Form NPORT-P Nuveen Core Plus Impact For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0001835068
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      Nuveen Core Plus Impact Fund
      811-23627
      0001835068
      549300N1H1AJ1P7VEI64
      333 W. Wacker Dr
      Chicago
      
      60606
      312-917-7700
      Nuveen Core Plus Impact Fund
      549300N1H1AJ1P7VEI64
      2022-12-31
      2022-03-31
      N
    
    
      655359458.00
      174861033.00
      480498425.00
      0.00000000
      0.00000000
      159500000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        Freddie Mac Multifamily
        S6XOOCT0IEG5ABCC6L87
        
        302610AD2
        
          
        
        65940084.78000000
        PA
        USD
        4163456.95000000
        0.866487116997
        Long
        ABS-MBS
        MUN
        US
        
        Y
        
        2
        
          2038-03-25
          Variable
          0.66764100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        
        85571BAY1
        
          
        
        5710000.00000000
        PA
        USD
        5538700.00000000
        1.152698887618
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Infrastructure Partners LP
        549300WEH5R2OODI7Y90
        
        EP0593202
        
          
        
        100426.00000000
        NS
        USD
        2065762.82000000
        0.429920830645
        Long
        EP
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        YMCA OF GREATER NY
        N/A
        
        98425BAU0
        
          
        
        6160000.00000000
        PA
        USD
        5919828.13000000
        1.232018217333
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          2.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEEWARD RENEWABL
        254900EVJU1A57NUX379
        
        524590AA4
        
          
        
        2000000.00000000
        PA
        USD
        1874620.00000000
        0.390140716902
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        
        655844CJ5
        
          
        
        12000000.00000000
        PA
        USD
        11167684.68000000
        2.324187572519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2121-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAN1
        
          
        
        6250000.00000000
        PA
        USD
        5843750.00000000
        1.216185047849
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMIT 2022-BVUE Mortgage Trust
        N/A
        
        865592AN9
        
          
        
        3500000.00000000
        PA
        USD
        2910744.90000000
        0.605776158371
        Long
        ABS-MBS
        USGSE
        US
        
        Y
        
        2
        
          2041-02-12
          Variable
          2.89249000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        
        008252835
        
          
        
        300000.00000000
        NS
        USD
        5982000.00000000
        1.244957254542
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Property Partners LP
        5493004J5Z0TZW83NU62
        
        EP0585729
        
          
        
        77904.00000000
        NS
        USD
        1642216.32000000
        0.341773507374
        Long
        EP
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ATLANTICA SUSTAIN INFRA
        549300ITBBGKJ651R879
        
        04916WAA2
        
          
        
        6270000.00000000
        PA
        USD
        6042148.20000000
        1.257475131161
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2028-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        
        235825AH9
        
          
        
        5000000.00000000
        PA
        USD
        4576000.00000000
        0.952344432762
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY UTILITIES FIN
        N/A
        
        531546AB5
        
          
        
        7330000.00000000
        PA
        USD
        6426540.34000000
        1.337473757588
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-09-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPAZ SOLAR FARMS LLC
        N/A
        
        89054XAD7
        
          
        
        10160013.00000000
        PA
        USD
        10744213.75000000
        2.236055976666
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2039-09-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NYC Commercial Mortgage Trust
        N/A
        
        67076XAG0
        
          
        
        7420000.00000000
        PA
        USD
        6095077.38000000
        1.268490605354
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-04-10
          Variable
          3.20550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPM-NA
        ZBUT11V806EZRVTWT807
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        312735.72000000
        0.065085690967
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES INC.
              ZBUT11V806EZRVTWT807
            
            5000000.00000000
            EUR
            5905000.00000000
            USD
            2029-06-14
            365398.04000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAB8
        
          
        
        2000000.00000000
        PA
        USD
        1990710.00000000
        0.414301045835
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00912XBJ2
        
          
        
        12000000.00000000
        PA
        USD
        10770000.00000000
        2.241422539522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR & UTILITY
        549300K5VIUTJXQL7X75
        
        015857AH8
        
          
        
        5000000.00000000
        PA
        USD
        4662000.00000000
        0.970242514322
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2082-01-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINUUM ENERGY LEVANTE
        254900MFSMO37F3WJ232
        
        21218MAB1
        
          
        
        1972500.00000000
        PA
        USD
        1896558.75000000
        0.394706548725
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2027-02-09
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        
        168863DS4
        
          
        
        5000000.00000000
        PA
        USD
        4398800.00000000
        0.915466060060
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2041-05-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        
        418751AD5
        
          
        
        2000000.00000000
        PA
        USD
        1800000.00000000
        0.374611009390
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61945LAE3
        
          
        
        4976363.10000000
        PA
        USD
        3234636.02000000
        0.673183480258
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2040-09-20
          Fixed
          0.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FQ1
        
          
        
        2765000.00000000
        PA
        USD
        2918068.52000000
        0.607300329860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2058-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA CLEANTECH ENERGY
        254900DGTS4HHR3Q6F66
        
        45410BAA2
        
          
        
        8761500.00000000
        PA
        USD
        8210401.65000000
        1.708726027561
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2026-08-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKLYN UNION GAS CO
        83BQ1DXS6VA5GZFK8S35
        
        114259AQ7
        
          
        
        15000000.00000000
        PA
        USD
        14630291.55000000
        3.044815714016
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2048-03-15
          Fixed
          4.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBW9
        
          
        
        5000000.00000000
        PA
        USD
        4539700.00000000
        0.944789777406
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2081-06-04
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VNO Mortgage Trust
        N/A
        
        91831UAG2
        
          
        
        7000000.00000000
        PA
        USD
        6241533.20000000
        1.298970584554
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2035-01-10
          Variable
          3.90263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTR INTERMEDIATE HOLDING
        549300J0IFHJE2TQGX07
        
        50219UAB1
        
          
        
        10551056.25000000
        PA
        USD
        10366412.77000000
        2.157429084184
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-05-07
          Variable
          5.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        
        85571BAU9
        
          
        
        5745000.00000000
        PA
        USD
        5485728.15000000
        1.141674533064
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        
        BQ5680468
        
          
        
        10000000.00000000
        PA
        
        9003216.53000000
        1.873724462260
        Long
        DBT
        NUSS
        BJ
        
        Y
        
        2
        
          2035-01-22
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR ENERGY GEOTHERMAL
        N/A
        
        85511XAC4
        
          
        
        8387000.00000000
        PA
        USD
        8848285.00000000
        1.841480541793
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2033-04-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        
        125896BU3
        
          
        
        2500000.00000000
        PA
        USD
        2475000.00000000
        0.515090137912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638DU3
        
          
        
        9870000.00000000
        PA
        USD
        9200419.20000000
        1.914765735184
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2034-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946NAE8
        
          
        
        6191889.67000000
        PA
        USD
        5386944.01000000
        1.121115851732
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-04-20
          Fixed
          0.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        BQ4129079
        
          
        
        5000000.00000000
        PA
        
        4813119.13000000
        1.001693008671
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2036-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NB3
        
          
        
        6250000.00000000
        PA
        USD
        5855468.75000000
        1.218623921608
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B
        549300BQRJP7MKKHOY28
        
        2510935R7
        
          
        
        1575000.00000000
        PA
        USD
        1426976.46000000
        0.296978384476
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2034-04-01
          Fixed
          3.64400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELIK AS
        789000748KTQCUMJ0R25
        
        BP6180478
        
          
        
        5000000.00000000
        PA
        
        5144190.14000000
        1.070594589357
        Long
        DBT
        CORP
        TR
        
        N
        
        2
        
          2026-05-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP I
        549300HPU3BD8ZI0X358
        
        75972AAD5
        
          
        
        13375000.00000000
        PA
        USD
        14366488.75000000
        2.989913806689
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multifamily
        S6XOOCT0IEG5ABCC6L87
        
        35833TAB1
        
          
        
        46662600.00000000
        PA
        USD
        5615843.91000000
        1.168753864281
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2041-07-25
          Variable
          1.22014100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR ENERGY CO ISSUE
        N/A
        
        85513LAB0
        
          
        
        5000000.00000000
        PA
        USD
        4950000.00000000
        1.030180275825
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2038-10-14
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUELLER WATER PRODUCTS
        549300F7ZU4P1F8V8L60
        
        624758AF5
        
          
        
        5000000.00000000
        PA
        USD
        4736150.00000000
        0.985674406737
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY PUBLIC LIBRARY
        549300UUPLEIDLHTTI88
        
        649757AA9
        
          
        
        2040000.00000000
        PA
        USD
        2332812.75000000
        0.485498521665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-07-01
          Fixed
          4.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES LATAM POWER
        N/A
        
        46137NAC2
        
          
        
        10794392.32000000
        PA
        USD
        8797429.74000000
        1.830896686081
        Long
        DBT
        CORP
        CL
        
        Y
        
        2
        
          2033-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        
        125896837
        
          
        
        200000.00000000
        NS
        USD
        4196000.00000000
        0.873259886335
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DJ3
        
          
        
        5000000.00000000
        PA
        USD
        4610250.00000000
        0.959472447802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        
        485170BC7
        
          
        
        5000000.00000000
        PA
        USD
        5008666.80000000
        1.042389847583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2069-11-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Renewable Partners LP
        VA8DFMRI2GY8Y7V79H93
        
        EP0586206
        
          
        
        200000.00000000
        NS
        USD
        4532000.00000000
        0.943187274755
        Long
        EP
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Yards
        N/A
        
        44421MAN0
        
          
        
        3000000.00000000
        PA
        USD
        2509743.00000000
        0.522320754745
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-12-10
          Variable
          2.94280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UEP PENONOME II SA
        549300DS6G5XB230S845
        
        90363PAA4
        
          
        
        2885751.38000000
        PA
        USD
        2741463.81000000
        0.570545847262
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2038-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Impr
        N/A
        
        382371AC6
        
          
        
        2273000.00000000
        PA
        USD
        2065782.41000000
        0.429924907662
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2048-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Florida Development Finance Corporation, Revenue Bonds, Brightline Passenger Rail Expansion Project, Series 2021A-1
        549300HC854CNBLMWC48
        
        340618DD6
        
          
        
        3395000.00000000
        PA
        USD
        3296375.25000000
        0.686032477629
        Long
        DBT
        MUN
        US
        
        Y
        
        2
        
          2056-12-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        
        18539UAE5
        
          
        
        5100000.00000000
        PA
        USD
        4692000.00000000
        0.976486031145
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services
        I7331LVCZKQKX5T7XV54
        
        EUR220422
        
          
        
        1.00000000
        NC
        USD
        351970.18000000
        0.073251058002
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            9594109.59000000
            EUR
            10970989.04000000
            USD
            2022-04-22
            351970.18000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        
        N/A
        
          
        
        -24050000.00000000
        PA
        USD
        -24050000.00000000
        -5.00521931991
        Short
        RA
        CORP
        FR
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.85000000
          2022-05-02
          
            
              35308656.00
              USD
              35190002.02
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        
        BR3164695
        
          
        
        5400000.00000000
        PA
        
        5478972.48000000
        1.140268561754
        Long
        DBT
        CORP
        IN
        
        N
        
        2
        
          2028-09-21
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878744AB7
        
          
        
        5000000.00000000
        PA
        USD
        5241007.15000000
        1.090743877048
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2042-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        
        78449RAN5
        
          
        
        8000000.00000000
        PA
        USD
        6502498.40000000
        1.353281938437
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-07-15
          Fixed
          2.85061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370DA5
        
          
        
        3510000.00000000
        PA
        USD
        3134886.30000000
        0.652423845093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        
        33616C746
        
          
        
        75000.00000000
        NS
        USD
        1557000.00000000
        0.324038523123
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZT8
        
          
        
        2000000.00000000
        PA
        USD
        1826540.80000000
        0.380134607100
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-NY
        E57ODZWZ7FF32TWEFA76
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        409999.44000000
        0.085327946704
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            5000000.00000000
            EUR
            5904500.00000000
            USD
            2031-07-02
            420308.60000000
          
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        
        803014AA7
        
          
        
        15000000.00000000
        PA
        USD
        14016321.00000000
        2.917037865420
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        
        8426EPAE8
        
          
        
        5000000.00000000
        PA
        USD
        4237750.30000000
        0.881948843016
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-09-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        
        33616C720
        
          
        
        300000.00000000
        NS
        USD
        6003000.00000000
        1.249327716318
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        
        01626PAQ9
        
          
        
        5000000.00000000
        PA
        USD
        4534037.00000000
        0.943611209547
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2051-05-13
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        
        2510935N6
        
          
        
        500000.00000000
        PA
        USD
        464225.90000000
        0.096613407213
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        
        125896BV1
        
          
        
        2500000.00000000
        PA
        USD
        2206250.00000000
        0.459158633038
        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
        
        209111FK4
        
          
        
        2244000.00000000
        PA
        USD
        2315174.56000000
        0.481827710465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2056-12-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK BATTERY AMERICA INC
        54930012FBFVNU7RWO57
        
        BN5304348
        
          
        
        5000000.00000000
        PA
        USD
        4617906.65000000
        0.961065928571
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-26
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        
        2510935P1
        
          
        
        2245000.00000000
        PA
        USD
        2066289.69000000
        0.430030481369
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-04-01
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLAR STAR FUNDING LLC
        N/A
        
        83416WAA1
        
          
        
        2831420.41000000
        PA
        USD
        3116756.77000000
        0.648650777575
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2035-06-30
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        
        63875FAJ5
        
          
        
        5661000.00000000
        PA
        USD
        5610211.21000000
        1.167581602374
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-07-15
          Variable
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        
        N/A
        
          
        
        -35000000.00000000
        PA
        USD
        -35000000.00000000
        -7.28410296037
        Short
        RA
        CORP
        US
        
        Y
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.58000000
          2022-04-27
          
            
              40190000.00
              USD
              37434564.83
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        SOCIEDAD DE TRANSMISION
        N/A
        
        83364AAA1
        
          
        
        5000000.00000000
        PA
        USD
        4847800.00000000
        1.008910695180
        Long
        DBT
        CORP
        CL
        
        Y
        
        2
        
          2032-01-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCHILE SA
        549300Y105FQQX6RCE16
        
        45846AAA8
        
          
        
        6650000.00000000
        PA
        USD
        6356735.00000000
        1.322946063767
        Long
        DBT
        CORP
        CL
        
        Y
        
        2
        
          2056-06-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        
        00130HCG8
        
          
        
        5000000.00000000
        PA
        USD
        4471272.70000000
        0.930548877449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNNOVA ENERGY CORP
        549300TH3GCD8YQUDR46
        
        86745GAF0
        
          
        
        8075000.00000000
        PA
        USD
        7726806.00000000
        1.608081441682
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGC2
        
          
        
        5000000.00000000
        PA
        USD
        4631378.65000000
        0.963869683860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE SA
        LAXUQCHT4FH58LRZDY46
        
        BQ2184134
        
          
        
        8000000.00000000
        PA
        
        7710560.81000000
        1.604700537780
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          N/A
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BTG PACTUAL/CAYMAN
        ZXLTQRYIK6IJH3R0IK66
        
        05971AAG6
        
          
        
        9000000.00000000
        PA
        USD
        8302590.00000000
        1.727912011366
        Long
        DBT
        CORP
        BR
        
        Y
        
        2
        
          2026-01-11
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162VBL1
        
          
        
        3840000.00000000
        PA
        USD
        3510482.69000000
        0.730591924416
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2062-03-15
          Variable
          3.89947000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBS5
        
          
        
        17000000.00000000
        PA
        USD
        14544351.53000000
        3.026930115327
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2042-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        
        2510935Q9
        
          
        
        425000.00000000
        PA
        USD
        389827.72000000
        0.081129864265
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.34400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MS Autotech Co Ltd
        9R7GPTSO7KV3UQJZQ078
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        417829.16000000
        0.086957446322
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INCORPORATED
              9R7GPTSO7KV3UQJZQ078
            
            5000000.00000000
            EUR
            6088500.00000000
            USD
            2026-05-27
            455120.38000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        
        92840MAC6
        
          
        
        1500000.00000000
        PA
        USD
        1460625.00000000
        0.303981225328
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAG6
        
          
        
        4828000.00000000
        PA
        USD
        5291380.05000000
        1.101227345334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2034-12-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CB3
        
          
        
        10000000.00000000
        PA
        USD
        8670826.30000000
        1.804548329164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX CORP
        549300IHYHCQP2PIR591
        
        361448BH5
        
          
        
        10800000.00000000
        PA
        USD
        8971053.70000000
        1.867030823253
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          3.10000000
          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
        
        04052BRA4
        
          
        
        810000.00000000
        PA
        USD
        746284.75000000
        0.155314713050
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        
        78486QAJ0
        
          
        
        6820000.00000000
        PA
        USD
        6308500.00000000
        1.312907529301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBX7
        
          
        
        10000000.00000000
        PA
        USD
        8817500.00000000
        1.835073652946
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2081-06-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        
        N/A
        
          
        
        -40865000.00000000
        PA
        USD
        -40865000.00000000
        -8.50471049931
        Short
        RA
        CORP
        FR
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.70000000
          2022-05-02
          
            
              50785000.00
              USD
              50042817.18
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        N/A
        
        N/A
        
          
        
        -23050000.00000000
        PA
        USD
        -23050000.00000000
        -4.79710209247
        Short
        RA
        CORP
        CA
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.80000000
          2022-05-04
          
            
              28920000.00
              USD
              26585577.96
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        
        18539UAC9
        
          
        
        2400000.00000000
        PA
        USD
        2410392.00000000
        0.501644100082
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        
        693475BC8
        
          
        
        11195000.00000000
        PA
        USD
        10081097.50000000
        2.098050061246
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12656KAL1
        
          
        
        7887000.00000000
        PA
        USD
        6278791.01000000
        1.306724576672
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-11-10
          Variable
          2.68349800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multifamily
        S6XOOCT0IEG5ABCC6L87
        
        35833JAG2
        
          
        
        28805624.87000000
        PA
        USD
        5495825.17000000
        1.143775896872
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2038-01-25
          Variable
          2.05513000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-NY
        E57ODZWZ7FF32TWEFA76
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        253813.33000000
        0.052822926526
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            3000000.00000000
            EUR
            3543900.00000000
            USD
            2031-07-02
            276382.22000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400HF3
        
          
        
        13000000.00000000
        PA
        USD
        12098927.88000000
        2.517995325374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        
        78449RAC9
        
          
        
        80369000.00000000
        PA
        USD
        1524157.90000000
        0.317203516327
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-07-15
          Variable
          0.25799900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CH0
        
          
        
        11200000.00000000
        PA
        USD
        10206560.00000000
        2.124160968893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON INC
        ZDNAWZWXIKMWI51R2A08
        
        412822AE8
        
          
        
        15300000.00000000
        PA
        USD
        14147526.58000000
        2.944344006954
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-07-28
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-NY
        E57ODZWZ7FF32TWEFA76
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        167580.23000000
        0.034876332841
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            2250000.00000000
            EUR
            2725875.00000000
            USD
            2026-06-23
            161524.69000000
          
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Impr
        N/A
        
        38237GAC3
        
          
        
        2750000.00000000
        PA
        USD
        2437749.88000000
        0.507337746216
        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
        
        418751AE3
        
          
        
        9915000.00000000
        PA
        USD
        9419250.00000000
        1.960308194558
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        
        63875FAL0
        
          
        
        700000.00000000
        PA
        USD
        682905.72000000
        0.142124445048
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-07-15
          Variable
          3.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFT Trust
        N/A
        
        55317BAJ6
        
          
        
        10000000.00000000
        PA
        USD
        8318727.00000000
        1.731270399065
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2042-02-10
          Variable
          3.47670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Pacific Properties Inc
        N/A
        
        444097307
        
          
        
        400000.00000000
        NS
        USD
        8612000.00000000
        1.792305562708
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        
        78449RAL9
        
          
        
        3860000.00000000
        PA
        USD
        3301647.53000000
        0.687129729925
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-07-15
          Fixed
          2.85061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        
        50249AAK9
        
          
        
        5000000.00000000
        PA
        USD
        4359370.20000000
        0.907260039405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-10-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCENTRE GROUP TRUST 2
        549300VRF0U0JH8TBJ74
        
        76025LAB0
        
          
        
        5000000.00000000
        PA
        USD
        4906250.00000000
        1.021075147124
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2080-09-24
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE LUX
        549300CLQZ6TM98LW631
        
        87089NAA8
        
          
        
        15000000.00000000
        PA
        USD
        15525000.00000000
        3.231019955996
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2049-04-02
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LG CHEM LTD
        988400IES4EIG7O06940
        
        501955AD0
        
          
        
        5000000.00000000
        PA
        USD
        4502820.90000000
        0.937114601364
        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
        
        254845JZ4
        
          
        
        220000.00000000
        PA
        USD
        247744.20000000
        0.051559836018
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2114-10-01
          Fixed
          4.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTC AURORA LUXEM
        549300UAWIR6P1PVC062
        
        BQ1077859
        
          
        
        2250000.00000000
        PA
        
        2246870.08000000
        0.467612371466
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-23
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMUNITY PRESERVATION C
        254900CWS66ZXCS6P481
        
        20402CAA3
        
          
        
        2400000.00000000
        PA
        USD
        2281153.37000000
        0.474747314728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          2.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060BD7
        
          
        
        5000000.00000000
        PA
        USD
        4356065.00000000
        0.906572170345
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2060-07-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES ANDES SA
        549300IF4IFG0FS0RM26
        
        00105DAG0
        
          
        
        4331000.00000000
        PA
        USD
        4276905.81000000
        0.890097779196
        Long
        DBT
        CORP
        CL
        
        Y
        
        2
        
          2079-10-07
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        038461AS8
        
          
        
        2500000.00000000
        PA
        USD
        2404500.00000000
        0.500417873378
        Long
        DBT
        NUSS
        EG
        
        Y
        
        2
        
          2025-10-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO NACIONAL COM EXT
        4469000001BL6VG3DH44
        
        05973JAA8
        
          
        
        10375000.00000000
        PA
        USD
        9843385.00000000
        2.048577994818
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2031-08-11
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZURE POWER ENERGY LTD
        54930051LQDFHGQMHF47
        
        05502VAA1
        
          
        
        6745900.00000000
        PA
        USD
        6396799.68000000
        1.331284213886
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2026-08-19
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIAS DE PORTUGAL SA
        529900CLC3WDMGI9VH80
        
        BR3179578
        
          
        
        5000000.00000000
        PA
        
        4731717.84000000
        0.984751997886
        Long
        DBT
        CORP
        PT
        
        N
        
        2
        
          2082-03-14
          Variable
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        
        816851BM0
        
          
        
        4600000.00000000
        PA
        USD
        4294090.52000000
        0.893674213396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-NY
        E57ODZWZ7FF32TWEFA76
        
        N/A
        
          
        
        1.00000000
        NC
        USD
        458255.63000000
        0.095370891174
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            5000000.00000000
            EUR
            5909000.00000000
            USD
            2036-08-12
            497371.00000000
          
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AS8
        
          
        
        15000000.00000000
        PA
        USD
        14333205.00000000
        2.982986884920
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2035-06-30
          Fixed
          5.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXGEN RENEWABLES IV LLC
        5493004JBPWTPTK8LB51
        
        30204KAD8
        
          
        
        6502398.51000000
        PA
        USD
        6459742.78000000
        1.344383757345
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        
        2510935M8
        
          
        
        1000000.00000000
        PA
        USD
        938812.40000000
        0.195383033773
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        
        85571BAW5
        
          
        
        2195000.00000000
        PA
        USD
        2129150.00000000
        0.443112794802
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-12-31
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLBUN SA
        5493003VQJLE2QB8IF36
        
        192714AE3
        
          
        
        7050000.00000000
        PA
        USD
        6415500.00000000
        1.335176072637
        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
        
        46649XAU1
        
          
        
        5000000.00000000
        PA
        USD
        4854678.00000000
        1.010342125471
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-07-05
          Variable
          4.61320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENA ENERGY CAP PTE LTD
        254900WSETM7TQMYGS40
        
        BG0115322
        
          
        
        5800000.00000000
        PA
        USD
        5622072.94000000
        1.170050232734
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-02-26
          Fixed
          3.13300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPAZ SOLAR FARMS LLC
        N/A
        
        89054XAC9
        
          
        
        4578397.00000000
        PA
        USD
        5013344.72000000
        1.043363403324
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2039-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        
        05492TBK5
        
          
        
        4000000.00000000
        PA
        USD
        3408729.20000000
        0.709415270195
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2053-02-15
          Variable
          3.68835000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEIHAN PV POWER CO PJSC
        353800EF1E1IC18GBC48
        
        870674AA6
        
          
        
        10000000.00000000
        PA
        USD
        9235200.00000000
        1.922004218848
        Long
        DBT
        CORP
        AE
        
        Y
        
        2
        
          2049-01-31
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YMCA OF GREATER NY
        N/A
        
        98752YAN9
        
          
        
        2305000.00000000
        PA
        USD
        2546725.35000000
        0.530017418891
        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
        
        70339PAA7
        
          
        
        7000000.00000000
        PA
        USD
        6886670.00000000
        1.433234666690
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        
        44107TBA3
        
          
        
        2000000.00000000
        PA
        USD
        1787708.74000000
        0.372052986437
        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
        
        05493LAN6
        
          
        
        5000000.00000000
        PA
        USD
        4908252.00000000
        1.021491797813
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2038-09-15
          Variable
          4.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2
        5493000TKYODLXADQD60
        
        59261AG76
        
          
        
        5300000.00000000
        PA
        USD
        6091873.00000000
        1.267823718672
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          5.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254AK6
        
          
        
        10000000.00000000
        PA
        USD
        10395230.60000000
        2.163426571065
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2043-01-09
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triton International Ltd
        N/A
        
        EP0599514
        
          
        
        269000.00000000
        NS
        USD
        6361850.00000000
        1.324010583385
        Long
        EP
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        
        71567PAT7
        
          
        
        5000000.00000000
        PA
        USD
        4738550.00000000
        0.986173888082
        Long
        DBT
        CORP
        ID
        
        Y
        
        2
        
          2051-06-09
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEN 2021-ACEN Mortgage Trust
        N/A
        
        01449NAJ5
        
          
        
        6500000.00000000
        PA
        USD
        6356651.60000000
        1.322928706790
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-04-15
          Variable
          4.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        
        655664AR1
        
          
        
        10000000.00000000
        PA
        USD
        8953900.00000000
        1.863460842769
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MS Autotech Co Ltd
        9R7GPTSO7KV3UQJZQ078
        
        N/A
        
          
        
        1.00000000
        NC
        
        298386.16000000
        0.062099300325
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INCORPORATED
              9R7GPTSO7KV3UQJZQ078
            
            5400000.00000000
            EUR
            6376320.00000000
            USD
            2028-09-21
            351861.26000000
          
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DBL2
        
          
        
        10000000.00000000
        PA
        USD
        8627786.40000000
        1.795590984507
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-03-31
      Nuveen Core Plus Impact Fund 
      E. Scott Wickerham
      E. Scott Wickerham
      Funds Treasurer
    
  
  XXXX

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

 

Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				LONG-TERM INVESTMENTS – 157.3% (100.0% of Total Investments)
				CORPORATE BONDS – 90.7% (57.6% of Total Investments)
				Airlines – 0.4%
$	2,000			Delta Air Lines Inc			3.750%				10/28/29				Baa3			$	1,826,541
				Auto Components – 1.0%
	5,000			Dana Inc, (3)			4.250%				9/01/30				BB+				4,576,000
				Automobiles – 3.6%
	3,510			Ford Motor Co			3.250%				2/12/32				BB+				3,134,886
	15,300			Harley-Davidson Inc, (3)			4.625%				7/28/45				BBB+				14,147,527
	18,810			Total Automobiles															17,282,413
				Banks – 9.1%
	5,000			Alimentation Couche-Tard Inc, 144A			3.625%				5/13/51				BBB				4,534,037
	17,000			Intesa Sanpaolo SpA, 144A			4.950%				6/01/42				BB+				14,544,351
	10,000			Standard Chartered PLC, 144A, (3)			5.300%				1/09/43				BBB+				10,395,231
	15,000			UniCredit SpA, 144A			5.459%				6/30/35				Baa3				14,333,205
	47,000			Total Banks															43,806,824
				Capital Markets – 1.7%
	9,000			Banco BTG Pactual SA/Cayman Islands, 144A			2.750%				1/11/26				Ba2				8,302,590
				Chemicals – 3.7%
	5,000			LG Chem Ltd, 144A			2.375%				7/07/31				A3				4,502,821
	5,000			LYB International Finance III LLC			3.800%				10/01/60				BBB				4,359,370
	8,387			Star Energy Geothermal Wayang Windu Ltd, 144A			6.750%				4/24/33				Ba3				8,848,285
	18,387			Total Chemicals															17,710,476
				Commercial Services & Supplies – 0.5%
	2,040			New York Public Library Astor Lenox & Tilden Foundations			4.305%				7/01/45				AA–				2,332,813
				Communications Equipment – 1.8%
	10,000			Vodafone Group PLC			5.125%				6/04/81				BB+				8,817,500
				Diversified Consumer Services – 1.2%
	6,160			YMCA of Greater New York			2.303%				8/01/26				BBB				5,919,828
				Diversified Financial Services – 1.6%
	2,400			Community Preservation Corp			2.867%				2/01/30				AA–				2,281,153
	5,400			Power Finance Corp Ltd, Reg S			1.841%				9/21/28				Baa3				5,478,973
	7,800			Total Diversified Financial Services															7,760,126
				Diversified Telecommunication Services – 1.0%
	5,000			Verizon Communications Inc, (3)			3.700%				3/22/61				A–				4,631,379
				Electric Utilities – 18.2%
	2,765			Consolidated Edison Co of New York Inc			4.500%				5/15/58				A–				2,918,068
	5,000			EDP – Energias de Portugal SA, Reg S			1.875%				3/14/82				BB+				4,731,718
	8,762			India Cleantech Energy, 144A			4.700%				8/10/26				Ba3				8,210,402
	6,650			Interchile SA, 144A			4.500%				6/30/56				Baa1				6,356,735
	10,794			Inversiones Latin America Power Ltda, 144A			5.125%				6/15/33				Ba1				8,797,430
	2,000			Leeward Renewable Energy Operations LLC, 144A			4.250%				7/01/29				Ba3				1,874,620
	7,330			Liberty Utilities Finance GP 1, 144A, (3)			2.050%				9/15/30				BBB+				6,426,540
	7,000			Pattern Energy Operations LP / Pattern Energy Operations Inc, 144A, (3)			4.500%				8/15/28				BB–				6,886,670
	2,832			Solar Star Funding LLC, 144A			5.375%				6/30/35				BBB				3,116,757

 

1

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

 

Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				Electric Utilities (continued)
$	13,000			Southern California Edison Co, (3)			3.650%				6/01/51				A–			$	12,098,928
	5,000			Star Energy Geothermal Darajat II / Star Energy Geothermal Salak, 144A			4.850%				10/14/38				Baa3				4,950,000
	4,504			Topaz Solar Farms LLC, 144A, (3)			5.750%				9/30/39				BB				4,932,255
	10,160			Topaz Solar Farms LLC, 144A			4.875%				9/30/39				BB				10,744,214
	5,800			Vena Energy Capital Pte Ltd			3.133%				2/26/25				BBB–				5,622,073
	91,597			Total Electric Utilities															87,666,410
				Electrical Equipment – 1.0%
	5,000			Sociedad de Transmision Austral SA, 144A			4.000%				1/27/32				Baa2				4,847,800
				Electronic Equipment, Instruments & Components – 1.0%
	5,000			SK Battery America Inc			2.125%				1/26/26				Baa3				4,617,907
				Equity Real Estate Investment Trust – 3.7%
	9,915			HAT Holdings I LLC / HAT Holdings II LLC, 144A			3.375%				6/15/26				BB+				9,419,250
	2,000			HAT Holdings I LLC / HAT Holdings II LLC, 144A			3.750%				9/15/30				BB+				1,800,000
	2,000			Host Hotels & Resorts LP			2.900%				12/15/31				BBB–				1,787,709
	5,000			Scentre Group Trust 2, 144A			5.125%				9/24/80				BBB+				4,906,250
	18,915			Total Equity Real Estate Investment Trust															17,913,209
				Gas Utilities – 3 .9%
	15,000			Brooklyn Union Gas Co, 144A, (3)			4.273%				3/15/48				BBB+				14,630,292
	5,000			Southern Co Gas Capital Corp			3.150%				9/30/51				BBB+				4,237,750
	20,000			Total Gas Utilities															18,868,042
				Health Care Providers & Services – 1.8%
	10,000			HCA Inc, (3)			3.500%				7/15/51				BBB–				8,670,826
				Household Durables – 1.1%
	5,000			Arcelik AS, Reg S			3.000%				5/27/26				BB+				5,144,190
				Independent Power & Renewable Electricity Producers – 14.2%
	5,000			AES Corp			2.450%				1/15/31				BBB–				4,471,273
	6,270			Atlantica Sustainable Infrastructure PLC, 144A			4.125%				6/15/28				BB+				6,042,148
	6,746			Azure Power Energy Ltd, 144A			3.575%				8/19/26				BB+				6,396,799
	2,400			Clearway Energy Operating LLC, 144A			4.750%				3/15/28				BB				2,410,392
	5,100			Clearway Energy Operating LLC, 144A			3.750%				1/15/32				BB				4,692,000
	7,050			Colbun SA, 144A			3.150%				1/19/32				BBB+				6,415,500
	1,972			Continuum Energy Levanter Pte Ltd, 144A			4.500%				2/09/27				BB+				1,896,559
	2,000			NextEra Energy Operating Partners LP, 144A			4.500%				9/15/27				Ba1				1,990,710
	13,375			Renewable Energy Group Inc, 144A, (3)			5.875%				6/01/28				BB				14,366,489
	8,075			Sunnova Energy Corp, 144A, (3)			5.875%				9/01/26				B1				7,726,806
	10,000			Sweihan PV Power Co PJSC, 144A			3.625%				1/31/49				BBB+				9,235,200
	2,886			UEP Penonome II SA, 144A			6.500%				10/01/38				BB				2,741,464
	70,874			Total Independent Power & Renewable Electricity Producers															68,385,340
				Machinery – 1.5%
	5,000			Mueller Water Products Inc, 144A, (3)			4.000%				6/15/29				Ba1				4,736,150
	2,305			YMCA of Greater New York			5.021%				8/01/38				BBB				2,546,725
	7,305			Total Machinery															7,282,875
				Media – 1.8%
	10,000			Discovery Communications LLC, (3)			4.000%				9/15/55				BBB–				8,627,786
				Metals & Mining – 1.1%
	5,000			Teck Resources Ltd, (3)			5.200%				3/01/42				BBB–				5,241,007
				Mortgage Real Estate Investment Trust – 2.7%
	2,195			Starwood Property Trust Inc, 144A			3.750%				12/31/24				BB+				2,129,150
	5,745			Starwood Property Trust Inc, 144A			3.625%				7/15/26				BB+				5,485,728

 

2

 

Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				Mortgage Real Estate Investment Trust (continued)
$	5,710			Starwood Property Trust Inc, 144A			4.375%				1/15/27				BB+			$	5,538,700
	13,650			Total Mortgage Real Estate Investment Trust															13,153,578
				Multiline Retail – 1.9%
	10,000			Nordstrom Inc			5.000%				1/15/44				BBB–				8,953,900
				Multi-Utilities – 0.5%
	2,244			Consolidated Edison Co of New York Inc			4.300%				12/01/56				A–				2,315,175
				Oil, Gas & Consumable Fuels – 4.0%
	4,828			Kinder Morgan Inc, (3)			5.300%				12/01/34				BBB				5,291,380
	15,000			Santos Finance Ltd, 144A, (3)			3.649%				4/29/31				BBB				14,016,321
	19,828			Total Oil, Gas & Consumable Fuels															19,307,701
				Pharmaceuticals – 0.9%
	5,000			Takeda Pharmaceutical Co Ltd			3.375%				7/09/60				BBB+				4,356,065
				Real Estate Management & Development – 0.5%
	2,250			GTC Aurora Luxembourg SA, Reg S			2.250%				6/23/26				BBB–				2,246,870
				Road & Rail – 3.4%
	5,000			Kansas City Southern/Old			4.200%				11/15/69				BBB				5,008,667
	12,000			Norfolk Southern Corp, (3)			4.100%				5/15/21				BBB+				11,167,684
	17,000			Total Road & Rail															16,176,351
				Trading Companies & Distributors – 1.9%
	10,800			GATX Corp, (3)			3.100%				6/01/51				BBB				8,971,054
$	460,660			Total Corporate Bonds (cost $481,814,323)															435,712,576
Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 23.0% (14.6% of Total Investments)
				Banks – 7.9%
$	10,375			Banco Nacional de Comercio Exterior SNC/Cayman Islands, 144A			2.720%				8/11/31				Baa3			$	9,843,385
	6,250			Citigroup Inc			4.150%				N/A (4)				BBB–				5,855,469
	6,250			JPMorgan Chase & Co			3.650%				N/A (4)				BBB+				5,843,750
	11,195			PNC Financial Services Group Inc			3.400%				N/A (4)				Baa2				10,081,097
	6,820			SVB Financial Group			4.000%				N/A (4)				Baa2				6,308,500
	40,890			Total Banks															37,932,201
				Communications Equipment – 1.0%
	5,000			Vodafone Group PLC			4.125%				6/04/81				BB+				4,539,700
				Consumer Finance – 2.1%
	11,200			American Express Co			3.550%				N/A (4)				Baa2				10,206,560
				Electric Utilities – 1.4%
	2,500			CMS Energy Corp			3.750%				12/01/50				BBB–				2,206,250
	5,000			Southern Co, (3)			3.750%				9/15/51				BBB–				4,610,250
	7,500			Total Electric Utilities															6,816,500
				Independent Power & Renewable Electricity Producers – 1.2%
	4,331			AES Andes SA, 144A			6.350%				10/07/79				BB				4,276,906
	1,500			Vistra Corp, 144A			7.000%				N/A (4)				Ba3				1,460,625
	5,831			Total Independent Power & Renewable Electricity Producers															5,737,531
				Insurance – 3.2%
	15,000			Swiss Re Finance Luxembourg SA, 144A, (3)			5.000%				4/02/49				A				15,525,000

 

3

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

 

Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				Multi-Utilities – 4.0%
$	5,000			Algonquin Power & Utilities Corp			4.750%				1/18/82				BB+			$	4,662,000
	2,500			CMS Energy Corp			4.750%				6/01/50				BBB–				2,475,000
	8,000			Engie SA, Reg S			1.875%				N/A (4)				BBB				7,710,561
	4,600			Sempra Energy			4.125%				4/01/52				BBB–				4,294,090
	20,100			Total Multi-Utilities															19,141,651
				Trading Companies & Distributors – 2.2%
	12,000			Air Lease Corp			4.650%				N/A (4)				BB+				10,770,000
$	117,521			Total $1,000 Par (or similar) Institutional Preferred (cost $122,202,870)															110,669,143
Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				ASSET-BACKED SECURITIES – 11.4% ( 7.3% of Total Investments)
$	6,500			Alen 2021-ACEN Mortgage Trust, 144A, (1-Month LIBOR reference rate + 4.000% spread), (5)			4.397%				4/15/34				BB–			$	6,356,652
	5,000			BAMLL Commercial Mortgage Securities Trust 2021-JACX, 144A, (1-Month LIBOR reference rate + 3.750% spread), (5)			4.147%				9/15/38				Ba2				4,908,252
	65,940			Freddie Mac Multifamily ML Certificates, 144A			0.668%				3/25/38				N/R				4,163,457
	46,663			Freddie Mac Multifamily ML Certificates, (I/O)			1.220%				7/25/41				N/R				5,615,844
	2,273			GoodLeap Sustainable Home Solutions Trust 2021-3, 144A			3.500%				5/20/48				N/R				2,065,782
	2,750			GoodLeap Sustainable Home Solutions Trust 2021-4, 144A			3.500%				7/20/48				BB				2,437,750
	10,000			MFT Trust 2020-ABC, 144A			3.477%				2/10/42				N/R				8,318,727
	4,976			Mosaic Solar Loan Trust 2019-2, 144A			0.000%				9/20/40				N/R				3,234,636
	6,192			Mosaic Solar Loan Trust 2020-1, 144A			0.000%				4/20/46				N/R				5,386,944
	5,661			Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (5)			3.147%				7/15/36				N/R				5,610,211
	700			Natixis Commercial Mortgage Securities Trust 2019-MILE, 144A, (1-Month LIBOR reference rate + 3.500% spread), (5)			3.897%				7/15/36				N/R				682,906
	7,420			NYC Commercial Mortgage Trust 2021-909, 144A			3.206%				4/10/43				N/R				6,095,077
$	164,075			Asset-Backed Securities (cost $58,899,451)															54,876,238
Principal Amount (000)				Description (1)		Coupon				Maturity				Ratings (2)				Value
				MORTGAGE-BACKED SECURITIES – 9.7% (6.2% of Total Investments)
$	4,000			BBCMS Mortgage Trust 2020-C6, 144A			3.688%				2/15/53				N/R			$	3,408,729
	3,840			Benchmark 2019-B10 Mortgage Trust, 144A			3.899%				3/15/62				N/R				3,510,483
	7,887			COMM 2020-CX Mortgage Trust, 144A			2.684%				11/10/46				N/R				6,278,791
	28,806			Freddie Mac Multifamily ML Certificates			2.055%				1/25/38				N/R				5,495,825
	3,000			Hudson Yards 2019-55HY Mortgage Trust, 144A			2.943%				12/10/41				N/R				2,509,743
	5,000			J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON, 144A			4.613%				7/05/31				B				4,854,678
	80,369			SLG Office Trust 2021-OVA, (I/O), 144A			0.258%				7/15/41				AA–				1,524,158
	3,860			SLG Office Trust 2021-OVA, 144A			2.851%				7/15/41				N/R				3,301,648
	8,000			SLG Office Trust 2021-OVA, 144A			2.851%				7/15/41				N/R				6,502,498
	3,500			SUMIT 2022-BVUE Mortgage Trust, 144A			2.892%				2/12/41				N/R				2,910,745
	7,000			VNDO Trust 2016-350P, 144A			3.903%				1/10/35				BB–				6,241,533
$	155,262			Total Mortgage-Backed Securities (cost $51,744,098)															46,538,831
Shares				Description (1)		Coupon								Ratings (2)				Value
				$25 PAR (OR SIMILAR) RETAIL PREFERRED – 8.5% (5.4% of Total Investments)
				Banks – 1.6%
	300,000			First Republic Bank/CA			4.000%								BBB–			$	6,003,000
	75,000			First Republic Bank/CA			4.250%								BBB–				1,557,000
				Total Banks															7,560,000
				Capital Markets – 1.3%
	300,000			Affiliated Managers Group Inc			4.200%								Baa1				5,982,000

 

4

 

Shares				Description (1)										Coupon								Ratings (2)				Value
				Equity Real Estate Investment Trust – 1.8%
	400,000			Hudson Pacific Properties Inc											4.750%								Baa3			$	8,612,000
				Independent Power & Renewable Electricity Producers – 0.9%
	200,000			Brookfield Renewable Partners LP											5.250%								BBB–				4,532,000
				Multi-Utilities – 1.3%
	100,426			Brookfield Infrastructure Partners LP											5.125%								BBB–				2,065,763
	200,000			CMS Energy Corp											4.200%								BBB–				4,196,000
				Total Multi-Utilities																							6,261,763
				Real Estate Management & Development – 0.3%
	77,904			Brookfield Property Partners LP											5.750%								BB				1,642,216
				Trading Companies & Distributors – 1.3%
	269,000			Triton International Ltd											5.750%								BB				6,361,850
				Total $25 Par (or similar) Retail Preferred (cost $48,440,556)																							40,951,829
Principal Amount (000)				Description (1)										Coupon				Maturity				Ratings (2)				Value
				SOVEREIGN DEBT – 7.2% (4.6% of Total Investments)
				Benin – 1.9%
$	10,000			Benin Government International Bond, 144A											4.950%				1/22/35				B+			$	9,003,217
				Chile – 0.9%
	5,000			Chile Government International Bond											3.100%				5/07/41				A1				4,398,800
				Egypt – 0.5%
	2,500			Egypt Government International Bond, 144A											5.250%				10/06/25				B+				2,404,500
				Indonesia – 1.0%
	5,000			Perusahaan Penerbit SBSN Indonesia III, 144A											3.550%				6/09/51				BBB				4,738,550
				Mexico – 1.0%
	5,000			Mexico Government International Bond											2.250%				8/12/36				BBB				4,813,119
				Peru – 1.9%
	9,870			Peruvian Government International Bond											3.000%				1/15/34				Baa1				9,200,419
$	37,370			Total Sovereign Debt (cost $39,884,818)																							34,558,605
Principal Amount (000)				Description (1)		Coupon (6)				Reference Rate (6)				Spread (6)				Maturity (7)				Ratings (2)				Value
				VARIABLE RATE SENIOR LOAN INTERESTS – 3.5% (2.2% of Total Investments) (6)
				Commercial Services & Supplies – 2.2%
$	10,551			Liberty Tire Recycling Holdco, LLC, Term Loan			5.506%				3-Month LIBOR				4.500%				5/07/28				B			$	10,366,413
				Electric Utilities – 1.3%
	6,502			ExGen Renewables IV, LLC, Term Loan			3.500%				3-Month LIBOR				2.500%				12/15/27				BB–				6,459,743
$	17,053			Total Variable Rate Senior Loan Interests (cost $17,013,609)																							16,826,156

 

5

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

 

Principal Amount (000)				Description (1)						Optional Call Provisions (8)				Ratings (2)				Value
				MUNICIPAL BONDS – 3.3% (2.1% of Total Investments)
				Arizona – 0.2%
$	810			Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools – Gerard Facility Project, Series 2021C, 3.250%, 7/01/31							No Opt. Call				BBB–			$	746,285
				District of Columbia – 0.0%
	220			District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A, 4.814%, 10/01/14							No Opt. Call				AAA				247,744
				Florida – 0.7%
	3,395			Florida Development Finance Corporation, Revenue Bonds, Brightline Passenger Rail Expansion Project, Series 2021A-1, 6.750%, 12/01/56 (AMT) (Mandatory Put 8/15/23),144A							5/22 at 102.50				N/R				3,296,375
				Michigan – 1.1%
				City of Detroit MI:
	1,000			2.960%, 4/01/27							No Opt. Call				BB–				938,812
	500			3.110%, 4/01/28							No Opt. Call				BB–				464,226
	2,245			3.244%, 4/01/29							No Opt. Call				BB–				2,066,290
	425			3.344%, 4/01/30							No Opt. Call				BB–				389,828
	1,575			Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B, 3.644%, 4/01/34							4/31 at 100.00				BB–				1,426,976
	5,745			Total Michigan															5,286,132
				New York – 1.3%
	5,300			Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2, 5.175%, 11/15/49							No Opt. Call				A3				6,091,873
$	15,470			Total Municipal Bonds (cost $17,334,289)															15,668,409
				Total Long-Term Investments (cost $837,334,014)															755,801,787
				Borrowings – 33.2% (9), (10)															(159,500,000	)
				Reverse Repurchase Agreements, including accrued interest – (25.6)% (11)															(123,088,604	)
				Other Assets Less Liabilities – 1.5% (12)															7,278,207
				Net Assets – 100%														$	480,491,390

Investments in Derivatives

Forward Foreign Currency Contracts

 

Currency Purchased

Notional Amount (Local Currency)

Currency Sold

Notional Amount (Local Currency)

Counterparty

Settlement Date

Unrealized Appreciation (Depreciation)

U.S. Dollar

10,970,989

Euro

9,594,110

Morgan Stanley Capital Services LLC

3/22/2022

$

351,970

Cross Currency Swaps – OTC Uncleared

 

Counterparty		Terms of payments to be paid				Terms of payments to be received				Currency				Maturity Date				Notional Amount (Local Currency)				Value				Upfront Premiums Paid (Received)				Unrealized Appreciation (Depreciation)
Citibank N.A.			Fixed annual 2.250	%			Fixed semi-annual 3.562	%			USD				6/23/26				2,725,875			$	167,580			$	24,619			$	142,961
											EUR								2,250,000
Morgan Stanley Capital Services LLC			Fixed semi-annual 1.841	%			Fixed annual 3.337	%			USD				9/21/28				6,376,320				298,386				(4	)			298,390
											EUR								5,400,000
Morgan Stanley Capital Services LLC			Fixed semi-annual 3.000	%			Fixed annual 4.330	%			USD				5/27/26				6,088,500				417,829				4,250				413,579
											EUR								5,000,000

 

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Counterparty		Terms of payments to be paid				Terms of payments to be received				Currency				Maturity Date				Notional Amount (Local Currency)				Value				Upfront Premiums Paid (Received)				Unrealized Appreciation (Depreciation)
J.P. Morgan Securities Inc.			Fixed semi-annual 1.875	%			Fixed annual 3.431	%			USD				6/14/29				5,905,000			$	312,736			$	(4,113	)		$	316,849
											EUR								5,000,000
Citibank N.A.			Fixed semi-annual 2.250	%			Fixed annual 3.775	%			USD				8/12/36				5,909,000				458,256				12,249				446,007
											EUR								5,000,000
Citibank N.A.			Fixed semi-annual 1.875	%			Fixed annual 3.472	%			USD				7/02/31				5,904,500				410,000				16,781				393,219
											EUR								5,000,000
Citibank N.A.			Fixed semi-annual 1.875	%			Fixed annual 3.493	%			USD				7/02/31				3,543,900				253,813				(6,688	)			260,501
											EUR								3,000,000
Total																						$	2,318,600			$	47,094			$	2,271,506

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund’s investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

 

Level 1 –		Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2 –		Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3 –		Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The following table summarizes the market value of the Fund’s investments as of the end of the reporting period, based on the inputs used to value them:

 

NPCT		Level 1				Level 2				Level 3				Total
Long-Term Investments:
Corporate Bonds		$	—			$	435,712,576			$	—			$	435,712,576
$1,000 Par (or similar) Institutional Preferred			—				110,669,143				—				110,669,143
Asset-Backed Securities			—				54,876,238				—				54,876,238
Mortgage-Backed Securities			—				46,538,831				—				46,538,831
$25 Par (or similar) Retail Preferred			40,951,829				—				—				40,951,829
Sovereign Debt			—				34,558,605				—				34,558,605
Variable Rate Senior Loan Interests			—				16,826,156				—				16,826,156
Municipal Bonds			—				15,668,409				—				15,668,409
Investments in Derivatives:
Forward Foreign Currency Contracts*			—				351,970				—				351,970
Cross Currency Swaps*			—				2,271,506				—				2,271,506
Total		$	40,951,829			$	717,473,434			$	—			$	758,425,263

*	Represents net unrealized appreciation (depreciation).

 

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

 

For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.

 

(1)	All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

 

(2)

The Fund uses credit quality ratings for its portfolio securities provided by Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) and Fitch, Inc. (“Fitch”). If all three provide a rating for a security, the middle is used; if two of the three agencies rate a security, the lower rating is used; and if only one rating agency rates a security, that rating is used. This treatment of splitrated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.

 

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

 

(4)	Perpetual security. Maturity date is not applicable.

 

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

 

(6)

Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period.

 

(7)

Senior Loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments of senior loans may occur. As a result, the actual remaining maturity of senior loans held may be substantially less than the stated maturities shown.

 

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

 

(9)	Borrowings as a percentage of Total Investments is 21.1%.

 

(10)	The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings.

 

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

 

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

 

144A	Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.

 

AMT	Alternative Minimum Tax

 

I/O	Interest only security

 

LIBOR

London Inter-Bank Offered Rate

 

N/A	Not Applicable.

 

Reg S

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

 

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