0001752724-23-195587.txt : 20230828 0001752724-23-195587.hdr.sgml : 20230828 20230828153138 ACCESSION NUMBER: 0001752724-23-195587 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230828 DATE AS OF CHANGE: 20230828 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nuveen Core Plus Impact Fund CENTRAL INDEX KEY: 0001835068 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23627 FILM NUMBER: 231214799 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 2023-12-31 2023-06-30 N 527641467.00 187005142.00 340636325.00 0.00000000 0.00000000 105500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 70000000.00000000 92149.00000000 EUR USD N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 302610AD2 64977297.99000000 PA USD 3664069.83000000 1.075654462277 Long ABS-MBS MUN US Y 2 2038-03-25 Variable 0.77035900 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 5710000.00000000 PA USD 4917737.50000000 1.443691450111 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 1910102.52000000 0.560745399070 Long EP CORP BM N 1 N N N DELTA AIR LINES 2019-1AA N/A 24737BAA3 5000000.00000000 PA USD 4899391.50000000 1.438305647525 Long DBT CORP US N 2 2024-04-25 Fixed 3.20400000 N N N N N N YMCA OF GREATER NY N/A 98425BAU0 6160000.00000000 PA USD 5477679.90000000 1.608072744443 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 1777892.06000000 0.521932609506 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 4934788.46000000 1.448697070108 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCM6 3583000.00000000 PA USD 3374593.52000000 0.990673416876 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 3250000.00000000 PA USD 2860487.50000000 0.839748227086 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 2124562.30000000 0.623703975199 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 5025000.00000000 1.475180311436 Long EP CORP US N 1 N N N Brookfield Property Partners LP 5493004J5Z0TZW83NU62 EP0585729 77904.00000000 NS USD 1071180.00000000 0.314464407165 Long EP CORP BM N 1 N N N ATLANTICA SUSTAIN INFRA 549300ITBBGKJ651R879 04916WAA2 6270000.00000000 PA USD 5586001.94000000 1.639872653041 Long DBT CORP GB Y 2 2028-06-15 Fixed 4.12500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 4000000.00000000 PA USD 3330137.28000000 0.977622477579 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 5694764.67000000 1.671801934218 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 9548163.00000000 PA USD 8736569.15000000 2.564779064593 Long DBT CORP US Y 2 2039-09-30 Fixed 4.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 5000000.00000000 PA USD 4696970.20000000 1.378881186555 Long DBT CORP US N 2 2026-01-25 Fixed 2.01400000 N N N N N N NYC Commercial Mortgage Trust N/A 67076XAG0 7420000.00000000 PA USD 4675326.42000000 1.372527260561 Long ABS-MBS CORP US Y 2 2043-04-10 Variable 3.31235000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2575000.00000000 PA USD 2483265.63000000 0.729007873719 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N JPM-NA ZBUT11V806EZRVTWT807 N/A 1.00000000 NC USD 610051.47000000 0.179091724876 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES INC. ZBUT11V806EZRVTWT807 5000000.00000000 EUR 5905000.00000000 USD 2029-06-14 631875.52000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 12000000.00000000 PA USD 10014720.00000000 2.940003536029 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 3975000.00000000 1.166933679195 Long DBT CORP CA N 2 2082-01-18 Fixed 4.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DS4 5000000.00000000 PA USD 3747410.00000000 1.100120487737 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 1569078.80000000 0.460631672209 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 4589577.74000000 PA USD 1841338.59000000 0.540558494458 Long ABS-O CORP US Y 2 2040-09-20 Fixed 0.00000000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 45410BAA2 8239500.00000000 PA USD 7192259.55000000 2.111418842368 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 11461567.80000000 3.364752070995 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N VNO Mortgage Trust N/A 91831UAG2 7000000.00000000 PA USD 5547409.00000000 1.628542992295 Long ABS-MBS CORP US Y 2 2035-01-10 Variable 4.03271800 N N N N N N STATE STREET BANK AND TRUST COMPANY 549300H47WTHXPU08X20 85748R009 6198250.58000000 PA USD 6198250.58000000 1.819609397206 Long RA CORP US N 2 Repurchase N 5.01000000 2023-07-03 6444400.00000000 USD 6322279.85000000 USD UST N N N LTR INTERMEDIATE HOLDING 549300J0IFHJE2TQGX07 50219UAB1 10444616.82000000 PA USD 9330541.77000000 2.739150550077 Long LON CORP US N 2 2028-05-07 Variable 9.69300000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAU9 5745000.00000000 PA USD 4942254.83000000 1.450888959068 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 7668083.04000000 2.251105497923 Long DBT NUSS BJ Y 2 2035-01-22 Fixed 4.95000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 85511XAC4 8108000.00000000 PA USD 7937973.13000000 2.330336651559 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 2149325.00000000 0.630973516990 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAE8 5424751.01000000 PA USD 3823906.99000000 1.122577573017 Long ABS-O CORP US Y 2 2046-04-20 Fixed 0.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 BQ4129079 5000000.00000000 PA 4026431.05000000 1.182032201057 Long DBT NUSS MX N 2 2036-08-12 Fixed 2.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 4250000.00000000 PA USD 3419125.00000000 1.003746444246 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 1247755.48000000 0.366301356732 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 4985639.80000000 1.463625407536 Long DBT CORP TR N 2 2026-05-27 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 35833TAB1 46007360.31000000 PA USD 4594755.07000000 1.348874072663 Long ABS-MBS MUN US N 2 2041-07-25 Variable 1.30198900 N N N N N N STAR ENERGY CO ISSUE N/A 85513LAB0 5000000.00000000 PA USD 4522650.00000000 1.327706315525 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 4436439.40000000 1.302397623036 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 1745748.26000000 0.512496211318 Long DBT CORP US N 2 2045-07-01 Fixed 4.30500000 N N N N N N INVERSIONES LATAM POWER N/A 46137NAC2 6673866.59000000 PA USD 2715116.13000000 0.797071812584 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 3626000.00000000 1.064478370003 Long EP CORP US N 1 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 1550000.00000000 PA USD 1569757.90000000 0.460831034388 Long DBT CORP MX Y 2 N/A Fixed 9.12500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 5000000.00000000 PA USD 4255000.00000000 1.249132781126 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 EP0586206 200000.00000000 NS USD 3994000.00000000 1.172511475398 Long EP CORP BM N 1 N N N Hudson Yards N/A 44421MAN0 2500000.00000000 PA USD 1655052.00000000 0.485870671602 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 2722676.12000000 PA USD 2041007.32000000 0.599174888350 Long DBT CORP PA Y 2 2038-10-01 Fixed 6.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 5000000.00000000 PA USD 3175805.00000000 0.932315424668 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N GoodLeap Sustainable Home Impr N/A 382371AC6 2213192.95000000 PA USD 1456052.56000000 0.427450759985 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 462770.91000000 0.135854832863 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 3000000.00000000 EUR 3543900.00000000 USD 2031-07-02 467173.49000000 N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 5100000.00000000 PA USD 4150928.25000000 1.218580622603 Long DBT CORP US Y 2 2032-01-15 Fixed 3.75000000 N N N N N N Tesla Auto Lease Trust N/A 88161FAE6 1600000.00000000 PA USD 1567915.52000000 0.460290170169 Long ABS-O CORP US Y 2 2025-03-20 Fixed 1.02000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 BR3164695 5400000.00000000 PA 4852105.25000000 1.424423907227 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 4453916.40000000 1.307528314838 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 5490362.40000000 1.611795923408 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 2761262.24000000 0.810618844012 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 15000000.00000000 PA USD 12452824.50000000 3.655753537148 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 2699117.48000000 0.792375117363 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR230714 1.00000000 NC USD -29070.57000000 -0.00853419552 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 6858671.23000000 EUR 7458329.66000000 USD 2023-07-14 -29070.57000000 N N N City of Detroit MI 549300BQRJP7MKKHOY28 2510935N6 500000.00000000 PA USD 425445.95000000 0.124897410750 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 1929500.00000000 0.566439882769 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 1821282.55000000 0.534670678472 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 4397237.60000000 1.290889220343 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 1873858.85000000 0.550105409339 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 2667068.87000000 PA USD 2625870.66000000 0.770872178708 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 4927745.39000000 1.446629448576 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 7.97600000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 N/A -12000000.00000000 PA USD -12000000.00000000 -3.52281865417 Short RA CORP US Y N/A Reverse repurchase N 5.74000000 2023-07-24 21500000.00000000 USD 15959088.11000000 USD CDS N N N SOCIEDAD DE TRANSMISION N/A 83364AAA1 5000000.00000000 PA USD 4278600.00000000 1.256060991146 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 5522825.00000000 1.621325911145 Long DBT CORP CL Y 2 2056-06-30 Fixed 4.50000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 1750000.00000000 PA USD 1414499.96000000 0.415252237118 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 7380534.33000000 2.166690334625 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 6561410.01000000 1.926221465077 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 8190939.33000000 2.404599488912 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 2411558.40000000 0.707956909762 Long ABS-MBS CORP US Y 2 2062-03-15 Variable 4.02945200 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBS4 2904000.00000000 PA USD 2870103.79000000 0.842571264236 Long DBT CORP US N 2 2024-09-16 Fixed 0.65300000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 17000000.00000000 PA USD 11195834.84000000 3.286741318618 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 348632.18000000 0.102347328929 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 696048.64000000 0.204337761100 N/A DFE CORP US N 2 MORGAN STANLEY & CO. INCORPORATED 9R7GPTSO7KV3UQJZQ078 5000000.00000000 EUR 6088500.00000000 USD 2026-05-27 683889.36000000 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 1500000.00000000 PA USD 1308750.00000000 0.384207409471 Long DBT CORP US Y 2 N/A Fixed 7.00000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BH5 5800000.00000000 PA USD 3685426.49000000 1.081924098963 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 3150000.00000000 PA USD 3005289.47000000 0.882257483842 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C N/A 04052BRA4 810000.00000000 PA USD 704173.34000000 0.206722914827 Long DBT MUN US N 2 2031-07-01 Fixed 3.25000000 N N N N N N Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2 N/A 34924CAB1 234357.85000000 PA USD 23.44000000 0.000006881239 Long DBT MUN US N 2 2029-12-01 Fixed 10.75000000 Y N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 10000000.00000000 PA USD 7259200.00000000 2.131070431199 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 -9.92847724035 Short RA CORP FR N N/A Reverse repurchase N 5.75000000 2023-09-05 53585000.00000000 USD 45207701.08000000 USD CDS N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 10195000.00000000 PA USD 7518812.50000000 2.207284411021 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 5161788.33000000 1.515337018152 Long ABS-MBS CORP US Y 2 2046-11-10 Variable 2.77294800 N N N N N N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 35833JAG2 28522133.65000000 PA USD 4522754.73000000 1.327737060925 Long ABS-MBS MUN US N 2 2038-01-25 Variable 2.12666200 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HF3 13000000.00000000 PA USD 9641129.68000000 2.830329290336 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 1228126.73000000 0.360538979511 Long ABS-MBS CORP US Y 2 2041-07-15 Variable 0.25799900 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 7200000.00000000 PA USD 5976000.00000000 1.754363689779 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 11598221.76000000 3.404869330949 Long DBT CORP US N 2 2045-07-28 Fixed 4.62500000 N N N N N N County of Gallatin MT N/A 363671BN7 1000000.00000000 PA USD 1042899.40000000 0.306162121729 Long DBT MUN US Y 2 2027-09-01 Fixed 11.50000000 N N N N N N C-NY E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC 913117.92000000 0.268062403503 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5000000.00000000 EUR 5909000.00000000 USD 2036-08-12 919307.26000000 N N N GoodLeap Sustainable Home Impr N/A 38237GAC3 2334526.49000000 PA USD 1658726.13000000 0.486949279411 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 8886253.31000000 2.608721577183 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 578220.51000000 0.169747166571 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 8.72600000 N N N N N N MFT Trust N/A 55317BAJ6 10000000.00000000 PA USD 6112407.00000000 1.794408450126 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 3.59259000 N N N N N N SLG Office Trust N/A 78449RAL9 3860000.00000000 PA USD 2755487.25000000 0.808923490470 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N Hudson Yards N/A 44421LAA0 680000.00000000 PA USD 611559.50000000 0.179534434561 Long ABS-MBS CORP US Y 2 2038-08-10 Fixed 2.83500000 N N N N N N LYB INT FINANCE III N/A 50249AAK9 5000000.00000000 PA USD 3364971.10000000 0.987848580153 Long DBT CORP US N 2 2060-10-01 Fixed 3.80000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAB0 3000000.00000000 PA USD 2531916.69000000 0.743290278862 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 14325000.00000000 4.205364768422 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 4112508.35000000 1.207301760902 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 254000.00000000 PA USD 236508.87000000 0.069431488259 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 5000000.00000000 PA USD 4677005.45000000 1.373020170411 Long DBT CORP GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N GTC AURORA LUXEM 549300UAWIR6P1PVC062 BQ1077859 2250000.00000000 PA 1873275.35000000 0.549934112282 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 2011539.41000000 0.590524046429 Long DBT CORP US N 2 2030-02-01 Fixed 2.86700000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AS8 2500000.00000000 PA USD 1898000.00000000 0.557192483802 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 8702031.25000000 2.554639834726 Long DBT CORP MX Y 2 2031-08-11 Fixed 2.72000000 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 BR3179578 5000000.00000000 PA 4198196.90000000 1.232457196102 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 3717757.95000000 1.091415588164 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 15000000.00000000 PA USD 12729742.50000000 3.737047861821 Long DBT CORP IT Y 2 2035-06-30 Fixed 5.45900000 N N N N N N CONSTELLATION RENEWABLES 5493004JBPWTPTK8LB51 30204KAD8 1071678.49000000 PA USD 1066657.68000000 0.313136797727 Long LON CORP US N 2 2027-12-15 Variable 8.02535000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 2510935M8 1000000.00000000 PA USD 863205.50000000 0.253409703148 Long DBT MUN US N 2 2027-04-01 Fixed 2.96000000 N N N N N N C-NY E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC 288926.79000000 0.084819723791 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2250000.00000000 EUR 2725875.00000000 USD 2026-06-23 262833.83000000 N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AE3 7050000.00000000 PA USD 5957250.00000000 1.748859285632 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 1351875.00000000 0.396867539009 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 5437899.33000000 1.596394433271 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 4255184.00000000 PA USD 4172441.95000000 1.224896361243 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 2584956.80000000 0.758861169606 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 9735800.00000000 PA USD 7839110.39000000 2.301313692836 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 2052619.37000000 0.602583817213 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 6393324.70000000 1.876876959613 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 1572319.46000000 0.461583027001 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 759585.68000000 0.222990216912 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5000000.00000000 EUR 5904500.00000000 USD 2031-07-02 739633.96000000 N N N Banc of America Merrill Lynch N/A 05493LAN6 5000000.00000000 PA USD 4038295.50000000 1.185515226539 Long ABS-MBS CORP US Y 2 2038-09-15 Variable 8.94300000 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 4846903.00000000 1.422896691948 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 8781810.30000000 2.578060428523 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 5137900.00000000 1.508324163607 Long EP CORP BM N 1 N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAJ5 6500000.00000000 PA USD 3952917.15000000 1.160450856202 Long ABS-MBS CORP US Y 2 2034-04-15 Variable 9.19300000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 10000000.00000000 PA USD 6944900.00000000 2.038801939282 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N Tesla Auto Lease Trust N/A 88161KAG0 2500000.00000000 PA USD 2355096.50000000 0.691381490215 Long ABS-O CORP US Y 2 2025-09-22 Fixed 1.32000000 N N N N N N MS Autotech Co Ltd 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC 600903.78000000 0.176406253795 N/A DFE CORP US N 2 MORGAN STANLEY & CO. INCORPORATED 9R7GPTSO7KV3UQJZQ078 5400000.00000000 EUR 6376320.00000000 USD 2028-09-21 623310.39000000 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 10000000.00000000 PA USD 6646533.40000000 1.951210987260 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N 2023-06-30 Nuveen Core Plus Impact Fund E. Scott Wickerham E. Scott Wickerham Vice President and Funds Controller