# EDGAR Filing Document

**Accession Number:** 0000838131
**File Stem:** 0001752724-23-043903
**Filing Date:** 2023-2
**Character Count:** 122993
**Document Hash:** 56946d97b53c39d71b03114bb9b30114
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043903.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043903

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Multi-Market Income Fund
- **CENTRAL INDEX KEY:** 0000838131
- **IRS NUMBER:** 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:** 23677778

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Multi-Market Income Fund

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Nuveen Multi-Market Income Fund

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

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $60785015.00

**Total Liabilities:** $739566.00

**Net Assets:** $60045449.00

**Delayed Delivery Securities:** $394067.00

**Cash Not Reported:** $174428.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -638.27000000 | **1-Year:** -2410.24000000 | **5-Year:** -7820.81000000 | **10-Year:** -7640.18000000 | **30-Year:** -10812.71000000

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

- **3-Month:** -1087.41000000 | **1-Year:** -778.51000000 | **5-Year:** -5256.70000000 | **10-Year:** -2436.48000000 | **30-Year:** -433.50000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.32%               | 2.89%                | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-178895.78              | $-221377.33                                |
| Month 2  | $-12406.10               | $1656681.85                                |
| Month 3  | $-364165.16              | $198581.03                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $161947.55    | 0.27%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TRONOX INC                            | Tronox Inc                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99750.00     | 0.17%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                      | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162470.00    | 0.27%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST        | ACRE Commercial Mortgage 2021-FL4 Ltd                                           | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $475400.35    | 0.79%             | 2037-12-18      | Variable      | 6.94%                 | Yes           | 2                  | On Loan: No      |
| CALUMET SPECIALTY PROD                | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260572.08    | 0.43%             | 2025-04-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II               | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $437907.04    | 0.73%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                    | Turkey Government International Bond                                            | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $206250.00    | 0.34%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                    | Kennedy-Wilson Inc                                                              | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59441.01     | 0.10%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DANA INC                              | Dana Inc                                                                        | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40281.00     | 0.07%             | 2030-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196764.67    | 0.33%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393299.58    | 0.66%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2015-CCRE25 Mortgage Trust                                                 | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $402733.35    | 0.67%             | 2048-08-10      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490092.20    | 0.82%             | 2036-05-15      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Washington Mutual MSC Mortgage        | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust  | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9595 | PA      | $9155.04      | 0.02%             | 2038-08-25      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-HQA1                                         | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198626.96    | 0.33%             | 2042-03-25      | Variable      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                  | FREMF 2017-K724 Mortgage Trust                                                  | CUSIP: 30295XAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $485902.00    | 0.81%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II               | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $128670.00    | 0.21%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908302 | PA      | $716065.43    | 1.19%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS              | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68223.53     | 0.11%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR               | Superior Plus LP / Superior General Partner Inc                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    475000 | PA      | $406125.00    | 0.68%             | 2029-03-15      | Fixed         | 4.50%                 | 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        |    344741 | PA      | $338060.84    | 0.56%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC               | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $165681.63    | 0.28%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1056204 | PA      | $962132.62    | 1.60%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp Trust 2018-TWR                                      | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $613058.38    | 1.02%             | 2031-07-15      | Variable      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental Inc                                                           | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95519.66     | 0.16%             | 2025-06-01      | Fixed         | 4.25%                 | 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        |    235979 | PA      | $234885.48    | 0.39%             | 2034-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42873.00     | 0.07%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    442686 | PA      | $411549.12    | 0.69%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                    | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429193.75    | 0.71%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $214500.00    | 0.36%             | 2028-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117015.00    | 0.19%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218954 | PA      | $204551.99    | 0.34%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer L        | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    478750 | PA      | $448308.68    | 0.75%             | 2048-09-05      | Fixed         | 4.67%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175233.40    | 0.29%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR              | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45629.44     | 0.08%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Bayview Financial Acquisition         | Bayview Financial Mortgage Pass-Through Trust 2006-C                            | CUSIP: 07325DAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17320 | PA      | $14805.62     | 0.02%             | 2036-11-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                     | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173522.72    | 0.29%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590625 | PA      | $566506.24    | 0.94%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $468130.34    | 0.78%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WD5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    660959 | PA      | $593165.65    | 0.99%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426245 | PA      | $387630.73    | 0.65%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                      | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39105.07     | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46920.15     | 0.08%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                        | Morgan Stanley                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |         1 | NC      | $863961.08    | 1.44%             |  |  |  | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS              | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60059.14     | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC            | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419688 | PA      | $1296762.44   | 2.16%             | 2049-04-20      | Fixed         | 4.64%                 | Yes           | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                  | Chart Industries Inc                                                            | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66664.65     | 0.11%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393809.40    | 0.66%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                    | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $99357.48     | 0.17%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2015-GC29                                   | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $382741.91    | 0.64%             | 2048-04-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer L        | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    297750 | PA      | $258876.95    | 0.43%             | 2051-12-05      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $250971.83    | 0.42%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                   | ZAXBY'S FUNDING LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177750 | PA      | $143067.06    | 0.24%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS              | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190040.18    | 0.32%             | 2027-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $306360.43    | 0.51%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                | Bank of New York Mellon Corp                                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288039.00    | 0.48%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI              | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98911.67     | 0.16%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $147014.46    | 0.24%             | 2042-03-25      | Variable      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                 | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401875.00    | 0.67%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3104412 | PA      | $2737035.66   | 4.56%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                             | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $418558.14    | 0.70%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae I Pool                                                               | CUSIP: 36200MTY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     89091 | PA      | $91928.53     | 0.15%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund               | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $388484.00    | 0.65%             | 2030-07-18      | Variable      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                    | CA Magnum Holdings                                                              | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    500000 | PA      | $455614.03    | 0.76%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246450.00    | 0.41%             | N/A             | Fixed         | 3.55%                 | 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      | $359572.05    | 0.60%             | 2049-12-15      | Variable      | 3.39%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan T        | Morgan Stanley Mortgage Loan Trust 2006-2                                       | CUSIP: 61748HVK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35184 | PA      | $31065.45     | 0.05%             | 2036-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AGL CLO 19 Ltd                        | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $493274.50    | 0.82%             | 2035-07-21      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49830.50     | 0.08%             | 2025-12-01      | Fixed         | 5.50%                 | 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        |    417762 | PA      | $365657.17    | 0.61%             | 2069-06-17      | Fixed         | 5.19%                 | 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        |     49093 | PA      | $45190.78     | 0.08%             | 2032-06-19      | Variable      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio Inc                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117490.50    | 0.20%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237481.24    | 0.40%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 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      | $706306.33    | 1.18%             | 2048-03-10      | Variable      | 4.07%                 | 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        |    147638 | PA      | $135298.70    | 0.23%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140754.90    | 0.23%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON                | CUSIP: 46590WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499026.75    | 0.83%             | 2031-01-05      | Variable      | 3.76%                 | Yes           | 2                  | On Loan: No      |
| WASH MULTIFAM ACQ INC                 | WASH Multifamily Acquisition Inc                                                | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47125.00     | 0.08%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Servpro Master Issuer, LLC            | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492500 | PA      | $385236.46    | 0.64%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           | 2                  | On Loan: No      |
| ALBION FINANCING 2SARL                | Albion Financing 2SARL                                                          | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    455000 | PA      | $387452.39    | 0.65%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ORGANON & CO/ORG                      | ORGANON & CO/ORG                                                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173176.05    | 0.29%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $169889.03    | 0.28%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $346028.59    | 0.58%             | 2038-11-15      | Variable      | 6.44%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES              | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $342745.41    | 0.57%             | 2032-05-05      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2013-LC13 Mortgage Trust                                                   | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462827.20    | 0.77%             | 2046-08-10      | Variable      | 5.25%                 | 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        |    325074 | PA      | $326296.34    | 0.54%             | 2043-06-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC         | JGWPT XXV LLC                                                                   | CUSIP: 46616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679529 | PA      | $690419.18    | 1.15%             | 2067-02-15      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| PRIMO WATER HOLDINGS INC              | Primo Water Holdings Inc                                                        | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64769.36     | 0.11%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                            | Start II LTD                                                                    | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    245404 | PA      | $166012.74    | 0.28%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44733.00     | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2014-GC23                                   | CUSIP: 17322VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140683.74    | 0.23%             | 2047-07-10      | Variable      | 4.58%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                     | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229967.50    | 0.38%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    499413 | PA      | $478962.30    | 0.80%             | 2029-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | CUSIP: 61764RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230395.40    | 0.38%             | 2048-02-15      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    304716 | PA      | $284984.79    | 0.47%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25237 | PA      | $26255.50     | 0.04%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784562 | PA      | $729334.09    | 1.21%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman Loan Advisers CLO 48 Ltd                                       | CUSIP: 64135GAE8<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $477772.00    | 0.80%             | 2036-04-25      | Variable      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270075.74    | 0.45%             | N/A             | Fixed         | 4.80%                 | 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        |   1619986 | PA      | $16.20        | 0.00%             | 2052-10-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MVW Owner Trust                       | MVW 2022-1 LLC                                                                  | CUSIP: 55400UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422738 | PA      | $404767.67    | 0.67%             | 2039-11-21      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| MASTR Asset Securitization Tru        | MASTR Asset Securitization Trust 2003-11                                        | CUSIP: 55265K2U2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104970 | PA      | $100003.87    | 0.17%             | 2033-12-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $229193.58    | 0.38%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $283139.52    | 0.47%             | 2033-08-25      | Variable      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $453101.00    | 0.75%             | 2042-01-25      | Variable      | 6.43%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co                                                       | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83029.53     | 0.14%             | 2031-04-30      | Fixed         | 5.25%                 | 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      | $415876.25    | 0.69%             | 2049-01-15      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust             | GSMPS Mortgage Loan Trust 2005-RP3                                              | CUSIP: 362341LP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231076 | PA      | $214632.85    | 0.36%             | 2035-09-25      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| MASTR Alternative Loans Trust         | MASTR Alternative Loan Trust 2004-5                                             | CUSIP: 576434RL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152525 | PA      | $152593.99    | 0.25%             | 2034-06-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $311421.99    | 0.52%             | 2045-08-25      | Fixed         | 1.89%                 | Yes           | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP               | Asbury Automotive Group Inc                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $307563.60    | 0.51%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203302 | PA      | $194251.92    | 0.32%             | 2045-01-01      | 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      | $167317.80    | 0.28%             | 2039-11-13      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR               | El Salvador Government International Bond                                       | CUSIP: 283875AR3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    100000 | PA      | $64582.76     | 0.11%             | 2025-01-30      | Fixed         | 5.88%                 | 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      | $319013.92    | 0.53%             | 2039-09-10      | Variable      | 2.33%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $690754.95    | 1.15%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317846.32    | 0.53%             | 2028-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust 2014-1                                      | CUSIP: 64828AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294582 | PA      | $280184.16    | 0.47%             | 2054-01-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING             | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AU4<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $470956.25    | 0.78%             | 2048-11-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Pnmac Gmsr Issuer Trust               | PNMAC FMSR ISSUER TRUST 2018-FT1                                                | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $469585.90    | 0.78%             | 2023-04-25      | Variable      | 6.74%                 | 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        |    561648 | PA      | $528562.81    | 0.88%             | 2055-08-25      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $191501.14    | 0.32%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan T        | Alternative Loan Trust 2003-J3                                                  | CUSIP: 12669FEZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46214 | PA      | $44547.22     | 0.07%             | 2033-11-25      | Fixed         | 5.25%                 | 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      | $96905.05     | 0.16%             | 2048-10-10      | Variable      | 4.55%                 | 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        |     66929 | PA      | $44799.76     | 0.07%             | 2033-09-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                      | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    750000 | PA      | $699128.63    | 1.16%             | 2041-11-25      | Variable      | 2.05%                 | Yes           | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding Inc                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    340000 | PA      | $285515.00    | 0.48%             | 2029-11-01      | Fixed         | 3.88%                 | 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        |    134664 | PA      | $136620.88    | 0.23%             | 2061-07-15      | Fixed         | 9.31%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL RESERVE BANK OF BOSTON        | BNP Paribas SA                                                                  | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        |  -9058000 | PA      | $-9058000.00  | -15.09%           |  |  |  | No            | N/A                | On Loan: No      |
| Wingstop Funding LLC                  | Wingstop Funding LLC                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $836629.20    | 1.39%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                     | Iliad Holding SASU                                                              | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $185490.77    | 0.31%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE              | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213947.76    | 0.36%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2013-GC16                                          | CUSIP: 36248GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $253376.71    | 0.42%             | 2046-11-10      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN              | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $238666.06    | 0.40%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    650000 | PA      | $568623.23    | 0.95%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $140103.28    | 0.23%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218230.00    | 0.36%             | 2030-02-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336624.99    | 0.56%             | 2030-06-21      | Fixed         | 3.60%                 | 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      | $374737.73    | 0.62%             | 2031-07-05      | Variable      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    295000 | PA      | $228627.95    | 0.38%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO./COURTESY ACCOUNTS | GOLDMAN SACHS & CO                                                              | CUSIP: 913ZLM008<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -4203000 | PA      | $-4203000.00  | -7.00%            |  |  |  | No            | N/A                | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP               | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $267377.50    | 0.45%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478469.96    | 0.80%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                  | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60317.40     | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Structured Receivables Finance        | Structured Receivables Finance 2010-A LLC                                       | CUSIP: 86365FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94077 | PA      | $92131.15     | 0.15%             | 2046-01-16      | Fixed         | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Hardee's Funding LLC and Carls        | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $419616.40    | 0.70%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200250.00    | 0.33%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Aimco                                 | AIMCO CLO Series 2017-A                                                         | CUSIP: 00900CAN4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $383129.60    | 0.64%             | 2034-04-20      | Variable      | 5.74%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare 2020-2 Receivables Funding LLC                                 | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233548 | PA      | $220237.00    | 0.37%             | 2037-07-20      | Fixed         | 3.51%                 | Yes           | 2                  | On Loan: No      |
| AMSR Trust                            | AMSR 2019-SFR1 Trust                                                            | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $153835.15    | 0.26%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2015-CCRE26 Mortgage Trust                                                 | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $487175.53    | 0.81%             | 2048-10-10      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $584054.24    | 0.97%             | 2042-03-25      | Variable      | 6.35%                 | Yes           | 2                  | On Loan: No      |
| CINEMARK USA INC                      | Cinemark USA Inc                                                                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70687.31     | 0.12%             | 2025-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                      | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21203.67     | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                     | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $512964.48    | 0.85%             | 2047-02-15      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                    | Bahrain Government International Bond                                           | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    250000 | PA      | $251303.00    | 0.42%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust             | GSMPS Mortgage Loan Trust 2005-RP3                                              | CUSIP: 362341LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    353872 | PA      | $337481.21    | 0.56%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                  | Michaels Cos Inc                                                                | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40226.53     | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ESSENTIAL PROPER                      | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145424.94    | 0.24%             | 2031-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29541.75     | 0.05%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653400 | PA      | $524920.65    | 0.87%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           | 2                  | On Loan: No      |
| Pnmac Gmsr Issuer Trust               | PNMAC GMSR ISSUER TRUST 2018-GT2                                                | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $492267.85    | 0.82%             | 2025-08-25      | Variable      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350106.00    | 0.58%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae I Pool                                                               | CUSIP: 36291LT70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     39365 | PA      | $41373.04     | 0.07%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                  | EnLink Midstream LLC                                                            | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92527.81     | 0.15%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RBSCF Trust                           | RBS Commercial Funding Inc 2013-SMV Trust                                       | CUSIP: 74932BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $457840.00    | 0.76%             | 2031-03-11      | Variable      | 3.58%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman Loan Advisers CLO 31 Ltd                                       | CUSIP: 64132JAQ8<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $388065.20    | 0.65%             | 2031-04-20      | Variable      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192941.42    | 0.32%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $131874.38    | 0.22%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST         | Commonbond Student Loan Trust 2017-B-GS                                         | CUSIP: 20268KAD2<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     35256 | PA      | $31059.21     | 0.05%             | 2042-09-25      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| 321 Henderson Receivables LLC         | JGWPT XXVI LLC                                                                  | CUSIP: 46616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284944 | PA      | $284324.23    | 0.47%             | 2061-10-17      | Fixed         | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2118451 | PA      | $1796589.68   | 2.99%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256875.00    | 0.43%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| MSCG Trust                            | MSCG Trust 2015-ALDR                                                            | CUSIP: 55352NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $404643.50    | 0.67%             | 2035-06-07      | Variable      | 3.46%                 | Yes           | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP              | Chobani LLC / Chobani Finance Corp Inc                                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $217652.50    | 0.36%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Hudson Yards                          | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $372344.95    | 0.62%             | 2041-12-10      | Variable      | 2.94%                 | Yes           | 2                  | On Loan: No      |
| CarMax Auto Owner Trust               | Carmax Auto Owner Trust 2019-4                                                  | CUSIP: 14315WAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $264184.66    | 0.44%             | 2026-04-15      | Fixed         | 2.80%                 | 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        |    279521 | PA      | $280879.46    | 0.47%             | 2035-01-25      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive Reit               | CARS-DB4 LP                                                                     | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $431693.55    | 0.72%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                           | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $244112.32    | 0.41%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                    | Kennedy-Wilson Inc                                                              | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $244641.38    | 0.41%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust 2017-1                                                          | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133934 | PA      | $130883.37    | 0.22%             | 2034-12-20      | Fixed         | 2.42%                 | Yes           | 2                  | On Loan: No      |
| Toronto Dominion Holdings USA Inc     | Toronto Dominion Holdings USA Inc                                               | CUSIP: N/A<br>LEI: 549300YQDGZ24IX40M56       | Short            | RA               | CORP              | CA        | -12575000 | PA      | $-12575000.00 | -20.94%           |  |  |  | No            | N/A                | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44737.05     | 0.07%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488739 | PA      | $458659.78    | 0.76%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                       | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190500.00    | 0.32%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SESAC Finance, LLC                    | Sesac Finance LLC                                                               | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270900 | PA      | $250075.65    | 0.42%             | 2049-07-25      | Fixed         | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Impac Secured Assets Corp.            | Impac Secured Assets CMN Owner Trust                                            | CUSIP: 45254TDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130402 | PA      | $113454.85    | 0.19%             | 2030-10-25      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199275.75    | 0.33%             | 2025-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                      | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $219378.20    | 0.37%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc                                                         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380908.28    | 0.63%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                  | Michaels Cos Inc                                                                | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $334084.14    | 0.56%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY   | Fixed Income Clearing Corp                                                      | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2443332 | PA      | $2443332.40   | 4.07%             |  |  |  | No            | 2                  | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM              | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                       | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43250.00     | 0.07%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| KITE REALTY GROUP TRUST               | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88033.60     | 0.15%             | 2030-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp/Canada                                                            | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $260662.50    | 0.43%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| INTERNATIONAL GAME TECH               | International Game Technology PLC                                               | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46632.72     | 0.08%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| GRAY TELEVISION INC                   | Gray Television Inc                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $235093.63    | 0.39%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235461.75    | 0.39%             | 2026-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mid-State Trust                       | Mid-State Trust XI                                                              | CUSIP: 59549WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117511 | PA      | $113921.46    | 0.19%             | 2038-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50648.70     | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $405718.04    | 0.68%             | 2042-04-25      | Variable      | 6.83%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31409YUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11540 | PA      | $11714.42     | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | 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        |     89989 | PA      | $37422.55     | 0.06%             | 2036-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131239.80    | 0.22%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EQT CORP                              | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45951.75     | 0.08%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44298.13     | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE              | EverArc Escrow Sarl                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    240000 | PA      | $196800.00    | 0.33%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                     | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61645.50     | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| UNIFRAX ESCROW ISS CORP               | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20116.67     | 0.03%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31407EHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14013 | PA      | $14260.74     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FannieMae Whole Loan                  | Fannie Mae REMIC Trust 2003-W1                                                  | CUSIP: 31392GWE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274194 | PA      | $127394.78    | 0.21%             | 2042-12-25      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                        | Constellium SE                                                                  | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $203109.35    | 0.34%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31401JNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6416 | PA      | $6598.73      | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399066.16    | 0.66%             | 2042-03-25      | Variable      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| FannieMae Whole Loan                  | Fannie Mae REMIC Trust 2002-W1                                                  | CUSIP: 31392CMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51704 | PA      | $50524.98     | 0.08%             | 2042-02-25      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 03846JW22<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $368760.00    | 0.61%             | 2025-06-11      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                     | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376017 | PA      | $333353.82    | 0.56%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $497228.45    | 0.83%             | 2031-06-01      | Fixed         | 2.75%                 | 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      | $463971.80    | 0.77%             | 2028-11-10      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                       | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $471512.50    | 0.79%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $522213.24    | 0.87%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| Pnmac Gmsr Issuer Trust               | PNMAC GMSR ISSUER TRUST 2018-GT1                                                | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490673.95    | 0.82%             | 2023-02-25      | Variable      | 7.24%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1038972.14   | 1.73%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| OCI NV                                | OCI NV                                                                          | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $151611.07    | 0.25%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare 2019-3 Receivables Funding LLC                                 | CUSIP: 82652NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63586 | PA      | $59445.72     | 0.10%             | 2036-08-20      | Fixed         | 4.18%                 | 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      | $181500.91    | 0.30%             | 2056-08-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68148.00     | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $475551.00    | 0.79%             | 2041-12-25      | Variable      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| CORE & MAIN LP                        | Core & Main LP, Term Loan B                                                     | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    246237 | PA      | $243774.69    | 0.41%             | 2028-06-10      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31404ECF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39946 | PA      | $40285.90     | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                | US ULTRA BOND CBT Mar23                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        16 | NC      | $2149000.00   | 3.58%             |  |  |  | No            | 1                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $232745.00    | 0.39%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    235000 | PA      | $193584.71    | 0.32%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346226.00    | 0.58%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CAELUS RE VI LTD                      | Caelus Re VI Ltd                                                                | CUSIP: 12765MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $144735.00    | 0.24%             | 2023-06-07      | Variable      | 9.72%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio Inc                                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26638.20     | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN              | Cargo Aircraft Management Inc                                                   | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90761.00     | 0.15%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications Inc                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62719.50     | 0.10%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559547 | PA      | $517558.53    | 0.86%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Alternative Loan T        | JP Morgan Alternative Loan Trust 2006-S1                                        | CUSIP: 46627MER4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193177 | PA      | $112734.45    | 0.19%             | 2036-03-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192500.00    | 0.32%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    571300 | PA      | $461224.20    | 0.77%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust             | GSMPS Mortgage Loan Trust 2005-RP2                                              | CUSIP: 36242DT78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    379084 | PA      | $359575.70    | 0.60%             | 2035-03-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu        | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697000 | PA      | $572287.18    | 0.95%             | 2049-12-15      | Variable      | 3.07%                 | No            | 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        |    325000 | PA      | $222782.17    | 0.37%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 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      | $430019.60    | 0.72%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31403DAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34757 | PA      | $34899.65     | 0.06%             | 2034-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $411673.00    | 0.69%             | 2050-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    394250 | PA      | $355119.90    | 0.59%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2013-GCJ14                                         | CUSIP: 36198FAT9<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $183967.90    | 0.31%             | 2046-08-10      | Variable      | 4.72%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39606.48     | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| H&E EQUIPMENT SERVICES                | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85179.00     | 0.14%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Alternative Loan T        | Alternative Loan Trust 2004-J2                                                  | CUSIP: 12667FED3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51505 | PA      | $49287.17     | 0.08%             | 2034-03-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1859516 | PA      | $1585327.76   | 2.64%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $730394.48    | 1.22%             | 2042-02-25      | Variable      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| INEOS US PETROCHEM LLC                | INEOS Styrolution US Holding LLC, Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197000 | PA      | $194045.00    | 0.32%             | 2026-01-29      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    733638 | PA      | $684166.83    | 1.14%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust 2019-MILE                          | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $892487.50    | 1.49%             | 2036-07-15      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571058 | PA      | $549689.23    | 0.92%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                    | Howard Hughes Corp                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41875.00     | 0.07%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80442.67     | 0.13%             | 2030-06-01      | Fixed         | 4.62%                 | 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      | $385663.60    | 0.64%             | 2034-10-20      | Variable      | 5.84%                 | 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      | $351114.45    | 0.58%             | 2050-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| PRESIDIO HOLDING INC                  | Presidio Holdings Inc                                                           | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $611872.80    | 1.02%             | 2028-02-01      | Fixed         | 8.25%                 | 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      | $220161.23    | 0.37%             | 2035-01-10      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8261 | PA      | $8558.25      | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LBF9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $170015.16    | 0.28%             | 2059-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-P5                                     | CUSIP: 17325DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $450713.64    | 0.75%             | 2049-10-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORP                          | Navient Corp                                                                    | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244904.81    | 0.41%             | 2024-03-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL        | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128000 | PA      | $1074921.96   | 1.79%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           | 2                  | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30068.85     | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| PUTNAM RE PTE LTD                     | Putnam RE PTE Ltd                                                               | CUSIP: 74686TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | SG        |      1562 | PA      | $0.16         | 0.00%             | 2024-06-07      | Variable      | 9.84%                 | Yes           | 3                  | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $755046.38    | 1.26%             | 2042-05-25      | Variable      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2018-TBR                                    | CUSIP: 17326MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $429588.32    | 0.72%             | 2036-12-15      | Variable      | 6.24%                 | Yes           | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                   | NOVA Chemicals Corp                                                             | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $353059.05    | 0.59%             | 2025-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25167.00     | 0.04%             | 2031-06-15      | Fixed         | 4.38%                 | 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      | $100786.15    | 0.17%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI            | Alliant Holdings Intermediate, LLC, Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    197500 | PA      | $193303.13    | 0.32%             | 2027-11-06      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138XTUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320778 | PA      | $299544.10    | 0.50%             | 2044-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp/Alberta                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $104158.29    | 0.17%             | 2029-10-01      | Fixed         | 4.50%                 | 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      | $82242.00     | 0.14%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400519.91    | 0.67%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS IN              | Triton Water Holdings Inc                                                       | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $360962.98    | 0.60%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                      | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93408.12     | 0.16%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627452 | PA      | $588573.64    | 0.98%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31409TQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9313 | PA      | $9656.97      | 0.02%             | 2036-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

**Title:** Vice President and Funds Controller