# EDGAR Filing Document

**Accession Number:** 0000838131
**File Stem:** 0000838131-26-000004
**Filing Date:** 2026-2
**Character Count:** 156100
**Document Hash:** 943f328716624e1e3928ccf7d8406c01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000838131-26-000004.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000838131-26-000004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**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:** 26693040

**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:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $63041889.00

**Total Liabilities:** $411438.00

**Net Assets:** $62630451.00

**Cash Not Reported:** $46310.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -440.85000000 | **1-Year:** -1900.28000000 | **5-Year:** -2878.82000000 | **10-Year:** -8471.71000000 | **30-Year:** -9452.52000000

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

- **3-Month:** -463.78000000 | **1-Year:** -1336.26000000 | **5-Year:** -4659.11000000 | **10-Year:** -1990.33000000 | **30-Year:** -324.79000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.44%                | 0.74%                | -0.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5910.93                | $-56217.50                                 |
| Month 2  | $-77998.57               | $189916.08                                 |
| Month 3  | $4074.87                 | $-14536.08                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1500000 | PA      | $1556383.20   | 2.49%             | 2043-01-25      | Variable      | 7.71%                 | 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      | $478838.60    | 0.76%             | 2037-12-18      | Variable      | 6.95%                 | 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      | $200450.95    | 0.32%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155117.55    | 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      | $37632.46     | 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      | $252607.50    | 0.40%             | 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      | $72828.29     | 0.12%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 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        |      4801 | PA      | $4793.32      | 0.01%             | 2038-08-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468320.37    | 0.75%             | 2035-06-29      | Fixed         | 5.60%                 | 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      | $203232.52    | 0.32%             | 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      | $571930.86    | 0.91%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| Science Applications International Corp                                          | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.80     | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | 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      | $366059.40    | 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      | $67476.40     | 0.11%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130552.34    | 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      | $183606.73    | 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        |     61623 | PA      | $61588.27     | 0.10%             | 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      | $142608.33    | 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      | $387725.40    | 0.62%             | 2051-02-15      | Variable      | 4.08%                 | 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        |   1875000 | PA      | $1875000.00   | 2.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    798422 | PA      | $738786.02    | 1.18%             | 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      | $426643.20    | 0.68%             | 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      | $498679.60    | 0.80%             | 2031-07-15      | Variable      | 4.95%                 | 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      | $209882.89    | 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      | $262129.78    | 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      | $51630.60     | 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        |    327711 | PA      | $310373.92    | 0.50%             | 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      | $401453.60    | 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        |    776043 | PA      | $789001.00    | 1.26%             | 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        |    163176 | PA      | $155414.84    | 0.25%             | 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        |    550000 | PA      | $528325.78    | 0.84%             | 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        |    200000 | PA      | $214989.20    | 0.34%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| US ULTRA BOND CBT Mar26                                                          | US ULTRA BOND CBT Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        45 | NC      | $5310000.00   | 8.48%             |  |  |  | No            | 1                  | On Loan: No      |
| US 5YR NOTE (CBT) Mar26                                                          | US 5YR NOTE (CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        36 | NC      | $3934968.77   | 6.28%             |  |  |  | No            | 1                  | 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        |      7830 | PA      | $6702.48      | 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      | $205935.40    | 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      | $281285.25    | 0.45%             | 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      | $62480.52     | 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      | $52120.50     | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WD5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    497153 | PA      | $453204.44    | 0.72%             | 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        |    329804 | PA      | $306598.92    | 0.49%             | 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      | $223199.60    | 0.36%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102239.70    | 0.16%             | 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      | $73890.86     | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | 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: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80323.60     | 0.13%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76250.93     | 0.12%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.91     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | 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      | $388317.06    | 0.62%             | 2048-04-10      | Variable      | 3.98%                 | 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      | $1467516.12   | 2.34%             | 2043-05-25      | Variable      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318154.75    | 0.51%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                              | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    493000 | PA      | $493549.70    | 0.79%             | 2030-11-15      | Fixed         | 4.88%                 | No            | 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      | $287149.93    | 0.46%             | 2051-08-25      | Fixed         | 1.95%                 | 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      | $155988.54    | 0.25%             | 2042-02-25      | Variable      | 9.11%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46660.18     | 0.07%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50619.89     | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                              | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172350 | PA      | $162655.36    | 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        |         0 | PA      | $0.00         | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208867.90    | 0.33%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $363624.90    | 0.58%             | 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      | $208742.14    | 0.33%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170980.92    | 0.27%             | 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      | $503237.50    | 0.80%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $252625.00    | 0.40%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                | CUSIP: 36200MTY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     47878 | PA      | $48655.20     | 0.08%             | 2033-08-15      | Fixed         | 5.50%                 | 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      | $182811.73    | 0.29%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           | 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      | $401305.60    | 0.64%             | 2030-07-18      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65866.24     | 0.11%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295870.47    | 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        |   1085182 | PA      | $1103551.91   | 1.76%             | 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      | $375560.45    | 0.60%             | 2049-12-15      | Variable      | 3.38%                 | 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        |     17499 | PA      | $16529.12     | 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      | $30653.04     | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94975.50     | 0.15%             | 2030-10-15      | Fixed         | 4.62%                 | 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        |    298991 | PA      | $278017.23    | 0.44%             | 2069-06-17      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472096.80    | 0.75%             | 2050-09-15      | Variable      | 3.79%                 | No            | 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        |     29771 | PA      | $29295.66     | 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        |     60000 | PA      | $58653.97     | 0.09%             | 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      | $727799.25    | 1.16%             | 2048-03-10      | Variable      | 3.70%                 | 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      | $144864.26    | 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      | $207972.00    | 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        |    477500 | PA      | $451514.69    | 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        |    375833 | PA      | $375637.47    | 0.60%             | 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      | $165639.00    | 0.26%             | 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        |     70000 | PA      | $70903.25     | 0.11%             | 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      | $364663.71    | 0.58%             | 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        |    479082 | PA      | $449917.55    | 0.72%             | 2046-08-10      | Variable      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206461.00    | 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      | $208176.00    | 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        |    261784 | PA      | $276636.78    | 0.44%             | 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      | $10346.79     | 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        |    499216 | PA      | $513287.55    | 0.82%             | 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        |    150132 | PA      | $149851.53    | 0.24%             | 2044-03-15      | Fixed         | 5.09%                 | 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      | $50293.50     | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248267.73    | 0.40%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| MHP Commercial Mortgage Trust 2025-MHIL2                                         | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $250390.73    | 0.40%             | 2040-09-15      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100998.42    | 0.16%             | 2029-11-01      | Fixed         | 7.88%                 | 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      | $258771.04    | 0.41%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $256852.50    | 0.41%             | 2032-07-02      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    221677 | PA      | $211324.57    | 0.34%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86907.91     | 0.14%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16870 | PA      | $17638.57     | 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        |    574760 | PA      | $542287.36    | 0.87%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 56 Ltd                                        | Neuberger Berman Loan Advisers Clo 56 Ltd                                        | CUSIP: 64135TAE0<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $401180.40    | 0.64%             | 2037-07-24      | Variable      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300820.50    | 0.48%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Muvico LLC                                                                       | Muvico LLC                                                                       | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51175 | PA      | $55509.70     | 0.09%             | 2029-02-19      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133974.35    | 0.21%             | 2034-03-31      | Fixed         | 7.00%                 | 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      | $144915.59    | 0.23%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                         | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    250000 | PA      | $254472.18    | 0.41%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216365.00    | 0.35%             | 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      | $100841.39    | 0.16%             | 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        |     75907 | PA      | $77094.55     | 0.12%             | 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      | $94903.02     | 0.15%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150090.15    | 0.24%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144011.15    | 0.23%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110225.80    | 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      | $434490.90    | 0.69%             | 2049-01-15      | Variable      | 4.58%                 | 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        |    142518 | PA      | $141106.68    | 0.23%             | 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        |     65398 | PA      | $67393.51     | 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      | $245787.94    | 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      | $213335.75    | 0.34%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Standard Building Solutions Inc                                                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81722.95     | 0.13%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80108.12     | 0.13%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199858.94    | 0.32%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169327.36    | 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      | $209465.50    | 0.33%             | 2039-11-13      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                        | Driven Brands Funding LLC                                                        | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $672526.87    | 1.07%             | 2055-10-20      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117252.51    | 0.19%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 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      | $380359.16    | 0.61%             | 2039-09-10      | Variable      | 2.33%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589709.11    | 0.94%             | 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        |    183764 | PA      | $173905.42    | 0.28%             | 2054-01-25      | Variable      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139785.06    | 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        |    288848 | PA      | $288549.65    | 0.46%             | 2055-08-25      | Variable      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87075 | PA      | $84320.06     | 0.13%             | 2048-10-10      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146703.69    | 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      | $143146.61    | 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      | $15289.24     | 0.02%             | 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        |     43836 | PA      | $44332.92     | 0.07%             | 2061-07-15      | Fixed         | 9.31%                 | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81010.29     | 0.13%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 913ZLM008<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | RA               | CORP              | US        |  -3318000 | PA      | $-3318000.00  | -5.30%            |  |  |  | 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      | $954316.56    | 1.52%             | 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      | $508715.30    | 0.81%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30367.89     | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201640 | PA      | $1201568.85   | 1.92%             | 2053-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502088.50    | 0.80%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    253002 | PA      | $234667.48    | 0.37%             | 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      | $1049362.80   | 1.68%             | 2043-05-25      | Variable      | 7.42%                 | Yes           | 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      | $198987.65    | 0.32%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $118262.88    | 0.19%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502235.00    | 0.80%             | 2029-08-15      | Variable      | 5.74%                 | 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      | $136525.00    | 0.22%             | 2031-07-05      | Variable      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285811.28    | 0.46%             | N/A             | Fixed         | 3.50%                 | No            | 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        |    475000 | PA      | $459644.15    | 0.73%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372907 | PA      | $378413.13    | 0.60%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd                                        | Neuberger Berman Loan Advisers CLO 48 Ltd                                        | CUSIP: 64135GAQ1<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500265.00    | 0.80%             | 2036-04-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| AMN Healthcare Inc                                                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100018.70    | 0.16%             | 2031-01-15      | Fixed         | 6.50%                 | 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      | $511523.75    | 0.82%             | 2048-10-10      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20239.80     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | 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: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40421.74     | 0.06%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223643.37    | 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      | $260568.96    | 0.42%             | 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        |    224133 | PA      | $226738.70    | 0.36%             | 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      | $48067.89     | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HUNT COS INC                                                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97616.13     | 0.16%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                              | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $305910.00    | 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      | $604510.38    | 0.97%             | 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      | $81862.24     | 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        |    257594 | PA      | $238729.25    | 0.38%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51392.85     | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 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      | $1051443.00   | 1.68%             | 2042-06-25      | Variable      | 8.52%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212136.40    | 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        |     30834 | PA      | $31451.14     | 0.05%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52048.30     | 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      | $334507.94    | 0.53%             | 2042-07-25      | Variable      | 7.87%                 | 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      | $30206.96     | 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        |    211545 | PA      | $213632.33    | 0.34%             | 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        |   1692746 | PA      | $1442066.41   | 2.30%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding LLC                                                            | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497195.85    | 0.79%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154673.53    | 0.25%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90808.51     | 0.14%             | 2032-09-15      | Fixed         | 6.25%                 | 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      | $460966.70    | 0.74%             | 2041-12-10      | Variable      | 2.94%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205225.40    | 0.33%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                           | ASURION LLC/ASURION CO                                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67444.74     | 0.11%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $39848.66     | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | 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        |    192783 | PA      | $201245.56    | 0.32%             | 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      | $489702.90    | 0.78%             | 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      | $103266.88    | 0.16%             | 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        |    288000 | PA      | $272554.91    | 0.44%             | 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      | $57344.05     | 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      | $305656.47    | 0.49%             | 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      | $31154.40     | 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        |    831328 | PA      | $831707.99    | 1.33%             | 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      | $209670.96    | 0.33%             | 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      | $135839.36    | 0.22%             | 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  | -11.89%           |  |  |  | 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      | $312585.30    | 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      | $147515.61    | 0.24%             | 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        |    376898 | PA      | $359244.18    | 0.57%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104463.75    | 0.17%             | 2032-07-15      | Fixed         | 8.50%                 | 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        |     69884 | PA      | $65828.26     | 0.11%             | 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      | $246377.65    | 0.39%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39629.83     | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | 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      | $199500.12    | 0.32%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| US 10yr Ultra Fut Mar26                                                          | US 10yr Ultra Fut Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        64 | NC      | $7361000.00   | 11.75%            |  |  |  | No            | 1                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    126000 | PA      | $137521.44    | 0.22%             | 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      | $461547.95    | 0.74%             | 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        |   1045329 | PA      | $1035697.57   | 1.65%             | 2052-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103123.10    | 0.16%             | 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        |    140471 | PA      | $142914.02    | 0.23%             | 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      | $240786.65    | 0.38%             | 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      | $135737.55    | 0.22%             | 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        |     28399 | PA      | $28482.59     | 0.05%             | 2038-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77556.72     | 0.12%             | 2036-02-01      | Fixed         | 6.50%                 | 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      | $523226.75    | 0.84%             | 2043-10-25      | Variable      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31409YUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9753 | PA      | $10118.78     | 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      | $30814.41     | 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      | $101633.10    | 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      | $29619.50     | 0.05%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |    192079 | PA      | $136375.91    | 0.22%             | 2029-03-29      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $47152.46     | 0.08%             | 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      | $89456.42     | 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      | $209099.90    | 0.33%             | 2042-12-25      | Variable      | 8.11%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78949.86     | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TopBuild Corp                                                                    | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20231.73     | 0.03%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184258.98    | 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      | $205596.20    | 0.33%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    240000 | PA      | $237647.20    | 0.38%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87634.58     | 0.14%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25913.79     | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306065 | PA      | $310609.90    | 0.50%             | 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      | $71494.30     | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86692.68     | 0.14%             | 2034-02-01      | Fixed         | 6.25%                 | 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      | $444017.78    | 0.71%             | 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        |      8451 | PA      | $8668.96      | 0.01%             | 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        |    190240 | PA      | $71370.75     | 0.11%             | 2042-12-25      | Variable      | 2.29%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31401JNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3911 | PA      | $3965.12      | 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      | $409895.80    | 0.65%             | 2042-03-25      | Variable      | 6.97%                 | 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        |     34731 | PA      | $34932.16     | 0.06%             | 2042-02-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51525.00     | 0.08%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $651248.63    | 1.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104310.80    | 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      | $311674.25    | 0.50%             | 2034-04-01      | Fixed         | 5.50%                 | 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  | -8.00%            |  |  |  | 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  | -15.91%           |  |  |  | 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      | $208762.00    | 0.33%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754723.64    | 1.21%             | 2056-05-15      | Fixed         | 5.62%                 | No            | 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      | $508731.80    | 0.81%             | 2028-11-10      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1107000 | PA      | $1099629.59   | 1.76%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Carpenter Technology Corp                                                        | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66022.13     | 0.11%             | 2034-03-01      | Fixed         | 5.62%                 | 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      | $207762.53    | 0.33%             | 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      | $257671.70    | 0.41%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.70    | 0.16%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175040.80    | 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        |     16470 | PA      | $16698.26     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99991.15     | 0.16%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35646.90     | 0.06%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50537.85     | 0.08%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $180990.63    | 0.29%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Holdco II SAS                                                                    | Holdco II SAS                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206130.60    | 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      | $501626.25    | 0.80%             | 2035-06-15      | Variable      | 5.50%                 | 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      | $204211.00    | 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      | $72966.31     | 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      | $72043.47     | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 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        |    173978 | PA      | $85510.68     | 0.14%             | 2036-03-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $266008.00    | 0.42%             | 2032-05-29      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31122.04     | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    553424 | PA      | $515772.30    | 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        |    270478 | PA      | $270710.37    | 0.43%             | 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      | $597242.64    | 0.95%             | 2049-12-15      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $1003605.87   | 1.60%             | 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      | $127241.12    | 0.20%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10428.04     | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26097.50     | 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      | $235000.00    | 0.38%             | 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      | $325362.44    | 0.52%             | 2039-03-15      | Variable      | 5.66%                 | 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      | $1450569.08   | 2.32%             | 2043-07-25      | Variable      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    205612 | PA      | $206512.66    | 0.33%             | 2028-07-27      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Oak Hill Credit                                                                  | Oak Hill Credit                                                                  | CUSIP: 67123CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500479.00    | 0.80%             | 2039-01-20      | Variable      | 0.00%                 | Yes           | 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      | $463019.70    | 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        |    381686 | PA      | $375159.39    | 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      | $92735.37     | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50917.22     | 0.08%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115789.80    | 0.18%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1458992 | PA      | $1254057.52   | 2.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85424.41     | 0.14%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                          | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51496.88     | 0.08%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    158209 | PA      | $158744.28    | 0.25%             | 2031-09-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152660.97    | 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          | USGSE             | US        |    500000 | PA      | $503482.20    | 0.80%             | 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      | $501732.31    | 0.80%             | 2042-07-25      | Variable      | 7.47%                 | 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      | $501888.50    | 0.80%             | 2038-07-21      | Variable      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81746.31     | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | 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      | $37377.67     | 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        |    525182 | PA      | $500911.32    | 0.80%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50742.19     | 0.08%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30887.82     | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153729.00    | 0.25%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $817323.40    | 1.30%             | 2036-07-15      | Variable      | 6.58%                 | 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      | $261958.97    | 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        |    455129 | PA      | $446123.13    | 0.71%             | 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      | $83980.08     | 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      | $97239.00     | 0.16%             | 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      | $203512.00    | 0.32%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430253.97    | 0.69%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117981.26    | 0.19%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35903.14     | 0.06%             | 2033-10-15      | Fixed         | 5.75%                 | 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      | $400392.80    | 0.64%             | 2034-10-20      | Variable      | 5.75%                 | 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      | $378510.15    | 0.60%             | 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      | $248392.45    | 0.40%             | 2035-01-10      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40969.60     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2652 | PA      | $2754.44      | 0.00%             | 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      | $188450.83    | 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      | $310577.88    | 0.50%             | 2049-10-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82008.63     | 0.13%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $498350.49    | 0.80%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61621.80     | 0.10%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151525.50    | 0.24%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $193072.41    | 0.31%             | 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        |    115000 | PA      | $121756.74    | 0.19%             | 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      | $104164.84    | 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      | $748520.77    | 1.20%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31181.22     | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TruPS Financials Note Securitization 2025-2                                      | TruPS Financials Note Securitization 2025-2                                      | CUSIP: 89822HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $502495.00    | 0.80%             | 2039-07-15      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206222.00    | 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      | $117958.17    | 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        |   2472557 | PA      | $2193098.53   | 3.50%             | 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      | $219449.80    | 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      | $36053.78     | 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      | $257193.45    | 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      | $96090.35     | 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      | $504581.00    | 0.81%             | 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        |    511411 | PA      | $487314.71    | 0.78%             | 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        |      6258 | PA      | $6543.48      | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting