0001752724-22-195117.txt : 20220826 0001752724-22-195117.hdr.sgml : 20220826 20220826100619 ACCESSION NUMBER: 0001752724-22-195117 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220826 DATE AS OF CHANGE: 20220826 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nuveen Core Plus Impact Fund CENTRAL INDEX KEY: 0001835068 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23627 FILM NUMBER: 221200420 BUSINESS ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-917-8146 MAIL ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: Nuveen Impact Opportunities Fund DATE OF NAME CHANGE: 20201204 NPORT-P 1 primary_doc.xml 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 2022-06-30 N 532415911.00 143336147.00 389079764.00 0.00000000 0.00000000 130600000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3859304.00000000 EUR USD N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 302610AD2 65637474.73000000 PA USD 3970410.85000000 1.020461925128 Long ABS-MBS MUN US Y 2 2038-03-25 Variable 0.77070900 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 5710000.00000000 PA USD 4956622.60000000 1.273934822269 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 1877464.07000000 0.482539634212 Long EP CORP BM N 1 N N N YMCA OF GREATER NY N/A 98425BAU0 6160000.00000000 PA USD 5642433.97000000 1.450199802732 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 1594770.48000000 0.409882658405 Long DBT CORP US Y 2 2029-07-01 Fixed 4.25000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 7000000.00000000 PA USD 5263922.65000000 1.352916069415 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 5118750.00000000 1.315604272855 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 2571056.95000000 0.660804592756 Long ABS-MBS CORP US Y 2 2041-02-12 Variable 2.98890600 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252835 300000.00000000 NS USD 5247000.00000000 1.348566665625 Long EP CORP US N 1 N N N Brookfield Property Partners LP 5493004J5Z0TZW83NU62 EP0585729 77904.00000000 NS USD 1330600.32000000 0.341986513593 Long EP CORP BM N 1 N N N MS Autotech Co Ltd 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 724350.88000000 0.186170278441 N/A DFE CORP US N 2 MORGAN STANLEY & CO. INCORPORATED 9R7GPTSO7KV3UQJZQ078 5400000.00000000 EUR 6376320.00000000 USD 2028-09-21 751053.91000000 N N N ATLANTICA SUSTAIN INFRA 549300ITBBGKJ651R879 04916WAA2 6270000.00000000 PA USD 5459797.31000000 1.403259129662 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 3881014.25000000 0.997485505311 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 6010280.41000000 1.544742483703 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 8763011.21000000 2.252240291273 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 5492626.06000000 1.411696666907 Long ABS-MBS CORP US Y 2 2043-04-10 Variable 3.31235000 N N N N N N JPM-NA ZBUT11V806EZRVTWT807 N/A 1.00000000 NC USD 722961.99000000 0.185813310506 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES INC. ZBUT11V806EZRVTWT807 5000000.00000000 EUR 5905000.00000000 USD 2029-06-14 749761.87000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 12000000.00000000 PA USD 9964676.52000000 2.561088353081 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 4149906.40000000 1.066595280447 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 1556223.60000000 0.399975466213 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 3804251.70000000 0.977756247431 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 1595000.00000000 0.409941648879 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 4913455.92000000 PA USD 3120044.51000000 0.801903568030 Long ABS-O CORP US Y 2 2040-09-20 Fixed 0.00000000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 45410BAA2 8761500.00000000 PA USD 7079292.00000000 1.819496323124 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 12255740.25000000 3.149930010238 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 3739408.35000000 0.961090423093 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 5920608.40000000 1.521695278914 Long ABS-MBS CORP US Y 2 2035-01-10 Variable 4.03271800 N N N N N N LTR INTERMEDIATE HOLDING 549300J0IFHJE2TQGX07 50219UAB1 10524346.74000000 PA USD 9682399.00000000 2.488538314215 Long LON CORP US N 2 2028-05-07 Variable 6.75040000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAU9 5745000.00000000 PA USD 4868887.50000000 1.251385435712 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 6808198.74000000 1.749820825942 Long DBT NUSS BJ Y 2 2035-01-22 Fixed 4.95000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 85511XAC4 8227000.00000000 PA USD 7737493.50000000 1.988665105697 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 2190550.00000000 0.563007949187 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 8096411.83000000 2.080913113229 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 6118654.96000000 PA USD 5812722.21000000 1.493966725547 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 3635162.65000000 0.934297536481 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 5015625.00000000 1.289099424867 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 1347618.35000000 0.346360431636 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 4460644.08000000 1.146460055938 Long DBT CORP TR N 2 2026-05-27 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 35833TAB1 46433559.03000000 PA USD 5143445.33000000 1.321951385269 Long ABS-MBS MUN US N 2 2041-07-25 Variable 1.29945900 N N N N N N STAR ENERGY CO ISSUE N/A 85513LAB0 5000000.00000000 PA USD 4237500.00000000 1.089108299140 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 4361700.00000000 1.121029774244 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 1981115.60000000 0.509179809207 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 6179789.60000000 1.588309177652 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 3554000.00000000 0.913437379385 Long EP CORP US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 5000000.00000000 PA USD 4248350.00000000 1.091896930419 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 4056407.80000000 1.042564578095 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 4161000.00000000 1.069446520996 Long EP CORP BM N 1 N N N Hudson Yards N/A 44421MAN0 3000000.00000000 PA USD 2319877.20000000 0.596247200355 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089300 N N N N N N UEP PENONOME II SA 549300DS6G5XB230S845 90363PAA4 2845867.73000000 PA USD 2650214.32000000 0.681149359389 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 1868428.50000000 0.480217341758 Long ABS-O CORP US Y 2 2048-05-20 Fixed 3.50000000 N N N N N N C-NY E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 521324.42000000 0.133989086104 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 3000000.00000000 EUR 3543900.00000000 USD 2031-07-02 527950.21000000 N N N Florida Development Finance Corporation, Revenue Bonds, Brightline Passenger Rail Expansion Project, Series 2021A-1 549300HC854CNBLMWC48 340618DD6 3395000.00000000 PA USD 3356738.35000000 0.862737839534 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 4041750.00000000 1.038797278596 Long DBT CORP US Y 2 2032-01-15 Fixed 3.75000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A -22510000.00000000 PA USD -22510000.00000000 -5.78544609171 Short RA CORP FR N N/A Reverse repurchase N 1.74000000 2022-08-02 34164602.00000000 USD 29369946.56000000 USD CDS N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 BR3164695 5400000.00000000 PA 4698057.04000000 1.207479153297 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 4557635.70000000 1.171388522791 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 5915880.00000000 1.520480001113 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 2625129.00000000 0.674702013029 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 1332000.00000000 0.342346254738 Long EP CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 2000000.00000000 PA USD 1584950.00000000 0.407358630966 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 15000000.00000000 PA USD 12722933.85000000 3.270006571197 Long DBT CORP AU Y 2 2031-04-29 Fixed 3.64900000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAE8 4000000.00000000 PA USD 2834230.00000000 0.728444463639 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 5136000.00000000 1.320037811064 Long EP CORP US N 1 N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAQ9 5000000.00000000 PA USD 3620924.55000000 0.930638106894 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 449333.70000000 0.115486268260 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 1911075.00000000 0.491178204785 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 1966113.50000000 0.505324018855 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 4522082.65000000 1.162250794929 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 1986412.59000000 0.510541224138 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 2805619.61000000 PA USD 3037945.87000000 0.780802845865 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 5497277.09000000 1.412892059325 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 4.07400000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 N/A -35000000.00000000 PA USD -35000000.00000000 -8.99558477166 Short RA CORP US Y N/A Reverse repurchase N 1.56000000 2022-07-25 48985000.00000000 USD 38593672.25000000 USD CDS N N N SOCIEDAD DE TRANSMISION N/A 83364AAA1 5000000.00000000 PA USD 3883800.00000000 0.998201489605 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 5464144.34000000 1.404376389001 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 4021338.95000000 1.033551297723 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 7025308.54000000 1.805621671961 Long DBT CORP US Y 2 2026-09-01 Fixed 5.87500000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 BQ2184134 8000000.00000000 PA 5784013.31000000 1.486588058586 Long DBT CORP FR N 2 N/A Fixed 1.87500000 N N N N N N BANCO BTG PACTUAL/CAYMAN 2549002JHJ73KGETOK78 05971AAG6 9000000.00000000 PA USD 7996050.00000000 2.055118446098 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 2971896.19000000 0.763826974563 Long ABS-MBS CORP US Y 2 2062-03-15 Variable 4.02945200 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 17000000.00000000 PA USD 11485860.79000000 2.952058126055 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 371539.80000000 0.095491936198 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 814547.78000000 0.209352388730 N/A DFE CORP US N 2 MORGAN STANLEY & CO. INCORPORATED 9R7GPTSO7KV3UQJZQ078 5000000.00000000 EUR 6088500.00000000 USD 2026-05-27 802106.89000000 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 1500000.00000000 PA USD 1361250.00000000 0.349863993440 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 4716176.18000000 1.212136075008 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BH5 10800000.00000000 PA USD 7166568.42000000 1.841927821257 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 719000.87000000 0.184795236485 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 5196703.60000000 1.335639650485 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 6662500.00000000 1.712373815462 Long DBT CORP GB N 2 2081-06-04 Fixed 5.12500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A -33820000.00000000 PA USD -33820000.00000000 -8.69230505650 Short RA CORP FR N N/A Reverse repurchase N 1.59000000 2022-08-02 48210000.00000000 USD 42859935.72000000 USD CDS N N N RBC Capital Markets N/A N/A -20050000.00000000 PA USD -20050000.00000000 -5.15318499062 Short RA CORP CA N N/A Reverse repurchase N 2.11000000 2022-08-01 28325000.00000000 USD 21766591.49000000 USD CDS 1700000.00000000 USD 1761710.00000000 USD N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 2400000.00000000 PA USD 2159236.03000000 0.554959735711 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 8500602.74000000 2.184796930225 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 5766418.37000000 1.482065865034 Long ABS-MBS CORP US Y 2 2046-11-10 Variable 2.77294800 N N N N N N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 35833JAG2 28726825.58000000 PA USD 5232591.28000000 1.344863383848 Long ABS-MBS MUN US N 2 2038-01-25 Variable 2.12576000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HF3 13000000.00000000 PA USD 10081165.51000000 2.591027969781 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 1409808.89000000 0.362344439481 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 9112432.00000000 2.342047272342 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 11767707.97000000 3.024497560351 Long DBT CORP US N 2 2045-07-28 Fixed 4.62500000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220826 1.00000000 NC USD 202340.11000000 0.052004788920 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7668164.38000000 EUR 8267222.85000000 USD 2022-08-26 202340.11000000 N N N C-NY E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 340511.87000000 0.087517239781 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2250000.00000000 EUR 2725875.00000000 USD 2026-06-23 314808.76000000 N N N GoodLeap Sustainable Home Impr N/A 38237GAC3 2564974.09000000 PA USD 2128622.49000000 0.547091544447 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 8526900.00000000 2.191555765413 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 668753.05000000 0.171880707216 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 4.82400000 N N N N N N MFT Trust N/A 55317BAJ6 10000000.00000000 PA USD 7949919.00000000 2.043262008352 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 3.59259000 N N N N N N Hudson Pacific Properties Inc N/A 444097307 400000.00000000 NS USD 7620000.00000000 1.958467313144 Long EP CORP US N 1 N N N SLG Office Trust N/A 78449RAL9 3860000.00000000 PA USD 2986549.55000000 0.767593132908 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 3543507.60000000 0.910740657280 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 4122191.70000000 1.059472139496 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 14193750.00000000 3.648030895793 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 4185219.45000000 1.075671324299 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 221686.65000000 0.056977172937 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 1792170.85000000 0.460617851613 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 2137056.55000000 0.549259238781 Long DBT CORP US N 2 2030-02-01 Fixed 2.86700000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAG0 4331000.00000000 PA USD 3827498.34000000 0.983731022310 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 2043680.00000000 0.525259905318 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 9106760.42000000 2.340589581523 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 5564018.32000000 1.430045670532 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 3628526.88000000 0.932592032722 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 3688145.36000000 0.947914978173 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 1002047.29000000 0.257542895497 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5000000.00000000 EUR 5909000.00000000 USD 2036-08-12 1015286.20000000 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 15000000.00000000 PA USD 12122755.65000000 3.115750746163 Long DBT CORP IT Y 2 2035-06-30 Fixed 5.45900000 N N N N N N EXGEN RENEWABLES IV LLC 5493004JBPWTPTK8LB51 30204KAD8 6136386.89000000 PA USD 5936954.32000000 1.525896453458 Long LON CORP US N 2 2027-12-15 Variable 4.08000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 2510935M8 1000000.00000000 PA USD 916724.00000000 0.235613384406 Long DBT MUN US N 2 2027-04-01 Fixed 2.96000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AE3 7050000.00000000 PA USD 5663265.00000000 1.455553725482 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 4794339.50000000 1.232225354182 Long ABS-MBS CORP US Y 2 2031-07-05 Variable 4.76697300 N N N N N N VENA ENERGY CAP PTE LTD 254900WSETM7TQMYGS40 BG0115322 5800000.00000000 PA USD 5531771.81000000 1.421757778695 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 4504373.00000000 PA USD 4087718.50000000 1.050611951126 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 3070914.40000000 0.789276308906 Long ABS-MBS CORP US Y 2 2053-02-15 Variable 3.81129500 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 10000000.00000000 PA USD 8270680.00000000 2.125702944550 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 2275165.12000000 0.584755448756 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 6090000.00000000 1.565231750269 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 1587933.28000000 0.408125383770 Long DBT CORP US N 2 2031-12-15 Fixed 2.90000000 N N N N N N C-NY E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC 856155.52000000 0.220046273082 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5000000.00000000 EUR 5904500.00000000 USD 2031-07-02 840219.31000000 N N N Banc of America Merrill Lynch N/A 05493LAN6 5000000.00000000 PA USD 4725140.50000000 1.214440055021 Long ABS-MBS CORP US Y 2 2038-09-15 Variable 5.07400000 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 5492390.00000000 1.411635995543 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 8776676.10000000 2.255752396313 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 5708180.00000000 1.467097630911 Long EP CORP BM N 1 N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAJ5 6500000.00000000 PA USD 6147855.35000000 1.580101541852 Long ABS-MBS CORP US Y 2 2034-04-15 Variable 5.32400000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 10000000.00000000 PA USD 7125000.00000000 1.831244042802 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 10000000.00000000 PA USD 7005058.60000000 1.800417099050 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N 2022-06-30 Nuveen Core Plus Impact Fund E. Scott Wickerham E. Scott Wickerham Vice President and Funds Controller