UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-22003
Nuveen Core Equity Alpha Fund
(Exact name of registrant as specified in charter)
333 West Wacker Drive, Chicago, Illinois 60606
(Address of principal executive offices) (Zip code)
Gifford R. ZimmermanVice President and Secretary
333 West Wacker Drive, Chicago, Illinois 60606
(Name and address of agent for service)
Registrants telephone number, including area code: 312-917-7700
Date of fiscal year end: December 31
Date of reporting period: September 30, 2018
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments
Shares | Description (1) | Value | ||||
LONG-TERM INVESTMENTS – 98.4% | ||||||
COMMON STOCKS – 98.4% | ||||||
Aerospace & Defense – 7.0% | ||||||
16,900 | Boeing Co/The | $6,285,110 | ||||
10,500 | Harris Corp | 1,776,705 | ||||
300 | L3 Technologies Inc | 63,786 | ||||
12,800 | Northrop Grumman Corp | 4,062,336 | ||||
14,300 | Raytheon Co | 2,955,238 | ||||
4,100 | Rockwell Collins Inc | 575,927 | ||||
10,800 | Textron Inc | 771,876 | ||||
1,300 | TransDigm Group Inc, (2) | 483,990 | ||||
Total Aerospace & Defense | 16,974,968 | |||||
Air Freight & Logistics – 0.6% | ||||||
15,000 | CH Robinson Worldwide Inc | 1,468,800 | ||||
1,000 | Expeditors International of Washington Inc | 73,530 | ||||
Total Air Freight & Logistics | 1,542,330 | |||||
Airlines – 0.4% | ||||||
10,900 | United Continental Holdings Inc, (2) | 970,754 | ||||
Auto Components – 0.1% | ||||||
2,700 | Aptiv PLC | 226,530 | ||||
Banks – 5.8% | ||||||
700 | BB&T Corp | 33,978 | ||||
11,000 | Citizens Financial Group Inc | 424,270 | ||||
21,300 | Comerica Inc | 1,921,260 | ||||
86,700 | Fifth Third Bancorp, (3) | 2,420,664 | ||||
55,500 | Huntington Bancshares Inc/OH | 828,060 | ||||
12,900 | KeyCorp | 256,581 | ||||
6,500 | M&T Bank Corp | 1,069,510 | ||||
7,200 | People's United Financial Inc | 123,264 | ||||
9,500 | PNC Financial Services Group Inc/The | 1,293,805 | ||||
148,900 | Regions Financial Corp, (3) | 2,732,315 | ||||
17,800 | SunTrust Banks Inc | 1,188,862 | ||||
2,300 | SVB Financial Group, (2) | 714,909 | ||||
23,200 | Zions Bancorporation | 1,163,480 | ||||
Total Banks | 14,170,958 |
JCE | Nuveen Core Equity Alpha Fund (continued) |
Portfolio of Investments September 30, 2018 | |
(Unaudited) |
Shares | Description (1) | Value | ||||
Beverages – 2.6% | ||||||
25,375 | Brown-Forman Corp | $1,282,706 | ||||
21,600 | Constellation Brands Inc, Class A Shares | 4,657,392 | ||||
8,000 | Monster Beverage Corp, (2) | 466,240 | ||||
400 | PepsiCo Inc | 44,720 | ||||
Total Beverages | 6,451,058 | |||||
Biotechnology – 0.3% | ||||||
6,800 | AbbVie Inc | 643,144 | ||||
Building Products – 0.1% | ||||||
2,500 | AO Smith Corp | 133,425 | ||||
Capital Markets – 8.9% | ||||||
4,100 | BlackRock Inc | 1,932,453 | ||||
15,600 | Cboe Global Markets Inc | 1,496,976 | ||||
8,300 | Charles Schwab Corp/The | 407,945 | ||||
21,300 | CME Group Inc | 3,625,473 | ||||
24,500 | E*TRADE Financial Corp | 1,283,555 | ||||
15,300 | Moody's Corp | 2,558,160 | ||||
37,900 | Morgan Stanley | 1,765,003 | ||||
5,000 | MSCI Inc, Class A Shares | 887,050 | ||||
16,300 | Nasdaq Inc | 1,398,540 | ||||
4,800 | Northern Trust Corp | 490,224 | ||||
15,200 | S&P Global Inc | 2,969,928 | ||||
25,500 | T Rowe Price Group Inc | 2,784,090 | ||||
Total Capital Markets | 21,599,397 | |||||
Chemicals – 1.4% | ||||||
31,400 | CF Industries Holdings Inc | 1,709,416 | ||||
11,400 | Eastman Chemical Co | 1,091,208 | ||||
1,100 | LyondellBasell Industries NV | 112,761 | ||||
16,900 | Mosaic Co/The | 548,912 | ||||
Total Chemicals | 3,462,297 | |||||
Commercial Services & Supplies – 1.3% | ||||||
4,400 | Cintas Corp | 870,364 | ||||
7,700 | Copart Inc, (2) | 396,781 | ||||
25,900 | Republic Services Inc, (3) | 1,881,894 | ||||
Total Commercial Services & Supplies | 3,149,039 | |||||
Communications Equipment – 0.7% | ||||||
3,900 | Cisco Systems Inc | 189,735 | ||||
5,500 | F5 Networks Inc, (2) | 1,096,810 | ||||
2,700 | Motorola Solutions Inc | 351,378 | ||||
Total Communications Equipment | 1,637,923 |
Shares | Description (1) | Value | ||||
Construction & Engineering – 0.2% | ||||||
6,900 | Fluor Corp | $ 400,890 | ||||
Consumer Finance – 0.5% | ||||||
14,700 | Discover Financial Services | 1,123,815 | ||||
Containers & Packaging – 0.0% | ||||||
800 | Avery Dennison Corp | 86,680 | ||||
Diversified Telecommunication Services – 0.1% | ||||||
14,200 | CenturyLink Inc | 301,040 | ||||
Electric Utilities – 1.8% | ||||||
26,600 | NextEra Energy Inc | 4,458,160 | ||||
Electrical Equipment – 0.6% | ||||||
18,400 | AMETEK Inc | 1,455,808 | ||||
Electronic Equipment, Instruments & Components – 2.1% | ||||||
34,800 | Amphenol Corp, Class A Shares | 3,271,896 | ||||
4,500 | FLIR Systems Inc | 276,615 | ||||
18,500 | TE Connectivity Ltd | 1,626,705 | ||||
Total Electronic Equipment, Instruments & Components | 5,175,216 | |||||
Energy Equipment & Services – 0.9% | ||||||
14,400 | Baker Hughes a GE Co | 487,152 | ||||
13,100 | Helmerich & Payne Inc | 900,887 | ||||
14,600 | National Oilwell Varco Inc | 628,968 | ||||
2,400 | TechnipFMC PLC | 75,000 | ||||
Total Energy Equipment & Services | 2,092,007 | |||||
Equity Real Estate Investment Trust – 2.9% | ||||||
10,000 | American Tower Corp | 1,453,000 | ||||
3,900 | Apartment Investment & Management Company, Class A | 172,107 | ||||
1,200 | Crown Castle International Corp | 133,596 | ||||
10,600 | Duke Realty Corp | 300,722 | ||||
500 | Equity Residential | 33,130 | ||||
16,900 | Extra Space Storage Inc. | 1,464,216 | ||||
11,200 | Host Hotels & Resorts Inc. | 236,320 | ||||
1,500 | Mid-America Apartment Communities Inc. | 150,270 | ||||
37,500 | Prologis Inc, (3) | 2,542,125 | ||||
600 | Public Storage, Inc. | 120,978 | ||||
1,500 | SBA Communications Corp, (2) | 240,945 | ||||
3,600 | UDR Inc. | 145,548 | ||||
3,400 | Weyerhaeuser Co | 109,718 | ||||
Total Equity Real Estate Investment Trust | 7,102,675 |
JCE | Nuveen Core Equity Alpha Fund (continued) |
Portfolio of Investments September 30, 2018 | |
(Unaudited) |
Shares | Description (1) | Value | ||||
Food & Staples Retailing – 0.3% | ||||||
2,000 | Costco Wholesale Corp | $469,760 | ||||
2,300 | Sysco Corp | 168,475 | ||||
Total Food & Staples Retailing | 638,235 | |||||
Food Products – 0.3% | ||||||
4,000 | Archer-Daniels-Midland Co | 201,080 | ||||
2,400 | Conagra Brands Inc | 81,528 | ||||
3,100 | Hormel Foods Corp | 122,140 | ||||
7,100 | Tyson Foods Inc, Class A Shares | 422,663 | ||||
Total Food Products | 827,411 | |||||
Health Care Equipment & Supplies – 7.9% | ||||||
10,000 | Abbott Laboratories | 733,600 | ||||
3,300 | ABIOMED Inc, (2) | 1,484,175 | ||||
9,700 | Align Technology Inc, (2) | 3,794,834 | ||||
34,300 | Baxter International Inc, (3) | 2,644,187 | ||||
6,600 | Boston Scientific Corp, (2) | 254,100 | ||||
9,000 | Edwards Lifesciences Corp, (2) | 1,566,900 | ||||
4,600 | IDEXX Laboratories Inc, (2) | 1,148,436 | ||||
12,200 | Intuitive Surgical Inc, (2) | 7,002,800 | ||||
4,600 | ResMed Inc | 530,564 | ||||
600 | Stryker Corp | 106,608 | ||||
400 | Varian Medical Systems Inc, (2) | 44,772 | ||||
Total Health Care Equipment & Supplies | 19,310,976 | |||||
Health Care Providers & Services – 2.5% | ||||||
1,400 | Anthem Inc | 383,670 | ||||
16,600 | Centene Corp, (2) | 2,403,348 | ||||
600 | Cigna Corp | 124,950 | ||||
7,400 | Envision Healthcare Corp, (2) | 338,402 | ||||
18,200 | HCA Inc | 2,531,984 | ||||
700 | Henry Schein Inc, (2) | 59,521 | ||||
400 | Humana Inc | 135,408 | ||||
300 | Laboratory Corp of America Holdings, (2) | 52,104 | ||||
1,400 | Quest Diagnostics Inc | 151,074 | ||||
Total Health Care Providers & Services | 6,180,461 | |||||
Hotels, Restaurants & Leisure – 2.7% | ||||||
21,400 | Hilton Worldwide Holdings Inc | 1,728,692 | ||||
23,000 | Marriott International Inc/MD | 3,036,690 | ||||
4,700 | McDonald's Corp | 786,263 | ||||
7,600 | Wynn Resorts Ltd | 965,656 | ||||
Total Hotels, Restaurants & Leisure | 6,517,301 |
Shares | Description (1) | Value | ||||
Household Durables – 0.3% | ||||||
17,100 | DR Horton Inc, (3) | $ 721,278 | ||||
Independent Power & Renewable Electricity Producers – 0.9% | ||||||
36,100 | AES Corp/VA | 505,400 | ||||
42,400 | NRG Energy Inc | 1,585,760 | ||||
Total Independent Power & Renewable Electricity Producers | 2,091,160 | |||||
Industrial Conglomerates – 0.2% | ||||||
2,300 | 3M Co | 484,633 | ||||
Insurance – 2.6% | ||||||
14,600 | Aflac Inc | 687,222 | ||||
17,800 | Allstate Corp/The | 1,756,860 | ||||
55,200 | Progressive Corp/The, (3) | 3,921,408 | ||||
Total Insurance | 6,365,490 | |||||
Internet & Direct Marketing Retail – 1.6% | ||||||
900 | Expedia Group Inc | 117,432 | ||||
9,800 | Netflix Inc, (2) | 3,666,474 | ||||
2,200 | TripAdvisor Inc, (2) | 112,354 | ||||
Total Internet & Direct Marketing Retail | 3,896,260 | |||||
Internet Software & Services – 0.1% | ||||||
4,300 | Twitter Inc, (2) | 122,378 | ||||
IT Services – 7.0% | ||||||
5,100 | Accenture PLC | 868,020 | ||||
17,300 | Akamai Technologies Inc, (2) | 1,265,495 | ||||
4,900 | Automatic Data Processing Inc | 738,234 | ||||
6,600 | Broadridge Financial Solutions Inc | 870,870 | ||||
3,700 | Fidelity National Information Services Inc | 403,559 | ||||
6,500 | Fiserv Inc, (2) | 535,470 | ||||
1,600 | Gartner Inc, (2) | 253,600 | ||||
1,600 | Global Payments Inc | 203,840 | ||||
19,000 | Mastercard Inc | 4,229,590 | ||||
15,000 | Paychex Inc | 1,104,750 | ||||
29,400 | PayPal Holdings Inc, (2) | 2,582,496 | ||||
20,200 | Total System Services Inc | 1,994,548 | ||||
13,200 | VeriSign Inc, (2) | 2,113,584 | ||||
Total IT Services | 17,164,056 | |||||
Life Sciences Tools & Services – 0.1% | ||||||
400 | Illumina Inc, (2) | 146,824 | ||||
400 | Waters Corp, (2) | 77,872 | ||||
Total Life Sciences Tools & Services | 224,696 |
JCE | Nuveen Core Equity Alpha Fund (continued) |
Portfolio of Investments September 30, 2018 | |
(Unaudited) |
Shares | Description (1) | Value | ||||
Machinery – 2.4% | ||||||
10,800 | Caterpillar Inc | $1,646,892 | ||||
16,700 | Deere & Co | 2,510,511 | ||||
700 | Illinois Tool Works Inc | 98,784 | ||||
20,700 | Xylem Inc/NY | 1,653,309 | ||||
Total Machinery | 5,909,496 | |||||
Media – 1.1% | ||||||
17,700 | Discovery Inc, (2) | 523,566 | ||||
8,800 | Discovery Inc, Class A, (2) | 281,600 | ||||
7,700 | Interpublic Group of Cos Inc/The | 176,099 | ||||
64,600 | News Corp, Class A Shares, (3) | 852,074 | ||||
14,400 | Twenty-First Century Fox Inc | 659,808 | ||||
5,100 | Twenty-First Century Fox Inc, Class A Shares | 236,283 | ||||
Total Media | 2,729,430 | |||||
Metals & Mining – 0.9% | ||||||
164,100 | Freeport-McMoRan Inc, (3) | 2,284,272 | ||||
Multiline Retail – 2.2% | ||||||
10,300 | Dollar General Corp | 1,125,790 | ||||
25,700 | Dollar Tree Inc, (2) | 2,095,835 | ||||
14,600 | Kohl's Corp | 1,088,430 | ||||
20,600 | Macy's Inc | 715,438 | ||||
2,800 | Nordstrom Inc | 167,468 | ||||
2,100 | Target Corp | 185,241 | ||||
Total Multiline Retail | 5,378,202 | |||||
Multi-Utilities – 0.4% | ||||||
17,400 | Public Service Enterprise Group Inc | 918,546 | ||||
Oil, Gas & Consumable Fuels – 4.7% | ||||||
16,900 | Anadarko Petroleum Corp | 1,139,229 | ||||
1,700 | Andeavor | 260,950 | ||||
7,400 | ConocoPhillips | 572,760 | ||||
1,100 | Devon Energy Corp | 43,934 | ||||
17,600 | Hess Corp | 1,259,808 | ||||
12,300 | HollyFrontier Corp | 859,770 | ||||
28,600 | Marathon Oil Corp | 665,808 | ||||
15,200 | Marathon Petroleum Corp | 1,215,544 | ||||
5,100 | Newfield Exploration Co, (2) | 147,033 | ||||
12,800 | Noble Energy Inc | 399,232 | ||||
6,200 | Occidental Petroleum Corp | 509,454 | ||||
8,500 | ONEOK Inc | 576,215 | ||||
5,600 | Phillips 66 | 631,232 |
Shares | Description (1) | Value | ||||
Oil, Gas & Consumable Fuels (continued) | ||||||
3,300 | Pioneer Natural Resources Co | $574,827 | ||||
24,000 | Valero Energy Corp | 2,730,000 | ||||
Total Oil, Gas & Consumable Fuels | 11,585,796 | |||||
Personal Products – 1.4% | ||||||
24,100 | Estee Lauder Companies Inc, Class A Shares | 3,502,212 | ||||
Pharmaceuticals – 1.1% | ||||||
29,000 | Zoetis Inc | 2,655,240 | ||||
Professional Services – 0.9% | ||||||
1,200 | Equifax Inc | 156,684 | ||||
5,800 | IHS Markit Ltd, (2) | 312,968 | ||||
13,600 | Robert Half International Inc | 957,168 | ||||
5,600 | Verisk Analytics Inc, Class A Shares, (2) | 675,080 | ||||
Total Professional Services | 2,101,900 | |||||
Real Estate Management & Development – 0.7% | ||||||
41,000 | CBRE Group Inc, (2) | 1,808,100 | ||||
Road & Rail – 1.5% | ||||||
34,100 | CSX Corp, (3) | 2,525,105 | ||||
9,600 | JB Hunt Transport Services Inc | 1,141,824 | ||||
Total Road & Rail | 3,666,929 | |||||
Semiconductors & Semiconductor Equipment – 2.7% | ||||||
10,600 | Advanced Micro Devices Inc, (2) | 327,434 | ||||
1,300 | Analog Devices Inc | 120,198 | ||||
85,900 | Micron Technology Inc, (2) | 3,885,257 | ||||
3,200 | NVIDIA Corp | 899,264 | ||||
12,100 | Texas Instruments Inc | 1,298,209 | ||||
Total Semiconductors & Semiconductor Equipment | 6,530,362 | |||||
Software – 4.6% | ||||||
4,900 | Activision Blizzard Inc | 407,631 | ||||
3,900 | Adobe Systems Inc, (2) | 1,052,805 | ||||
5,400 | ANSYS Inc, (2) | 1,008,072 | ||||
2,400 | Autodesk Inc, (2) | 374,664 | ||||
3,300 | CA Inc | 145,695 | ||||
6,300 | Citrix Systems Inc | 700,308 | ||||
600 | Electronic Arts Inc, (2) | 72,294 | ||||
6,700 | Intuit Inc | 1,523,580 | ||||
1,500 | Microsoft Corp | 171,555 | ||||
22,500 | Red Hat Inc, (2) | 3,066,300 | ||||
17,600 | Salesforce.com Inc, (2) | 2,798,928 | ||||
Total Software | 11,321,832 |
JCE | Nuveen Core Equity Alpha Fund (continued) |
Portfolio of Investments September 30, 2018 | |
(Unaudited) |
Shares | Description (1) | Value | ||||
Specialty Retail – 2.1% | ||||||
900 | Advance Auto Parts Inc. | $151,497 | ||||
2,600 | AutoZone Inc, (2) | 2,016,820 | ||||
9,500 | Best Buy Co Inc | 753,920 | ||||
8,800 | Foot Locker Inc. | 448,624 | ||||
2,100 | Ross Stores Inc | 208,110 | ||||
4,000 | Tiffany & Co | 515,880 | ||||
4,000 | TJX Cos Inc/The | 448,080 | ||||
1,800 | Tractor Supply Co | 163,584 | ||||
1,500 | Ulta Beauty Inc, (2) | 423,180 | ||||
Total Specialty Retail | 5,129,695 | |||||
Technology Hardware, Storage & Peripherals – 1.9% | ||||||
4,300 | Apple Inc | 970,682 | ||||
30,800 | Hewlett Packard Enterprise Co | 502,348 | ||||
13,700 | NetApp Inc | 1,176,693 | ||||
44,200 | Seagate Technology PLC | 2,092,870 | ||||
Total Technology Hardware, Storage & Peripherals | 4,742,593 | |||||
Textiles, Apparel & Luxury Goods – 2.9% | ||||||
13,600 | Michael Kors Holdings Ltd, (2) | 932,416 | ||||
5,000 | NIKE Inc | 423,600 | ||||
2,800 | PVH Corp | 404,320 | ||||
4,400 | Ralph Lauren Corp | 605,220 | ||||
31,800 | Tapestry Inc | 1,598,586 | ||||
19,600 | Under Armour Inc, Class A Shares, (2) | 415,912 | ||||
19,900 | Under Armour Inc, Class C Shares, (2) | 387,254 | ||||
25,300 | VF Corp | 2,364,285 | ||||
Total Textiles, Apparel & Luxury Goods | 7,131,593 | |||||
Trading Companies & Distributors – 2.1% | ||||||
32,000 | Fastenal Co | 1,856,640 | ||||
9,300 | United Rentals Inc, (2) | 1,521,480 | ||||
5,000 | WW Grainger Inc | 1,787,050 | ||||
Total Trading Companies & Distributors | 5,165,170 | |||||
Total Long-Term Investments (cost $204,421,503) | 240,263,817 |
Principal Amount (000) | Description (1) | Coupon | Maturity | Ratings (4) | Value | |
SHORT-TERM INVESTMENTS – 3.5% | ||||||
REPURCHASE AGREEMENTS – 2.5% | ||||||
$ 6,096 | Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/28/18, repurchase price $6,096,769, collateralized by $5,760,000 U.S. Treasury Bonds, 3.625%, due 2/15/44, value $6,224,867 | 1.050% | N/A | $ 6,096,236 | ||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 1.0% | ||||||
2,500 | U.S. Treasury Bills, (3) | 0.000% | 1/17/19 | F1+ | 2,483,594 | |
Total Short-Term Investments (cost $8,580,411) | 8,579,830 | |||||
Total Investments (cost $213,001,914) – 101.9% | 248,843,647 | |||||
Other Assets Less Liabilities – (1.9)% (5) | (4,669,185) | |||||
Net Assets – 100% | $ 244,174,462 |
Futures Contracts | |||||||
Description | Contract
Position |
Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) |
Variation
Margin Receivable/ (Payable) |
S&P 500 E-Mini | Long | 30 | 12/18 | $4,344,441 | $4,378,500 | $34,059 | $(1,350) |
Options Written | ||||||
Description (6) | Type | Number
of Contracts |
Notional
Amount (7) |
Exercise
Price |
Expiration
Date |
Value |
RUSSELL 2000® Index | Call | (250) | $(43,500,000) | $1,740 | 10/19/18 | $(85,000) |
Total Options Written (premiums received $210,491) | (250) | $(43,500,000) | $(85,000) |
JCE | Nuveen Core Equity Alpha Fund (continued) |
Portfolio of Investments September 30, 2018 | |
(Unaudited) |
Level 1 | Level 2 | Level 3 | Total | |
Long-Term Investments: | ||||
Common Stocks | $240,263,817 | $ — | $ — | $240,263,817 |
Short-Term Investments: | ||||
Repurchase Agreements | — | 6,096,236 | — | 6,096,236 |
U.S. Government and Agency Obligations | — | 2,483,594 | — | 2,483,594 |
Investments in Derivatives: | ||||
Futures Contracts* | 34,059 | — | — | 34,059 |
Options Written | (85,000) | — | — | (85,000) |
Total | $240,212,876 | $8,579,830 | $ — | $248,792,706 |
* | Represents net unrealized appreciation (depreciation). |
Tax cost of investments | $213,001,953 |
Gross unrealized: | |
Appreciation | $ 40,023,837 |
Depreciation | (4,182,143) |
Net unrealized appreciation (depreciation) of investments | $ 35,841,694 |
Tax cost of futures contracts | $34,059 |
Net unrealized appreciation (depreciation) of futures contracts | — |
Tax cost of options written | $(85,000) |
Net unrealized appreciation (depreciation) on option written | — |
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. | |
(2) | Non-income producing; issuer has not declared a dividend within the past twelve months. | |
(3) | Investment, or portion of investment, has been pledged to collateralized the net payment obligations for investments in derivatives. | |
(4) | For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated 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. | |
(5) | 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. | |
(6) | Exchange-traded, unless otherwise noted. | |
(7) | For disclosure purposes, Notional Amount is calculated by multiplying the Number of Contracts by the Strike Price by 100. | |
S&P | Standard & Poor's |
Item 2. Controls and Procedures.
a. | The registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
b. | There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting. |
Item 3. Exhibits.
File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: EX-99 CERT Attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | Nuveen Core Equity Alpha Fund | |||
By (Signature and Title) | /s/ Gifford R. Zimmerman | |||
Gifford R. Zimmerman | ||||
Vice President and Secretary |
Date: November 29, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title) | /s/ Cedric H. Antosiewicz | |||
Cedric H. Antosiewicz | ||||
Chief Administrative Officer (principal executive officer) | ||||
Date: November 29, 2018 | ||||
By (Signature and Title) | /s/ Stephen D. Foy | |||
Stephen D. Foy | ||||
Vice President and Controller (principal financial officer) | ||||
Date: November 29, 2018 |