# EDGAR Filing Document

**Accession Number:** 0000838131
**File Stem:** 0001752724-25-209869
**Filing Date:** 2025-8
**Character Count:** 137975
**Document Hash:** 1bab26b4f84c101b2281171da6b9753a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-209869.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-209869

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Multi-Market Income Fund
- **CENTRAL INDEX KEY:** 0000838131

**ORGANIZATION NAME:**
- **EIN:** 411999198
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05642
- **FILM NUMBER:** 251267626

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Multi-Market Income Fund, Inc.
- **DATE OF NAME CHANGE:** 20140910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN INCOME FUND INC /VA
- **DATE OF NAME CHANGE:** 20010710

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RAC INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

## 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 Multi-Market Income Fund

- **b. Investment Company Act file number:** 811-05642

- **c. CIK number of Registrant:** 0000838131

- **d. LEI of Registrant:** G7V8IS406QV705LBK003

- **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 Multi-Market Income Fund

- **c. LEI of Series:** G7V8IS406QV705LBK003

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $63384665.00

**Total Liabilities:** $1065804.00

**Net Assets:** $62318861.00

**Delayed Delivery Securities:** $565000.00

**Cash Not Reported:** $592583.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -358.30000000 | **1-Year:** -2160.54000000 | **5-Year:** -3254.88000000 | **10-Year:** -7499.21000000 | **30-Year:** -9399.53000000

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

- **3-Month:** -240.48000000 | **1-Year:** -1397.86000000 | **5-Year:** -4087.32000000 | **10-Year:** -1632.65000000 | **30-Year:** -318.65000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.14%                | -0.02%               | 2.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-246194.89              | $11234.58                                  |
| Month 2  | $-38634.42               | $81176.36                                  |
| Month 3  | $7952.12                 | $839111.79                                 |

**Designated Index Information**

- **Index Name:** 75% Bloomberg US Agg Goverment + MBS, 25% Bloomberg US HY - Corporate

- **Index Identifier:** 75% LFI:LHMN1262, 25% LFI: LHMN2814

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Efesto Bidco S.p.A Efesto US LLC                                      | Efesto Bidco S.p.A Efesto US LLC                                               | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     75000 | PA      | $75937.96     | 0.12%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                                            | Tronox Inc                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103549.08    | 0.17%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2023-R02                                   | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1500000 | PA      | $1566085.80   | 2.51%             | 2043-01-25      | Variable      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                          | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $478287.28    | 0.77%             | 2037-12-18      | Variable      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201928.80    | 0.32%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                               | GLP Capital LP / GLP Financing II Inc                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $480495.60    | 0.77%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chord Energy Corp                                                     | Chord Energy Corp                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153243.44    | 0.25%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Veritiv Operating Co                                                  | Veritiv Operating Co                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37887.33     | 0.06%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                    | Turkiye Government International Bond                                          | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $240585.90    | 0.39%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                    | Kennedy-Wilson Inc                                                             | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70291.10     | 0.11%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE25 Mortgage Trust                                                | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $440500.82    | 0.71%             | 2048-08-10      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| Brightline East LLC                                                   | Brightline East LLC                                                            | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $185000.00    | 0.30%             | 2030-01-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Washington Mutual MSC Mortgage                                        | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5167 | PA      | $5145.13      | 0.01%             | 2038-08-25      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                         | DBSG 2024-ALTA Mortgage Trust                                                  | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203758.56    | 0.33%             | 2037-06-10      | Variable      | 6.60%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                               | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899452 | PA      | $807604.01    | 1.30%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO Distribution Inc                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51679.09     | 0.08%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                              | Ferrellgas LP / Ferrellgas Finance Corp                                        | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59430.38     | 0.10%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                               | Superior Plus LP / Superior General Partner Inc                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $360665.14    | 0.58%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc                                                              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66689.94     | 0.11%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Queen MergerCo Inc                                                    | Queen MergerCo Inc                                                             | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128775.25    | 0.21%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Olin Corp                                                             | Olin Corp                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182080.56    | 0.29%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Mid-State Trust                                                       | Mid-State Capital Corp 2005-1 Trust                                            | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103124 | PA      | $102923.97    | 0.17%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                              | Windsor Holdings III LLC                                                       | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144669.69    | 0.23%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2018-B2 Mortgage Trust                                               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $386469.48    | 0.62%             | 2051-02-15      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                               | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $117813.06    | 0.19%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                   | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30846.18     | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    839284 | PA      | $759144.83    | 1.22%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429618.80    | 0.69%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Corp Trust 2018-TWR                                     | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $501046.01    | 0.80%             | 2031-07-15      | Variable      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| MASTR Alternative Loans Trust                                         | MASTR Alternative Loan Trust 2004-1                                            | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206433 | PA      | $209913.86    | 0.34%             | 2034-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                  | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263098.00    | 0.42%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                         | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50887.15     | 0.08%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    343837 | PA      | $317971.43    | 0.51%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 19 Ltd                                             | OHA Credit Funding 19 Ltd                                                      | CUSIP: 67100SAE6<br>LEI: 254900WSB9O7FH7DWN37 | Long             | ABS-O            | CORP              | BM        |    400000 | PA      | $401358.00    | 0.64%             | 2037-07-20      | Variable      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849628 | PA      | $850553.48    | 1.36%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173197 | PA      | $162086.44    | 0.26%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188424.82    | 0.30%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                              | Encore Capital Group Inc                                                       | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321778.50    | 0.52%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Bayview Financial Acquisition                                         | Bayview Financial Mortgage Pass-Through Trust 2006-C                           | CUSIP: 07325DAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8507 | PA      | $7283.30      | 0.01%             | 2036-11-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                   | Kinetik Holdings LP                                                            | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204558.00    | 0.33%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC                                                              | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $269663.50    | 0.43%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                    | Sealed Air Corp/Sealed Air Corp US                                             | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63148.68     | 0.10%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                       | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51987.30     | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                                | Taco Bell Funding LLC                                                          | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585938 | PA      | $585928.30    | 0.94%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                              | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21444.38     | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3132WD5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    522684 | PA      | $465206.50    | 0.75%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                               | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351705 | PA      | $318254.12    | 0.51%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA                                             | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220718.80    | 0.35%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                   | Fixed Income Clearing Corporation                                              | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1775000 | PA      | $1775000.00   | 2.85%             |  |  |  | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                              | Virginia Electric and Power Co                                                 | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303083.22    | 0.49%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                 | Bath & Body Works Inc                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103064.90    | 0.17%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                              | LCM Investments Holdings II LLC                                                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72933.80     | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC                                            | Driven Brands Funding LLC                                                      | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1349262 | PA      | $1344108.37   | 2.16%             | 2049-04-20      | Fixed         | 4.64%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                         | Citigroup Commercial Mortgage Trust 2015-GC29                                  | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $387111.25    | 0.62%             | 2048-04-10      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                               | Freddie Mac STACR REMIC Trust 2023-HQA1                                        | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |   1400000 | PA      | $1479960.86   | 2.37%             | 2043-05-25      | Variable      | 7.81%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                            | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316656.00    | 0.51%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer L                                        | Planet Fitness Master Issuer LLC                                               | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    232200 | PA      | $226113.81    | 0.36%             | 2051-12-05      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                                | Taco Bell Funding LLC                                                          | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294750 | PA      | $280932.89    | 0.45%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                    | MetroNet Infrastructure Issuer LLC                                             | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $255465.05    | 0.41%             | 2054-04-20      | Fixed         | 6.23%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                   | Freddie Mac STACR REMIC Trust 2022-DNA2                                        | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $157238.22    | 0.25%             | 2042-02-25      | Variable      | 9.06%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                            | DaVita Inc                                                                     | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92933.73     | 0.15%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                   | Zaxbys Funding LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173250 | PA      | $160118.19    | 0.26%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                              | Suburban Propane Partners LP/Suburban Energy Finance Corp                      | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199942.40    | 0.32%             | 2027-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                             | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $356205.16    | 0.57%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                        | Albion Financing 1 SARL / Aggreko Holdings Inc                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $204105.45    | 0.33%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                | Bank of New York Mellon Corp/The                                               | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299171.70    | 0.48%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                             | Panther Escrow Issuer LLC                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $171393.92    | 0.28%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                 | Ahead DB Holdings LLC                                                          | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501532.00    | 0.80%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    442443 | PA      | $436451.70    | 0.70%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                        | Ginnie Mae I Pool                                                              | CUSIP: 36200MTY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     53537 | PA      | $54245.24     | 0.09%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 49 Senior Loan Fund                                                     | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400567.20    | 0.64%             | 2030-07-18      | Variable      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                                    | CA Magnum Holdings                                                             | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $248165.20    | 0.40%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                   | American Express Co                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292993.77    | 0.47%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173069 | PA      | $1174621.32   | 1.88%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                  | CUSIP: 46645UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $376278.55    | 0.60%             | 2049-12-15      | Variable      | 3.51%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                        | Morgan Stanley Mortgage Loan Trust 2006-2                                      | CUSIP: 61748HVK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18337 | PA      | $17234.25     | 0.03%             | 2036-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                    | Ryan Specialty LLC                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30235.98     | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| AGL CLO 19 Ltd                                                        | AGL CLO 19 Ltd                                                                 | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500025.00    | 0.80%             | 2035-07-21      | Variable      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | J.G. Wentworth XXXVII LLC                                                      | CUSIP: 46620DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314256 | PA      | $290647.79    | 0.47%             | 2069-06-17      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                   | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $217150.84    | 0.35%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2001-2                                               | CUSIP: 36228FEC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33953 | PA      | $33202.83     | 0.05%             | 2032-06-19      | Variable      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                   | Sirius XM Radio LLC                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129657.17    | 0.21%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE22 Mortgage Trust                                                | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $701190.94    | 1.13%             | 2048-03-10      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL                                        | Domino's Pizza Master Issuer LLC                                               | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145700 | PA      | $143720.71    | 0.23%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Block Inc                                                             | Block Inc                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206344.60    | 0.33%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Servpro Master Issuer, LLC                                            | SERVPRO Master Issuer LLC                                                      | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $447568.27    | 0.72%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT                                                        | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382667 | PA      | $381307.25    | 0.61%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173571.14    | 0.28%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                | Venture Global LNG Inc                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113689.84    | 0.18%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                        | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES             | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $356966.07    | 0.57%             | 2032-05-05      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2013-LC13 Mortgage Trust                                                  | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490532 | PA      | $450005.70    | 0.72%             | 2046-08-10      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Flutter Treasury DAC                                                  | Flutter Treasury DAC                                                           | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206008.60    | 0.33%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                 | Quikrete Holdings Inc                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205663.98    | 0.33%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2003-3                                               | CUSIP: 36290PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270669 | PA      | $285794.12    | 0.46%             | 2043-06-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CACI International Inc                                                | CACI International Inc                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10319.48     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | JGWPT XXV LLC                                                                  | CUSIP: 46616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527903 | PA      | $540537.97    | 0.87%             | 2067-02-15      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                            | Start II LTD                                                                   | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    183597 | PA      | $181799.43    | 0.29%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Stonex Escrow Issuer LLC                                              | Stonex Escrow Issuer LLC                                                       | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20201.17     | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49836.81     | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp          | Antero Midstream Partners LP / Antero Midstream Finance Corp                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $258212.50    | 0.41%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    219215 | PA      | $215136.05    | 0.35%             | 2029-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                          | ZF North America Capital Inc                                                   | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177658.05    | 0.29%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    233329 | PA      | $218499.83    | 0.35%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18099 | PA      | $18646.15     | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601948 | PA      | $554902.28    | 0.89%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman CLO Ltd                                                       | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $401211.60    | 0.64%             | 2037-07-24      | Variable      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman Loan Advisers CLO 48 Ltd                                      | CUSIP: 64135GAE8<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500911.50    | 0.80%             | 2036-04-25      | Variable      | 6.08%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300419.70    | 0.48%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT Sep25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        38 | NC      | $4526750.00   | 7.26%             |  |  |  | No            | 1                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR2 Trust                                          | CUSIP: 02666BAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566481 | PA      | $15.66        | 0.00%             | 2052-10-17      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp            | USA Compression Partners LP / USA Compression Finance Corp                     | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143490.48    | 0.23%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210920.80    | 0.34%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc              | Six Flags Entertainment Corp / Six Flags Theme Parks Inc                       | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103143.46    | 0.17%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| MASTR Asset Securitization Tru                                        | MASTR Asset Securitization Trust 2003-11                                       | CUSIP: 55265K2U2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77809 | PA      | $78646.91     | 0.13%             | 2033-12-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                        | Open Text Corp                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94192.31     | 0.15%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                | Goodyear Tire & Rubber Co/The                                                  | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144056.82    | 0.23%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                | Windstream Escrow LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109965.03    | 0.18%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                    | CUSIP: 61766LBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $450806.15    | 0.72%             | 2049-01-15      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2005-RP3                                             | CUSIP: 362341LP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150905 | PA      | $149656.34    | 0.24%             | 2035-09-25      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| MASTR Alternative Loans Trust                                         | MASTR Alternative Loan Trust 2004-5                                            | CUSIP: 576434RL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67946 | PA      | $69702.18     | 0.11%             | 2034-06-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                               | Asbury Automotive Group Inc                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241371.90    | 0.39%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214286.20    | 0.34%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Air Transport Services Group Inc                                      | Air Transport Services Group Inc                                               | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169608.96    | 0.27%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CPT MORTGAGE TRUST                                                    | Century Plaza Towers 2019-CPT                                                  | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204067.05    | 0.33%             | 2039-11-13      | Variable      | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Manhattan West                                                        | Manhattan West 2020-1MW Mortgage Trust                                         | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $370922.20    | 0.60%             | 2039-09-10      | Variable      | 2.41%                 | Yes           | 2                  | On Loan: No      |
| JH North America Holdings Inc                                         | JH North America Holdings Inc                                                  | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25218.30     | 0.04%             | 2031-01-31      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581960.81    | 0.93%             | 2028-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan                                         | New Residential Mortgage Loan Trust 2014-1                                     | CUSIP: 64828AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205127 | PA      | $199052.29    | 0.32%             | 2054-01-25      | Variable      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                            | Phinia Inc                                                                     | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137103.76    | 0.22%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage Loan                                         | New Residential Mortgage Loan Trust 2015-2                                     | CUSIP: 64829EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    341914 | PA      | $339910.25    | 0.55%             | 2055-08-25      | Variable      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-LC23 Mortgage Trust                                                  | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108000 | PA      | $103886.39    | 0.17%             | 2048-10-10      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                 | PennyMac Financial Services Inc                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144234.17    | 0.23%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140897.68    | 0.23%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Salomon Brothers Mortgage Secu                                        | Citigroup Global Markets Mortgage Securities VII Inc                           | CUSIP: 79549AYQ6<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-CBDO         | CORP              | US        |     33879 | PA      | $15975.96     | 0.03%             | 2033-09-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | 321 Henderson Receivables VI LLC                                               | CUSIP: 88576XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56805 | PA      | $57463.40     | 0.09%             | 2061-07-15      | Fixed         | 9.31%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The                                                    | CUSIP: 913ZLM008<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | RA               | CORP              | US        |  -3292000 | PA      | $-3292000.00  | -5.28%            |  |  |  | No            | N/A                | On Loan: No      |
| Wingstop Funding LLC                                                  | Wingstop Funding LLC                                                           | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $933516.91    | 1.50%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                             | Adams Outdoor Advertising LP                                                   | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512921.45    | 0.82%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                   | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $250461.25    | 0.40%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260903 | PA      | $1239993.43   | 1.99%             | 2053-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                              | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224400.95    | 0.36%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                          | Connecticut Avenue Securities Trust 2023-R04                                   | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1000000 | PA      | $1056939.10   | 1.70%             | 2043-05-25      | Variable      | 7.86%                 | Yes           | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630575.19    | 1.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2014-USA OA LLC                                                           | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $163750.00    | 0.26%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc                                                 | CD&R Smokey Buyer Inc                                                          | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $101861.55    | 0.16%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $206399.83    | 0.33%             | 2031-07-05      | Variable      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                  | M&T Bank Corp                                                                  | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284889.14    | 0.46%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                                  | Chart Industries Inc                                                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62815.56     | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Hardee's Funding LLC and Carls                                        | Hardee's Funding LLC                                                           | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477500 | PA      | $454092.85    | 0.73%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE26 Mortgage Trust                                                | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $506413.08    | 0.81%             | 2048-10-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) Sep25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        40 | NC      | $4360000.00   | 7.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash Inc                                                         | FirstCash Inc                                                                  | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222480.50    | 0.36%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                    | Bahrain Government International Bond                                          | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    250000 | PA      | $256390.73    | 0.41%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2005-RP3                                             | CUSIP: 362341LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234568 | PA      | $236813.31    | 0.38%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                  | Michaels Cos Inc/The                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39975.09     | 0.06%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ESSENTIAL PROPER                                                      | Essential Properties LP                                                        | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177861.86    | 0.29%             | 2031-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| VITALITY RE XIV LTD                                                   | Vitality Re XIV Ltd                                                            | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $307110.00    | 0.49%             | 2027-01-05      | Variable      | 7.81%                 | Yes           | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                                | Taco Bell Funding LLC                                                          | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648450 | PA      | $589646.67    | 0.95%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                 | Level 3 Financing Inc                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81401.84     | 0.13%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269686 | PA      | $243257.09    | 0.39%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2022-R07                                   | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1066934.40   | 1.71%             | 2042-06-25      | Variable      | 8.96%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                    | Zegona Finance PLC                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213500.00    | 0.34%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                        | Ginnie Mae I Pool                                                              | CUSIP: 36291LT70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     32526 | PA      | $34307.37     | 0.06%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                        | Blackstone Private Credit Fund                                                 | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271492.78    | 0.44%             | 2032-01-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                       | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200537.00    | 0.32%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                            | DaVita Inc                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51809.00     | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                   | Freddie Mac STACR REMIC Trust 2022-HQA2                                        | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    320000 | PA      | $337992.13    | 0.54%             | 2042-07-25      | Variable      | 8.31%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                         | Commonbond Student Loan Trust 2017-B-GS                                        | CUSIP: 20268KAD2<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     35256 | PA      | $30388.37     | 0.05%             | 2042-09-25      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | JGWPT XXVI LLC                                                                 | CUSIP: 46616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226194 | PA      | $227402.39    | 0.36%             | 2061-10-17      | Fixed         | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763857 | PA      | $1466475.24   | 2.35%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Rocket Software Inc                                                   | Rocket Software Inc                                                            | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154620.76    | 0.25%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Hudson Yards                                                          | Hudson Yards 2019-55HY Mortgage Trust                                          | CUSIP: 44421MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $451060.30    | 0.72%             | 2041-12-10      | Variable      | 3.04%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200181.29    | 0.32%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2005-RP1                                             | CUSIP: 36242DXL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204110 | PA      | $212366.94    | 0.34%             | 2035-01-25      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive Reit                                               | CARS-DB4 LP                                                                    | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $482949.20    | 0.77%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           | 2                  | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO Distribution Inc                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102883.20    | 0.17%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                 | DB Master Finance LLC                                                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    289500 | PA      | $268057.49    | 0.43%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           | 2                  | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56276.03     | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                    | Kennedy-Wilson Inc                                                             | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $292906.25    | 0.47%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                         | Gates Corp/DE                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31151.01     | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879623 | PA      | $864266.88    | 1.39%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ardonagh Finco Ltd                                                    | Ardonagh Finco Ltd                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $209093.80    | 0.34%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133408.36    | 0.21%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Toronto Dominion Holdings USA Inc                                     | TD Securities (USA), LLC                                                       | CUSIP: 935IKF006<br>LEI: 549300YQDGZ24IX40M56 | Short            | RA               | CORP              | CA        |  -7444600 | PA      | $-7444600.00  | -11.95%           |  |  |  | No            | N/A                | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310695.90    | 0.50%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                              | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145421.12    | 0.23%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396385 | PA      | $369340.08    | 0.59%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SESAC Finance, LLC                                                    | Sesac Finance LLC                                                              | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263900 | PA      | $262710.34    | 0.42%             | 2049-07-25      | Fixed         | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Impac Secured Assets Corp.                                            | Impac Secured Assets CMN Owner Trust                                           | CUSIP: 45254TDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83643 | PA      | $77926.31     | 0.13%             | 2030-10-25      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                                                      | VB-S1 Issuer LLC - VBTEL                                                       | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $238911.78    | 0.38%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| Prime Healthcare Services Inc                                         | Prime Healthcare Services Inc                                                  | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188575.00    | 0.30%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                      | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148381.38    | 0.24%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                  | Michaels Cos Inc/The                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327500.00    | 0.53%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2019-B9 Mortgage Trust                                               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136862 | PA      | $1112759.85   | 1.79%             | 2052-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                                                         | Parkland Corp/Canada                                                           | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $205875.69    | 0.33%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                     | Alliant Holdings Intermediate, LLC, Term Loan B6                               | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    159005 | PA      | $159221.01    | 0.26%             | 2031-09-19      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Gen Digital Inc                                                       | Gen Digital Inc                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169428.93    | 0.27%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152826 | PA      | $153051.45    | 0.25%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA                                                             | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $233244.40    | 0.37%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| GRAY TELEVISION INC                                                   | Gray Media Inc                                                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132125.00    | 0.21%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Mid-State Trust                                                       | Mid-State Trust XI                                                             | CUSIP: 59549WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41645 | PA      | $41680.65     | 0.07%             | 2038-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                      | CSC Holdings LLC                                                               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199247.30    | 0.32%             | 2028-05-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                          | Connecticut Avenue Securities Trust 2023-R08                                   | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    500000 | PA      | $527449.20    | 0.85%             | 2043-10-25      | Variable      | 7.86%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |         1 | NC      | $40187.97     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31409YUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10076 | PA      | $10351.57     | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                                       | Fair Isaac Corp                                                                | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30274.97     | 0.05%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                               | Darling Ingredients Inc                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101320.40    | 0.16%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC Mortgage-Backed Trust 2006-7                                              | CUSIP: 22942KAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86717 | PA      | $30146.61     | 0.05%             | 2036-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                    | Ford Motor Co                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147542.31    | 0.24%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INEOS US Petrochem LLC                                                | INEOS Quattro Holdings UK Ltd, First Lien Term Loan B                          | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193056 | PA      | $180266.27    | 0.29%             | 2029-03-29      | Variable      | 8.68%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                    | Azorra Finance Ltd                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45941.51     | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88770.37     | 0.14%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2023-R01                                   | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    200000 | PA      | $211176.14    | 0.34%             | 2042-12-25      | Variable      | 8.06%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75808.28     | 0.12%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| WEX Inc                                                               | WEX Inc                                                                        | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181602.36    | 0.29%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206165.20    | 0.33%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                              | EverArc Escrow Sarl                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    240000 | PA      | $232411.99    | 0.37%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331650 | PA      | $332481.18    | 0.53%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                     | Iron Mountain Inc                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71459.28     | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                   | Freddie Mac STACR REMIC Trust 2022-DNA3                                        | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $449358.25    | 0.72%             | 2042-04-25      | Variable      | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31407EHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9551 | PA      | $9680.75      | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                  | Fannie Mae REMIC Trust 2003-W1                                                 | CUSIP: 31392GWE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212093 | PA      | $95219.95     | 0.15%             | 2042-12-25      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31401JNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4185 | PA      | $4218.51      | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2022-R04                                   | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $412351.16    | 0.66%             | 2042-03-25      | Variable      | 7.41%                 | Yes           | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                  | Fannie Mae REMIC Trust 2002-W1                                                 | CUSIP: 31392CMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36715 | PA      | $36805.11     | 0.06%             | 2042-02-25      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584279.41    | 0.94%             | 2036-02-12      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| Ziply Fiber Issuer LLC                                                | Ziply Fiber Issuer LLC                                                         | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $359413.60    | 0.58%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                           | Starwood Property Trust Inc                                                    | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103286.00    | 0.17%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                | Prologis Targeted US Logistics Fund LP                                         | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306312.26    | 0.49%             | 2034-04-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                     | Sonic Capital LLC                                                              | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366392 | PA      | $358560.67    | 0.58%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| RBC CAP MKTS/DAIN RAUSCHER/FOREFRONT/JOSEPH GUNNAR                    | RBC USA Holdco Corp                                                            | CUSIP: 956CQD002<br>LEI: N/A                  | Short            | RA               | CORP              | CA        |  -5012000 | PA      | $-5012000.00  | -8.04%            |  |  |  | No            | N/A                | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA                                                                 | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -9961671 | PA      | $-9961671.00  | -15.99%           |  |  |  | No            | N/A                | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                             | Clarios Global LP / Clarios US Finance Co                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $207957.40    | 0.33%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust                                        | Carvana Auto Receivables Trust 2022-P3                                         | CUSIP: 14686MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508720.60    | 0.82%             | 2028-11-10      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                                                       | MEG Energy Corp                                                                | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199795.86    | 0.32%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                 | DB Master Finance LLC                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1113000 | PA      | $1101112.27   | 1.77%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                         | Citigroup Commercial Mortgage Trust 2019-GC41                                  | CUSIP: 17328FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $210358.13    | 0.34%             | 2056-08-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254649.75    | 0.41%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                             | Caesars Entertainment Inc                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176528.14    | 0.28%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31404ECF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17439 | PA      | $17473.60     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                               | VZ Secured Financing BV                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177921.68    | 0.29%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Iliad Holding SASU                                                    | Iliad Holding SASU                                                             | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204916.20    | 0.33%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                         | ARDN 2025-ARCP Mortgage Trust                                                  | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501161.65    | 0.80%             | 2035-06-15      | Variable      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                              | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207517.40    | 0.33%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                  | Primo Water Holdings Inc / Triton Water Holdings Inc                           | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72714.75     | 0.12%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68190.13     | 0.11%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442501 | PA      | $405335.91    | 0.65%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Alternative Loan T                                        | JP Morgan Alternative Loan Trust 2006-S1                                       | CUSIP: 46627MER4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176795 | PA      | $90683.46     | 0.15%             | 2036-03-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                 | Civitas Resources Inc                                                          | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30333.27     | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 10yr Ultra Fut Sep25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $5599015.63   | 8.98%             |  |  |  | No            | 1                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    556430 | PA      | $511413.58    | 0.82%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2005-RP2                                             | CUSIP: 36242DT78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282026 | PA      | $281536.22    | 0.45%             | 2035-03-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                        | JPMDB Commercial Mortgage Securities Trust 2016-C4                             | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697000 | PA      | $598863.79    | 0.96%             | 2049-12-15      | Variable      | 3.16%                 | No            | 2                  | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1011813.21   | 1.62%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                               | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $123717.69    | 0.20%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp                                                    | CNX Resources Corp                                                             | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25885.30     | 0.04%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                        | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                  | CUSIP: 46652BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $210005.00    | 0.34%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust                                         | MTN Commercial Mortgage Trust 2022-LPFL                                        | CUSIP: 62475WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $325049.53    | 0.52%             | 2039-03-15      | Variable      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                          | Connecticut Avenue Securities Trust 2023-R06                                   | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1410000 | PA      | $1457187.62   | 2.34%             | 2043-07-25      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Core & Main LP                                                        | Core & Main LP, Term Loan B                                                    | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    206825 | PA      | $207213.39    | 0.33%             | 2028-07-27      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag                                        | Wells Fargo Commercial Mortgage Trust 2017-C38                                 | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $461655.30    | 0.74%             | 2050-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    383786 | PA      | $374401.24    | 0.60%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                 | Civitas Resources Inc                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92151.99     | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                               | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1527385 | PA      | $1282045.21   | 2.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Service Corp International/US                                         | Service Corp International/US                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151529.70    | 0.24%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust    | Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust             | CUSIP: 524947AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502000.50    | 0.81%             | 2039-11-05      | Fixed         | 6.02%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2022-R08                                   | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    485000 | PA      | $506433.75    | 0.81%             | 2042-07-25      | Variable      | 7.91%                 | Yes           | 2                  | On Loan: No      |
| AGL CLO 19 Ltd                                                        | AGL CLO 19 Ltd                                                                 | CUSIP: 001210AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500625.00    | 0.80%             | 2038-07-21      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                       | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36629.46     | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    555216 | PA      | $517119.17    | 0.83%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 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        |   1000000 | PA      | $787075.40    | 1.26%             | 2036-07-15      | Variable      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $259797.36    | 0.42%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478509 | PA      | $458574.29    | 0.74%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                            | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83042.95     | 0.13%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95812.16     | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                   | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201909.24    | 0.32%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                   | Walker & Dunlop Inc                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169328.44    | 0.27%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                              | Prime Security Services Borrower LLC / Prime Finance Inc                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200313.20    | 0.32%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                      | CIFC Funding 2020-II Ltd                                                       | CUSIP: 12547LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400504.40    | 0.64%             | 2034-10-20      | Variable      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                        | JPMDB Commercial Mortgage Securities Trust 2017-C7                             | CUSIP: 46648KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $397107.10    | 0.64%             | 2050-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| VNO Mortgage Trust                                                    | VNDO Trust 2016-350P                                                           | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246202.15    | 0.40%             | 2035-01-10      | Variable      | 4.03%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2023-DELC                                                    | BX Trust 2023-DELC                                                             | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $378800.14    | 0.61%             | 2038-05-15      | Variable      | 7.65%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3404 | PA      | $3519.25      | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag                                        | Wells Fargo Commercial Mortgage Trust 2016-C33                                 | CUSIP: 95000LBF9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $187280.85    | 0.30%             | 2059-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                         | Citigroup Commercial Mortgage Trust 2016-P5                                    | CUSIP: 17325DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $379101.78    | 0.61%             | 2049-10-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                            | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $492263.07    | 0.79%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                                                     | Motion Finco Sarl                                                              | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $196961.35    | 0.32%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                               | Talen Energy Supply LLC                                                        | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203616.57    | 0.33%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                   | Acrisure LLC / Acrisure Finance Inc                                            | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103303.40    | 0.17%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2023-R06                                   | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    710000 | PA      | $751233.53    | 1.21%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56046.65     | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                       | ContourGlobal Power Holdings SA                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206072.00    | 0.33%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SLG Office Trust                                                      | SLG Office Trust 2021-OVA                                                      | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $115732.41    | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2577993 | PA      | $2234869.02   | 3.59%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $218294.80    | 0.35%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                   | Acrisure LLC / Acrisure Finance Inc                                            | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35496.06     | 0.06%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                           | ICNQ 2024-MF Mortgage Trust                                                    | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $257083.05    | 0.41%             | 2034-12-10      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                              | Ferrellgas LP / Ferrellgas Finance Corp                                        | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92516.95     | 0.15%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                   | Frontier Issuer LLC                                                            | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507901.60    | 0.82%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535986 | PA      | $498583.90    | 0.80%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31409TQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6482 | PA      | $6681.54      | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Nuveen Multi-Market Income Fund

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting