# EDGAR Filing Document

**Accession Number:** 0000838131
**File Stem:** 0000838131-26-000010
**Filing Date:** 2026-5
**Character Count:** 214357
**Document Hash:** 6ee0c520712017c03956d2ed424098c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000838131-26-000010.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000838131-26-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**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:** 261028682

**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

## Nport-Ex

Portfolio

of

Investments

March

31,

2026

JMM

(Unaudited)

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### LONG-TERM

#### INVESTMENTS

#### -

#### 139.6%

#### (99.0%

#### of

#### Total

#### Investments)

#### ASSET-BACKED

#### SECURITIES

#### -

#### 24.6%

#### (17.4%

#### of

#### Total

#### Investments)
–

$

37,663

(a) 321

Henderson

Receivables

VI

LLC,

Series

2010

1A

.310

%

07/15/61

$

37,980

500,000

(a) Adams

Outdoor

Advertising

LP,

Series

2023

.967

07/15/53

505,478

500,000

(a),(b)

AGL

CLO

Ltd,

Series

2022

19A,

(TSFR3M

+

1.650%)

.970

07/21/38

499,844

7,560

Bayview

Financial

Mortgage

Pass-Through

Trust

2006-C,

Series

2006

C

.352

11/28/36

6,452

375,333

(a) Capital

Automotive

REIT,

Series

2024

.900

05/15/54

375,135

500,000

(a) CARS-DB4

LP,

Series

2020

1A

.520

02/15/50

493,452

500,000

Carvana

Auto

Receivables

Trust

2022-P3,

Series

2022

P3

.540

11/10/28

506,681

899,452

(a) CF

Hippolyta

Issuer

LLC,

Series

2020

.600

07/15/60

571,121

100,000

(a),(b)

CIFC

Funding

2020-II

Ltd,

Series

2020

2A,

(TSFR3M

+

1.450%)

.120

04/16/39

100,070

35,256

(a) Commonbond

Student

Loan

Trust

2017-B-GS,

Series

2017

BGS

.440

09/25/42

30,089

1,104,000

(a) DB

Master

Finance

LLC,

Series

2017

1A

.030

11/20/47

1,092,983

287,250

(a) DB

Master

Finance

LLC,

Series

2021

1A

.493

11/20/51

270,446

145,700

(a) Domino's

Pizza

Master

Issuer

LLC,

Series

2017

1A

.118

07/25/47

144,698

673,313

(a) Driven

Brands

Funding

LLC,

Series

2025

1A

.296

10/20/55

602,621

400,000

(a),(b)

Dryden

Senior

Loan

Fund,

Series

2017

49A,

(TSFR3M

+

1.862%)

.529

07/18/30

400,457

473,750

(a) Hardee's

Funding

LLC,

Series

2020

1A

.981

12/20/50

456,034

289,564

(a) J.G.

Wentworth

XXXVII

LLC,

Series

2016

1A

.190

06/17/69

267,404

480,552

(a) JGWPT

XXV

LLC,

Series

2012

1A

.140

02/15/67

489,215

201,065

(a) JGWPT

XXVI

LLC,

Series

2012

2A

.770

10/17/61

201,091

39,443

Mid-State

Capital

Corp

2005-1

Trust,

Series

2005

.745

01/15/40

39,395

20,709

Mid-State

Trust

XI,

Series

2003

.598

07/15/38

20,756

500,000

(a),(b)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2022

48A,

(TSFR3M

+

1.550%)

.218

04/25/36

500,254

400,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

Series

2024

56A,

(TSFR3M

+

1.750%)

.418

07/24/37

400,459

500,000

(a),(b)

Oak

Hill

Credit,

Series

24A,

(TSFR3M

+

1.550%)

.221

01/20/39

498,725

400,000

(a),(b)

OHA

Credit

Funding

Ltd,

Series

2024

19A,

(TSFR3M

+

1.700%)

.969

07/20/37

400,364

500,000

(a) Planet

Fitness

Master

Issuer

LLC,

Series

2025

1A

.274

12/06/55

499,820

476,250

(a) SERVPRO

Master

Issuer

LLC,

Series

2021

1A

.394

04/25/51

452,574

124,872

(a) Start

II

LTD,

Series

2019

.095

03/15/44

124,891

987,500

(a) Subway

Funding

LLC,

Series

2024

1A

.028

07/30/54

993,873

648,450

(a) Taco

Bell

Funding

LLC,

Series

2021

1A

.294

08/25/51

599,892

500,000

(a) Taco

Bell

Funding

LLC,

Series

2025

1A

.821

08/25/55

492,318

294,750

(a) Taco

Bell

Funding

LLC,

Series

2021

1A

.946

08/25/51

288,109

495,251

(a),(b)

TruPS

Financials

Note

Securitization

2025-2,

Series

2025

2A,

(TSFR3M

+

1.900%)

.572

07/15/39

497,729

250,000

(a) VB-S1

Issuer

LLC

-

VBTEL,

Series

2022

1A

.288

02/15/52

246,778

380,636

(a) Wendy's

Funding

LLC,

Series

2018

1A

.884

03/15/48

373,418

551,921

(a) Wendy's

Funding

LLC,

Series

2021

1A

.370

06/15/51

510,456

985,000

(a) Wingstop

Funding

LLC,

Series

2020

1A

.841

12/05/50

953,417

171,900

(a) Zaxbys

Funding

LLC,

Series

2021

1A

.238

07/30/51

163,074

#### TOTAL

#### ASSET-BACKED

#### SECURITIES

#### (Cost

#### $15,702,644)

#### 15,107,553

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
28741132

#### CORPORATE

#### BONDS

#### -

#### 46

#### .8

#### %

#### (#### 33

#### .2

#### %

#### of

#### Total

#### Investments)
(c) 28741132

#### AUTOMOBILES

#### &

#### COMPONENTS

#### -

#### 1.2%
200,000

(a) Clarios

Global

LP

/

Clarios

US

Finance

Co

.750

02/15/30

204,500

45,000

(a) Cyprium

Corp

/

Cyprium

Holdings

Luxembourg

Sarl

.125

04/15/31

44,362

150,000

(d) Goodyear

Tire

&

Rubber

Co/The

.250

04/30/31

135,314

135,000

(a),(d)

Phinia

Inc

.625

10/15/32

137,213

185,000

(a),(d)

ZF

North

America

Capital

Inc

.750

04/23/30

178,965

50,000

(a) ZF

North

America

Capital

Inc

.500

03/24/31

49,116

TOTAL

AUTOMOBILES

&

COMPONENTS

749,470

Portfolio

of

Investments

March

31,

2026

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### BANKS

#### -

#### 8.4%
$

200,000

(e),(f)

Banco

Bilbao

Vizcaya

Argentaria

SA

.375

%

N/A

$

216,076

400,000

(d),(g)

Banco

Santander

SA

.749

12/03/30

358,300

200,000

(e),(f)

Banco

Santander

SA

.625

N/A

230,935

625,000

(d),(g)

Bank

of

America

Corp

.744

02/12/36

635,794

300,000

(e),(g)

Bank

of

America

Corp

.625

N/A

307,573

200,000

(a),(e),(f)

BNP

Paribas

SA

.250

N/A

208,546

250,000

(e),(g)

Citigroup

Inc

.625

N/A

258,540

475,000

(d) JPMorgan

Chase

&

Co

.572

04/22/36

489,480

240,000

(d),(g)

JPMorgan

Chase

&

Co

.576

07/23/36

243,049

300,000

(e),(g)

JPMorgan

Chase

&

Co

.875

N/A

311,250

200,000

(e),(f)

Lloyds

Banking

Group

PLC

.000

N/A

209,912

295,000

(e),(g)

M&T

Bank

Corp

.500

N/A

285,595

250,000

(e),(f)

NatWest

Group

PLC

.125

N/A

270,632

410,000

(d) Texas

Capital

Bancshares

Inc

.301

02/27/32

404,242

300,000

(e),(g)

Truist

Financial

Corp

.669

N/A

299,472

400,000

(e),(g)

Wells

Fargo

&

Co

.625

N/A

420,193

TOTAL

BANKS

5,149,589

#### CAPITAL

#### GOODS

#### -

#### 4.8%
50,000

(a) Advanced

Drainage

Systems

Inc

.375

03/01/34

48,656

150,000

(a) AECOM

.000

08/01/33

149,835

200,000

(a) Albion

Financing

SARL

/

Aggreko

Holdings

Inc

.000

05/21/30

204,407

550,000

(d) Boeing

Co/The

.625

02/01/31

523,062

400,000

(d) Boeing

Co/The

.528

05/01/34

435,737

65,000

(a) Carpenter

Technology

Corp

.625

03/01/34

64,401

135,000

(a) Columbus

McKinnon

Corp/NY

.125

01/31/33

134,938

95,000

(a) Esab

Corp

.625

04/01/31

95,666

30,000

(a) Gates

Corp/DE

.875

07/01/29

30,781

50,000

(a) Herc

Holdings

Inc

.750

03/15/31

49,243

85,000

(a) Herc

Holdings

Inc

.000

06/15/30

87,156

65,000

(a) Herc

Holdings

Inc

.625

06/15/29

66,068

65,000

(a) Herc

Holdings

Inc

.000

03/15/34

62,839

150,000

(a) Lsf12

Helix

Parent

LLC

.125

02/01/33

144,361

200,000

(a) Quikrete

Holdings

Inc

.375

03/01/32

202,801

80,000

(a) Standard

Building

Solutions

Inc

.250

08/01/33

79,100

60,000

(a) TransDigm

Inc

.125

07/31/34

59,013

200,000

(a) TransDigm

Inc

.375

05/31/33

198,934

100,000

(a) WESCO

Distribution

Inc

.250

04/15/31

99,403

100,000

(a) WESCO

Distribution

Inc

.375

03/15/29

101,791

135,000

(a),(d)

Windsor

Holdings

III

LLC

.500

06/15/30

139,843

TOTAL

CAPITAL

GOODS

2,978,035

#### COMMERCIAL

#### &

#### PROFESSIONAL

#### SERVICES

#### -

#### 0.6%
100,000

(a) AMN

Healthcare

Inc

.500

01/15/31

98,007

70,000

(a) CACI

International

Inc

.375

06/15/33

71,255

35,000

(a) Clean

Harbors

Inc

.750

10/15/33

34,914

65,000

(a) GFL

Environmental

Holdings

US

Inc

.500

02/01/34

63,752

50,000

(a) RR

Donnelley

&

Sons

Co

.500

08/01/29

50,610

20,000

(a) Science

Applications

International

Corp

.875

11/01/33

19,518

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

338,056

#### CONSUMER

#### DISCRETIONARY

#### DISTRIBUTION

#### &

#### RETAIL

#### -

#### 1.2%
250,000

(a),(d)

Asbury

Automotive

Group

Inc

.625

11/15/29

241,683

100,000

(a),(d)

Bath

&

Body

Works

Inc

.625

10/01/30

100,942

30,000

(a) Gee

Automotive

Holdings

LLC

.250

03/01/31

30,092

75,000

(a) LCM

Investments

Holdings

II

LLC

.875

05/01/29

72,983

50,000

(a) Michaels

Cos

Inc/The

.000

03/15/34

46,560

60,000

(a) Michaels

Cos

Inc/The

.500

03/15/33

58,410

85,000

(a) Park

River

Holdings

Inc

.000

03/15/31

84,607

125,000

(a) QXO

Building

Products

Inc

.750

04/30/32

127,499

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

762,776

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### CONSUMER

#### DURABLES

#### &

#### APPAREL

#### -

#### 0.2%
$

145,000

(a) CD&R

Smokey

Buyer

Inc

/

Radio

Systems

Corp

.500

%

10/15/29

$

123,339

20,000

(a) TopBuild

Corp

.625

01/31/34

19,576

TOTAL

CONSUMER

DURABLES

&

APPAREL

142,915

#### CONSUMER

#### SERVICES

#### -

#### 1.3%
180,000

(a),(d)

Caesars

Entertainment

Inc

.000

10/15/32

165,602

115,000

(a) Hilton

Domestic

Operating

Co

Inc

.500

03/31/34

112,352

50,000

(a) Light

&

Wonder

International

Inc

.250

10/01/33

48,984

215,000

(a) Motion

Finco

Sarl

.375

02/15/32

177,620

40,000

(a) NCL

Corp

Ltd

.875

01/15/31

38,863

100,000

(a),(d)

SIX

FLAGS

ENTERTAINMENT

.625

05/01/32

99,760

140,000

(a),(d)

Wynn

Resorts

Finance

LLC

/

Wynn

Resorts

Capital

Corp

.250

03/15/33

138,544

TOTAL

CONSUMER

SERVICES

781,725

#### CONSUMER

#### STAPLES

#### DISTRIBUTION

#### &

#### RETAIL

#### -

#### 0.5%
200,000

(a),(d)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

.250

03/15/33

201,341

40,000

(a) Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

.500

03/31/31

39,547

80,000

(a) Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

.750

03/31/34

78,268

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

319,156

#### ENERGY

#### -

#### 4.2%
250,000

(a),(d)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

.625

02/01/32

255,510

55,000

(a) ARCHROCK

SERVICES/PARTNE

.000

02/01/34

54,454

50,000

(a) Ascent

Resources

Utica

Holdings

LLC

/

ARU

Finance

Corp

.625

10/15/32

50,722

45,000

(a) Bristow

Group

Inc

.750

02/01/33

45,483

80,000

(a) Buckeye

Partners

LP

.750

02/01/30

82,561

80,000

(a) California

Resources

Corp

.000

01/15/34

80,653

150,000

(a) Chord

Energy

Corp

.750

03/15/33

154,866

30,000

(a) Chord

Energy

Corp

.000

10/01/30

30,398

40,000

(a) CNX

Resources

Corp

.875

03/01/34

38,955

25,000

(a) CNX

Resources

Corp

.250

03/01/32

25,761

15,000

(a) CVR

Energy

Inc

.500

02/15/31

15,112

200,000

(a),(d)

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

.375

11/01/33

208,666

200,000

(a) Kinetik

Holdings

LP

.625

12/15/28

203,385

50,000

(a) Kodiak

Gas

Services

LLC

.875

04/01/31

50,248

40,000

(a) Matador

Resources

Co

.000

04/15/34

39,747

150,000

(a) Rockies

Express

Pipeline

LLC

.800

05/15/30

143,849

30,000

(a) SM

Energy

Co

.750

07/01/31

31,359

50,000

(a) SM

Energy

Co

.625

04/15/34

49,859

215,000

(a) Sunoco

LP

.625

05/01/30

206,909

100,000

(a) Sunoco

LP

.875

03/15/34

98,895

100,000

(a) Sunoco

LP

.625

03/31/31

99,541

250,000

(d) Targa

Resources

Corp

.550

08/15/35

252,137

20,000

(a) USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

.250

10/01/33

19,937

140,000

(a),(d)

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

.125

03/15/29

143,245

70,000

(a) Venture

Global

LNG

Inc

.125

06/01/28

71,591

50,000

(a) Venture

Global

LNG

Inc

.875

02/01/32

53,699

50,000

(a) Venture

Global

Plaquemines

LNG

LLC

.125

12/15/30

51,421

40,000

(a) Venture

Global

Plaquemines

LNG

LLC

.500

01/15/34

41,698

TOTAL

ENERGY

2,600,661

#### EQUITY

#### REAL

#### ESTATE

#### INVESTMENT

#### TRUSTS
(REITS)

#### -

#### 1.5%
250,000

(d) GLP

Capital

LP

/

GLP

Financing

II

Inc

.625

03/01/36

243,149

75,000

(a) Iron

Mountain

Inc

.500

02/15/31

70,428

90,000

(a) Millrose

Properties

Inc

.250

09/15/32

88,345

175,000

(d) MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

.500

03/15/31

114,347

35,000

(a) MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

.500

02/15/32

35,483

300,000

(a),(d)

Prologis

Targeted

US

Logistics

Fund

LP

.500

04/01/34

304,834

Portfolio

of

Investments

March

31,

2026

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### EQUITY

#### REAL

#### ESTATE

#### INVESTMENT

#### TRUSTS
(REITS)

(continued)

$

70,000

(a) RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

.750

%

03/15/34

$

69,080

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

925,666

#### FINANCIAL

#### SERVICES

#### -

#### 5.8%
250,000

(d),(g)

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

.950

03/10/55

255,869

300,000

(e),(g)

American

Express

Co

.550

N/A

296,600

45,000

(a) Azorra

Finance

Ltd

.250

01/15/31

45,436

100,000

(a) Azorra

Finance

Ltd

.250

02/15/34

92,809

200,000

(d) Block

Inc

.500

05/15/32

201,826

253,002

(a),(d)

Compass

Group

Diversified

Holdings

LLC

.250

04/15/29

235,288

85,000

(a) Encore

Capital

Group

Inc

.625

04/15/31

84,575

200,000

(a) Encore

Capital

Group

Inc

.500

05/15/30

211,463

220,000

Fidelity

National

Information

Services

Inc

.800

03/10/31

218,273

215,000

(a),(d)

FirstCash

Inc

.875

03/01/32

219,132

150,000

(a) Freedom

Mortgage

Holdings

LLC

.875

05/01/31

140,236

75,000

(a) Freedom

Mortgage

Holdings

LLC

.375

04/01/32

73,777

100,000

(a) Hunt

Cos

Inc

.250

04/15/29

93,812

200,000

(a) Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

.000

11/15/29

197,030

200,000

(a) Jane

Street

Group

/

JSG

Finance

Inc

.125

11/01/32

197,778

80,000

OneMain

Finance

Corp

.750

09/15/33

76,708

115,000

OneMain

Finance

Corp

.125

05/15/30

112,452

150,000

(a) PennyMac

Financial

Services

Inc

.250

02/15/29

142,163

55,000

(a) Rocket

Cos

Inc

.375

08/01/33

55,591

100,000

(a),(d)

Starwood

Property

Trust

Inc

.500

07/01/30

102,127

200,000

(a),(e),(f)

UBS

Group

AG

.250

N/A

213,165

115,000

(a) Walker

&

Dunlop

Inc

.625

04/01/33

112,433

180,000

(a) WEX

Inc

.500

03/15/33

176,323

TOTAL

FINANCIAL

SERVICES

3,554,866

#### FOOD,

#### BEVERAGE

#### &

#### TOBACCO

#### -

#### 0.5%
100,000

(a) Darling

Ingredients

Inc

.000

06/15/30

100,699

35,000

(a) Post

Holdings

Inc

.250

10/15/34

34,272

80,000

(a) Post

Holdings

Inc

.500

03/15/36

78,346

75,000

(a),(d)

Primo

Water

Holdings

Inc

/

Triton

Water

Holdings

Inc

.375

04/30/29

72,881

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

286,198

#### HEALTH

#### CARE

#### EQUIPMENT

#### &

#### SERVICES

#### -

#### 2.2%
250,000

(d) Baxter

International

Inc

.450

02/15/29

246,860

114,000

(a),(d)

CHS/Community

Health

Systems

Inc

.875

01/15/32

122,306

275,000

(d) CVS

Health

Corp

.450

09/15/35

276,069

50,000

(a) DaVita

Inc

.625

06/01/30

48,076

50,000

(a) DaVita

Inc

.875

09/01/32

51,221

45,000

(a) DaVita

Inc

.750

07/15/33

45,772

30,000

(a) Global

Medical

Response

Inc

.375

10/01/32

31,153

130,000

(a) IQVIA

Inc

.250

06/01/32

132,014

60,000

(a) Molina

Healthcare

Inc

.500

02/15/31

58,986

190,000

(a),(d)

Prime

Healthcare

Services

Inc

.375

09/01/29

197,030

100,000

(a) Radiology

Partners

Inc

.500

07/15/32

101,387

30,000

(a) Tenet

Healthcare

Corp

.000

11/15/33

30,356

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

1,341,230

#### INSURANCE

#### -

#### 2.6%
100,000

(a) Acrisure

LLC

/

Acrisure

Finance

Inc

.500

11/06/30

100,307

35,000

(a) Acrisure

LLC

/

Acrisure

Finance

Inc

.750

07/01/32

33,727

250,000

(a),(d)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

.500

10/01/31

245,487

100,000

(a) APH

Somerset

Investor

LLC

/

APH2

Somerset

Investor

LLC

/

APH3

Somerset

Inves

.875

11/01/29

90,427

200,000

(a) Ardonagh

Finco

Ltd

.750

02/15/31

202,343

65,000

(a) Asurion

LLC/

Asurion

Co-Issuer

Inc

.000

12/31/32

67,434

110,000

(a) Asurion

LLC/

Asurion

Co-Issuer

Inc

.375

02/01/34

106,795

165,000

(a),(d)

Panther

Escrow

Issuer

LLC

.125

06/01/31

165,554

30,000

(a) Ryan

Specialty

LLC

.875

08/01/32

29,651

300,000

(a),(b)

Vitality

Re

XIV

Ltd

(Federated

Hermes

U.S.

Treasury

Cash

Reserves

+

3.500%)

.812

01/05/27

303,270

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### INSURANCE
(continued)

$

250,000

(a),(b)

Vitality

Re

XVII

Ltd

(FTIXX

+

2.000%)

.000

%

01/08/30

$

249,650

TOTAL

INSURANCE

1,594,645

#### MATERIALS

#### -

#### 1.1%
50,000

(a) Avient

Corp

.250

11/01/31

50,349

75,000

(a) Clydesdale

Acquisition

Holdings

Inc

.750

04/15/30

69,981

10,000

(a) Mineral

Resources

Ltd

.000

04/01/31

10,219

115,000

(a) Olin

Corp

.625

04/01/33

112,496

85,000

(a),(d)

Qnity

Electronics

Inc

.750

08/15/32

85,101

25,000

(a) Qnity

Electronics

Inc

.250

08/15/33

25,278

60,000

(a) Sealed

Air

Corp/Sealed

Air

Corp

US

.250

02/15/31

62,917

240,000

(a),(d)

SK

Invictus

Intermediate

II

Sarl

.000

10/30/29

234,089

15,000

(a) Solstice

Advanced

Materials

Inc

.625

09/30/33

14,791

TOTAL

MATERIALS

665,221

#### MEDIA

#### &

#### ENTERTAINMENT

#### -

#### 1.8%
40,000

(a) CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

.000

02/01/33

40,110

60,000

(a) CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

.375

02/01/36

59,751

50,000

(a) Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

.875

08/15/27

49,947

35,000

(a) Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

.000

02/15/31

35,729

175,000

(a) Gray

Media

Inc

.750

10/15/30

135,026

80,000

(a) Gray

Media

Inc

.250

08/15/33

80,614

40,000

(a) Neptune

Bidco

US

Inc

.500

02/15/33

38,809

55,000

(a),(h)

Nexstar

Media

Inc

.250

04/15/34

55,164

120,000

(a) Nexstar

Media

Inc

.500

09/15/33

120,914

60,000

(a),(h)

OAK-Eagle

Acquireco

Inc

.250

07/01/33

62,166

15,000

(a),(h)

OAK-Eagle

Acquireco

Inc

.750

07/01/34

15,703

60,000

(a) Sirius

XM

Radio

LLC

.000

07/15/28

57,916

75,000

(a),(d)

Univision

Communications

Inc

.500

05/01/29

70,462

200,000

(a) VZ

Secured

Financing

BV

.000

01/15/32

171,439

100,000

(a) Ziff

Davis

Inc

.625

10/15/30

94,287

TOTAL

MEDIA

&

ENTERTAINMENT

1,088,037

#### PHARMACEUTICALS,

#### BIOTECHNOLOGY

#### &

#### LIFE

#### SCIENCES

#### -

#### 0.3%
40,000

(a) BioMarin

Pharmaceutical

Inc

.500

01/31/34

39,382

200,000

(a),(d)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

.125

04/30/31

162,998

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

202,380

#### REAL

#### ESTATE

#### MANAGEMENT

#### &

#### DEVELOPMENT

#### -

#### 0.7%
75,000

Kennedy-Wilson

Inc

.750

03/01/29

73,594

325,000

(d) Kennedy-Wilson

Inc

.000

03/01/31

324,234

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

397,828

#### SOFTWARE

#### &

#### SERVICES

#### -

#### 2.1%
500,000

(a),(d)

Ahead

DB

Holdings

LLC

.625

05/01/28

489,069

30,000

(a) Fair

Isaac

Corp

.000

05/15/33

29,437

100,000

(a) Gen

Digital

Inc

.250

04/01/33

97,212

100,000

(a) Open

Text

Corp

.875

12/01/29

89,365

500,000

(d) Oracle

Corp

.700

02/04/36

480,744

89,000

(a) Rocket

Software

Inc

.000

11/28/28

88,866

TOTAL

SOFTWARE

&

SERVICES

1,274,693

#### TELECOMMUNICATION

#### SERVICES

#### -

#### 1.6%
35,000

(a) APLD

ComputeCo

LLC

.750

03/15/31

34,745

40,000

(a) Black

Pearl

Compute

LLC

.125

02/15/31

40,712

35,000

(a) Cipher

Compute

LLC

.125

11/15/30

36,261

200,000

(a) Iliad

Holding

SAS

.000

04/15/32

200,240

80,000

(a) Level

Financing

Inc

.875

06/30/33

81,466

130,000

(a) Level

Financing

Inc

.000

03/31/34

133,066

40,000

(a) SV

RNO

Property

Owner

LLC

.875

03/01/31

39,540

80,000

(a) Windstream

Services

LLC

.500

10/15/33

83,172

105,000

(a),(d)

Windstream

Services

LLC

/

Windstream

Escrow

Finance

Corp

.250

10/01/31

109,741

200,000

(a) Zegona

Finance

PLC

.625

07/15/29

209,509

TOTAL

TELECOMMUNICATION

SERVICES

968,452

Portfolio

of

Investments

March

31,

2026

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### TRANSPORTATION

#### -

#### 0.3%
$

160,000

(a) Stonepeak

Nile

Parent

LLC

.250

%

03/15/32

$

166,416

45,000

United

Airlines

Holdings

Inc

.375

03/01/31

44,069

TOTAL

TRANSPORTATION

210,485

#### UTILITIES

#### -

#### 3.9%
50,000

(a) Clearway

Energy

Operating

LLC

.750

01/15/34

49,135

200,000

(a) ContourGlobal

Power

Holdings

SA

.750

02/28/30

202,248

100,000

(a),(d)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp

.875

04/01/29

95,600

50,000

(a) Ferrellgas

LP

/

Ferrellgas

Finance

Corp

.250

01/15/31

52,097

150,000

(d) Interstate

Power

and

Light

Co

.600

06/29/35

153,675

150,000

(a) NRG

Energy

Inc

.750

01/15/34

147,964

375,000

(a),(d)

Superior

Plus

LP

/

Superior

General

Partner

Inc

.500

03/15/29

358,470

115,000

(a) Talen

Energy

Supply

LLC

.625

06/01/30

120,644

85,000

(a) Talen

Energy

Supply

LLC

.250

02/01/34

84,053

75,000

(a) Talen

Energy

Supply

LLC

.500

02/01/36

75,520

300,000

(a),(d)

Vistra

Operations

Co

LLC

.350

01/31/36

293,458

40,000

(a) VoltaGrid

LLC

.375

11/01/30

41,312

750,000

(d),(g)

WEC

Energy

Group

Inc

.625

05/15/56

734,872

TOTAL

UTILITIES

2,409,048

#### TOTAL

#### CORPORATE

#### BONDS

#### (Cost

#### $29,170,162)

#### 28,741,132

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### MORTGAGE-BACKED

#### SECURITIES

#### -

#### 65.2%

#### (46.3%

#### of

#### Total

#### Investments)
–

500,000

(a),(b)

ARDN

2025-ARCP

Mortgage

Trust,

Series

2025

ARCP,

(TSFR1M

+

1.750%)

.423

06/15/35

498,832

400,000

(b) Benchmark

2018-B2

Mortgage

Trust,

Series

2018

B2

.084

02/15/51

385,432

972,103

(d) Benchmark

2019-B9

Mortgage

Trust,

Series

2019

B9

.751

03/15/52

955,546

503,099

(a),(b)

BX

Commercial

Mortgage

Trust

2025-BCAT,

Series

2025

BCAT,

(TSFR1M

+

1.380%)

.730

08/15/42

503,775

300,000

(a),(b),(h)

BX

Trust

2026-RISE,

Series

2026

RISE,

(TSFR1M

+

1.300%)

.970

04/15/41

300,375

250,000

(a),(b)

Century

Plaza

Towers

2019-CPT,

Series

2019

CPT

.997

11/13/39

218,360

425,000

(b) Citigroup

Commercial

Mortgage

Trust

2015-GC29,

Series

2015

GC29

.975

04/10/48

380,588

600,000

(a) Citigroup

Commercial

Mortgage

Trust

2016-P5,

Series

2016

P5

.000

10/10/49

306,020

500,000

(b) Citigroup

Commercial

Mortgage

Trust

2017-P8,

Series

2017

P8

.789

09/15/50

474,023

241,000

Citigroup

Commercial

Mortgage

Trust

2019-GC41,

Series

2019

GC41

.502

08/10/56

207,144

33,879

(a) Citigroup

Global

Markets

Mortgage

Securities

VII

Inc,

Series

2003

.000

09/25/33

13,065

479,082

(a),(b)

COMM

2013-LC13

Mortgage

Trust,

Series

2013

LC13

.012

08/10/46

449,894

775,000

(b) COMM

2015-CCRE22

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

716,487

540,000

(b) COMM

2015-CCRE26

Mortgage

Trust,

Series

2015

CR26

.613

10/10/48

509,781

86,099

(b) COMM

2015-LC23

Mortgage

Trust,

Series

2015

LC23

.685

10/10/48

83,374

400,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2022-R04,

Series

2022

R04,

(SOFR30A

+

3.100%)

.762

03/25/42

405,726

1,000,000

(a),(b),(d)

Connecticut

Avenue

Securities

Trust

2022-R07,

Series

2022

R07,

(SOFR30A

+

4.650%)

.312

06/25/42

1,039,719

485,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2022-R08,

Series

2022

R08,

(SOFR

+

3.600%)

.262

07/25/42

499,656

200,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2023-R01,

Series

2023

R01,

(SOFR30A

+

3.750%)

.412

12/25/42

208,082

1,500,000

(a),(b),(d)

Connecticut

Avenue

Securities

Trust

2023-R02,

Series

2023

R02,

(SOFR30A

+

3.350%)

.012

01/25/43

1,550,772

1,000,000

(a),(b),(d)

Connecticut

Avenue

Securities

Trust

2023-R04,

Series

2023

R04,

(SOFR30A

+

3.550%)

.212

05/25/43

1,041,603

1,410,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

2.700%)

.362

07/25/43

1,442,339

710,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

3.900%)

.188

07/25/43

739,896

500,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2023-R08,

Series

2023

R08,

(SOFR30A

+

3.550%)

.212

10/25/43

521,639

250,000

(a) CSMC

2014-USA

OA

LLC,

Series

2014

USA

.373

09/15/37

198,657

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### MORTGAGE-BACKED

#### SECURITIES
(continued)

$

86,716

CSMC

Mortgage-Backed

Trust

2006-7,

Series

2006

.000

%

08/25/36

$

29,321

200,000

(a),(b)

DBSG

2024-ALTA

Mortgage

Trust,

Series

2024

ALTA

.595

06/10/37

201,745

252,338

(d) Fannie

Mae

Pool,

FN

MA4600,

Series

2022

.500

05/01/52

231,611

2,424,067

(d) Fannie

Mae

Pool,

FN

MA4579

.000

04/01/52

2,133,989

1,661,517

(d) Fannie

Mae

Pool,

FN

MA4438,

Series

2021

.500

10/01/51

1,408,387

16,233

Fannie

Mae

Pool,

FN

995018

.500

06/01/38

16,753

9,588

Fannie

Mae

Pool,

FN

882685

.000

06/01/36

9,866

6,144

Fannie

Mae

Pool,

FN

878059

.500

03/01/36

6,341

368,429

(d) Fannie

Mae

Pool,

FN

MA4644,

Series

2022

.000

05/01/52

348,837

446,137

(d) Fannie

Mae

Pool,

FN

MA4733

.500

09/01/52

432,467

8,195

Fannie

Mae

Pool,

FN

828346

.000

07/01/35

8,262

288,947

(d) Fannie

Mae

Pool,

FN

MA4919

.500

02/01/53

291,435

15,985

Fannie

Mae

Pool,

FN

766070

.500

02/01/34

16,065

133,679

(d) Fannie

Mae

Pool,

FN

MA5039

.500

06/01/53

134,789

808,635

(d) Fannie

Mae

Pool,

FN

MA5106

.000

08/01/53

800,308

1,031,695

Fannie

Mae

Pool,

FN

MA5107

.500

08/01/53

1,039,788

1,168,977

(d) Fannie

Mae

Pool,

FN

MA5164

.000

10/01/53

1,156,945

730,488

(d) Fannie

Mae

Pool,

FN

MA5165

.500

10/01/53

735,884

351,279

(d) Fannie

Mae

Pool,

FN

MA5353

.500

05/01/54

353,230

502,804

(d) Fannie

Mae

Pool,

FN

MA4783

.000

10/01/52

476,364

3,767

Fannie

Mae

Pool,

FN

709700

.500

06/01/33

3,787

157,053

(d) Fannie

Mae

Pool,

FN

BM5839

.500

11/01/47

147,724

560,846

(d) Fannie

Mae

Pool,

FN

BM5126

.500

01/01/48

524,407

33,960

(b) Fannie

Mae

REMIC

Trust

2002-W1,

Series

2002

W1

.312

02/25/42

33,915

181,425

(b) Fannie

Mae

REMIC

Trust

2003-W1,

Series

2003

W1

.238

12/25/42

69,954

2,246

Freddie

Mac

Gold

Pool,

FG

C00676

.500

11/01/28

2,325

510,251

(d) Freddie

Mac

Gold

Pool,

FG

G60138

.500

08/01/45

482,310

490,498

(d) Freddie

Mac

Gold

Pool,

FG

Q40841

.000

06/01/46

444,208

317,160

(d) Freddie

Mac

Gold

Pool,

FG

Q40718

.500

05/01/46

297,364

778,915

(d) Freddie

Mac

Gold

Pool,

FG

G08528

.000

04/01/43

713,957

216,714

(d) Freddie

Mac

Gold

Pool,

FG

G08566

.500

01/01/44

203,952

321,200

(d) Freddie

Mac

Pool,

FR

RA7402

.500

05/01/52

295,607

1,430,327

(d) Freddie

Mac

Pool,

FR

RA6766

.500

02/01/52

1,225,868

150,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

Series

2022

DNA2,

(SOFR30A

+

4.750%)

.412

02/25/42

153,615

420,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

Series

2022

DNA3,

(SOFR30A

+

5.650%)

.647

04/25/42

439,864

600,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA6,

Series

2022

DNA6,

(SOFR30A

+

5.750%)

.412

09/25/42

638,549

320,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-HQA2,

Series

2022

HQA2,

(SOFR30A

+

4.000%)

.662

07/25/42

330,053

1,400,000

(a),(b),(d)

Freddie

Mac

STACR

REMIC

Trust

2023-HQA1,

Series

2023

HQA1,

(SOFR30A

+

3.500%)

.162

05/25/43

1,462,670

44,453

(d) Ginnie

Mae

I

Pool,

GN

604567

.500

08/15/33

44,869

30,031

(d) Ginnie

Mae

I

Pool,

GN

631574

.000

07/15/34

30,472

642,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

1.197%)

.870

07/15/31

497,143

28,840

(a),(b)

GSMPS

Mortgage

Loan

Trust

2001-2,

Series

2001

.500

06/19/32

28,359

259,483

(a) GSMPS

Mortgage

Loan

Trust

2003-3,

Series

2003

.000

06/25/43

272,254

187,688

(a) GSMPS

Mortgage

Loan

Trust

2005-RP1,

Series

2005

RP1

.500

01/25/35

194,958

265,485

(a) GSMPS

Mortgage

Loan

Trust

2005-RP2,

Series

2005

RP2

.500

03/25/35

264,752

218,023

(a) GSMPS

Mortgage

Loan

Trust

2005-RP3,

Series

2005

RP3

.500

09/25/35

219,634

138,890

(a) GSMPS

Mortgage

Loan

Trust

2005-RP3,

Series

2005

RP3

.000

09/25/35

136,953

500,000

(a),(b)

Hudson

Yards

2019-55HY

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

457,278

250,000

(a) ICNQ

2024-MF

Mortgage

Trust,

Series

2024

MF

.074

12/10/34

256,321

64,256

(b) Impac

Secured

Assets

CMN

Owner

Trust,

Series

2000

.000

10/25/30

60,496

173,052

JP

Morgan

Alternative

Loan

Trust

2006-S1,

Series

2006

S1

.500

03/25/36

86,780

500,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2016-

JP4,

Series

2016

JP4

.340

12/15/49

388,015

368,000

(a) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-

ICON

UES,

Series

2019

UES

.343

05/05/32

368,126

Portfolio

of

Investments

March

31,

2026

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### MORTGAGE-BACKED

#### SECURITIES
(continued)

$

500,000

(a) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2020-

NNN,

Series

2020

NNN

.620

%

01/16/37

$

234,985

697,000

(b) JPMDB

Commercial

Mortgage

Securities

Trust

2016-C4,

Series

2016

C4

.012

12/15/49

596,843

500,000

(a) JPMDB

Commercial

Mortgage

Securities

Trust

2017-C7,

Series

2017

C7

.000

10/15/50

396,546

500,000

(a) Legends

Outlets

Kansas

City

KS

Mortgage

Secured

Pass-

Through

Trust,

Series

2024

LGND

.021

11/05/39

500,972

400,000

(a),(b)

Manhattan

West

2020-1MW

Mortgage

Trust,

Series

2020

1MW

.335

09/10/39

381,541

206,433

MASTR

Alternative

Loan

Trust

2004-1,

Series

2004

.000

01/25/34

211,406

62,745

MASTR

Alternative

Loan

Trust

2004-5,

Series

2004

.000

06/25/34

64,504

67,173

MASTR

Asset

Securitization

Trust

2003-11,

Series

2003

.250

12/25/33

66,295

250,000

(a),(b)

MHP

Commercial

Mortgage

Trust

2025-MHIL2,

Series

2025

A,

(TSFR1M

+

1.500%)

.173

09/15/40

249,290

500,000

(b) Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2016-C28,

Series

2016

C28

.583

01/15/49

434,194

17,165

Morgan

Stanley

Mortgage

Loan

Trust

2006-2,

Series

2006

.750

02/25/36

16,136

325,000

(a),(b)

MTN

Commercial

Mortgage

Trust

2022-LPFL,

Series

2022

LPFL,

(TSFR1M

+

1.896%)

.576

03/15/39

324,943

1,000,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

Series

2019

MILE,

(TSFR1M

+

2.829%)

.502

07/15/36

839,084

175,736

(a),(b)

New

Residential

Mortgage

Loan

Trust

2014-1,

Series

2014

1A

.855

01/25/54

165,043

269,439

(a),(b)

New

Residential

Mortgage

Loan

Trust

2015-2,

Series

2015

2A

.238

08/25/55

268,407

500,000

(a),(b)

NYCT

Trust

2024-3ELV,

Series

2024

3ELV,

(TSFR1M

+

1.991%)

.663

08/15/29

501,530

135,000

(a) SLG

Office

Trust

2021-OVA,

Series

2021

OVA

.851

07/15/41

117,522

4,623

(b) Washington

Mutual

MSC

Mortgage

Pass-Through

Certificates,

Series

2004

RA3

.433

08/25/38

4,602

500,000

(b) Wells

Fargo

Commercial

Mortgage

Trust

2017-C38,

Series

2017

C38

.903

07/15/50

461,771

#### TOTAL

#### MORTGAGE-BACKED

#### SECURITIES

#### (Cost

#### $42,534,572)

#### 40,095,325

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
1486977

#### SOVEREIGN

#### DEBT

#### -

#### 2

#### .4

#### %

#### (#### 1

#### .7

#### %

#### of

#### Total

#### Investments)
1486977

#### BRAZIL

#### -

#### 0.4%
250,000

Brazilian

Government

International

Bond

.000

10/20/33

250,700

TOTAL

BRAZIL

250,700

#### COTE

#### D'IVOIRE

#### -

#### 0.4%
260,000

(a) Ivory

Coast

Government

International

Bond

.125

06/15/33

244,606

TOTAL

COTE

D'IVOIRE

244,606

#### KAZAKHSTAN

#### -

#### 0.4%
250,000

(a) Kazakhstan

Government

International

Bond

.000

07/01/32

249,169

TOTAL

KAZAKHSTAN

249,169

#### MEXICO

#### -

#### 0.4%
250,000

Mexico

Government

International

Bond

.850

07/02/32

250,900

TOTAL

MEXICO

250,900

#### TURKEY

#### -

#### 0.8%
250,000

Turkiye

Government

International

Bond

.950

01/15/31

240,905

250,000

Turkiye

Government

International

Bond

.250

05/29/32

250,697

TOTAL

TURKEY

491,602

#### TOTAL

#### SOVEREIGN

#### DEBT

#### (Cost

#### $1,507,222)

#### 1,486,977

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
362163

#### VARIABLE

#### RATE

#### SENIOR

#### LOAN

#### INTERESTS

#### -

#### 0

#### .6

#### %

#### (#### 0

#### .4

#### %

#### of

#### Total

#### Investments)
362163

#### CAPITAL

#### GOODS

#### -

#### 0.3%
205,006

(b) Core

&

Main

LP,

Term

Loan

B,

(TSFR1M

+

2.000%)

.676

07/27/28

205,391

TOTAL

CAPITAL

GOODS

205,391

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

Investments

in

Derivatives

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### INSURANCE

#### -

#### 0.3%
$

157,415

(b) Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

%

09/19/31

$

156,387

TOTAL

INSURANCE

156,387

#### MATERIALS

#### -

#### 0.0%

(b) INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

.018

03/29/29

TOTAL

MATERIALS

#### TOTAL

#### VARIABLE

#### RATE

#### SENIOR

#### LOAN

#### INTERESTS

#### (Cost

#### $362,491)

#### 362,163

#### TOTAL

#### LONG-TERM

#### INVESTMENTS

#### (Cost

#### $89,277,091)

#### 85,793,150

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### SHORT-TERM

#### INVESTMENTS

#### -

#### 1.4%(1.0%

#### of

#### Total

#### Investments)
862305

#### REPURCHASE

#### AGREEMENTS

#### -

#### 1

#### .4

#### %

#### (#### 1

#### .0

#### %

#### of

#### Total

#### Investments)
862305

262,305

(i) Fixed

Income

Clearing

Corporation

.060

04/01/26

262,305

600,000

(j) Fixed

Income

Clearing

Corporation

.600

04/01/26

600,000

#### TOTAL

#### REPURCHASE

#### AGREEMENTS

#### (Cost

#### $862,305)

#### 862,305

#### TOTAL

#### SHORT-TERM

#### INVESTMENTS

#### (Cost

#### $862,305)

#### 862,305

#### TOTAL

#### INVESTMENTS

#### -

#### 141

#### .0

#### %

#### (Cost

#### $

#### 90,139,396

####)

#### 86,655,455

#### REVERSE

#### REPURCHASE

#### AGREEMENTS,

#### INCLUDING

#### ACCRUED

#### INTEREST

#### -

#### (42.0)%(k)

#### (#### 25,808,680

####)

#### OTHER

#### ASSETS

#### &

#### LIABILITIES,

#### NET

#### - 1.0%

#### 612,810

#### NET

#### ASSETS

#### APPLICABLE

#### TO

#### COMMON

#### SHARES

#### -

#### 100%

#### $

#### 61,459,585
LIBOR

London

Inter-Bank

Offered

Rate

M

Month

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

fiscal

period,

the

aggregate

value

of

these

securities

is

$53,857,104

or

62.2%

of

Total

Investments.

(b) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(c) Contains

$1,000

Par

Preferred

and/or

Contingent

Capital

Securities.

(d) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

fiscal

period,

investments

with

a

value

of

$29,730,310

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(e) Perpetual

security.

Maturity

date

is

not

applicable.

(f) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

1.6%

of

Total

Investments.

(g) $1,000

Par

Institutional

Preferred

security.

As

of

the

end

of

the

period,

the

percent

of

$1,000

Par

Institutional

Preferred

securities

was

5.1%

of

Total

Investments.

(h) When-issued

or

delayed

delivery

security.

(i) Agreement

with

Fixed

Income

Clearing

Corporation,

1.060%

dated

3/31/26

to

be

repurchased

at

$262,313

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.375%

and

maturity

date

11/30/27,

valued

at

$267,645.

(j) Agreement

with

Fixed

Income

Clearing

Corporation,

3.600%

dated

3/31/26

to

be

repurchased

at

$600,060

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.750%

and

maturity

date

2/15/56,

valued

at

$612,185.

(k) Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

29.8%.

Portfolio

of

Investments

March

31,

2026

(continued)

JMM

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

#### Futures

#### Contracts

#### -

#### Long

#### Description

#### Number

#### of

#### Contracts

#### Expiration

#### Date

#### Notional

#### Amount

#### Value

#### Unrealized

#### Appreciation
(Depreciation)

U.S.

Treasury

5-Year

Note

6/26

$

9,153,457

$

9,087,094

$

(66,363)

U.S.

Treasury

Ultra

10-Year

Note

6/26

7,194,330

7,037,969

(156,361)

U.S.

Treasury

Ultra

Bond

6/26

5,423,219

5,245,312

(177,907)

Total

$21,771,006

$21,370,375

$(400,631)

#### JMM

#### Level

#### 1

#### Level

#### 2

#### Level

#### 3

#### Total
Long-Term

Investments:

Asset-Backed

Securities

$

–

$

15,107,553

$

–

$

15,107,553

Corporate

Bonds

–

28,741,132

–

28,741,132

Mortgage-Backed

Securities

–

40,095,325

–

40,095,325

Sovereign

Debt

–

1,486,977

–

1,486,977

Variable

Rate

Senior

Loan

Interests

–

362,163

–

362,163

Short-Term

Investments:

Repurchase

Agreements

–

862,305

–

862,305

Investments

in

Derivatives:

Futures

Contracts\*

(400,631)

–

–

(400,631)

Total

$

(400,631)

$

86,655,455

$

–

$

86,254,824

\*

Represents

net

unrealized

appreciation

(depreciation).

## 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:** 2026-03-31

**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:** $62928207.00

**Total Liabilities:** $1461438.00

**Net Assets:** $61466769.00

**Delayed Delivery Securities:** $431209.00

**Cash Not Reported:** $946753.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -470.90000000 | **1-Year:** -1720.34000000 | **5-Year:** -2505.45000000 | **10-Year:** -9473.51000000 | **30-Year:** -9175.35000000

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

- **3-Month:** -508.59000000 | **1-Year:** -1255.12000000 | **5-Year:** -5039.81000000 | **10-Year:** -2211.42000000 | **30-Year:** -306.08000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.44%                | 1.50%                | -2.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20574.72                | $68976.87                                  |
| Month 2  | $2542.32                 | $364073.28                                 |
| Month 3  | $-331554.90              | $-955202.48                                |

**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      | $1550772.30   | 2.52%             | 2043-01-25      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106794.87    | 0.17%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154866.33    | 0.25%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkiye Government International Bond                                            | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $240904.94    | 0.39%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73594.14     | 0.12%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual MSC Mortgage                                                   | Washington Mutual MSC Mortgage Pass-Through Certificates                         | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4622 | PA      | $4602.13      | 0.01%             | 2038-08-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153674.92    | 0.25%             | 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      | $201745.08    | 0.33%             | 2037-06-10      | Variable      | 6.60%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899452 | PA      | $571121.35    | 0.93%             | 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      | $19517.47     | 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      | $358470.00    | 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      | $66067.76     | 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      | $127498.88    | 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        |    115000 | PA      | $112495.98    | 0.18%             | 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        |     39443 | PA      | $39395.09     | 0.06%             | 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      | $139842.59    | 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      | $385431.84    | 0.63%             | 2051-02-15      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    778915 | PA      | $713956.95    | 1.16%             | 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      | $420193.20    | 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      | $497142.65    | 0.81%             | 2031-07-15      | Variable      | 4.87%                 | 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      | $211405.67    | 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      | $258539.75    | 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      | $50722.00     | 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        |    317160 | PA      | $297363.81    | 0.48%             | 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      | $400364.40    | 0.65%             | 2037-07-20      | Variable      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| Vitality Re XVII Ltd                                                             | Vitality Re XVII Ltd                                                             | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249650.00    | 0.41%             | 2030-01-08      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730488 | PA      | $735884.05    | 1.20%             | 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        |    157052 | PA      | $147723.75    | 0.24%             | 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      | $523062.08    | 0.85%             | 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      | $211462.80    | 0.34%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Bayview Financial Acquisition                                                    | Bayview Financial Mortgage Pass-Through Trust 2006-C                             | CUSIP: 07325DAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7560 | PA      | $6452.19      | 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      | $203384.60    | 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      | $270631.75    | 0.44%             | 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      | $62917.52     | 0.10%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38955.06     | 0.06%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WD5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    490498 | PA      | $444208.33    | 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        |    321200 | PA      | $295606.94    | 0.48%             | 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      | $216076.20    | 0.35%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Holdings US Inc                                                | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63751.73     | 0.10%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100942.20    | 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      | $72982.98     | 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      | $78267.70     | 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      | $69980.54     | 0.11%             | 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      | $14790.63     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48656.04     | 0.08%             | 2034-03-01      | Fixed         | 5.38%                 | 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      | $380587.50    | 0.62%             | 2048-04-10      | Variable      | 3.97%                 | 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      | $1462669.60   | 2.38%             | 2043-05-25      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311250.00    | 0.51%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39382.26     | 0.06%             | 2034-01-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294750 | PA      | $288108.43    | 0.47%             | 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      | $153614.61    | 0.25%             | 2042-02-25      | Variable      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45771.89     | 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      | $48984.50     | 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        |    171900 | PA      | $163074.22    | 0.27%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206909.34    | 0.34%             | 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      | $358300.44    | 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      | $204407.40    | 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      | $165554.24    | 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      | $489069.10    | 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      | $250700.00    | 0.41%             | 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        |     44453 | PA      | $44869.37     | 0.07%             | 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      | $178965.73    | 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      | $400456.80    | 0.65%             | 2030-07-18      | Variable      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62838.67     | 0.10%             | 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      | $296599.87    | 0.48%             | 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        |   1031695 | PA      | $1039788.50   | 1.69%             | 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      | $388014.85    | 0.63%             | 2049-12-15      | Variable      | 3.34%                 | 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        |     17165 | PA      | $16136.43     | 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      | $29650.94     | 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      | $94286.70     | 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        |    289564 | PA      | $267404.44    | 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      | $474022.80    | 0.77%             | 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        |     28840 | PA      | $28359.02     | 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      | $57915.65     | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SM Energy Co                                                                     | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49858.73     | 0.08%             | 2034-04-15      | Fixed         | 6.62%                 | 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      | $716487.50    | 1.17%             | 2048-03-10      | Variable      | 3.69%                 | 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      | $144698.52    | 0.24%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276069.33    | 0.45%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    600000 | PA      | $638548.80    | 1.04%             | 2042-09-25      | Variable      | 9.41%                 | Yes           | 2                  | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201826.20    | 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        |    476250 | PA      | $452573.85    | 0.74%             | 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        |    375333 | PA      | $375135.29    | 0.61%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162997.98    | 0.27%             | 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      | $71590.47     | 0.12%             | 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      | $368125.56    | 0.60%             | 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      | $449894.17    | 0.73%             | 2046-08-10      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202800.60    | 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        |    259483 | PA      | $272253.45    | 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        |     70000 | PA      | $71254.82     | 0.12%             | 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        |    480552 | PA      | $489215.27    | 0.80%             | 2067-02-15      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                         | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246860.37    | 0.40%             | 2029-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Start Ltd.                                                                       | Start II LTD                                                                     | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    124872 | PA      | $124891.13    | 0.20%             | 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      | $49947.31     | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Michaels Cos Inc/The                                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46560.12     | 0.08%             | 2034-03-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243049.51    | 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      | $249289.53    | 0.41%             | 2040-09-15      | Variable      | 5.17%                 | 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      | $90427.00     | 0.15%             | 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      | $255509.75    | 0.42%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| US ULTRA BOND CBT Jun26                                                          | US ULTRA BOND CBT Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        45 | NC      | $5245312.50   | 8.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $250900.00    | 0.41%             | 2032-07-02      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218273.27    | 0.36%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    216714 | PA      | $203952.13    | 0.33%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35729.02     | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85101.24     | 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        |     16233 | PA      | $16752.57     | 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        |    560846 | PA      | $524407.33    | 0.85%             | 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      | $400459.20    | 0.65%             | 2037-07-24      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299471.64    | 0.49%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133066.17    | 0.22%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252137.08    | 0.41%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59750.80     | 0.10%             | 2036-02-01      | Fixed         | 7.38%                 | 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      | $143244.66    | 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      | $249169.67    | 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      | $209912.00    | 0.34%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                                          | SIX FLAGS ENTERTAINMENT                                                          | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99759.81     | 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        |     67173 | PA      | $66295.33     | 0.11%             | 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      | $89365.44     | 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      | $140236.22    | 0.23%             | 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      | $135313.74    | 0.22%             | 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      | $109741.49    | 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      | $434193.55    | 0.71%             | 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        |    138890 | PA      | $136952.71    | 0.22%             | 2035-09-25      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| APLD ComputeCo 2 LLC                                                             | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34745.17     | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | 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        |     62745 | PA      | $64503.69     | 0.10%             | 2034-06-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Nexstar Media Inc                                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120914.28    | 0.20%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Black Pearl Compute LLC                                                          | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40711.88     | 0.07%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241682.60    | 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      | $208545.80    | 0.34%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| United Airlines Holdings Inc                                                     | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44069.25     | 0.07%             | 2031-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions Inc                                                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79100.44     | 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      | $78345.67     | 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: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197029.64    | 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      | $166415.52    | 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      | $218359.53    | 0.36%             | 2039-11-13      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50247.62     | 0.08%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                        | Driven Brands Funding LLC                                                        | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673312 | PA      | $602620.55    | 0.98%             | 2055-10-20      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Esab Corp                                                                        | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95665.95     | 0.16%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112451.70    | 0.18%             | 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      | $381541.24    | 0.62%             | 2039-09-10      | Variable      | 2.33%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293458.05    | 0.48%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           | 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        |    175736 | PA      | $165043.52    | 0.27%             | 2054-01-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137212.79    | 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        |    269439 | PA      | $268406.71    | 0.44%             | 2055-08-25      | Variable      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86099 | PA      | $83373.91     | 0.14%             | 2048-10-10      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142163.63    | 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      | $138543.92    | 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      | $13064.76     | 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        |     37663 | PA      | $37979.82     | 0.06%             | 2061-07-15      | Fixed         | 9.31%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        |  -8365671 | PA      | $-8365671.00  | -13.61%           |  |  |  | No            | N/A                | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76708.21     | 0.12%             | 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        |  -3226000 | PA      | $-3226000.00  | -5.25%            |  |  |  | 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      | $953417.35    | 1.55%             | 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      | $505478.35    | 0.82%             | 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      | $30398.10     | 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        |   1168977 | PA      | $1156945.36   | 1.88%             | 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      | $499820.45    | 0.81%             | 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      | $235287.74    | 0.38%             | 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      | $1041602.60   | 1.69%             | 2043-05-25      | Variable      | 7.21%                 | 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      | $198656.63    | 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      | $123339.29    | 0.20%             | 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      | $501530.00    | 0.82%             | 2029-08-15      | Variable      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285595.05    | 0.46%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BX Trust 2026-RISE                                                               | BX Trust 2026-RISE                                                               | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300375.00    | 0.49%             | 2041-04-15      | Variable      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Hardee's Funding LLC and Carls                                                   | Hardee's Funding LLC                                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473750 | PA      | $456033.98    | 0.74%             | 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        |    351279 | PA      | $353230.24    | 0.57%             | 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      | $500253.50    | 0.81%             | 2036-04-25      | Variable      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| AMN Healthcare Inc                                                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98007.21     | 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      | $509781.06    | 0.83%             | 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      | $19937.10     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62165.67     | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | 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      | $39546.88     | 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      | $219131.87    | 0.36%             | 2032-03-01      | Fixed         | 6.88%                 | 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        |    218023 | PA      | $219634.32    | 0.36%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| HUNT COS INC                                                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93811.66     | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Nexstar Media Inc                                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55163.72     | 0.09%             | 2034-04-15      | Fixed         | 7.25%                 | 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      | $303270.00    | 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      | $599891.60    | 0.98%             | 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      | $81465.69     | 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        |    252338 | PA      | $231610.79    | 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      | $50349.20     | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    600000 | PA      | $600000.00    | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1039719.20   | 1.69%             | 2042-06-25      | Variable      | 8.31%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209509.60    | 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        |     30031 | PA      | $30471.68     | 0.05%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Michaels Cos Inc/The                                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58409.64     | 0.10%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                      | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39539.70     | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51221.34     | 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      | $330052.96    | 0.54%             | 2042-07-25      | Variable      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243149.55    | 0.40%             | 2036-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Lsf12 Helix Parent LLC                                                           | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144360.92    | 0.23%             | 2033-02-01      | Fixed         | 7.12%                 | 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      | $30089.10     | 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        |    201065 | PA      | $201091.39    | 0.33%             | 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        |   1661517 | PA      | $1408387.10   | 2.29%             | 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      | $492318.20    | 0.80%             | 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        |     89000 | PA      | $88866.34     | 0.14%             | 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      | $88344.70     | 0.14%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Bristow Group Inc                                                                | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45483.39     | 0.07%             | 2033-02-01      | Fixed         | 6.75%                 | 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      | $457278.40    | 0.74%             | 2041-12-10      | Variable      | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Gee Automotive Holdings LLC                                                      | Gee Automotive Holdings LLC                                                      | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30091.86     | 0.05%             | 2031-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                           | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503100 | PA      | $503775.29    | 0.82%             | 2042-08-15      | Variable      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198933.66    | 0.32%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67434.12     | 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      | $38862.63     | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Columbus McKinnon Corp/NY                                                        | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134937.90    | 0.22%             | 2033-01-31      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69079.76     | 0.11%             | 2034-03-15      | Fixed         | 5.75%                 | 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        |    187688 | PA      | $194958.00    | 0.32%             | 2035-01-25      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                         | ARCHROCK SERVICES/PARTNE                                                         | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54453.47     | 0.09%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive Reit                                                          | CARS-DB4 LP                                                                      | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493451.55    | 0.80%             | 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      | $101790.90    | 0.17%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    287250 | PA      | $270445.99    | 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      | $55590.92     | 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      | $324234.27    | 0.53%             | 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      | $30781.17     | 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        |    808635 | PA      | $800308.17    | 1.30%             | 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      | $202343.40    | 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      | $132013.83    | 0.21%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Toronto Dominion Holdings USA Inc                                                | TD Securities (USA), LLC                                                         | CUSIP: 935IKF006<br>LEI: 549300YQDGZ24IX40M56 | Short            | RA               | CORP              | CA        |  -9040600 | PA      | $-9040600.00  | -14.71%           |  |  |  | No            | N/A                | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53699.40     | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307573.50    | 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      | $143848.52    | 0.23%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368429 | PA      | $348836.65    | 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      | $101387.00    | 0.16%             | 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        |     64256 | PA      | $60495.83     | 0.10%             | 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      | $246778.53    | 0.40%             | 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      | $41312.36     | 0.07%             | 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      | $197030.00    | 0.32%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    114000 | PA      | $122306.15    | 0.20%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49135.03     | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972103 | PA      | $955546.08    | 1.55%             | 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      | $97211.56     | 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        |    133679 | PA      | $134788.93    | 0.22%             | 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      | $230934.60    | 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      | $135025.96    | 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        |     20709 | PA      | $20756.00     | 0.03%             | 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      | $75519.80     | 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      | $521639.40    | 0.85%             | 2043-10-25      | Variable      | 7.21%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31409YUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9588 | PA      | $9866.34      | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435737.04    | 0.71%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29436.64     | 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      | $100698.80    | 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      | $29320.99     | 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      | $151262.02    | 0.25%             | 2029-03-29      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45436.05     | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87156.37     | 0.14%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    200000 | PA      | $208082.12    | 0.34%             | 2042-12-25      | Variable      | 7.41%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34272.22     | 0.06%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73777.07     | 0.12%             | 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      | $19575.43     | 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      | $176322.94    | 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      | $201341.00    | 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      | $234088.58    | 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      | $84607.49     | 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      | $25278.43     | 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        |    288947 | PA      | $291434.54    | 0.47%             | 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      | $70428.22     | 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      | $84052.96     | 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      | $439863.86    | 0.72%             | 2042-04-25      | Variable      | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31407EHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8195 | PA      | $8262.08      | 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        |    181426 | PA      | $69953.87     | 0.11%             | 2042-12-25      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31401JNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3767 | PA      | $3787.45      | 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      | $405726.40    | 0.66%             | 2042-03-25      | Variable      | 6.76%                 | 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        |     33960 | PA      | $33915.31     | 0.06%             | 2042-02-25      | Variable      | 4.31%                 | No            | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50610.20     | 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      | $635794.19    | 1.03%             | 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      | $102126.90    | 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      | $304833.73    | 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  | -8.15%            |  |  |  | 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      | $204500.00    | 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      | $734872.43    | 1.20%             | 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      | $506681.05    | 0.82%             | 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        |   1104000 | PA      | $1092982.63   | 1.78%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Matador Resources Co                                                             | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39747.09     | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Carpenter Technology Corp                                                        | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64401.28     | 0.10%             | 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      | $207144.18    | 0.34%             | 2056-08-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245486.90    | 0.40%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40110.17     | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99541.33     | 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      | $165601.59    | 0.27%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| US 5YR NOTE (CBT) Jun26                                                          | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        84 | NC      | $9087093.79   | 14.78%            |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59012.54     | 0.10%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31404ECF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15985 | PA      | $16065.45     | 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      | $98895.39     | 0.16%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15703.38     | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36261.02     | 0.06%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    260000 | PA      | $244605.60    | 0.40%             | 2033-06-15      | Fixed         | 6.12%                 | 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      | $49115.76     | 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      | $171439.20    | 0.28%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Iliad Holding SAS                                                                | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200239.60    | 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      | $498831.60    | 0.81%             | 2035-06-15      | Variable      | 5.42%                 | 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      | $208666.40    | 0.34%             | 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      | $72881.36     | 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      | $70461.86     | 0.11%             | 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        |    173052 | PA      | $86780.27     | 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      | $250696.91    | 0.41%             | 2032-05-29      | Fixed         | 7.25%                 | 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        |    262305 | PA      | $262304.88    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31358.76     | 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        |    551921 | PA      | $510455.83    | 0.83%             | 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        |    265485 | PA      | $264751.81    | 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      | $596842.63    | 0.97%             | 2049-12-15      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987500 | PA      | $993872.83    | 1.62%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $114346.74    | 0.19%             | 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      | $10219.19     | 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      | $25761.40     | 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      | $234985.00    | 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      | $324943.42    | 0.53%             | 2039-03-15      | Variable      | 5.58%                 | 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      | $1442338.91   | 2.35%             | 2043-07-25      | Variable      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    205006 | PA      | $205391.25    | 0.33%             | 2028-07-27      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38809.56     | 0.06%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| California Resources Corp                                                        | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80652.95     | 0.13%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Oak Hill Credit                                                                  | Oak Hill Credit                                                                  | CUSIP: 67123CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498724.50    | 0.81%             | 2039-01-20      | Variable      | 5.22%                 | 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      | $461770.95    | 0.75%             | 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        |    380636 | PA      | $373417.60    | 0.61%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404241.57    | 0.66%             | 2032-02-27      | Fixed         | 5.30%                 | No            | 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      | $51421.30     | 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      | $112352.34    | 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        |   1430327 | PA      | $1225868.15   | 1.99%             | 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      | $84575.00     | 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      | $52097.00     | 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        |    157416 | PA      | $156387.01    | 0.25%             | 2031-09-19      | Variable      | 6.17%                 | 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      | $500971.70    | 0.82%             | 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      | $499656.31    | 0.81%             | 2042-07-25      | Variable      | 7.26%                 | 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      | $499843.50    | 0.81%             | 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      | $80613.68     | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480744.15    | 0.78%             | 2036-02-04      | Fixed         | 5.70%                 | No            | 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      | $35483.42     | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| US 10yr Ultra Fut Jun26                                                          | US 10yr Ultra Fut Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        62 | NC      | $7037968.75   | 11.45%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    510251 | PA      | $482310.22    | 0.78%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $92809.09     | 0.15%             | 2034-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49243.35     | 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      | $30355.38     | 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      | $149835.20    | 0.24%             | 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      | $839084.30    | 1.37%             | 2036-07-15      | Variable      | 6.50%                 | 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      | $255869.26    | 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        |    446137 | PA      | $432467.08    | 0.70%             | 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      | $82560.88     | 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        |     50000 | PA      | $48075.76     | 0.08%             | 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      | $197777.74    | 0.32%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112433.28    | 0.18%             | 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      | $34914.27     | 0.06%             | 2033-10-15      | Fixed         | 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      | $396545.75    | 0.65%             | 2050-10-15      | Fixed         | 3.00%                 | 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      | $41697.77     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CVR Energy Inc                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15112.01     | 0.02%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2246 | PA      | $2324.68      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44361.79     | 0.07%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           | 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      | $306019.68    | 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      | $83172.13     | 0.14%             | 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      | $489479.84    | 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      | $58986.32     | 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      | $147963.66    | 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      | $177620.08    | 0.29%             | 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      | $120643.86    | 0.20%             | 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      | $100306.40    | 0.16%             | 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      | $739896.40    | 1.20%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99403.09     | 0.16%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31153.20     | 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        |    495251 | PA      | $497729.03    | 0.81%             | 2039-07-15      | Variable      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202248.00    | 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      | $117522.16    | 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        |   2424067 | PA      | $2133988.82   | 3.47%             | 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      | $213165.04    | 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      | $33726.81     | 0.05%             | 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      | $256320.95    | 0.42%             | 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      | $95599.77     | 0.16%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding 2020-II Ltd                                                         | CIFC Funding 2020-II Ltd                                                         | CUSIP: 12547LAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    100000 | PA      | $100069.60    | 0.16%             | 2039-04-16      | Variable      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502804 | PA      | $476364.31    | 0.77%             | 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        |      6144 | PA      | $6340.71      | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting