%

4/10/43

3,678,055

3,860

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

2.851%

7/15/41

2,943,984

80,369

SLG

Office

Trust

2021-OVA,

2021

OVA,

(I/O),

144A

0.258%

7/15/41

1,164,892

8,000

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

2.851%

7/15/41

5,864,878

3,500

SUMIT

2022-BVUE

Mortgage

Trust,

2022

BVUE,

144A

2.892%

2/12/41

2,151,518

7,000

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

5,617,328

Total

Mortgage-Backed

Securities

(cost

$99,436,096)

67,253,201

Shares  

Description

(a)

Coupon

Value

X

–

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

6.1%

(3.9%

of

Total

Investments)

X

21,143,743

Capital

Goods

-

1.5%

269,000

Triton

International

Ltd

5.750%

$

5,336,960

Total

Capital

Goods

5,336,960

Financial

Services

-

1.5%

300,000

Affiliated

Managers

Group

Inc

4.200%

5,277,000

Total

Financial

Services

5,277,000

Real

Estate

Management

&

Development

-

0.3%

77,904

Brookfield

Property

Partners

LP

5.750%

994,055

Total

Real

Estate

Management

&

Development

994,055

Utilities

-

2.8%

100,426

Brookfield

Infrastructure

Partners

LP

5.125%

1,821,728

200,000

Brookfield

Renewable

Partners

LP

5.250%

3,646,000

200,000

CMS

Energy

Corp

4.200%

4,068,000

Total

Utilities

9,535,728

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$28,938,056)

21,143,743

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(f)

Value

–

MUNICIPAL

BONDS

-

6.1%

(3.9%

of

Total

Investments)

X

20,954,798

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

$

707,572

Total

Arizona

707,572

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

235,852

Total

District

of

Columbia

235,852

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(f)

Value

Indiana

-

0.0%

$

234

(g)

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

-

1.5%

City

of

Detroit,

Michigan,

General

Obligation

Bonds,

Series

2021

:

1,000

2.960%,

4/01/27

No

Opt.

Call

926,055

500

3.110%,

4/01/28

No

Opt.

Call

455,484

2,245

3.244%,

4/01/29

No

Opt.

Call

2,006,028

425

3.344%,

4/01/30

No

Opt.

Call

371,231

1,575

Detroit,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Taxable

Series

2021B,

3.644%,

4/01/34

4/31

at

100.00

1,284,066

Total

Michigan

5,042,864

Montana

-

0.3%

1,000

County

of

Gallatin,

Montana,

Series

2022,

11.500%,

9/01/27,

144A

9/25

at

103.00

1,029,683

Total

Montana

1,029,683

New

York

-

4.0%

10,185

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Taxable

Green

Climate

Certified

Series

2020C-2,

5.175%,

11/15/49

No

Opt.

Call

11,452,134

2,500

New

York

Transportation

Development

Corp,

6.971%,

6/30/51

No

Opt.

Call

2,486,670

Total

New

York

13,938,804

Total

Municipal

Bonds

(cost

$24,137,063)

20,954,798

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

SOVEREIGN

DEBT

-

5.7%

(3.7%

of

Total

Investments)

X

19,670,541

Benin

-

2.5%

$

10,000

EUR

Benin

Government

International

Bond,

144A

4.950%

1/22/35

$

8,738,684

Total

Benin

8,738,684

Chile

-

1.1%

5,000

Chile

Government

International

Bond

3.100%

5/07/41

3,695,128

Total

Chile

3,695,128

Mexico

-

2.1%

5,000

EUR

Mexico

Government

International

Bond

2.250%

8/12/36

4,254,072

3,150

Mexico

Government

International

Bond

4.875%

5/19/33

2,982,657

Total

Mexico

7,236,729

Total

Sovereign

Debt

(cost

$25,518,718)

19,670,541

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

SECURITIES

-

3.4%

(2.2%

of

Total

Investments)

X

11,689,835

1,000

Frontier

Issuer

LLC,

2023

1,

144A

8.300%

8/20/53

$

1,016,107

1,000

Frontier

Issuer

LLC,

2023

1,

144A

11.500%

8/20/53

1,014,512

2,118

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3,

2021

3CS,

144A

3.500%

5/20/48

1,382,481

2,281

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4,

2021

4GS,

144A

3.500%

7/20/48

1,655,334

4,268

(h)

Mosaic

Solar

Loan

Trust

2019-2,

2019

2A,

144A

0.000%

9/20/40

1,311,121

4,606

(h)

Mosaic

Solar

Loan

Trust

2020-1,

2020

1A,

144A

0.000%

4/20/46

2,855,662

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

6

NPCT

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

SECURITIES

(continued)

$

2,500

Tesla

Auto

Lease

Trust

2021-B,

2021

B,

144A

1.320%

9/22/25

$

2,454,618

Total

Asset-Backed

Securities

(cost

$15,702,713)

11,689,835

Principal

Amount

(000)

Description

(a)

Coupon

(i)

Reference

Rate

(i)

Spread

(i)

Maturity

(j)

Value

X

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

3.1%

(2.0%

of

Total

Investments)

(i)

X

10,834,132

Commercial

&

Professional

Services

-

2.8%

$

10,365

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan

9.941%

TSFR1M

4.500%

5/07/28

$

9,760,251

Total

Commercial

&

Professional

Services

9,760,251

Utilities

-

0.3%

1,072

ExGen

Renewables

IV,

LLC,

Term

Loan

8.105%

TSFR3M

2.500%

12/15/27

1,073,881

Total

Utilities

1,073,881

Total

Variable

Rate

Senior

Loan

Interests

(cost

$11,403,688)

10,834,132

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

2.7%

(1.8%

of

Total

Investments)

X

9,398,013

$

4,840

United

States

Treasury

Note/Bond

4.500%

2/15/44

$

4,866,469

2,690

United

States

Treasury

Note/Bond

4.250%

2/28/29

2,693,573

1,703

United

States

Treasury

Note/Bond

4.625%

2/28/26

1,701,603

137

United

States

Treasury

Note/Bond

4.250%

3/15/27

136,368

Total

U.S.

Government

and

Agency

Obligations

(cost

$9,344,098)

9,398,013

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CONVERTIBLE

BONDS

-

0.1%

(0.0%

of

Total

Investments)

X

281,674

Utilities

-

0.1%

$

2,817

ILAP

Holdings

LTD,

144A,

(cash

5.000%,

PIK

5.000%)

5.000%

6/15/33

$

281,674

Total

Utilities

281,674

Total

Convertible

Bonds

(cost

$428,908)

281,674

Total

Long-Term

Investments

(cost

$662,301,901)

532,254,674

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

0.8% (0.5%

of

Total

Investments)

X

–

REPURCHASE

AGREEMENTS

-

0.8%

(0.5%

of

Total

Investments)

X

2,600,000

$

2,600

(k)

Fixed

Income

Clearing

Corp

(FICC)

5.280%

4/01/24

$

2,600,000

Total

Repurchase

Agreements

(cost

$2,600,000)

2,600,000

Total

Short-Term

Investments

(cost

$2,600,000)

2,600,000

Total

Investments

(cost

$

664,901,901

)

-

155.0%

534,854,674

Borrowings

-

(21.0)%

(l),(m)

(72,500,000)

Reverse

Repurchase

Agreements,

including

accrued

interest

-

(14.2)%(n)

(49,124,805)

TFP

Shares,

Net

-

(20.2)%(o)

(69,691,565)

Other

Assets

&

Liabilities,

Net

-  0.4%

1,547,203

Net

Assets

Applicable

to

Common

Shares

-

100%

$

345,085,507

7

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

7,556,763

Euro

6,858,671

JPMorgan

Chase

Bank,

N.A.

4/16/24

$

153,477

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

$

264,189

$

25,397

$

238,792

Citibank

N.A.

Fixed

semi-annual

1.875%

Fixed

annual

3.472%

USD

EUR

7/02/31

5,904,500

5,000,000

529,311

16,052

513,259

Citibank

N.A.

Fixed

semi-annual

1.875%

Fixed

annual

3.493%

USD

EUR

7/02/31

3,543,900

3,000,000

323,579

(7,131)

330,710

Citibank

N.A.

Fixed

semi-annual

2.250%

Fixed

annual

3.775%

USD

EUR

8/12/36

5,909,000

5,000,000

575,186

12,335

562,851

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

473,254

(3,049)

476,303

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

617,258

4,250

613,008

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

592,804

(4)

592,808

Total

$

3,375,581

$

47,850

$

3,327,731

Nuveen

Core

Plus

Impact

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

8

NPCT

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:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

296,760,661

$

–

$

296,760,661

$1,000

Par

(or

similar)

Institutional

Preferred

–

74,268,076

–

74,268,076

Mortgage-Backed

Securities

–

67,253,201

–

67,253,201

$25

Par

(or

similar)

Retail

Preferred

21,143,743

–

–

21,143,743

Municipal

Bonds

–

20,954,798

–

20,954,798

Sovereign

Debt

–

19,670,541

–

19,670,541

Asset-Backed

Securities

–

7,523,052

4,166,783

11,689,835

Variable

Rate

Senior

Loan

Interests

–

10,834,132

–

10,834,132

U.S.

Government

and

Agency

Obligations

–

9,398,013

–

9,398,013

Convertible

Bonds

–

281,674

–

281,674

Short-Term

Investments:

Repurchase

Agreements

–

2,600,000

–

2,600,000

Investments

in

Derivatives:

Forward

Foreign

Currency

Contracts*

–

153,477

–

153,477

Cross

Currency

Swaps*

–

3,327,731

–

3,327,731

Total

$

21,143,743

$

513,025,356

$

4,166,783

$

538,335,882

*

Represents

net

unrealized

appreciation

(depreciation).

Level

3

NPCT

Asset-Backed

Securities

Balance

at

the

beginning

of

period

$

4,421,470

Gains

(losses):

-

Net

realized

gains

(losses)

38,196

Change

in

net

unrealized

appreciation

(depreciation)

(10,780)

Purchases

at

cost

-

Sales

at

proceeds

(289,193)

Net

discounts

(premiums)

7,090

Transfers

into

-

Transfers

(out

of)

-

Balance

at

the

end

of

period

$

4,166,783

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$

(10,780)

Fund

Asset

Class

Market

Value

Techniques

Unobservable

Inputs

Range

Weighted

Average

NPCT

Asset-Backed

Securities

$4,166,783

Indicative

Quote

Broker

Quote

$30.72-$62.00

$52.157

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

$68,535,224

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(c)

All

or

a

portion

of

this

security

is

owned

by

Nuveen

Core

Plus

Impact

Fund

Ltd.

which

is

a

100%

owned

subsidiary

of

the

fund.

(d)

Perpetual

security.

Maturity

date

is

not

applicable.

(e)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(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.

9

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

(g)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(h)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(i)

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.

(j)

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.

(k)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.280%

dated

3/28/24

to

be

repurchased

at

$2,601,525

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.000%

and

maturity

date

11/15/41,

valued

at

$2,652,031.

(l)

Borrowings

as

a

percentage

of

Total

Investments

is

13.6%.

(m)

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.

(n)

Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

9.2%.

(o)

TFP

Shares,

Net

as

a

percentage

of

Total

Investments

is

13.0%.

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

PIK

Payment-in-kind

(“PIK”)

security.  Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.  The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

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

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month