0001752724-22-048091.txt : 20220225
0001752724-22-048091.hdr.sgml : 20220225
20220225155719
ACCESSION NUMBER: 0001752724-22-048091
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
PERIOD START: 20211231
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: 22679638
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
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Dana Inc
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2030-09-01
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Liberty Utilities Finance GP 1
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TOPAZ SOLAR FARMS LLC
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Topaz Solar Farms LLC
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NYC Commercial Mortgage Trust
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NYC Commercial Mortgage Trust 2021-909
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USD
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NEXTERA ENERGY OPERATING
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NextEra Energy Operating Partners LP
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PA
USD
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2027-09-15
Fixed
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AIR LEASE CORP
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Air Lease Corp
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USD
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N/A
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CARRIER GLOBAL CORP
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Carrier Global Corp
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USD
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2050-04-05
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C-NY
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CITIBANK N.A.
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PRUDENTIAL FINANCIAL INC
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Prudential Financial Inc
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2043-06-15
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CONTINUUM ENERGY LEVANTE
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Continuum Energy Levanter Pte Ltd
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USD
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2027-02-09
Fixed
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REPUBLIC OF CHILE
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Chile Government International Bond
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USD
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Fixed
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HAT HOLDINGS I LLC/HAT
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HAT Holdings I LLC / HAT Holdings II LLC
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USD
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2030-09-15
Fixed
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Mosaic Solar Loans LLC
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Mosaic Solar Loans LLC
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USD
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Long
ABS-O
CORP
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2040-09-20
Fixed
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CON EDISON CO OF NY INC
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Consolidated Edison Co of New York Inc
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PA
USD
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Long
DBT
CORP
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2
2058-05-15
Fixed
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INDIA CLEANTECH ENERGY
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India Cleantech Energy
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PA
USD
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Long
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Fixed
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BROOKLYN UNION GAS CO
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Brooklyn Union Gas Co/The
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PA
USD
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Long
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CORP
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2
2048-03-15
Fixed
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VODAFONE GROUP PLC
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Vodafone Group PLC
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PA
USD
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Long
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CORP
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2081-06-04
Fixed
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Morgan Stanley Capital Services
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EUR220114
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NC
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DFE
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Morgan Stanley Capital Services
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VNO Mortgage Trust
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VNDO Trust 2016-350P
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USD
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Long
ABS-MBS
USGSE
US
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2
2035-01-10
Variable
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N
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STATE STREET BANK AND TRUST COMPANY
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Fixed Income Clearing Corp
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PA
USD
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Long
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CORP
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2
Repurchase
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LTR Intermediate Holdings, Inc., Term Loan
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USD
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Long
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2028-05-07
Variable
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Starwood Property Trust Inc
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PA
USD
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Long
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CORP
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2026-07-15
Fixed
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Triton Container International Ltd
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PA
USD
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Long
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2031-06-15
Fixed
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Benin Government International Bond
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PA
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2035-01-22
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Star Energy Geothermal Wayang Windu Ltd
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2033-04-24
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CMS Energy Corp
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USD
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Long
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CORP
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2050-06-01
Fixed
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REPUBLIC OF PERU
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Peruvian Government International Bond
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USD
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1.738969398844
Long
DBT
NUSS
PE
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2
2034-01-15
Fixed
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N
N
N
N
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Mosaic Solar Loans LLC
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Mosaic Solar Loan Trust 2020-1
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USD
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ABS-O
CORP
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Y
2
2046-04-20
Fixed
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N
N
N
N
N
UNITED MEXICAN STATES
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Mexico Government International Bond
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PA
5486732.72000000
0.970575340848
Long
DBT
NUSS
MX
N
2
2036-08-12
Fixed
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N
N
N
N
N
C-NY
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C-NY
N/A
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0.022400066710
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DFE
CORP
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N
2
CITIBANK N.A.
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EUR
2725875.00000000
USD
2026-06-23
130889.35000000
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N
N
CITIGROUP INC
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Citigroup Inc
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6250000.00000000
PA
USD
6351562.50000000
1.123559366376
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
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Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B
2510935R7
1575000.00000000
PA
USD
1571478.46000000
0.277986612395
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
3.64400000
N
N
N
N
N
N
ARCELIK AS
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Arcelik AS
BP6180478
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PA
5545609.66000000
0.980990374535
Long
DBT
CORP
TR
N
2
2026-05-27
Fixed
3.00000000
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N
N
N
N
N
RENEWABLE ENERGY GROUP I
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Renewable Energy Group Inc
75972AAD5
13375000.00000000
PA
USD
13742812.50000000
2.431034206893
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.87500000
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N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
46662600.00000000
PA
USD
6116654.93000000
1.082005402212
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ABS-MBS
MUN
US
N
2
2041-07-25
Variable
1.21935900
N
N
N
N
N
N
STAR ENERGY CO ISSUE
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Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
5000000.00000000
PA
USD
5525000.00000000
0.977344629644
Long
DBT
CORP
BM
Y
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
5000000.00000000
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USD
5050000.00000000
0.893319525738
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations/The
649757AA9
2040000.00000000
PA
USD
2552670.52000000
0.451554538275
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
INVERSIONES LATAM POWER
N/A
Inversiones Latin America Power Ltda
46137NAC2
10890000.00000000
PA
USD
10444816.80000000
1.847635404000
Long
DBT
CORP
CL
Y
2
2033-06-15
Fixed
5.12500000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896837
200000.00000000
NS
USD
5000000.00000000
0.884474777959
Long
EP
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
5000000.00000000
PA
USD
5000000.00000000
0.884474777959
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BC7
5000000.00000000
PA
USD
5883458.45000000
1.040754121238
Long
DBT
CORP
US
N
2
2069-11-15
Fixed
4.20000000
N
N
N
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
200000.00000000
NS
USD
5288000.00000000
0.935420525169
Long
EP
CORP
BM
N
1
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
2885751.38000000
PA
USD
3019246.24000000
0.534089429545
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust 2021-3
382371AC6
2273000.00000000
PA
USD
2185820.22000000
0.386660570748
Long
ABS-O
CORP
US
Y
2
2048-05-20
Fixed
3.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
5100000.00000000
PA
USD
5061750.00000000
0.895398041466
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
-24050000.00000000
PA
USD
-24050000.00000000
-4.25432368198
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.68638000
2022-02-01
35103656.00
USD
36656983.30
USD
CDS
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
BR3164695
5400000.00000000
PA
6123128.61000000
1.083150563548
Long
DBT
CORP
IN
N
2
2028-09-21
Fixed
1.84100000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878744AB7
5000000.00000000
PA
USD
5880924.25000000
1.040305834042
Long
DBT
CORP
CA
N
2
2042-03-01
Fixed
5.20000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
8000000.00000000
PA
USD
7192548.80000000
1.272325600567
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
3510000.00000000
PA
USD
3594240.00000000
0.635802925186
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C746
75000.00000000
NS
USD
1927500.00000000
0.340965026903
Long
EP
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
2000000.00000000
PA
USD
2049683.42000000
0.362578657558
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
15000000.00000000
PA
USD
15272772.45000000
2.701676404306
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAE8
17825000.00000000
PA
USD
17600292.17000000
3.113402901814
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
300000.00000000
NS
USD
7350000.00000000
1.300177923599
Long
EP
CORP
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAQ9
5000000.00000000
PA
USD
5258695.10000000
0.930236636185
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935N6
500000.00000000
PA
USD
496785.70000000
0.087878884340
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
3.11000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
2500000.00000000
PA
USD
2456250.00000000
0.434498234672
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
Consolidated Edison Co of New York Inc
209111FK4
2244000.00000000
PA
USD
2666448.84000000
0.471681349139
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
SK BATTERY AMERICA INC
54930012FBFVNU7RWO57
SK Battery America Inc
BN5304348
5000000.00000000
PA
USD
4894588.10000000
0.865827944589
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
2.12500000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935P1
2245000.00000000
PA
USD
2224688.36000000
0.393536148647
Long
DBT
MUN
US
N
2
2029-04-01
Fixed
3.24400000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
2831420.41000000
PA
USD
3263415.12000000
0.577281672730
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAJ5
5661000.00000000
PA
USD
5652506.24000000
0.999899840307
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.86000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
N/A
-35000000.00000000
PA
USD
-35000000.00000000
-6.19132344571
Short
RA
CORP
US
Y
N/A
Reverse repurchase
N
0.47000000
2022-01-27
36790000.00
USD
39251247.72
USD
CDS
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
6650000.00000000
PA
USD
7065625.07000000
1.249873432985
Long
DBT
CORP
CL
Y
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
5000000.00000000
PA
USD
4871527.75000000
0.861748685000
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
8075000.00000000
PA
USD
8236499.92000000
1.456995287580
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
5000000.00000000
PA
USD
5421085.10000000
0.958962608023
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
BQ2184134
8000000.00000000
PA
9031580.84000000
1.597641091615
Long
DBT
CORP
FR
N
2
N/A
Fixed
1.87500000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAG6
9000000.00000000
PA
USD
8538840.00000000
1.510477722605
Long
DBT
CORP
BR
Y
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
MS Autotech Co Ltd
9R7GPTSO7KV3UQJZQ078
MS Autotech Co Ltd
N/A
1.00000000
NC
254429.90000000
0.045007365861
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. INCORPORATED
9R7GPTSO7KV3UQJZQ078
5400000.00000000
EUR
6376320.00000000
USD
2028-09-21
227187.60000000
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VBL1
3840000.00000000
PA
USD
3716216.83000000
0.657380011112
Long
ABS-MBS
USGSE
US
Y
2
2062-03-15
Variable
3.89947000
N
N
N
N
N
N
JPM-NA
ZBUT11V806EZRVTWT807
JPM-NA
N/A
1.00000000
NC
USD
262718.92000000
0.046473651686
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES INC.
ZBUT11V806EZRVTWT807
5000000.00000000
EUR
5905000.00000000
USD
2029-06-14
238841.02000000
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
17000000.00000000
PA
USD
17465782.83000000
3.089608878088
Long
DBT
CORP
IT
Y
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935Q9
425000.00000000
PA
USD
421074.06000000
0.074485877144
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
3.34400000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1500000.00000000
PA
USD
1519335.00000000
0.268762697354
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
14828000.00000000
PA
USD
17843976.50000000
3.156509430548
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
10000000.00000000
PA
USD
10194716.90000000
1.803393993296
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BH5
10800000.00000000
PA
USD
10490692.21000000
1.855750532615
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
Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C
04052BRA4
810000.00000000
PA
USD
813900.47000000
0.143974887496
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.25000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
6820000.00000000
PA
USD
6854100.00000000
1.212455715121
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
10000000.00000000
PA
USD
10225000.00000000
1.808750920926
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
-46250000.00000000
PA
USD
-46250000.00000000
-8.18139169612
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.53638000
2022-02-01
50040000.00
USD
54979685.42
USD
CDS
N
N
N
RBC Capital Markets
N/A
RBC Capital Markets
N/A
-32500000.00000000
PA
USD
-32500000.00000000
-5.74908605673
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
0.49000000
2022-02-01
34415000.00
USD
35430342.98
USD
CDS
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
2400000.00000000
PA
USD
2523000.00000000
0.446305972958
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
11195000.00000000
PA
USD
11018566.80000000
1.949128884771
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CX Mortgage Trust
12656KAL1
7887000.00000000
PA
USD
7310001.28000000
1.293102351801
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
2.68349800
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAG2
28877872.06000000
PA
USD
5986397.32000000
1.058963488076
Long
ABS-MBS
MUN
US
N
2
2038-01-25
Variable
2.05513000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HF3
13000000.00000000
PA
USD
14084838.04000000
2.491536799603
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAC9
80369000.00000000
PA
USD
1637100.46000000
0.289594813171
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
11200000.00000000
PA
USD
11219600.00000000
1.984690643757
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
C-NY
E57ODZWZ7FF32TWEFA76
C-NY
N/A
1.00000000
NC
USD
324352.17000000
0.057376262708
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
5000000.00000000
EUR
5909000.00000000
USD
2036-08-12
276560.92000000
N
N
N
HARLEY-DAVIDSON INC
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AE8
15300000.00000000
PA
USD
16261043.80000000
2.876496620877
Long
DBT
CORP
US
N
2
2045-07-28
Fixed
4.62500000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAC3
2750000.00000000
PA
USD
2685256.20000000
0.475008276251
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
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
9915000.00000000
PA
USD
10014150.00000000
1.771452619539
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAS4
2000000.00000000
PA
USD
2070000.00000000
0.366172558075
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAL0
700000.00000000
PA
USD
698438.65000000
0.123550273975
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
3.61000000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAJ6
10000000.00000000
PA
USD
9332847.00000000
1.650933555610
Long
ABS-MBS
USGSE
US
Y
2
2042-02-10
Variable
3.47670000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
3000000.00000000
PA
USD
3112500.00000000
0.550585549279
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097307
400000.00000000
NS
USD
10436000.00000000
1.846075756556
Long
EP
CORP
US
N
1
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
3860000.00000000
PA
USD
3656439.04000000
0.646805621604
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
5000000.00000000
PA
USD
5277607.40000000
0.933582126653
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
5000000.00000000
PA
USD
5356250.00000000
0.947493605888
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
15000000.00000000
PA
USD
16781250.00000000
2.968518473524
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AD0
5000000.00000000
PA
USD
4916034.40000000
0.869621686875
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
District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A
254845JZ4
220000.00000000
PA
USD
331512.61000000
0.058642908424
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
GTC AURORA LUXEM
549300UAWIR6P1PVC062
GTC Aurora Luxembourg SA
BQ1077859
2250000.00000000
PA
2516476.31000000
0.445151965105
Long
DBT
CORP
LU
N
2
2026-06-23
Fixed
2.25000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp/The
20402CAA3
2400000.00000000
PA
USD
2479727.21000000
0.438651234692
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
5000000.00000000
PA
USD
5176792.40000000
0.915748461705
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.37500000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
4331000.00000000
PA
USD
4408958.00000000
0.779922429616
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
2500000.00000000
PA
USD
2518850.00000000
0.445571858892
Long
DBT
NUSS
EG
Y
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
10375000.00000000
PA
USD
10245416.25000000
1.812362452563
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502VAA1
7000000.00000000
PA
USD
7056000.00000000
1.248170806655
Long
DBT
CORP
MU
Y
2
2026-08-19
Fixed
3.57500000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
BR3179578
5000000.00000000
PA
5415159.58000000
0.957914413426
Long
DBT
CORP
PT
N
2
2082-03-14
Variable
1.87500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
4600000.00000000
PA
USD
4658358.54000000
0.824040127064
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
15000000.00000000
PA
USD
16342979.25000000
2.890990588666
Long
DBT
CORP
IT
Y
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
2387500.00000000
PA
USD
2530750.00000000
0.447676908863
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV LLC
30204KAD8
6502398.51000000
PA
USD
6513062.44000000
1.152127891090
Long
LON
CORP
US
N
2
2027-12-15
Variable
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBS3
5000000.00000000
PA
USD
5330488.70000000
0.942936561869
Long
DBT
CORP
GB
N
2
2042-03-10
Fixed
3.81100000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935M8
1000000.00000000
PA
USD
998264.40000000
0.176587936706
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
2.96000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
4195000.00000000
PA
USD
4240138.20000000
0.750059058592
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
192714AE3
7050000.00000000
PA
USD
6975975.00000000
1.234014787834
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
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAU1
5000000.00000000
PA
USD
4958811.00000000
0.877188651633
Long
ABS-MBS
USGSE
US
Y
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
VENA ENERGY CAP PTE LTD
254900WSETM7TQMYGS40
Vena Energy Capital Pte Ltd
BG0115322
5800000.00000000
PA
USD
5912404.00000000
1.045874443020
Long
DBT
CORP
SG
N
2
2025-02-26
Fixed
3.13300000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
4578475.00000000
PA
USD
5441129.10000000
0.962508290513
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAN9
2305000.00000000
PA
USD
2554137.08000000
0.451813965341
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
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
7000000.00000000
PA
USD
7262500.00000000
1.284699614985
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2021-JACX
05493LAN6
5000000.00000000
PA
USD
4989339.50000000
0.882588989284
Long
ABS-MBS
USGSE
US
Y
2
2038-09-15
Variable
3.86000000
N
N
N
N
N
N
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2
5493000TKYODLXADQD60
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2
59261AG76
5300000.00000000
PA
USD
7290945.00000000
1.289731391997
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AK6
10000000.00000000
PA
USD
12136873.00000000
2.146951610358
Long
DBT
CORP
GB
Y
2
2043-01-09
Fixed
5.30000000
N
N
N
N
N
N
MS Autotech Co Ltd
9R7GPTSO7KV3UQJZQ078
MS Autotech Co Ltd
N/A
1.00000000
NC
326363.34000000
0.057732028536
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. INCORPORATED
9R7GPTSO7KV3UQJZQ078
5000000.00000000
EUR
6088500.00000000
USD
2026-05-27
388034.78000000
N
N
N
Triton International Ltd
N/A
Triton International Ltd
EP0599514
404000.00000000
NS
USD
10956480.00000000
1.938146043042
Long
EP
CORP
BM
N
1
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAT7
5000000.00000000
PA
USD
5100200.00000000
0.902199652509
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
Alen 2021-ACEN Mortgage Trust
01449NAJ5
6500000.00000000
PA
USD
6487303.55000000
1.147571273387
Long
ABS-MBS
USGSE
US
Y
2
2034-04-15
Variable
4.11000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
10000000.00000000
PA
USD
9325000.00000000
1.649545460893
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
10000000.00000000
PA
USD
10564700.60000000
1.868842243477
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
2021-12-31
Nuveen Core Plus Impact Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer