# EDGAR Filing Document

**Accession Number:** 0000838131
**File Stem:** 0000838131-25-000007
**Filing Date:** 2025-11
**Character Count:** 179379
**Document Hash:** 28cfd7a01100dbdd36a7d170ceebe181
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000838131-25-000007.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000838131-25-000007

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251525452

**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 September 30, 2025

JMM

(Unaudited)

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### LONG-TERM INVESTMENTS - 134.8% (97.3% of Total Investments)

#### ASSET-BACKED SECURITIES - 26.4% (19.1% of Total Investments)
–

$

50,790

(a) 321 Henderson Receivables VI LLC, Series 2010 1A

.310

%

07/15/61

$

51,432

500,000

(a),(b)

ACRE Commercial Mortgage 2021-FL4 Ltd, Series 2021 FL4,

(TSFR1M + 3.214%)

.350

12/18/37

476,931

500,000

(a) Adams Outdoor Advertising LP, Series 2023 1

.967

07/15/53

509,967

500,000

(a),(b)

AGL CLO 19 Ltd, Series 2022 19A, (TSFR3M + 1.650%)

.970

07/21/38

501,730

1,560,995

(a) American Homes 4 Rent 2015-SFR2 Trust, Series 2015 SFR2,

(I/O)

.000

10/17/52

8,007

Bayview Financial Mortgage Pass-Through Trust 2006-C, Series

2006 C

.352

11/28/36

6,848

378,667

(a) Capital Automotive REIT, Series 2024 1

.900

05/15/54

378,268

500,000

(a) CARS-DB4 LP, Series 2020 1A

.520

02/15/50

486,671

500,000

Carvana Auto Receivables Trust 2022-P3, Series 2022 P3

.540

11/10/28

509,179

899,452

(a) CF Hippolyta Issuer LLC, Series 2020 1

.600

07/15/60

617,603

400,000

(a),(b)

CIFC Funding 2020-II Ltd, Series 2020 2A, (TSFR3M + 1.862%)

.187

10/20/34

400,874

35,256

(a) Commonbond Student Loan Trust 2017-B-GS, Series 2017 BGS

.440

09/25/42

30,082

288,750

(a) DB Master Finance LLC, Series 2021 1A

.493

11/20/51

272,135

1,110,000

(a) DB Master Finance LLC, Series 2017 1A

.030

11/20/47

1,097,301

145,700

(a) Domino's Pizza Master Issuer LLC, Series 2017 1A

.118

07/25/47

144,732

675,000

(a),(c)

Driven Brands Funding LLC, Series 2025 1A

.296

10/20/55

673,394

400,000

(a),(b)

Dryden 49 Senior Loan Fund, Series 2017 49A, (TSFR3M +

1.862%)

.191

07/18/30

400,579

500,000

(a) Frontier Issuer LLC, Series 2023 1

.600

08/20/53

507,794

476,250

(a) Hardee's Funding LLC, Series 2020 1A

.981

12/20/50

459,252

306,192

(a) J.G. Wentworth XXXVII LLC, Series 2016 1A

.190

06/17/69

284,451

513,398

(a) JGWPT XXV LLC, Series 2012 1A

.140

02/15/67

526,779

220,182

(a) JGWPT XXVI LLC, Series 2012 2A

.770

10/17/61

222,121

82,447

Mid-State Capital Corp 2005-1 Trust, Series 2005 1

.745

01/15/40

82,376

34,803

Mid-State Trust XI, Series 2003 11

.598

07/15/38

34,885

400,000

(a),(b)

Neuberger Berman CLO Ltd, Series 2024 56A, (TSFR3M +

1.750%)

.772

07/24/37

401,610

500,000

(a),(b)

Neuberger Berman Loan Advisers CLO 48 Ltd, Series 2022

48A, (TSFR3M + 1.550%)

.868

04/25/36

500,470

400,000

(a),(b)

OHA Credit Funding 19 Ltd, Series 2024 19A, (TSFR3M +

1.700%)

.969

07/20/37

401,468

231,600

(a) Planet Fitness Master Issuer LLC, Series 2022 1A

.251

12/05/51

227,583

478,750

(a) SERVPRO Master Issuer LLC, Series 2021 1A

.394

04/25/51

451,074

189,833

(a) Sonic Capital LLC, Series 2020 1A

.845

01/20/50

187,086

164,308

(a) Start II LTD, Series 2019 1

.095

03/15/44

163,382

992,500

(a) Subway Funding LLC, Series 2024 1A

.028

07/30/54

1,006,202

500,000

(a) Taco Bell Funding LLC, Series 2025 1A

.821

08/25/55

501,044

648,450

(a) Taco Bell Funding LLC, Series 2021 1A

.294

08/25/51

599,318

294,750

(a) Taco Bell Funding LLC, Series 2021 1A

.946

08/25/51

284,643

500,000

(a),(b)

TruPS Financials Note Securitization 2025-2, Series 2025 2A,

(TSFR3M + 1.900%)

.872

07/15/39

500,250

250,000

(a) VB-S1 Issuer LLC - VBTEL, Series 2022 1A

.288

02/15/52

245,883

554,927

(a) Wendy's Funding LLC, Series 2021 1A

.370

06/15/51

515,356

441,185

(a) Wendy's Funding LLC, Series 2019 1A

.783

06/15/49

438,547

382,736

(a) Wendy's Funding LLC, Series 2018 1A

.884

03/15/48

377,104

985,000

(a) Wingstop Funding LLC, Series 2020 1A

.841

12/05/50

950,920

172,800

(a) Zaxbys Funding LLC, Series 2021 1A

.238

07/30/51

162,981

#### TOTAL ASSET-BACKED SECURITIES

#### (Cost $17,063,816)

#### 16,590,321

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
25154345

#### CORPORATE BONDS - 40.1% (28.9% of Total Investments) (d)
25154345

#### AUTOMOBILES & COMPONENTS - 1.5%
200,000

(a) Clarios Global LP / Clarios US Finance Co

.750

02/15/30

206,602

200,000

(e) Ford Motor Credit Co LLC

.950

03/06/26

201,592

150,000

(e) Goodyear Tire & Rubber Co/The

.250

04/30/31

141,750

135,000

(a),(e)

Phinia Inc

.625

10/15/32

139,135

Portfolio of Investments September 30, 2025

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### AUTOMOBILES & COMPONENTS
(continued)

$

185,000

(e) ZF North America Capital Inc

.750

%

04/23/30

$

180,538

50,000

(a) ZF North America Capital Inc

.500

03/24/31

49,660

TOTAL AUTOMOBILES & COMPONENTS

919,277

#### BANKS - 6.9%
200,000

(f),(g)

Banco Bilbao Vizcaya Argentaria SA

.375

N/A

223,155

400,000

(e),(h)

Banco Santander SA

.749

12/03/30

362,987

200,000

(f),(g)

Banco Santander SA

.625

N/A

241,205

625,000

(e),(h)

Bank of America Corp

.744

02/12/36

649,355

300,000

(f),(h)

Bank of America Corp

.625

N/A

312,147

200,000

(a),(f),(g)

BNP Paribas SA

.250

N/A

214,868

250,000

(f),(h)

Citigroup Inc

.625

N/A

262,464

240,000

(h) JPMorgan Chase & Co

.576

07/23/36

248,804

300,000

(f),(h)

JPMorgan Chase & Co

.875

N/A

315,977

200,000

(f),(g)

Lloyds Banking Group PLC

.000

N/A

216,092

295,000

(f),(h)

M&T Bank Corp

.500

N/A

284,250

250,000

(f),(g)

NatWest Group PLC

.125

N/A

281,439

300,000

(f),(h)

Truist Financial Corp

.669

N/A

301,363

400,000

(f),(h)

Wells Fargo & Co

.625

N/A

428,168

TOTAL BANKS

4,342,274

#### CAPITAL GOODS - 4.6%
150,000

(a) AECOM

.000

08/01/33

153,358

200,000

(a) Albion Financing 1 SARL / Aggreko Holdings Inc

.000

05/21/30

206,860

600,000

(e) Boeing Co/The

.250

02/01/28

586,031

550,000

(e) Boeing Co/The

.625

02/01/31

526,788

75,000

(a) Efesto Bidco SpA Efesto US LLC

.500

02/15/32

76,320

30,000

(a) Gates Corp/DE

.875

07/01/29

31,129

65,000

(a) Herc Holdings Inc

.625

06/15/29

66,788

85,000

(a) Herc Holdings Inc

.000

06/15/30

88,292

200,000

(a) Quikrete Holdings Inc

.375

03/01/32

207,169

400,000

(e) Regal Rexnord Corp

.400

04/15/33

429,418

80,000

(a) Standard Building Solutions Inc

.250

08/01/33

81,071

200,000

(a) TransDigm Inc

.375

05/31/33

202,249

100,000

(a) WESCO Distribution Inc

.375

03/15/29

102,958

135,000

(a),(e)

Windsor Holdings III LLC

.500

06/15/30

142,710

TOTAL CAPITAL GOODS

2,901,141

#### COMMERCIAL & PROFESSIONAL SERVICES - 0.2%
10,000

(a) CACI International Inc

.375

06/15/33

10,316

35,000

(a),(c)

Clean Harbors Inc

.750

10/15/33

35,306

50,000

(a) RR Donnelley & Sons Co

.500

08/01/29

51,243

20,000

(a) Science Applications International Corp

.875

11/01/33

20,006

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

116,871

#### CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 1.7%
250,000

(a),(e)

Asbury Automotive Group Inc

.625

11/15/29

242,619

100,000

(a),(e)

Bath & Body Works Inc

.625

10/01/30

102,230

75,000

(a) LCM Investments Holdings II LLC

.875

05/01/29

73,481

50,000

(a) Michaels Cos Inc/The

.250

05/01/28

46,020

500,000

(a) Michaels Cos Inc/The

.875

05/01/29

417,500

35,000

(a) Park River Holdings Inc

.000

03/15/31

35,444

125,000

(a) Queen MergerCo Inc

.750

04/30/32

129,425

35,000

(a) Veritiv Operating Co

.500

11/30/30

37,563

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

1,084,282

#### CONSUMER DURABLES & APPAREL - 0.2%
125,000

(a) CD&R Smokey Buyer Inc

.500

10/15/29

97,760

20,000

(a) TopBuild Corp

.625

01/31/34

19,927

TOTAL CONSUMER DURABLES & APPAREL

117,687

#### CONSUMER SERVICES - 1.8%
180,000

(a),(e)

Caesars Entertainment Inc

.000

10/15/32

177,293

200,000

(a) Flutter Treasury DAC

.375

04/29/29

206,524

50,000

(a) Light & Wonder International Inc

.250

10/01/33

50,085

215,000

(a) Motion Finco Sarl

.375

02/15/32

185,907

50,000

(a) Muvico LLC

.000

02/19/29

54,223

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### CONSUMER SERVICES
(continued)

$

40,000

(a) NCL Corp Ltd

.875

%

01/15/31

$

39,998

150,000

(e) Service Corp International/US

.750

10/15/32

151,962

100,000

(a),(e)

Six Flags Entertainment Corp / Six Flags Theme Parks Inc

.625

05/01/32

101,881

140,000

(a),(e)

Wynn Resorts Finance LLC / Wynn Resorts Capital Corp

.250

03/15/33

142,167

TOTAL CONSUMER SERVICES

1,110,040

#### CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.3%
200,000

(a),(e)

Albertsons Cos Inc / Safeway Inc / New Albertsons LP /

Albertsons LLC

.250

03/15/33

204,540

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

204,540

#### ENERGY - 3.2%
250,000

(a),(e)

Antero Midstream Partners LP / Antero Midstream Finance

Corp

.625

02/01/32

257,483

50,000

(a) Ascent Resources Utica Holdings LLC / ARU Finance Corp

.625

10/15/32

51,023

80,000

(a) Buckeye Partners LP

.750

02/01/30

83,092

30,000

(a) Chord Energy Corp

.000

10/01/30

29,791

150,000

(a) Chord Energy Corp

.750

03/15/33

151,978

90,000

(a),(e)

Civitas Resources Inc

.375

07/01/28

93,290

30,000

(a) Civitas Resources Inc

.750

07/01/31

30,735

25,000

(a) CNX Resources Corp

.250

03/01/32

25,936

50,000

Genesis Energy LP / Genesis Energy Finance Corp

.875

05/15/32

52,148

200,000

(a),(e)

Hilcorp Energy I LP / Hilcorp Finance Co

.375

11/01/33

210,056

200,000

(a) Kinetik Holdings LP

.625

12/15/28

205,284

215,000

(a) Parkland Corp/Canada

.625

05/01/30

209,037

150,000

(a) Rockies Express Pipeline LLC

.800

05/15/30

146,448

100,000

(a) Sunoco LP

.875

03/15/34

99,134

100,000

(a) Sunoco LP

.625

03/31/31

99,262

20,000

(a) USA Compression Partners LP / USA Compression Finance

Corp

.250

10/01/33

20,077

140,000

(a),(e)

USA Compression Partners LP / USA Compression Finance

Corp

.125

03/15/29

144,385

70,000

(a) Venture Global LNG Inc

.125

06/01/28

72,455

40,000

(a) Venture Global Plaquemines LNG LLC

.500

01/15/34

42,106

TOTAL ENERGY

2,023,720

#### EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.8%
550,000

(e) GLP Capital LP / GLP Financing II Inc

.000

01/15/30

532,636

75,000

(a) Iron Mountain Inc

.500

02/15/31

71,589

40,000

(a) Millrose Properties Inc

.250

09/15/32

40,105

175,000

(e) MPT Operating Partnership LP / MPT Finance Corp

.500

03/15/31

128,714

35,000

(a) MPT Operating Partnership LP / MPT Finance Corp

.500

02/15/32

37,190

300,000

(a),(e)

Prologis Targeted US Logistics Fund LP

.500

04/01/34

311,520

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

1,121,754

#### FINANCIAL SERVICES - 5.8%
250,000

(e),(h)

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

.950

03/10/55

261,674

300,000

(f),(h)

American Express Co

.550

N/A

294,266

45,000

(a) Azorra Finance Ltd

.250

01/15/31

46,858

200,000

(e) Block Inc

.500

05/15/32

207,001

250,035

(a),(e)

Compass Group Diversified Holdings LLC

.250

04/15/29

230,990

25,000

(a) CrossCountry Intermediate HoldCo LLC

.500

10/01/30

25,092

85,000

(a) Encore Capital Group Inc

.625

04/15/31

84,753

300,000

(a),(e)

Encore Capital Group Inc

.500

05/15/30

318,584

215,000

(a),(e)

FirstCash Inc

.875

03/01/32

222,226

75,000

(a) Freedom Mortgage Holdings LLC

.375

04/01/32

78,611

200,000

(a) Icahn Enterprises LP / Icahn Enterprises Finance Corp

.000

11/15/29

200,883

200,000

(a) Jane Street Group / JSG Finance Inc

.125

11/01/32

202,712

475,000

(e) JPMorgan Chase & Co

.572

04/22/36

500,662

115,000

OneMain Finance Corp

.125

05/15/30

116,459

150,000

(a) PennyMac Financial Services Inc

.250

02/15/29

145,175

55,000

(a) Rocket Cos Inc

.375

08/01/33

56,766

100,000

(a),(e)

Starwood Property Trust Inc

.500

07/01/30

103,434

200,000

(a),(f),(g)

UBS Group AG

.250

N/A

220,303

165,000

(a) Walker & Dunlop Inc

.625

04/01/33

168,737

Portfolio of Investments September 30, 2025

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### FINANCIAL SERVICES
(continued)

$

180,000

(a) WEX Inc

.500

%

03/15/33

$

183,831

TOTAL FINANCIAL SERVICES

3,669,017

#### FOOD, BEVERAGE & TOBACCO - 0.3%
100,000

(a) Darling Ingredients Inc

.000

06/15/30

100,956

75,000

(a),(e)

Primo Water Holdings Inc / Triton Water Holdings Inc

.375

04/30/29

72,743

TOTAL FOOD, BEVERAGE & TOBACCO

173,699

#### HEALTH CARE EQUIPMENT & SERVICES - 1.4%
140,000

(a),(e)

CHS/Community Health Systems Inc

.875

01/15/32

148,273

100,000

(a),(e)

DaVita Inc

.625

06/01/30

95,839

50,000

(a) DaVita Inc

.875

09/01/32

51,652

90,000

(a) DaVita Inc

.750

07/15/33

92,808

30,000

(a) Global Medical Response Inc

.375

10/01/32

30,879

130,000

(a) IQVIA Inc

.250

06/01/32

133,658

190,000

(a),(e)

Prime Healthcare Services Inc

.375

09/01/29

197,600

100,000

(a) Radiology Partners Inc

.500

07/15/32

103,484

TOTAL HEALTH CARE EQUIPMENT & SERVICES

854,193

#### INSURANCE - 1.8%
100,000

(a) Acrisure LLC / Acrisure Finance Inc

.500

11/06/30

104,175

35,000

(a) Acrisure LLC / Acrisure Finance Inc

.750

07/01/32

36,039

250,000

(a),(e)

Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer

.500

10/01/31

255,608

200,000

(a) Ardonagh Finco Ltd

.750

02/15/31

209,278

165,000

(a),(e)

Panther Escrow Issuer LLC

.125

06/01/31

171,619

30,000

(a) Ryan Specialty LLC

.875

08/01/32

30,336

300,000

(a),(b)

Vitality Re XIV Ltd (3-Month U.S. Treasury Bill + 3.500%)

.812

01/05/27

307,290

TOTAL INSURANCE

1,114,345

#### MATERIALS - 1.0%
240,000

(a),(e)

EverArc Escrow Sarl

.000

10/30/29

234,902

10,000

(a),(c)

Mineral Resources Ltd

.000

04/01/31

10,129

185,000

(a) Olin Corp

.625

04/01/33

185,954

85,000

(a) Qnity Electronics Inc

.750

08/15/32

85,648

25,000

(a) Qnity Electronics Inc

.250

08/15/33

25,530

60,000

(a) Sealed Air Corp/Sealed Air Corp US

.250

02/15/31

62,959

15,000

(a) Solstice Advanced Materials Inc

.625

09/30/33

15,050

TOTAL MATERIALS

620,172

#### MEDIA & ENTERTAINMENT - 0.9%
50,000

(a) Directv Financing LLC / Directv Financing Co-Obligor Inc

.875

08/15/27

49,944

175,000

(a) Gray Media Inc

.750

10/15/30

134,094

80,000

(a) Gray Media Inc

.250

08/15/33

79,276

60,000

(a) Sirius XM Radio LLC

.000

07/15/28

57,976

75,000

(a),(e)

Univision Communications Inc

.500

05/01/29

70,742

200,000

(a) VZ Secured Financing BV

.000

01/15/32

180,944

TOTAL MEDIA & ENTERTAINMENT

572,976

#### PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.3%
200,000

(a),(e)

Organon & Co / Organon Foreign Debt Co-Issuer BV

.125

04/30/31

175,210

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

175,210

#### REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.6%
75,000

Kennedy-Wilson Inc

.750

03/01/29

71,660

325,000

(e) Kennedy-Wilson Inc

.000

03/01/31

302,319

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

373,979

#### SOFTWARE & SERVICES - 1.8%
500,000

(a),(e)

Ahead DB Holdings LLC

.625

05/01/28

500,111

250,000

(a) CA Magnum Holdings

.375

10/31/26

248,905

30,000

(a) Fair Isaac Corp

.000

05/15/33

30,373

100,000

(a) Gen Digital Inc

.250

04/01/33

102,088

100,000

(a) Open Text Corp

.875

12/01/29

94,525

150,000

(a),(e)

Rocket Software Inc

.000

11/28/28

154,623

TOTAL SOFTWARE & SERVICES

1,130,625

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### TELECOMMUNICATION SERVICES - 1.2%
$

80,000

(a) Level 3 Financing Inc

.875

%

06/30/33

$

81,534

130,000

(a) Level 3 Financing Inc

.000

03/31/34

132,250

200,000

(a) Maya SAS/Paris France

.000

04/15/32

203,961

105,000

(a),(e)

Windstream Escrow LLC / Windstream Escrow Finance Corp

.250

10/01/31

108,767

30,000

(a),(c)

Windstream Services LLC

.500

10/15/33

29,992

200,000

(a) Zegona Finance PLC

.625

07/15/29

212,900

TOTAL TELECOMMUNICATION SERVICES

769,404

#### TRANSPORTATION - 0.3%
160,000

(a) Air Transport Services Group Inc

.250

03/15/32

168,485

TOTAL TRANSPORTATION

168,485

#### UTILITIES - 2.5%
200,000

(a) ContourGlobal Power Holdings SA

.750

02/28/30

207,748

60,000

(a) Ferrellgas LP / Ferrellgas Finance Corp

.375

04/01/26

59,395

100,000

(a),(e)

Ferrellgas LP / Ferrellgas Finance Corp

.875

04/01/29

93,064

450,000

(e) Interstate Power and Light Co

.600

06/29/35

467,522

200,000

(e) Suburban Propane Partners LP/Suburban Energy Finance Corp

.875

03/01/27

199,426

375,000

(a),(e)

Superior Plus LP / Superior General Partner Inc

.500

03/15/29

361,807

190,000

(a),(e)

Talen Energy Supply LLC

.625

06/01/30

201,692

TOTAL UTILITIES

1,590,654

#### TOTAL CORPORATE BONDS

#### (Cost $25,218,422)

#### 25,154,345

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### MORTGAGE-BACKED SECURITIES - 65.0% (46.9% of Total Investments)
–

500,000

(a),(b)

ARDN 2025-ARCP Mortgage Trust, Series 2025 ARCP, (TSFR1M

+ 1.750%)

.900

06/15/35

500,805

400,000

(b) Benchmark 2018-B2 Mortgage Trust, Series 2018 B2

.084

02/15/51

387,274

1,045,329

(e) Benchmark 2019-B9 Mortgage Trust, Series 2019 B9

.751

03/15/52

1,027,101

375,000

(a),(b)

BX Trust 2023-DELC, Series 2023 DELC, (TSFR1M + 3.339%)

.489

05/15/38

378,742

250,000

(a),(b)

Century Plaza Towers 2019-CPT, Series 2019 CPT

.097

11/13/39

206,803

425,000

(b) Citigroup Commercial Mortgage Trust 2015-GC29, Series 2015

GC29

.109

04/10/48

387,165

600,000

(a) Citigroup Commercial Mortgage Trust 2016-P5, Series 2016 P5

.000

10/10/49

413,244

241,000

Citigroup Commercial Mortgage Trust 2019-GC41, Series 2019

GC41

.502

08/10/56

206,718

33,879

(a) Citigroup Global Markets Mortgage Securities VII Inc, Series

2003 1

.000

09/25/33

15,578

486,023

(a),(b)

COMM 2013-LC13 Mortgage Trust, Series 2013 LC13

.549

08/10/46

452,546

775,000

(b) COMM 2015-CCRE22 Mortgage Trust, Series 2015 CR22

.824

03/10/48

728,200

126,040

(b) COMM 2015-CCRE25 Mortgage Trust, Series 2015 CR25

.490

08/10/48

124,826

540,000

(b) COMM 2015-CCRE26 Mortgage Trust, Series 2015 CR26

.647

10/10/48

511,453

108,000

(b) COMM 2015-LC23 Mortgage Trust, Series 2015 LC23

.679

10/10/48

104,178

400,000

(a),(b)

Connecticut Avenue Securities Trust 2022-R04, Series 2022

R04, (SOFR30A + 3.100%)

.456

03/25/42

411,202

1,000,000

(a),(b),(e)

Connecticut Avenue Securities Trust 2022-R07, Series 2022

R07, (SOFR30A + 4.650%)

.006

06/25/42

1,058,520

485,000

(a),(b)

Connecticut Avenue Securities Trust 2022-R08, Series 2022

R08, (SOFR 30A + 3.600%)

.956

07/25/42

504,829

200,000

(a),(b)

Connecticut Avenue Securities Trust 2023-R01, Series 2023

R01, (SOFR30A + 3.750%)

.106

12/25/42

210,229

1,500,000

(a),(b),(e)

Connecticut Avenue Securities Trust 2023-R02, Series 2023

R02, (SOFR30A + 3.350%)

.706

01/25/43

1,567,340

1,000,000

(a),(b),(e)

Connecticut Avenue Securities Trust 2023-R04, Series 2023

R04, (SOFR30A + 3.550%)

.906

05/25/43

1,055,658

1,410,000

(a),(b)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 2.700%)

.056

07/25/43

1,458,388

710,000

(a),(b)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 3.900%)

.188

07/25/43

748,178

500,000

(a),(b)

Connecticut Avenue Securities Trust 2023-R08, Series 2023

R08, (SOFR30A + 3.550%)

.906

10/25/43

522,936

250,000

(a) CSMC 2014-USA OA LLC, Series 2014 USA

.373

09/15/37

171,187

86,717

CSMC Mortgage-Backed Trust 2006-7, Series 2006 7

.000

08/25/36

29,891

Portfolio of Investments September 30, 2025

(continued)

JMM

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### MORTGAGE-BACKED SECURITIES
(continued)

$

200,000

(a),(b)

DBSG 2024-ALTA Mortgage Trust, Series 2024 ALTA

.595

%

06/10/37

$

203,565

263,092

(e) Fannie Mae Pool, FN MA4600, Series 2022 2

.500

05/01/52

240,798

1,727,041

(e) Fannie Mae Pool, FN MA4438, Series 2021 1

.500

10/01/51

1,462,832

1,232,899

(e) Fannie Mae Pool, FN MA5164

.000

10/01/53

1,226,817

17,482

Fannie Mae Pool, FN 995018

.500

06/01/38

18,190

9,916

(e) Fannie Mae Pool, FN 882685

.000

06/01/36

10,241

6,371

Fannie Mae Pool, FN 878059

.500

03/01/36

6,629

386,112

(e) Fannie Mae Pool, FN MA4644, Series 2022 1

.000

05/01/52

364,862

466,360

(e) Fannie Mae Pool, FN MA4733

.500

09/01/52

454,496

1,138,743

(e) Fannie Mae Pool, FN MA5107

.500

08/01/53

1,149,960

321,323

(e) Fannie Mae Pool, FN MA4919

.500

02/01/53

325,448

147,877

Fannie Mae Pool, FN MA5039

.500

06/01/53

149,637

857,024

(e) Fannie Mae Pool, FN MA5106

.000

08/01/53

853,238

9,281

Fannie Mae Pool, FN 828346

.000

07/01/35

9,493

396,408

Fannie Mae Pool, FN MA5353

.500

05/01/54

400,293

827,237

(e) Fannie Mae Pool, FN MA5165

.500

10/01/53

836,592

522,888

(e) Fannie Mae Pool, FN MA4783

.000

10/01/52

494,236

16,958

(e) Fannie Mae Pool, FN 766070

.500

02/01/34

17,102

2,524,759

(e) Fannie Mae Pool, FN MA4579

.000

04/01/52

2,224,157

584,619

(e) Fannie Mae Pool, FN BM5126

.500

01/01/48

546,908

167,514

(e) Fannie Mae Pool, FN BM5839

.500

11/01/47

157,837

4,052

(e) Fannie Mae Pool, FN 709700

.500

06/01/33

4,089

35,648

(b) Fannie Mae REMIC Trust 2002-W1, Series 2002 W1

.409

02/25/42

35,767

205,276

(b) Fannie Mae REMIC Trust 2003-W1, Series 2003 W1

.331

12/25/42

79,236

817,854

(e) Freddie Mac Gold Pool, FG G08528

.000

04/01/43

752,786

226,153

(e) Freddie Mac Gold Pool, FG G08566

.500

01/01/44

213,291

196,389

(e) Freddie Mac Gold Pool, FG G18497

.000

01/01/29

193,493

3,023

(e) Freddie Mac Gold Pool, FG C00676

.500

11/01/28

3,123

337,235

(e) Freddie Mac Gold Pool, FG Q40718

.500

05/01/46

315,893

503,143

(e) Freddie Mac Gold Pool, FG Q40841

.000

06/01/46

455,983

539,422

(e) Freddie Mac Gold Pool, FG G60138

.500

08/01/45

508,672

1,484,503

(e) Freddie Mac Pool, FR RA6766

.500

02/01/52

1,270,377

342,757

(e) Freddie Mac Pool, FR RA7402

.500

05/01/52

314,921

150,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA2, Series 2022

DNA2, (SOFR30A + 4.750%)

.106

02/25/42

156,365

420,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA3, Series 2022

DNA3, (SOFR30A + 5.650%)

.647

04/25/42

445,990

320,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-HQA2, Series 2022

HQA2, (SOFR30A + 4.000%)

.356

07/25/42

337,102

1,400,000

(a),(b),(e)

Freddie Mac STACR REMIC Trust 2023-HQA1, Series 2023

HQA1, (SOFR30A + 3.500%)

.856

05/25/43

1,477,309

31,687

(e) Ginnie Mae I Pool, GN 631574

.000

07/15/34

33,517

51,862

(e) Ginnie Mae I Pool, GN 604567

.500

08/15/33

52,612

642,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 1.197%)

.348

07/15/31

498,674

30,857

(a),(b)

GSMPS Mortgage Loan Trust 2001-2, Series 2001 2

.500

06/19/32

30,272

266,969

(a) GSMPS Mortgage Loan Trust 2003-3, Series 2003 3

.000

06/25/43

282,142

199,200

(a) GSMPS Mortgage Loan Trust 2005-RP1, Series 2005 RP1

.500

01/25/35

207,263

274,621

(a) GSMPS Mortgage Loan Trust 2005-RP2, Series 2005 RP2

.500

03/25/35

274,401

229,893

(a) GSMPS Mortgage Loan Trust 2005-RP3, Series 2005 RP3

.500

09/25/35

232,211

147,491

(a) GSMPS Mortgage Loan Trust 2005-RP3, Series 2005 RP3

.000

09/25/35

146,009

500,000

(a),(b)

Hudson Yards 2019-55HY Mortgage Trust, Series 2019 55HY

.041

12/10/41

457,423

250,000

(a) ICNQ 2024-MF Mortgage Trust, Series 2024 MF

.074

12/10/34

256,906

81,426

(b) Impac Secured Assets CMN Owner Trust, Series 2000 3

.000

10/25/30

76,059

430,000

(a),(b)

J.P. Morgan Chase Commercial Mortgage Securities Trust

2018-AON, Series 2018 AON

.767

07/05/31

195,880

176,189

JP Morgan Alternative Loan Trust 2006-S1, Series 2006 S1

.500

03/25/36

88,611

500,000

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust 2016-

JP4, Series 2016 JP4

.509

12/15/49

389,167

368,000

(a) JP Morgan Chase Commercial Mortgage Securities Trust 2019-

ICON UES, Series 2019 UES

.343

05/05/32

360,999

#### 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

$

210,000

697,000

(b) JPMDB Commercial Mortgage Securities Trust 2016-C4, Series

2016 C4

.145

12/15/49

597,749

500,000

(a) JPMDB Commercial Mortgage Securities Trust 2017-C7, Series

2017 C7

.000

10/15/50

395,547

500,000

(a) Legends Outlets Kansas City KS Mortgage Secured Pass-

Through Trust, Series 2024 LGND

.021

11/05/39

502,690

400,000

(a),(b)

Manhattan West 2020-1MW Mortgage Trust, Series 2020 1MW

.413

09/10/39

374,680

206,433

MASTR Alternative Loan Trust 2004-1, Series 2004 1

.000

01/25/34

212,171

66,527

MASTR Alternative Loan Trust 2004-5, Series 2004 5

.000

06/25/34

68,441

76,683

MASTR Asset Securitization Trust 2003-11, Series 2003 11

.250

12/25/33

77,749

250,000

(a),(b)

MHP Commercial Mortgage Trust 2025-MHIL2, Series 2025 A,

(TSFR1M + 1.500%)

.650

09/15/40

250,355

500,000

(b) Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28,

Series 2016 C28

.751

01/15/49

454,887

17,942

Morgan Stanley Mortgage Loan Trust 2006-2, Series 2006 2

.750

02/25/36

16,906

325,000

(a),(b)

MTN Commercial Mortgage Trust 2022-LPFL, Series 2022 LPFL,

(TSFR1M + 1.896%)

.056

03/15/39

325,034

1,000,000

(a),(b)

Natixis Commercial Mortgage Securities Trust 2019-MILE,

Series 2019 MILE, (TSFR1M + 2.829%)

.980

07/15/36

796,371

196,278

(a),(b)

New Residential Mortgage Loan Trust 2014-1, Series 2014 1A

.897

01/25/54

188,624

313,721

(a),(b)

New Residential Mortgage Loan Trust 2015-2, Series 2015 2A

.279

08/25/55

312,264

500,000

(a),(b)

NYCT Trust 2024-3ELV, Series 2024 3ELV, (TSFR1M + 1.991%)

.141

08/15/29

503,043

135,000

(a) SLG Office Trust 2021-OVA, Series 2021 OVA

.851

07/15/41

117,116

250,000

(a),(b)

VNDO Trust 2016-350P, Series 2016 350P

.033

01/10/35

247,504

4,981

(b) Washington Mutual MSC Mortgage Pass-Through Certificates

Series 2004-RA3 Trust, Series 2004 RA3

.499

08/25/38

4,966

195,000

Wells Fargo Commercial Mortgage Trust 2016-C33, Series

2016 C33

.896

03/15/59

188,356

500,000

(b) Wells Fargo Commercial Mortgage Trust 2017-C38, Series

2017 C38

.903

07/15/50

456,482

#### TOTAL MORTGAGE-BACKED SECURITIES

#### (Cost $43,371,965)

#### 40,783,800

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
1538831

#### SOVEREIGN DEBT - 2.4% (1.8% of Total Investments)
1538831

#### BAHRAIN - 0.4%
250,000

(a) Bahrain Government International Bond

.000

10/12/28

261,643

TOTAL BAHRAIN

261,643

#### BRAZIL - 0.4%
250,000

Brazilian Government International Bond

.000

10/20/33

256,000

TOTAL BRAZIL

256,000

#### KAZAKHSTAN - 0.4%
250,000

(a) Kazakhstan Government International Bond

.000

07/01/32

255,494

TOTAL KAZAKHSTAN

255,494

#### MEXICO - 0.4%
250,000

Mexico Government International Bond

.850

07/02/32

258,100

TOTAL MEXICO

258,100

#### TURKEY - 0.8%
250,000

Turkiye Government International Bond

.950

01/15/31

247,486

250,000

Turkiye Government International Bond

.250

05/29/32

260,108

TOTAL TURKEY

507,594

#### TOTAL SOVEREIGN DEBT

#### (Cost $1,515,171)

#### 1,538,831
Portfolio of Investments September 30, 2025

(continued)

JMM

All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE
539838

#### VARIABLE RATE SENIOR LOAN INTERESTS - 0.9% (0.6% of Total Investments)
539838

#### CAPITAL GOODS - 0.3%
$

206,218

(b) Core & Main LP, Term Loan B, (TSFR1M + 2.000%)

.166

%

07/27/28

$

206,583

TOTAL CAPITAL GOODS

206,583

#### INSURANCE - 0.3%
158,605

(b) Alliant Holdings Intermediate, LLC, Term Loan B, (TSFR1M +

2.500%)

.666

09/19/31

158,340

TOTAL INSURANCE

158,340

#### MATERIALS - 0.3%
192,568

(b) INEOS Quattro Holdings UK Ltd, First Lien Term Loan B,

(TSFR1M + 4.250%)

.513

03/29/29

174,915

TOTAL MATERIALS

174,915

#### TOTAL VARIABLE RATE SENIOR LOAN INTERESTS

#### (Cost $556,675)

#### 539,838

#### TOTAL LONG-TERM INVESTMENTS

#### (Cost $87,726,049)

#### 84,607,135

#### PRINCIPAL

#### DESCRIPTION

#### RATE

#### MATURITY

#### VALUE

#### SHORT-TERM INVESTMENTS - 3.7%(2.7% of Total Investments)
2,350,000

#### REPURCHASE AGREEMENTS - 3.7% (2.7% of Total Investments)
2,350,000

2,350,000

(i) Fixed Income Clearing Corp

.150

10/01/25

2,350,000

#### TOTAL REPURCHASE AGREEMENTS

#### (Cost $2,350,000)

#### 2,350,000

#### TOTAL SHORT-TERM INVESTMENTS

#### (Cost $2,350,000)

#### 2,350,000

#### TOTAL INVESTMENTS - 138.5%

#### (Cost $90,076,049)

#### 86,957,135

#### REVERSE REPURCHASE AGREEMENTS, INCLUDING ACCRUED INTEREST - (41.1)%(j)

#### (#### 25,811,137

####)

#### OTHER ASSETS & LIABILITIES, NET - 2.6%

#### 1,632,747

#### NET ASSETS APPLICABLE TO COMMON SHARES - 100%

#### $

#### 62,778,745
I/O

Interest only security

LIBOR

London Inter-Bank Offered Rate

M

Month

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 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 $51,999,634 or 59.8% of Total Investments.

(b) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of

the security. Coupon rate reflects the rate at period end.

(c) When-issued or delayed delivery security.

(d) Contains $1,000 Par Preferred and/or Contingent Capital Securities.

(e) 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 $30,190,838 have been pledged as collateral

for reverse repurchase agreements.

(f) Perpetual security. Maturity date is not applicable.

(g) 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.

(h) $1,000 Par Institutional Preferred security. As of the end of the period, the percent of $1,000 Par Institutional Preferred securities was

4.3% of Total Investments.

(i) Agreement with Fixed Income Clearing Corporation, 4.150% dated 9/30/25 to be repurchased at $2,350,271 on 10/1/25,

collateralized by Government Agency Securities, with coupon rate 4.500% and maturity date 5/31/29, valued at $2,397,076.

(j) Reverse Repurchase Agreements, including accrued interest as a percentage of Total investments is 29.7%.

Investments in Derivatives

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 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit

spreads, etc.).

Level 3 – 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

12/25

$

4,135,707

$

4,149,422

$

13,715

U.S. Treasury Ultra 10-Year Note

12/25

7,406,758

7,480,078

73,320

U.S. Treasury Ultra Bond

12/25

5,261,579

5,402,813

141,234

Total

$16,804,044

$17,032,313

$228,269

#### JMM

#### Level 1

#### Level 2

#### Level 3

#### Total
Long-Term Investments:

Asset-Backed Securities

$

–

$

16,590,321

$

–

$

16,590,321

Corporate Bonds

–

25,154,345

–

25,154,345

Mortgage-Backed Securities

–

40,783,800

–

40,783,800

Sovereign Debt

–

1,538,831

–

1,538,831

Variable Rate Senior Loan Interests

–

539,838

–

539,838

Short-Term Investments:

Repurchase Agreements

–

2,350,000

–

2,350,000

Investments in Derivatives:

Futures Contracts\*

228,269

–

–

228,269

Total

$

228,269

$

86,957,135

$

–

$

87,185,404

\*

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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $64139995.00

**Total Liabilities:** $1361226.00

**Net Assets:** $62778769.00

**Delayed Delivery Securities:** $750000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -469.46000000 | **1-Year:** -2032.45000000 | **5-Year:** -2763.25000000 | **10-Year:** -8017.52000000 | **30-Year:** -9590.30000000

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

- **3-Month:** -306.64000000 | **1-Year:** -1419.47000000 | **5-Year:** -4380.79000000 | **10-Year:** -1956.36000000 | **30-Year:** -349.25000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.62%               | 1.21%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-212847.45              | $-156420.98                                |
| Month 2  | $-87920.90               | $608968.28                                 |
| Month 3  | $-212001.97              | $498218.46                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Mid-State Trust                                                       | Mid-State Trust XI                                                             | CUSIP: 59549WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34803 | PA      | $34885.16     | 0.06%             | 2038-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                    | Bahrain Government International Bond                                          | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    250000 | PA      | $261642.84    | 0.42%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag                                        | Wells Fargo Commercial Mortgage Trust 2016-C33                                 | CUSIP: 95000LBF9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $188356.10    | 0.30%             | 2059-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                              | Suburban Propane Partners LP/Suburban Energy Finance Corp                      | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199425.72    | 0.32%             | 2027-03-01      | Fixed         | 5.88%                 | 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      | $144731.52    | 0.23%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                 | DB Master Finance LLC                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1097300.93   | 1.75%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    382736 | PA      | $377104.07    | 0.60%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3023 | PA      | $3122.71      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | J.G. Wentworth XXXVII LLC                                                      | CUSIP: 46620DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306192 | PA      | $284450.62    | 0.45%             | 2069-06-17      | Fixed         | 5.19%                 | 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        |     50790 | PA      | $51432.17     | 0.08%             | 2061-07-15      | Fixed         | 9.31%                 | 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        |      8007 | PA      | $6848.05      | 0.01%             | 2036-11-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    337235 | PA      | $315892.69    | 0.50%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                  | Fannie Mae REMIC Trust 2002-W1                                                 | CUSIP: 31392CMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35648 | PA      | $35766.89     | 0.06%             | 2042-02-25      | Variable      | 4.41%                 | 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        |    205276 | PA      | $79235.73     | 0.13%             | 2042-12-25      | Variable      | 2.33%                 | No            | 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        |     81426 | PA      | $76059.39     | 0.12%             | 2030-10-25      | Variable      | 8.00%                 | No            | 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        |    199200 | PA      | $207263.16    | 0.33%             | 2035-01-25      | Fixed         | 8.50%                 | 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        |    176189 | PA      | $88611.27     | 0.14%             | 2036-03-25      | Fixed         | 6.50%                 | 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      | $389167.35    | 0.62%             | 2049-12-15      | Variable      | 3.51%                 | 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      | $395547.05    | 0.63%             | 2050-10-15      | Fixed         | 3.00%                 | 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      | $212170.96    | 0.34%             | 2034-01-25      | Fixed         | 7.00%                 | No            | 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        |     66527 | PA      | $68440.58     | 0.11%             | 2034-06-25      | Fixed         | 7.00%                 | No            | 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        |     76683 | PA      | $77749.27     | 0.12%             | 2033-12-25      | Fixed         | 5.25%                 | No            | 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      | $29891.16     | 0.05%             | 2036-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR2 Trust                                          | CUSIP: 02666BAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560995 | PA      | $15.61        | 0.00%             | 2052-10-17      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                        | Ginnie Mae I Pool                                                              | CUSIP: 36200MTY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     51862 | PA      | $52612.42     | 0.08%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                        | Ginnie Mae I Pool                                                              | CUSIP: 36291LT70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     31687 | PA      | $33517.04     | 0.05%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 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        |    274621 | PA      | $274400.83    | 0.44%             | 2035-03-25      | Fixed         | 7.50%                 | 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        |    229893 | PA      | $232211.20    | 0.37%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                             | GSMPS Mortgage Loan Trust 2001-2                                               | CUSIP: 36228FEC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30857 | PA      | $30272.08     | 0.05%             | 2032-06-19      | Variable      | 7.50%                 | 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        |    266969 | PA      | $282141.58    | 0.45%             | 2043-06-25      | Fixed         | 7.00%                 | Yes           | 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        |    147491 | PA      | $146009.12    | 0.23%             | 2035-09-25      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE22 Mortgage Trust                                                | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $728199.69    | 1.16%             | 2048-03-10      | Variable      | 3.82%                 | No            | 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      | $511453.49    | 0.81%             | 2048-10-10      | Variable      | 4.65%                 | No            | 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      | $30082.31     | 0.05%             | 2042-09-25      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    226153 | PA      | $213291.06    | 0.34%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    196389 | PA      | $193493.44    | 0.31%             | 2029-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3132WD5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    503144 | PA      | $455983.05    | 0.73%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31401JNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4052 | PA      | $4089.31      | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31404ECF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16958 | PA      | $17101.71     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31407EHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9281 | PA      | $9492.62      | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31409TQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6371 | PA      | $6628.84      | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31409YUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9916 | PA      | $10241.27     | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            | 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      | $454887.50    | 0.72%             | 2049-01-15      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17482 | PA      | $18190.16     | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 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        |     17942 | PA      | $16906.00     | 0.03%             | 2036-02-25      | Fixed         | 5.75%                 | No            | 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      | $15578.11     | 0.02%             | 2033-09-25      | Fixed         | 6.00%                 | 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        |    196278 | PA      | $188623.71    | 0.30%             | 2054-01-25      | Variable      | 5.90%                 | 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        |     82447 | PA      | $82376.01     | 0.13%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual MSC Mortgage                                        | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4981 | PA      | $4965.94      | 0.01%             | 2038-08-25      | Variable      | 5.50%                 | No            | 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      | $387274.44    | 0.62%             | 2051-02-15      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                         | Citigroup Commercial Mortgage Trust 2016-P5                                    | CUSIP: 17325DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $413243.76    | 0.66%             | 2049-10-10      | Fixed         | 3.00%                 | 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      | $597748.45    | 0.95%             | 2049-12-15      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE25 Mortgage Trust                                                | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126040 | PA      | $124826.00    | 0.20%             | 2048-08-10      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-LC23 Mortgage Trust                                                  | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108000 | PA      | $104178.11    | 0.17%             | 2048-10-10      | Variable      | 4.68%                 | No            | 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      | $387165.10    | 0.62%             | 2048-04-10      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $195880.14    | 0.31%             | 2031-07-05      | Variable      | 4.77%                 | 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      | $456482.05    | 0.73%             | 2050-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2013-LC13 Mortgage Trust                                                  | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486023 | PA      | $452545.61    | 0.72%             | 2046-08-10      | Variable      | 5.55%                 | 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      | $171187.50    | 0.27%             | 2037-09-15      | Fixed         | 4.37%                 | 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        |    313721 | PA      | $312263.86    | 0.50%             | 2055-08-25      | Variable      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                            | Start II LTD                                                                   | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    164308 | PA      | $163381.92    | 0.26%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    441185 | PA      | $438547.32    | 0.70%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           | 2                  | On Loan: No      |
| VNO Mortgage Trust                                                    | VNDO Trust 2016-350P                                                           | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247504.45    | 0.39%             | 2035-01-10      | Variable      | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    539422 | PA      | $508671.85    | 0.81%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167514 | PA      | $157837.41    | 0.25%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                               | GLP Capital LP / GLP Financing II Inc                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $532636.23    | 0.85%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 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      | $206803.40    | 0.33%             | 2039-11-13      | Variable      | 3.10%                 | Yes           | 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      | $498673.50    | 0.79%             | 2031-07-15      | Variable      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301362.90    | 0.48%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                        | Natixis Commercial Mortgage Securities Trust 2019-MILE                         | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $796371.40    | 1.27%             | 2036-07-15      | Variable      | 6.98%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                     | Sonic Capital LLC                                                              | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365429 | PA      | $360141.37    | 0.57%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive Reit                                               | CARS-DB4 LP                                                                    | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486670.65    | 0.78%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                              | Prime Security Services Borrower LLC / Prime Finance Inc                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584619 | PA      | $546907.86    | 0.87%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                              | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146448.41    | 0.23%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95838.89     | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | 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      | $617602.51    | 0.98%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                     | Iron Mountain Inc                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71589.44     | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Manhattan West                                                        | Manhattan West 2020-1MW Mortgage Trust                                         | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $374680.08    | 0.60%             | 2039-09-10      | Variable      | 2.41%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                 | Bath & Body Works Inc                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102229.70    | 0.16%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GRAY TELEVISION INC                                                   | Gray Media Inc                                                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134093.75    | 0.21%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Wingstop Funding LLC                                                  | Wingstop Funding LLC                                                           | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $950920.18    | 1.51%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $526787.71    | 0.84%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586030.95    | 0.93%             | 2028-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hardee's Funding LLC and Carls                                        | Hardee's Funding LLC                                                           | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476250 | PA      | $459252.07    | 0.73%             | 2050-12-20      | Fixed         | 3.98%                 | 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      | $128714.11    | 0.21%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                    | Turkiye Government International Bond                                          | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $247485.67    | 0.39%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                             | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $362986.99    | 0.58%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 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      | $457422.90    | 0.73%             | 2041-12-10      | Variable      | 3.04%                 | Yes           | 2                  | On Loan: No      |
| Toronto Dominion Holdings USA Inc                                     | TD Securities (USA), LLC                                                       | CUSIP: 935IKF006<br>LEI: 549300YQDGZ24IX40M56 | Short            | RA               | CORP              | CA        |  -7444600 | PA      | $-7444600.00  | -11.86%           |  |  |  | No            | N/A                | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                          | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $476930.55    | 0.76%             | 2037-12-18      | Variable      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                    | Kennedy-Wilson Inc                                                             | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302319.10    | 0.48%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                    | Kennedy-Wilson Inc                                                             | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71660.00     | 0.11%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                 | PennyMac Financial Services Inc                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145175.27    | 0.23%             | 2029-02-15      | Fixed         | 4.25%                 | 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      | $361806.45    | 0.58%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Servpro Master Issuer, LLC                                            | SERVPRO Master Issuer LLC                                                      | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478750 | PA      | $451074.18    | 0.72%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                              | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    250035 | PA      | $230989.68    | 0.37%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                              | Ferrellgas LP / Ferrellgas Finance Corp                                        | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59395.45     | 0.09%             | 2026-04-01      | Fixed         | 5.38%                 | 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      | $93064.19     | 0.15%             | 2029-04-01      | Fixed         | 5.88%                 | 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      | $400578.80    | 0.64%             | 2030-07-18      | Variable      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                | Goodyear Tire & Rubber Co/The                                                  | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141749.97    | 0.23%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 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      | $175209.80    | 0.28%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                  | Michaels Cos Inc/The                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46020.45     | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                  | Michaels Cos Inc/The                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417500.00    | 0.67%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                              | LCM Investments Holdings II LLC                                                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73481.45     | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                 | Ahead DB Holdings LLC                                                          | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500111.00    | 0.80%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70742.03     | 0.11%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                   | Zaxbys Funding LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172800 | PA      | $162980.81    | 0.26%             | 2051-07-30      | Fixed         | 3.24%                 | 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      | $206718.28    | 0.33%             | 2056-08-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                   | Sirius XM Radio LLC                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57976.46     | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                            | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    554927 | PA      | $515355.50    | 0.82%             | 2051-06-15      | Fixed         | 2.37%                 | 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      | $117116.12    | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | 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      | $49943.90     | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                   | American Express Co                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294266.16    | 0.47%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                  | M&T Bank Corp                                                                  | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284250.50    | 0.45%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                                | Taco Bell Funding LLC                                                          | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294750 | PA      | $284643.44    | 0.45%             | 2051-08-25      | Fixed         | 1.95%                 | 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      | $599317.85    | 0.95%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                      | CIFC Funding 2020-II Ltd                                                       | CUSIP: 12547LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400874.00    | 0.64%             | 2034-10-20      | Variable      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727042 | PA      | $1462832.19   | 2.33%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 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      | $360998.84    | 0.58%             | 2032-05-05      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                              | EverArc Escrow Sarl                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    240000 | PA      | $234901.82    | 0.37%             | 2029-10-30      | Fixed         | 5.00%                 | 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      | $210000.00    | 0.33%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                 | DB Master Finance LLC                                                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    288750 | PA      | $272135.27    | 0.43%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                                    | CA Magnum Holdings                                                             | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $248904.55    | 0.40%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                               | Asbury Automotive Group Inc                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242619.50    | 0.39%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| PARKLAND CORP                                                         | Parkland Corp/Canada                                                           | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $209036.48    | 0.33%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                        | Open Text Corp                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94525.05     | 0.15%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                               | VZ Secured Financing BV                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $180943.64    | 0.29%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Planet Fitness Master Issuer L                                        | Planet Fitness Master Issuer LLC                                               | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    231600 | PA      | $227582.78    | 0.36%             | 2051-12-05      | Fixed         | 3.25%                 | 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      | $156364.47    | 0.25%             | 2042-02-25      | Variable      | 9.11%                 | Yes           | 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      | $245883.38    | 0.39%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524759 | PA      | $2224156.69   | 3.54%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 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      | $325034.45    | 0.52%             | 2039-03-15      | Variable      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                               | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1484503 | PA      | $1270376.60   | 2.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386112 | PA      | $364862.13    | 0.58%             | 2052-05-01      | Fixed         | 4.00%                 | 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      | $411201.60    | 0.66%             | 2042-03-25      | Variable      | 7.46%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263092 | PA      | $240797.51    | 0.38%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 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      | $445990.44    | 0.71%             | 2042-04-25      | Variable      | 8.65%                 | Yes           | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                               | Darling Ingredients Inc                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100956.10    | 0.16%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2022-R07                                   | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1058520.00   | 1.69%             | 2042-06-25      | Variable      | 9.01%                 | 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      | $337102.30    | 0.54%             | 2042-07-25      | Variable      | 8.36%                 | 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      | $504828.64    | 0.80%             | 2042-07-25      | Variable      | 7.96%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466360 | PA      | $454496.15    | 0.72%             | 2052-09-01      | Fixed         | 4.50%                 | 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      | $509179.00    | 0.81%             | 2028-11-10      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522888 | PA      | $494236.25    | 0.79%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214867.60    | 0.34%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                               | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342757 | PA      | $314920.80    | 0.50%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201592.48    | 0.32%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321324 | PA      | $325448.15    | 0.52%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 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      | $210228.72    | 0.33%             | 2042-12-25      | Variable      | 8.11%                 | 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      | $307290.00    | 0.49%             | 2027-01-05      | Variable      | 7.81%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216092.20    | 0.34%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2019-B9 Mortgage Trust                                               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045329 | PA      | $1027100.47   | 1.64%             | 2052-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                | Brazilian Government International Bond                                        | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $256000.00    | 0.41%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                               | Talen Energy Supply LLC                                                        | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201692.41    | 0.32%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                | Venture Global LNG Inc                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72454.90     | 0.12%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                              | Windsor Holdings III LLC                                                       | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142709.71    | 0.23%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                 | Civitas Resources Inc                                                          | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30735.33     | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                 | Civitas Resources Inc                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93289.41     | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428168.00    | 0.68%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                             | Adams Outdoor Advertising LP                                                   | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509967.10    | 0.81%             | 2053-07-15      | Fixed         | 6.97%                 | 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      | $748178.33    | 1.19%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147877 | PA      | $149637.44    | 0.24%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                      | Connecticut Avenue Securities Trust 2023-R02                                   | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1500000 | PA      | $1567340.25   | 2.50%             | 2043-01-25      | Variable      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                   | Frontier Issuer LLC                                                            | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507794.05    | 0.81%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857024 | PA      | $853237.67    | 1.36%             | 2053-08-01      | Fixed         | 5.00%                 | 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      | $223154.90    | 0.36%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                  | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262464.00    | 0.42%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| BX Trust 2023-DELC                                                    | BX Trust 2023-DELC                                                             | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $378742.28    | 0.60%             | 2038-05-15      | Variable      | 7.49%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827237 | PA      | $836592.23    | 1.33%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 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      | $210055.60    | 0.33%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 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      | $62959.08     | 0.10%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $220302.80    | 0.35%             | N/A             | Fixed         | 9.25%                 | Yes           | 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        |    192568 | PA      | $174914.84    | 0.28%             | 2029-03-29      | Variable      | 8.51%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA                                                             | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $241204.74    | 0.38%             | N/A             | Fixed         | 9.62%                 | No            | 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      | $522935.65    | 0.83%             | 2043-10-25      | Variable      | 7.91%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1138743 | PA      | $1149960.14   | 1.83%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Veritiv Operating Co                                                  | Veritiv Operating Co                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37562.98     | 0.06%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                   | Kinetik Holdings LP                                                            | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205284.40    | 0.33%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                      | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148273.58    | 0.24%             | 2032-01-15      | Fixed         | 10.88%                | 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      | $257483.00    | 0.41%             | 2032-02-01      | Fixed         | 6.62%                 | 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      | $1055657.80   | 1.68%             | 2043-05-25      | Variable      | 7.91%                 | Yes           | 2                  | On Loan: No      |
| Ardonagh Finco Ltd                                                    | Ardonagh Finco Ltd                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $209277.80    | 0.33%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CNX Resources Corp                                                    | CNX Resources Corp                                                             | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25935.67     | 0.04%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 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      | $1477309.12   | 2.35%             | 2043-05-25      | Variable      | 7.86%                 | Yes           | 2                  | On Loan: No      |
| FirstCash Inc                                                         | FirstCash Inc                                                                  | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222225.72    | 0.35%             | 2032-03-01      | Fixed         | 6.88%                 | 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      | $311520.36    | 0.50%             | 2034-04-01      | Fixed         | 5.50%                 | 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      | $144385.36    | 0.23%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                            | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315977.10    | 0.50%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                             | Panther Escrow Issuer LLC                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $171619.47    | 0.27%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO Distribution Inc                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102958.10    | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA                                                                 | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -9961671 | PA      | $-9961671.00  | -15.87%           |  |  |  | No            | N/A                | On Loan: No      |
| Rocket Software Inc                                                   | Rocket Software Inc                                                            | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154623.30    | 0.25%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Flutter Treasury DAC                                                  | Flutter Treasury DAC                                                           | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206523.80    | 0.33%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc              | Six Flags Entertainment Corp / Six Flags Theme Parks Inc                       | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101881.30    | 0.16%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           | 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      | $180537.67    | 0.29%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                    | Regal Rexnord Corp                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429418.52    | 0.68%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                       | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52147.69     | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC                                                              | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $281438.75    | 0.45%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                              | Encore Capital Group Inc                                                       | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318583.80    | 0.51%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman CLO Ltd                                                       | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $401610.40    | 0.64%             | 2037-07-24      | Variable      | 6.77%                 | Yes           | 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      | $203564.76    | 0.32%             | 2037-06-10      | Variable      | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Core & Main LP                                                        | Core & Main LP, Term Loan B                                                    | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    206218 | PA      | $206583.33    | 0.33%             | 2028-07-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The                                                    | CUSIP: 913ZLM008<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | RA               | CORP              | US        |  -3295000 | PA      | $-3295000.00  | -5.25%            |  |  |  | No            | N/A                | On Loan: No      |
| Gates Corp/DE                                                         | Gates Corp/DE                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31129.50     | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $1006201.76   | 1.60%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           | 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      | $401467.60    | 0.64%             | 2037-07-20      | Variable      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT                                                        | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378667 | PA      | $378268.14    | 0.60%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc                                                              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66787.70     | 0.11%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396408 | PA      | $400292.59    | 0.64%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 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      | $104175.00    | 0.17%             | 2030-11-06      | Fixed         | 7.50%                 | 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      | $261674.28    | 0.42%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Zegona Finance PLC                                                    | Zegona Finance PLC                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212900.00    | 0.34%             | 2029-07-15      | Fixed         | 8.62%                 | 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      | $503043.40    | 0.80%             | 2029-08-15      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                | RR Donnelley & Sons Co                                                         | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51243.25     | 0.08%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                            | DaVita Inc                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51651.80     | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | 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      | $197600.00    | 0.31%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                    | Ryan Specialty LLC                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30335.58     | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | 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      | $142167.20    | 0.23%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                            | Phinia Inc                                                                     | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139135.46    | 0.22%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 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      | $255608.16    | 0.41%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Service Corp International/US                                         | Service Corp International/US                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151961.70    | 0.24%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc                                                 | CD&R Smokey Buyer Inc                                                          | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $97759.75     | 0.16%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                | Windstream Escrow LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108767.02    | 0.17%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                             | Caesars Entertainment Inc                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177292.76    | 0.28%             | 2032-10-15      | Fixed         | 6.00%                 | 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      | $202711.83    | 0.32%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust    | Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust             | CUSIP: 524947AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502689.65    | 0.80%             | 2039-11-05      | Fixed         | 6.02%                 | Yes           | 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      | $51023.35     | 0.08%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                 | Icahn Enterprises LP / Icahn Enterprises Finance Corp                          | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200883.52    | 0.32%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Maya SAS/Paris France                                                 | Maya SAS/Paris France                                                          | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203960.80    | 0.32%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                           | Starwood Property Trust Inc                                                    | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103434.33    | 0.16%             | 2030-07-01      | Fixed         | 6.50%                 | 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      | $256905.85    | 0.41%             | 2034-12-10      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                            | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83091.92     | 0.13%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | 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      | $206602.00    | 0.33%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool                                                                | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232898 | PA      | $1226816.60   | 1.95%             | 2053-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                       | ContourGlobal Power Holdings SA                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207748.00    | 0.33%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Motion Finco Sarl                                                     | Motion Finco Sarl                                                              | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $185906.65    | 0.30%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                       | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37189.67     | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                 | Quikrete Holdings Inc                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207168.80    | 0.33%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Air Transport Services Group Inc                                      | Air Transport Services Group Inc                                               | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168485.12    | 0.27%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                        | Efesto Bidco SpA Efesto US LLC                                                 | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     75000 | PA      | $76320.00     | 0.12%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78611.25     | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649355.38    | 1.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            | 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      | $72742.72     | 0.12%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Gen Digital Inc                                                       | Gen Digital Inc                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102087.91    | 0.16%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204540.00    | 0.33%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $1458388.10   | 2.32%             | 2043-07-25      | Variable      | 7.06%                 | Yes           | 2                  | On Loan: No      |
| WEX Inc                                                               | WEX Inc                                                                        | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183830.94    | 0.29%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Olin Corp                                                             | Olin Corp                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185954.23    | 0.30%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                   | Walker & Dunlop Inc                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168736.70    | 0.27%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                     | Chord Energy Corp                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151978.31    | 0.24%             | 2033-03-15      | Fixed         | 6.75%                 | 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  | -7.98%            |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                            | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $500661.76    | 0.80%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Queen MergerCo Inc                                                    | Queen MergerCo Inc                                                             | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129424.52    | 0.21%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312146.70    | 0.50%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                                       | Fair Isaac Corp                                                                | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30373.30     | 0.05%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Interstate Power and Light Co                                         | Interstate Power and Light Co                                                  | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467521.55    | 0.74%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202248.59    | 0.32%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 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      | $206860.00    | 0.33%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Block Inc                                                             | Block Inc                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207001.20    | 0.33%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                            | DaVita Inc                                                                     | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92807.82     | 0.15%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bond                                 | Turkiye Government International Bond                                          | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $260108.66    | 0.41%             | 2032-05-29      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                                | CACI International Inc                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10315.51     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133658.33    | 0.21%             | 2032-06-01      | Fixed         | 6.25%                 | 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      | $500804.50    | 0.80%             | 2035-06-15      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56766.27     | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | 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      | $36038.94     | 0.06%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                 | Level 3 Financing Inc                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81534.40     | 0.13%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88291.71     | 0.14%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT Dec25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        45 | NC      | $5402812.50   | 8.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                | US 10yr Ultra Fut Dec25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        65 | NC      | $7480078.13   | 11.91%            |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bond                                  | Mexico Government International Bond                                           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $258100.00    | 0.41%             | 2032-07-02      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                    | Azorra Finance Ltd                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $46858.10     | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Kazakhstan Government International Bond                              | Kazakhstan Government International Bond                                       | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    250000 | PA      | $255493.75    | 0.41%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Radiology Partners Inc                                                | Radiology Partners Inc                                                         | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103483.62    | 0.16%             | 2032-07-15      | Fixed         | 8.50%                 | 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      | $501730.50    | 0.80%             | 2038-07-21      | Variable      | 5.97%                 | 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      | $42106.30     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                                 | AECOM                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153358.50    | 0.24%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248803.68    | 0.40%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions Inc                                       | Standard Building Solutions Inc                                                | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81070.81     | 0.13%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Gray Media Inc                                                        | Gray Media Inc                                                                 | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79276.22     | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Muvico LLC                                                            | Muvico LLC                                                                     | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54223.00     | 0.09%             | 2029-02-19      | Fixed         | 15.00%                | Yes           | 2                  | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp                                                           | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116458.78    | 0.19%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                     | Alliant Holdings Intermediate, LLC, Term Loan B                                | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    158605 | PA      | $158339.59    | 0.25%             | 2031-09-19      | Variable      | 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      | $132250.18    | 0.21%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                 | Qnity Electronics Inc                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85648.28     | 0.14%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                 | Qnity Electronics Inc                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25529.65     | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) Dec25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        38 | NC      | $4149421.89   | 6.61%             |  |  |  | No            | 1                  | 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      | $250354.50    | 0.40%             | 2040-09-15      | Variable      | 5.65%                 | Yes           | 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      | $500470.00    | 0.80%             | 2036-04-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| TruPS Financials Note Securitization 2025-2                           | TruPS Financials Note Securitization 2025-2                                    | CUSIP: 89822HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500250.00    | 0.80%             | 2039-07-15      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | JGWPT XXVI LLC                                                                 | CUSIP: 46616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220183 | PA      | $222121.12    | 0.35%             | 2061-10-17      | Fixed         | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99262.30     | 0.16%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP                                                                      | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99134.19     | 0.16%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| NCL Corp Ltd                                                          | NCL Corp Ltd                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $39998.50     | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Millrose Properties Inc                                               | Millrose Properties Inc                                                        | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40104.54     | 0.06%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 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      | $501044.50    | 0.80%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                           | Global Medical Response Inc                                                    | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30879.30     | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Light & Wonder International Inc                                      | Light & Wonder International Inc                                               | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50085.00     | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TopBuild Corp                                                         | TopBuild Corp                                                                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19927.30     | 0.03%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 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      | $20076.50     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                             | Driven Brands Funding LLC                                                      | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $673393.50    | 1.07%             | 2055-10-20      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                     | Chord Energy Corp                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29791.12     | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | 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      | $49659.57     | 0.08%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Solstice Advanced Materials Inc                                       | Solstice Advanced Materials Inc                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15049.56     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                 | Mineral Resources Ltd                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10129.36     | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Science Applications International Corp                               | Science Applications International Corp                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20006.21     | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                  | CrossCountry Intermediate HoldCo LLC                                           | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25091.99     | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Encore Capital Group Inc                                              | Encore Capital Group Inc                                                       | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84752.64     | 0.14%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Park River Holdings Inc                                               | Park River Holdings Inc                                                        | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35443.60     | 0.06%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Clean Harbors Inc                                                     | Clean Harbors Inc                                                              | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35305.75     | 0.06%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Windstream Services LLC                                               | Windstream Services LLC                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29991.90     | 0.05%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC                                         | JGWPT XXV LLC                                                                  | CUSIP: 46616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513398 | PA      | $526779.35    | 0.84%             | 2067-02-15      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                          | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    817854 | PA      | $752785.86    | 1.20%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                   | Fixed Income Clearing Corp (FICC)                                              | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2350000 | PA      | $2350000.00   | 3.74%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting