# EDGAR Filing Document

**Accession Number:** 0001835068
**File Stem:** 0001752724-23-043553
**Filing Date:** 2023-2
**Character Count:** 85168
**Document Hash:** 73d6c28fe59808f752bfba015c20e5fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043553.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043553

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**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:** 23675374

**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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nuveen Core Plus Impact Fund

- **b. Investment Company Act file number:** 811-23627

- **c. CIK number of Registrant:** 0001835068

- **d. LEI of Registrant:** 549300N1H1AJ1P7VEI64

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Core Plus Impact Fund

- **c. LEI of Series:** 549300N1H1AJ1P7VEI64

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $537666461.00

**Total Liabilities:** $184950746.00

**Net Assets:** $352715715.00

**Cash Not Reported:** $426736.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -3142.60000000 | **5-Year:** -13584.86000000 | **10-Year:** -59680.81000000 | **30-Year:** -183700.70000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -3108.13000000 | **1-Year:** -7324.40000000 | **5-Year:** -39576.33000000 | **10-Year:** -68330.46000000 | **30-Year:** -88445.02000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.58%               | 7.49%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6659676.95             | $-6387502.49                               |
| Month 2  | $-279328.80              | $25116920.76                               |
| Month 3  | $-3165373.05             | $553733.23                                 |

### Schedule of Portfolio Investments

| Name                                                                                                                                                 | Title                                                                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac Multifamily                                                                                                                              | Freddie Mac Multifamily ML Certificates                                                                                                              | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  65348060 | PA      | $3859456.41   | 1.09%             | 2038-03-25      | Variable      | 0.67%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                                                                              | Starwood Property Trust Inc                                                                                                                          | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $4996680.76   | 1.42%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Brookfield Infrastructure Partners LP                                                                                                                | Brookfield Infrastructure Partners LP                                                                                                                | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    100426 | NS      | $1611827.26   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                                                                   | YMCA of Greater New York                                                                                                                             | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6160000 | PA      | $5491937.53   | 1.56%             | 2026-08-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| LEEWARD RENEWABL                                                                                                                                     | Leeward Renewable Energy Operations LLC                                                                                                              | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1704285.74   | 0.48%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                | Norfolk Southern Corp                                                                                                                                | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $4840995.74   | 1.37%             | 2121-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                  | JPMorgan Chase & Co                                                                                                                                  | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $3306917.38   | 0.94%             | 2025-08-09      | Fixed         | 0.77%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                  | JPMorgan Chase & Co                                                                                                                                  | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2782812.50   | 0.79%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                                                                                                                       | SUMIT 2022-BVUE Mortgage Trust                                                                                                                       | CUSIP: 865592AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2173904.60   | 0.62%             | 2041-02-12      | Variable      | 2.89%                 | Yes           | 2                  | On Loan: No      |
| Affiliated Managers Group Inc                                                                                                                        | Affiliated Managers Group Inc                                                                                                                        | CUSIP: 008252835<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    300000 | NS      | $4422000.00   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Property Partners LP                                                                                                                      | Brookfield Property Partners LP                                                                                                                      | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     77904 | NS      | $1054041.12   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                                                                                                              | Atlantica Sustainable Infrastructure PLC                                                                                                             | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   6270000 | PA      | $5558257.00   | 1.58%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| DANA INC                                                                                                                                             | Dana Inc                                                                                                                                             | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3222480.00   | 0.91%             | 2030-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES FIN                                                                                                                                | Liberty Utilities Finance GP 1                                                                                                                       | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7330000 | PA      | $5506523.89   | 1.56%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                                                                                | Topaz Solar Farms LLC                                                                                                                                | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9744370 | PA      | $8599406.53   | 2.44%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                                                                        | Citigroup Inc                                                                                                                                        | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4633834.50   | 1.31%             | 2026-01-25      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                                                                                                        | NYC Commercial Mortgage Trust 2021-909                                                                                                               | CUSIP: 67076XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7420000 | PA      | $4676471.32   | 1.33%             | 2043-04-10      | Variable      | 3.21%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                                                                       | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10028638.92  | 2.84%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                                                                              | Algonquin Power & Utilities Corp                                                                                                                     | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4050000.00   | 1.15%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                                                                                                                             | Continuum Energy Levanter Pte Ltd                                                                                                                    | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |   1935000 | PA      | $1736457.62   | 0.49%             | 2027-02-09      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                    | Chile Government International Bond                                                                                                                  | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   5000000 | PA      | $3591686.45   | 1.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                                                                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                             | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1469631.46   | 0.42%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                                                                               | Mosaic Solar Loan Trust 2019-2                                                                                                                       | CUSIP: 61945LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4822240 | PA      | $2122750.21   | 0.60%             | 2040-09-20      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                                                                                               | India Cleantech Energy                                                                                                                               | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |   8523000 | PA      | $7257334.50   | 2.06%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                                                                | Brooklyn Union Gas Co/The                                                                                                                            | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11226779.40  | 3.18%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Services                                                                                                                      | RECEIVE USD [7869290.99] PAY EUR [-7535917.81] on 20221117 @ 1.044238                                                                                | CUSIP: EUR230221<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-223586.40   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                                                   | Vodafone Group PLC                                                                                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $2968845.24   | 0.84%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VNO Mortgage Trust                                                                                                                                   | VNDO Trust 2016-350P                                                                                                                                 | CUSIP: 91831UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5317935.70   | 1.51%             | 2035-01-10      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                                                                  | Fixed Income Clearing Corp                                                                                                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    843271 | PA      | $843271.30    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| LTR INTERMEDIATE HOLDING                                                                                                                             | Liberty Tire Recycling Holdco, LLC, Term Loan                                                                                                        | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |  10471193 | PA      | $9554964.05   | 2.71%             | 2028-05-07      | Variable      | 8.88%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                                                                              | Starwood Property Trust Inc                                                                                                                          | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5026875.00   | 1.43%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                                                                                                  | Benin Government International Bond                                                                                                                  | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |  10000000 | PA      | $7752728.42   | 2.20%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                                                                                               | Star Energy Geothermal Wayang Windu Ltd                                                                                                              | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   8108000 | PA      | $7648814.77   | 2.17%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                      | CMS Energy Corp                                                                                                                                      | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2162398.20   | 0.61%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                                                                               | Mosaic Solar Loan Trust 2020-1                                                                                                                       | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6007928 | PA      | $4343732.11   | 1.23%             | 2046-04-20      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                | Mexico Government International Bond                                                                                                                 | CUSIP: BQ4129079<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5000000 | PA      | $3786794.08   | 1.07%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                                                                        | Citigroup Inc                                                                                                                                        | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5102681.25   | 1.45%             | N/A             | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B                                                                      | Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B                                                                      | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1290035.09   | 0.37%             | 2034-04-01      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| ARCELIK AS                                                                                                                                           | Arcelik AS                                                                                                                                           | CUSIP: BP6180478<br>LEI: 789000748KTQCUMJ0R25 | Long             | DBT              | CORP              | TR        |   5000000 | PA      | $4830767.18   | 1.37%             | 2026-05-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Multifamily                                                                                                                              | Freddie Mac Multifamily ML Certificates                                                                                                              | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  46236565 | PA      | $4747570.50   | 1.35%             | 2041-07-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY CO ISSUE                                                                                                                                 | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                                                                                     | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4149927.65   | 1.18%             | 2038-10-14      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| MUELLER WATER PRODUCTS                                                                                                                               | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4393750.00   | 1.25%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NY PUBLIC LIBRARY                                                                                                                                    | New York Public Library Astor Lenox & Tilden Foundations/The                                                                                         | CUSIP: 649757AA9<br>LEI: 549300UUPLEIDLHTTI88 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1720825.15   | 0.49%             | 2045-07-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| INVERSIONES LATAM POWER                                                                                                                              | Inversiones Latin America Power Ltda                                                                                                                 | CUSIP: 46137NAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |  10666214 | PA      | $5103199.09   | 1.45%             | 2033-06-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                                                                                      | CMS Energy Corp                                                                                                                                      | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    200000 | NS      | $3534020.00   | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN CO                                                                                                                                          | Southern Co/The                                                                                                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4037257.10   | 1.14%             | 2051-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KANSAS CITY SOUTHERN                                                                                                                                 | Kansas City Southern/Old                                                                                                                             | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3690387.80   | 1.05%             | 2069-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Brookfield Renewable Partners LP                                                                                                                     | Brookfield Renewable Partners LP                                                                                                                     | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    200000 | NS      | $3768000.00   | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Yards                                                                                                                                         | Hudson Yards 2019-55HY Mortgage Trust                                                                                                                | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2032714.50   | 0.58%             | 2041-12-10      | Variable      | 2.94%                 | Yes           | 2                  | On Loan: No      |
| UEP PENONOME II SA                                                                                                                                   | UEP Penonome II SA                                                                                                                                   | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |   2769835 | PA      | $2025442.01   | 0.57%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Impr                                                                                                                       | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                                                     | CUSIP: 382371AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2263173 | PA      | $1469687.90   | 0.42%             | 2048-05-20      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| C-NY                                                                                                                                                 | C-NY                                                                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $564014.98    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                                                                                               | Clearway Energy Operating LLC                                                                                                                        | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4099510.66   | 1.16%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                                                               | Power Finance Corp Ltd                                                                                                                               | CUSIP: BR3164695<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |   5400000 | PA      | $4571835.30   | 1.30%             | 2028-09-21      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                                                                               | Teck Resources Ltd                                                                                                                                   | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4332249.50   | 1.23%             | 2042-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SLG Office Trust                                                                                                                                     | SLG Office Trust 2021-OVA                                                                                                                            | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $5237040.00   | 1.48%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                   | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $2632295.37   | 0.75%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                                                                                                                               | First Republic Bank/CA                                                                                                                               | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     75000 | NS      | $1232250.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| SANTOS FINANCE LTD                                                                                                                                   | Santos Finance Ltd                                                                                                                                   | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $11922897.90  | 3.38%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                                                                              | Southern Co Gas Capital Corp                                                                                                                         | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2589145.96   | 0.73%             | 2051-09-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                                                                                                                               | First Republic Bank/CA                                                                                                                               | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    300000 | NS      | $4701000.00   | 1.33%             |  |  |  | No            | 1                  | On Loan: No      |
| City of Detroit MI                                                                                                                                   | City of Detroit, Michigan, General Obligation Bonds, Series 2021                                                                                     | CUSIP: 2510935N6<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    500000 | PA      | $434155.40    | 0.12%             | 2028-04-01      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                      | CMS Energy Corp                                                                                                                                      | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1882663.60   | 0.53%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                                                                                                              | Consolidated Edison Co of New York Inc                                                                                                               | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $1797481.99   | 0.51%             | 2056-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SK BATTERY AMERICA INC                                                                                                                               | SK Battery America Inc                                                                                                                               | CUSIP: BN5304348<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4292403.05   | 1.22%             | 2026-01-26      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| City of Detroit MI                                                                                                                                   | City of Detroit, Michigan, General Obligation Bonds, Series 2021                                                                                     | CUSIP: 2510935P1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   2245000 | PA      | $1911330.14   | 0.54%             | 2029-04-01      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                                                                                               | Solar Star Funding LLC                                                                                                                               | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2698259 | PA      | $2622684.28   | 0.74%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                                                                                                       | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                               | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5661000 | PA      | $5052371.74   | 1.43%             | 2036-07-15      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                                            | Toronto-Dominion Bank/The                                                                                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Short            | RA               | CORP              | US        | -12000000 | PA      | $-12000000.00 | -3.40%            |  |  |  | Yes           | N/A                | On Loan: No      |
| SOCIEDAD DE TRANSMISION                                                                                                                              | Sociedad de Transmision Austral SA                                                                                                                   | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $4319095.95   | 1.22%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| INTERCHILE SA                                                                                                                                        | Interchile SA                                                                                                                                        | CUSIP: 45846AAA8<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |   6650000 | PA      | $5492472.01   | 1.56%             | 2056-06-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AES CORP/THE                                                                                                                                         | AES Corp/The                                                                                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1392162.21   | 0.39%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                                                                                  | Sunnova Energy Corp                                                                                                                                  | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $7214124.25   | 2.05%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MS Autotech Co Ltd                                                                                                                                   | MS Autotech Co Ltd                                                                                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |         1 | NC      | $623780.73    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ENGIE SA                                                                                                                                             | Engie SA                                                                                                                                             | CUSIP: BQ2184134<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $6153109.47   | 1.74%             | N/A             | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                                                                                             | Banco BTG Pactual SA/Cayman Islands                                                                                                                  | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   9000000 | PA      | $8178750.00   | 2.32%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                             | Benchmark 2019-B10 Mortgage Trust                                                                                                                    | CUSIP: 08162VBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3840000 | PA      | $2748359.42   | 0.78%             | 2062-03-15      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                                                                  | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  17000000 | PA      | $10916529.43  | 3.09%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| City of Detroit MI                                                                                                                                   | City of Detroit, Michigan, General Obligation Bonds, Series 2021                                                                                     | CUSIP: 2510935Q9<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    425000 | PA      | $355943.20    | 0.10%             | 2030-04-01      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                                                                                          | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1364899.82   | 0.39%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GATX CORP                                                                                                                                            | GATX Corp                                                                                                                                            | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $3468917.53   | 0.98%             | 2051-06-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                | Mexico Government International Bond                                                                                                                 | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3150000 | PA      | $2891516.89   | 0.82%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C | Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C | CUSIP: 04052BRA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $693550.43    | 0.20%             | 2031-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                                                                  | SVB Financial Group                                                                                                                                  | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $4501336.54   | 1.28%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2                   | Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2                   | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $986110.00    | 0.28%             | 2029-12-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                                                   | Vodafone Group PLC                                                                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $7284300.00   | 2.07%             | 2081-06-04      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                                                                                                  | Societe Generale SA                                                                                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        | -33820000 | PA      | $-33820000.00 | -9.59%            |  |  |  | No            | N/A                | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                                                                               | PNC Financial Services Group Inc/The                                                                                                                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  11195000 | PA      | $8872037.50   | 2.52%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                                                                  | COMM 2020-CX Mortgage Trust                                                                                                                          | CUSIP: 12656KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7887000 | PA      | $4945417.95   | 1.40%             | 2046-11-10      | Variable      | 2.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Multifamily                                                                                                                              | Freddie Mac Multifamily ML Certificates                                                                                                              | CUSIP: 35833JAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  28602315 | PA      | $4684201.20   | 1.33%             | 2038-01-25      | Variable      | 2.06%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                                                                  | Southern California Edison Co                                                                                                                        | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $9448677.94   | 2.68%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SLG Office Trust                                                                                                                                     | SLG Office Trust 2021-OVA                                                                                                                            | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80369000 | PA      | $1291417.31   | 0.37%             | 2041-07-15      | Variable      | 0.26%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                                                                  | American Express Co                                                                                                                                  | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $5914800.00   | 1.68%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON INC                                                                                                                                  | Harley-Davidson Inc                                                                                                                                  | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $11964958.33  | 3.39%             | 2045-07-28      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| County of Gallatin MT                                                                                                                                | County of Gallatin, Montana, Series 2022                                                                                                             | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041560.00   | 0.30%             | 2027-09-01      | Fixed         | 11.50%                | Yes           | 2                  | On Loan: No      |
| C-NY                                                                                                                                                 | C-NY                                                                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1037540.41   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| C-NY                                                                                                                                                 | C-NY                                                                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $271725.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Impr                                                                                                                       | GoodLeap Sustainable Home Solutions Trust 2021-4                                                                                                     | CUSIP: 38237GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2334526 | PA      | $1680221.98   | 0.48%             | 2048-07-20      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                                                                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                             | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9915000 | PA      | $8614152.00   | 2.44%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                                                                                                       | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                               | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $628000.03    | 0.18%             | 2036-07-15      | Variable      | 7.82%                 | Yes           | 2                  | On Loan: No      |
| MFT Trust                                                                                                                                            | MFT Trust 2020-ABC                                                                                                                                   | CUSIP: 55317BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $6545410.00   | 1.86%             | 2042-02-10      | Variable      | 3.48%                 | Yes           | 2                  | On Loan: No      |
| Hudson Pacific Properties Inc                                                                                                                        | Hudson Pacific Properties Inc                                                                                                                        | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    400000 | NS      | $5012000.00   | 1.42%             |  |  |  | No            | 1                  | On Loan: No      |
| SLG Office Trust                                                                                                                                     | SLG Office Trust 2021-OVA                                                                                                                            | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $2706821.53   | 0.77%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| LYB INT FINANCE III                                                                                                                                  | LYB International Finance III LLC                                                                                                                    | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3238398.55   | 0.92%             | 2060-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                                                                                | Scentre Group Trust 2                                                                                                                                | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4190000.00   | 1.19%             | 2080-09-24      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| SWISS RE FINANCE LUX                                                                                                                                 | Swiss Re Finance Luxembourg SA                                                                                                                       | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |  15000000 | PA      | $13811100.00  | 3.92%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LG CHEM LTD                                                                                                                                          | LG Chem Ltd                                                                                                                                          | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $3927121.70   | 1.11%             | 2031-07-07      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A                                 | District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A                                 | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $191079.39    | 0.05%             | 2114-10-01      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                                             | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4590951.75   | 1.30%             | 2033-08-11      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| GTC AURORA LUXEM                                                                                                                                     | GTC Aurora Luxembourg SA                                                                                                                             | CUSIP: BQ1077859<br>LEI: 549300UAWIR6P1PVC062 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $1758704.94   | 0.50%             | 2026-06-23      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COMMUNITY PRESERVATION C                                                                                                                             | Community Preservation Corp/The                                                                                                                      | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2028409.15   | 0.58%             | 2030-02-01      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                                                                               | Egypt Government International Bond                                                                                                                  | CUSIP: 038461AS8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2500000 | PA      | $2237950.00   | 0.63%             | 2025-10-06      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                                                                                                                               | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                               | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |  10375000 | PA      | $8654624.56   | 2.45%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| AZURE POWER ENERGY LTD                                                                                                                               | Azure Power Energy Ltd                                                                                                                               | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |   6513500 | PA      | $5015395.00   | 1.42%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           | 2                  | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                                                                                              | EDP - Energias de Portugal SA                                                                                                                        | CUSIP: BR3179578<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |   5000000 | PA      | $3840216.15   | 1.09%             | 2082-03-14      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                                                                        | Sempra Energy                                                                                                                                        | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3561945.60   | 1.01%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| JPM-NA                                                                                                                                               | JPM-NA                                                                                                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |         1 | NC      | $788847.99    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                                                                        | UniCredit SpA                                                                                                                                        | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $12186721.35  | 3.46%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           | 2                  | On Loan: No      |
| EXGEN RENEWABLES IV LLC                                                                                                                              | ExGen Renewables IV, LLC, Term Loan                                                                                                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1136387 | PA      | $1127273.07   | 0.32%             | 2027-12-15      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| City of Detroit MI                                                                                                                                   | City of Detroit, Michigan, General Obligation Bonds, Series 2021                                                                                     | CUSIP: 2510935M8<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $888775.00    | 0.25%             | 2027-04-01      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| COLBUN SA                                                                                                                                            | Colbun SA                                                                                                                                            | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   7050000 | PA      | $5939201.65   | 1.68%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                                                                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                                      | CUSIP: 46649XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4111453.50   | 1.17%             | 2031-07-05      | Variable      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| VENA ENERGY CAP PTE LTD                                                                                                                              | Vena Energy Capital Pte Ltd                                                                                                                          | CUSIP: BG0115322<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |   5800000 | PA      | $5326197.01   | 1.51%             | 2025-02-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                                                                                | Topaz Solar Farms LLC                                                                                                                                | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4329912 | PA      | $4102591.62   | 1.16%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S                                                                                                                       | BBCMS Mortgage Trust 2020-C6                                                                                                                         | CUSIP: 05492TBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2704469.20   | 0.77%             | 2053-02-15      | Variable      | 3.69%                 | Yes           | 2                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                                                                                             | Sweihan PV Power Co PJSC                                                                                                                             | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |   9932100 | PA      | $7958095.13   | 2.26%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                                                                   | YMCA of Greater New York                                                                                                                             | CUSIP: 98752YAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2113621.01   | 0.60%             | 2038-08-01      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                                                                                             | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                                         | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6276441.29   | 1.78%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                                                                                             | Host Hotels & Resorts LP                                                                                                                             | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1529928.22   | 0.43%             | 2031-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| C-NY                                                                                                                                                 | C-NY                                                                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $927950.29    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch                                                                                                                        | BAMLL Commercial Mortgage Securities Trust 2021-JACX                                                                                                 | CUSIP: 05493LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4299252.00   | 1.22%             | 2038-09-15      | Variable      | 8.07%                 | Yes           | 2                  | On Loan: No      |
| Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2                        | Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2                        | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5300000 | PA      | $4592132.00   | 1.30%             | 2049-11-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                                                               | Standard Chartered PLC                                                                                                                               | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8494678.50   | 2.41%             | 2043-01-09      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Triton International Ltd                                                                                                                             | Triton International Ltd                                                                                                                             | CUSIP: EP0599514<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    269000 | NS      | $4898490.00   | 1.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                                                                                        | Alen 2021-ACEN Mortgage Trust                                                                                                                        | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5030834.25   | 1.43%             | 2034-04-15      | Variable      | 8.32%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                                                                        | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6075000.00   | 1.72%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MS Autotech Co Ltd                                                                                                                                   | MS Autotech Co Ltd                                                                                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |         1 | NC      | $825598.58    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                                                                             | Discovery Communications LLC                                                                                                                         | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6008717.30   | 1.70%             | 2055-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Nuveen Core Plus Impact Fund

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller