Form NPORT-P Nuveen Multi-Market Inco For: Mar 31

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May 27, 2022 2:47 PM EDT

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      Nuveen Multi-Market Income Fund
      811-05642
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      G7V8IS406QV705LBK003
      333 W. Wacker Dr
      Chicago
      
      60606
      312-917-7700
      Nuveen Multi-Market Income Fund
      G7V8IS406QV705LBK003
      2022-06-30
      2022-03-31
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        BANCO SANTANDER SA
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        Banco Santander SA
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          N/A
          Fixed
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          XXXX
        
        
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        Tronox Inc
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        Y
        
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          Fixed
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          N
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        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
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        DBT
        CORP
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        Y
        
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          N
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        ACRE COMMERCIAL MORTGAGE TRUST
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        ACRE Commercial Mortgage 2021-FL4 Ltd
        00489TAJ5
        
          
        
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        CORP
        KY
        
        Y
        
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          2037-12-18
          Variable
          3.06757000
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          N
          N
        
        
          N
          N
          N
        
      
      
        CALUMET SPECIALTY PROD
        N/A
        Calumet Specialty Products Partners LP / Calumet Finance Corp
        131477AT8
        
          
        
        250000.00000000
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          Fixed
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        GLP CAPITAL LP / FIN II
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        GLP Capital LP / GLP Financing II Inc
        361841AP4
        
          
        
        500000.00000000
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        USD
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        CORP
        US
        
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          2030-01-15
          Fixed
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        CHL GMSR ISSUER TRUST
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        CHL GMSR Issuer Trust
        17026XAA9
        
          
        
        500000.00000000
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        USD
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        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-05-25
          Variable
          3.20657000
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          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DA5
        
          
        
        250000.00000000
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        USD
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        0.316501548834
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        DBT
        NUSS
        TR
        
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        2
        
          2031-01-15
          Fixed
          5.95000000
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          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        Kennedy-Wilson Inc
        489399AL9
        
          
        
        75000.00000000
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        USD
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        0.106292704189
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        DBT
        CORP
        US
        
        N
        
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          2029-03-01
          Fixed
          4.75000000
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          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
        
        50000.00000000
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        USD
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        0.067265536718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
        
        200000.00000000
        PA
        USD
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        0.306725555566
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          N/A
          Fixed
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          N
          Y
          
            
              UBS Group AG
              UBS Group AG 7 07/31/2170
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
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        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABX2
        
          
        
        500000.00000000
        PA
        USD
        437360.92000000
        0.642904655232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE25 Mortgage Trust
        12593PBA9
        
          
        
        450000.00000000
        PA
        USD
        440381.34000000
        0.647344562846
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-10
          Variable
          4.53035100
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          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAG1
        
          
        
        500000.00000000
        PA
        USD
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        0.726692627498
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-05-15
          Variable
          1.99700000
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          N
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          N
          N
          N
        
      
      
        Washington Mutual MSC Mortgage
        N/A
        Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust
        939336T29
        
          
        
        11253.90000000
        PA
        USD
        11250.10000000
        0.016537238082
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        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2038-08-25
          Variable
          5.84931700
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          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-HQA1
        35564KTB5
        
          
        
        200000.00000000
        PA
        USD
        203630.64000000
        0.299329639246
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-03-25
          Variable
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K724 Mortgage Trust
        30295XAU2
        
          
        
        500000.00000000
        PA
        USD
        495754.95000000
        0.728741756829
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2049-12-25
          Variable
          3.52778000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBE4
        
          
        
        180000.00000000
        PA
        USD
        171450.00000000
        0.252025268145
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AQ2
        
          
        
        150000.00000000
        PA
        USD
        145482.00000000
        0.213853252029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAD7
        
          
        
        920503.50000000
        PA
        USD
        846536.90000000
        1.244378473129
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2060-07-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRELLGAS LP/FERRELLGAS
        N/A
        Ferrellgas LP / Ferrellgas Finance Corp
        315289AA6
        
          
        
        75000.00000000
        PA
        USD
        70819.50000000
        0.104102090857
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUPERIOR PLUS/GEN PRTNR
        N/A
        Superior Plus LP / Superior General Partner Inc
        86828LAC6
        
          
        
        475000.00000000
        PA
        USD
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        0.656080424533
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-State Trust
        N/A
        Mid-State Capital Corp 2005-1 Trust
        595481AA0
        
          
        
        444992.90000000
        PA
        USD
        448692.93000000
        0.659562298037
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2040-01-15
          Fixed
          5.74500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAB4
        
          
        
        200000.00000000
        PA
        USD
        186250.00000000
        0.273780730196
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
          N
          Y
          
            
              Societe Generale SA
              Societe Generale SA 4.75 11/26/2170
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAD5
        
          
        
        200000.00000000
        PA
        USD
        190939.00000000
        0.280673389761
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACS76
        
          
        
        300615.28000000
        PA
        USD
        311673.45000000
        0.458148642812
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJSS0
        
          
        
        1171805.15000000
        PA
        USD
        1170786.12000000
        1.721013040738
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2018-TWR
        36251SAA6
        
          
        
        500000.00000000
        PA
        USD
        492404.60000000
        0.723816864108
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Variable
          1.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAJ3
        
          
        
        100000.00000000
        PA
        USD
        99370.00000000
        0.146070288105
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2004-1
        576434LU6
        
          
        
        237730.51000000
        PA
        USD
        241007.10000000
        0.354271676888
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBG4
        
          
        
        50000.00000000
        PA
        USD
        50921.75000000
        0.074853121599
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WDYQ1
        
          
        
        485939.32000000
        PA
        USD
        494064.76000000
        0.726257238964
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2046-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOKE ENERGY INC
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722AAD5
        
          
        
        500000.00000000
        PA
        USD
        471385.00000000
        0.692918816127
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAK7
        
          
        
        220000.00000000
        PA
        USD
        230615.00000000
        0.338995667620
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AD4
        
          
        
        150000.00000000
        PA
        USD
        143792.25000000
        0.211369380948
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JAPZ5
        
          
        
        244831.00000000
        PA
        USD
        249700.85000000
        0.367051173388
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        Planet Fitness Master Issuer LLC
        72703PAB9
        
          
        
        482500.00000000
        PA
        USD
        479826.47000000
        0.705327470197
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2048-09-05
          Fixed
          4.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DC6
        
          
        
        200000.00000000
        PA
        USD
        194669.09000000
        0.286156486479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        5493007KIN86DIZWZT22
        Quikrete Holdings, Inc., Term Loan B
        74839XAF6
        
          
        
        297721.52000000
        PA
        USD
        291179.09000000
        0.428022678540
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-01-31
          Variable
          2.95740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAH9
        
          
        
        55000.00000000
        PA
        USD
        51837.50000000
        0.076199240813
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        MBNUM2BPBDO7JBLYG310
        Morgan Stanley
        N/A
        
          
        
        1.00000000
        NC
        USD
        2985.68000000
        0.004388841076
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Morgan Stanley
                Morgan Stanley
                
                  
                  
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-07-01
            0.00000000
            USD
            0.00000000
            USD
            17000000.00000000
            USD
            27855.18000000
          
        
        
          N
          N
          N
        
      
      
        Bayview Financial Acquisition
        N/A
        Bayview Financial Mortgage Pass-Through Trust 2006-C
        07325DAF1
        
          
        
        20439.70000000
        PA
        USD
        18996.21000000
        0.027923738226
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2036-11-28
          Fixed
          6.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMOLA MERGER CORP
        N/A
        Imola Merger Corp
        45258LAA5
        
          
        
        200000.00000000
        PA
        USD
        192592.00000000
        0.283103239677
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GSPD8
        
          
        
        31700.78000000
        PA
        USD
        32705.12000000
        0.048075337636
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAC8
        
          
        
        595312.50000000
        PA
        USD
        605330.42000000
        0.889813714887
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-05-25
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBS3
        
          
        
        600000.00000000
        PA
        USD
        528779.32000000
        0.777286380361
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WD5B6
        
          
        
        750672.51000000
        PA
        USD
        746789.99000000
        1.097754141023
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2046-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AA1
        
          
        
        50000.00000000
        PA
        USD
        46643.00000000
        0.068563514623
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH & BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        501797AW4
        
          
        
        50000.00000000
        PA
        USD
        52500.00000000
        0.077173091733
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-10-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYONIER AM PROD INC
        549300ZGRDDK1QM6MM16
        Rayonier AM Products Inc
        75508EAB4
        
          
        
        298000.00000000
        PA
        USD
        295020.00000000
        0.433668676631
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM Investments Holdings II LLC
        50190EAA2
        
          
        
        75000.00000000
        PA
        USD
        70835.99000000
        0.104126330557
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        DRIVEN BRANDS FUNDING LLC
        26208LAD0
        
          
        
        1430750.00000000
        PA
        USD
        1424324.50000000
        2.093705243741
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2049-04-20
          Fixed
          4.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBH3
        
          
        
        500000.00000000
        PA
        USD
        446039.04000000
        0.655661176200
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY BOWES INC
        549300N2O26NW4ST6W55
        Pitney Bowes Inc
        724479AQ3
        
          
        
        500000.00000000
        PA
        USD
        471635.00000000
        0.693286307040
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        Santos Finance Ltd
        803014AA7
        
          
        
        125000.00000000
        PA
        USD
        116802.68000000
        0.171695694063
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AE3
        
          
        
        250000.00000000
        PA
        USD
        237500.00000000
        0.349116367364
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHA 3 BV
        549300RVASWYF4HCO804
        Alpha 3 BV
        N/A
        
          
        
        248750.00000000
        PA
        USD
        246293.59000000
        0.362042625035
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2028-03-18
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC29
        17323VBE4
        
          
        
        425000.00000000
        PA
        USD
        417088.54000000
        0.613104993491
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-04-10
          Variable
          4.14211300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        Planet Fitness Master Issuer LLC
        72703PAD5
        
          
        
        300000.00000000
        PA
        USD
        284889.60000000
        0.418777356850
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-12-05
          Fixed
          3.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        299250.00000000
        PA
        USD
        270640.20000000
        0.397831256786
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-08-25
          Fixed
          1.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Funding LLC
        N/A
        ZAXBY'S FUNDING LLC
        98920MAA0
        
          
        
        179100.00000000
        PA
        USD
        165175.33000000
        0.242801731317
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-07-30
          Fixed
          3.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AK1
        
          
        
        200000.00000000
        PA
        USD
        202750.00000000
        0.298035130455
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAG4
        
          
        
        400000.00000000
        PA
        USD
        352038.03000000
        0.517483108243
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2030-12-03
          Fixed
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058AH3
        
          
        
        300000.00000000
        PA
        USD
        307200.00000000
        0.451572833913
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AW9
        
          
        
        100000.00000000
        PA
        USD
        96000.00000000
        0.141116510597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AF3
        
          
        
        100000.00000000
        PA
        USD
        102691.50000000
        0.150952772375
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVAYA INC
        J6LB5QIFSP2MFEFG4U76
        Avaya Inc
        053499AL3
        
          
        
        100000.00000000
        PA
        USD
        98617.00000000
        0.144963405475
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R03
        20753XAB0
        
          
        
        145000.00000000
        PA
        USD
        146546.57000000
        0.215418131234
        Long
        ABS-CBDO
        USGSE
        US
        
        Y
        
        2
        
          2042-03-25
          Variable
          3.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHEAD DB HOLDINGS LLC
        254900L07WFL833JX193
        Ahead DB Holdings LLC
        00867FAA6
        
          
        
        500000.00000000
        PA
        USD
        446710.00000000
        0.656647463012
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F022642
        
          
        
        2000000.00000000
        PA
        USD
        1908125.00000000
        2.804874393590
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2052-04-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Acquisition
        N/A
        Bayview Financial Mortgage Pass-Through Trust 2005-D
        07325NCB6
        
          
        
        7510.97000000
        PA
        USD
        7470.33000000
        0.010981113568
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2035-12-28
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        Wendy's Funding LLC
        95058XAG3
        
          
        
        458750.00000000
        PA
        USD
        452906.90000000
        0.665756680767
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2049-06-15
          Fixed
          3.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200MTY9
        
          
        
        105402.26000000
        PA
        USD
        116583.30000000
        0.171373213437
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300VCB8LYR1RGV869
        Dryden 49 Senior Loan Fund
        26244QAQ6
        
          
        
        400000.00000000
        PA
        USD
        397543.60000000
        0.584374642109
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2030-07-18
          Variable
          1.84129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
        
        500000.00000000
        PA
        USD
        492500.00000000
        0.723957098640
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
        
        300000.00000000
        PA
        USD
        273390.00000000
        0.401873362837
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
        46645UAC1
        
          
        
        500000.00000000
        PA
        USD
        406257.50000000
        0.597183758377
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2049-12-15
          Variable
          3.38822100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2006-2
        61748HVK4
        
          
        
        39200.80000000
        PA
        USD
        36891.24000000
        0.054228781879
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-02-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        50000.00000000
        PA
        USD
        52615.00000000
        0.077342137553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        J.G. Wentworth XXXVII LLC
        46620DAB0
        
          
        
        447346.74000000
        PA
        USD
        465410.78000000
        0.684136929877
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2069-06-17
          Fixed
          5.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2001-2
        36228FEC6
        
          
        
        55147.99000000
        PA
        USD
        52612.23000000
        0.077338065753
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-06-19
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        135000.00000000
        PA
        USD
        128250.00000000
        0.188522838376
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AK6
        
          
        
        250000.00000000
        PA
        USD
        254173.27000000
        0.373625468225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE22 Mortgage Trust
        12592XBJ4
        
          
        
        775000.00000000
        PA
        USD
        762851.41000000
        1.121363844624
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-03-10
          Variable
          4.10641300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AB6
        
          
        
        170000.00000000
        PA
        USD
        157250.00000000
        0.231151784286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON
        46590WAJ7
        
          
        
        500000.00000000
        PA
        USD
        497677.25000000
        0.731567467958
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-01-05
          Variable
          3.75570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASH MULTIFAM ACQ INC
        549300AS7PRY5PHG6L12
        WASH Multifamily Acquisition Inc
        93710WAA3
        
          
        
        50000.00000000
        PA
        USD
        50125.00000000
        0.073681928059
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Servpro Master Issuer, LLC
        N/A
        SERVPRO Master Issuer LLC
        817743AE7
        
          
        
        496250.00000000
        PA
        USD
        446233.96000000
        0.655947701515
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-04-25
          Fixed
          2.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBION FINANCING 2SARL
        2594009X2UW7EQPIKY23
        Albion Financing 2SARL
        013305AA5
        
          
        
        455000.00000000
        PA
        USD
        438028.50000000
        0.643885973567
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2027-04-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        549300SH15FO4Y2G3V63
        ORGANON & CO/ORG
        68622TAB7
        
          
        
        200000.00000000
        PA
        USD
        193000.00000000
        0.283702984847
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAA6
        
          
        
        200000.00000000
        PA
        USD
        181500.00000000
        0.266798402849
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP 2021-ELP
        N/A
        ELP Commercial Mortgage Trust 2021-ELP
        26863LAL8
        
          
        
        375000.00000000
        PA
        USD
        362994.83000000
        0.533589205986
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2038-11-15
          Variable
          2.51510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES
        46651CAJ7
        
          
        
        280000.00000000
        PA
        USD
        275245.07000000
        0.404600248309
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-05-05
          Fixed
          4.34270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        Freddie Mac STACR Remic Trust 2020-DNA2
        35565KBD9
        
          
        
        600000.00000000
        PA
        USD
        565249.68000000
        0.830896483939
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2050-02-25
          Variable
          2.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2013-LC13 Mortgage Trust
        12626GAT0
        
          
        
        500000.00000000
        PA
        USD
        469181.15000000
        0.689679236732
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-10
          Variable
          5.26205000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AB9
        
          
        
        125000.00000000
        PA
        USD
        128125.00000000
        0.188339092920
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2003-3
        36290PAS6
        
          
        
        332112.81000000
        PA
        USD
        362199.54000000
        0.532420158593
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2043-06-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CV35
        
          
        
        503234.99000000
        PA
        USD
        514521.24000000
        0.756327521013
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        JGWPT XXV LLC
        46616VAB6
        
          
        
        718812.41000000
        PA
        USD
        829935.20000000
        1.219974577566
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2067-02-15
          Fixed
          7.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMO WATER HOLDINGS INC
        9845008F9A5F2E1D4832
        Primo Water Holdings Inc
        74168LAA4
        
          
        
        75000.00000000
        PA
        USD
        67882.50000000
        0.099784807611
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd.
        N/A
        START Ireland
        85573LAB7
        
          
        
        323532.19000000
        PA
        USD
        266390.55000000
        0.391584425752
        Long
        ABS-O
        CORP
        BM
        
        Y
        
        2
        
          2044-03-15
          Fixed
          5.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        N/A
        US ULTRA BOND CBT Jun22
        N/A
        
          
        
        9.00000000
        NC
        USD
        1594125.00000000
        2.343305806842
        N/A
        DIR
        
        US
        
        N
        
        1
        
          
            
              N/A
              N/A
            
            Long
            
              
                Chicago Board of Trade
                US ULTRA BOND CBT Jun22
                
                  
                
              
            
            2022-06-21
            1653211.10000000
            USD
            -59086.10000000
          
        
        
          N
          N
          N
        
      
      
        DIRECTV FIN LLC/COINC
        N/A
        Directv Financing LLC / Directv Financing Co-Obligor Inc
        25461LAA0
        
          
        
        50000.00000000
        PA
        USD
        49187.50000000
        0.072303837135
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC23
        17322VAX4
        
          
        
        150000.00000000
        PA
        USD
        148598.69000000
        0.218434673043
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Variable
          4.57824000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        250000.00000000
        PA
        USD
        246650.00000000
        0.362566534781
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MMRT2
        
          
        
        627392.13000000
        PA
        USD
        634356.37000000
        0.932480806353
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2029-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        61764RBL1
        
          
        
        250000.00000000
        PA
        USD
        243433.38000000
        0.357838220298
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Variable
          4.45256300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJTY6
        
          
        
        341845.62000000
        PA
        USD
        348942.21000000
        0.512932365370
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BK72
        
          
        
        29502.09000000
        PA
        USD
        32461.32000000
        0.047716960497
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2038-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9VU2
        
          
        
        887804.81000000
        PA
        USD
        900913.97000000
        1.324310789534
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300FC7JRIZ6YLHK36
        Neuberger Berman Loan Advisers CLO 48 Ltd
        64135GAE8
        
          
        
        500000.00000000
        PA
        USD
        498775.50000000
        0.733181855538
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2036-04-25
          Variable
          2.52773000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAD1
        
          
        
        300000.00000000
        PA
        USD
        294750.00000000
        0.433271786445
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2015-SFR2 Trust
        02666BAG1
        
          
        
        1632818.60000000
        PA
        USD
        16.33000000
        0.000024004506
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2052-10-17
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Tru
        N/A
        MASTR Asset Securitization Trust 2003-11
        55265K2U2
        
          
        
        129693.13000000
        PA
        USD
        128738.80000000
        0.189241356610
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-12-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        Open Text Corp
        683715AD8
        
          
        
        285000.00000000
        PA
        USD
        270750.00000000
        0.397992658795
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-12-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA1
        35564KBS7
        
          
        
        300000.00000000
        PA
        USD
        288273.24000000
        0.423751184662
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-08-25
          Variable
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac STACR REMIC Trust 2022-DNA1
        35564KQC6
        
          
        
        500000.00000000
        PA
        USD
        467409.65000000
        0.687075196122
        Long
        ABS-CBDO
        USGSE
        US
        
        Y
        
        2
        
          2042-01-25
          Variable
          2.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BJ9
        
          
        
        100000.00000000
        PA
        USD
        93626.50000000
        0.137627551869
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACDONALD DETTWILER & AS
        5493007AITUJ9X4UWV14
        Maxar Technologies Ltd
        C5400EAD3
        
          
        
        250000.00000000
        PA
        USD
        246628.75000000
        0.362535298053
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2024-10-05
          Variable
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28
        61766LBX6
        
          
        
        500000.00000000
        PA
        USD
        477662.05000000
        0.702145851469
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-01-15
          Variable
          4.61321200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2005-RP3
        362341LP2
        
          
        
        264125.70000000
        PA
        USD
        269043.93000000
        0.395484797907
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-09-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2004-5
        576434RL0
        
          
        
        167411.71000000
        PA
        USD
        168337.48000000
        0.247449976879
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-06-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LL
        N/A
        Stack Infrastructure Issuer LLC
        85236KAD4
        
          
        
        500000.00000000
        PA
        USD
        468716.40000000
        0.688996071125
        Long
        ABS-MBS
        USGSE
        US
        
        Y
        
        2
        
          2045-08-25
          Fixed
          1.89300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AW4
        
          
        
        365000.00000000
        PA
        USD
        339906.25000000
        0.499649832608
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JAV88
        
          
        
        234979.21000000
        PA
        USD
        244670.77000000
        0.359657138621
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPT MORTGAGE TRUST
        N/A
        Century Plaza Towers 2019-CPT
        12654YAL3
        
          
        
        250000.00000000
        PA
        USD
        213286.05000000
        0.313522740991
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2039-11-13
          Variable
          2.99680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        283875AR3
        
          
        
        100000.00000000
        PA
        USD
        55370.00000000
        0.081391887414
        Long
        DBT
        NUSS
        SV
        
        Y
        
        2
        
          2025-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manhattan West
        N/A
        Manhattan West 2020-1MW Mortgage Trust
        563136AJ9
        
          
        
        400000.00000000
        PA
        USD
        355119.40000000
        0.522012610141
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2039-09-10
          Variable
          2.33497700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJF7
        
          
        
        900000.00000000
        PA
        USD
        785943.97000000
        1.155309068457
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-07-23
          Fixed
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DB8
        
          
        
        350000.00000000
        PA
        USD
        337152.66000000
        0.495602155395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACS68
        
          
        
        1047739.62000000
        PA
        USD
        1084251.92000000
        1.593810912078
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2014-1
        64828AAJ2
        
          
        
        339021.64000000
        PA
        USD
        345372.53000000
        0.507685065520
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2054-01-25
          Variable
          6.06535300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAMS OUTDOOR ADVERTISING
        549300BTFXNHDCUHER30
        Adams Outdoor Advertising LP
        006346AU4
        
          
        
        500000.00000000
        PA
        USD
        503770.20000000
        0.740523882991
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2048-11-15
          Fixed
          5.65300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC FMSR ISSUER TRUST 2018-FT1
        69346MAA7
        
          
        
        500000.00000000
        PA
        USD
        493818.20000000
        0.725894804726
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2023-04-25
          Variable
          2.80657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit-Based Asset Servicing a
        N/A
        Credit-Based Asset Servicing and Securitization LLC
        1248MAAD9
        
          
        
        38088.60000000
        PA
        USD
        37969.73000000
        0.055814122978
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2037-12-25
          Fixed
          4.68863700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2015-2
        64829EAK0
        
          
        
        630475.79000000
        PA
        USD
        638070.38000000
        0.937940266057
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2055-08-25
          Variable
          5.44903300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
        
        200000.00000000
        PA
        USD
        200750.00000000
        0.295095203151
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
          N
          Y
          
            
              Banco Bilbao Vizcaya Argentaria SA
              Banco Bilbao Vizcaya Arge 6.5 12/05/2170
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2003-J3
        12669FEZ2
        
          
        
        49480.68000000
        PA
        USD
        48763.94000000
        0.071681219331
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-11-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRST STU BID/FRST TRANS
        N/A
        First Student Bidco Inc / First Transit Parent Inc
        337120AA7
        
          
        
        110000.00000000
        PA
        USD
        102577.20000000
        0.150784755530
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC23 Mortgage Trust
        12636FBP7
        
          
        
        108000.00000000
        PA
        USD
        106449.79000000
        0.156477322069
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Variable
          4.60704900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salomon Brothers Mortgage Secu
        549300VB2N1G56GWKB41
        Citigroup Global Markets Mortgage Securities VII Inc
        79549AYQ6
        
          
        
        75717.57000000
        PA
        USD
        62045.43000000
        0.091204526876
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-09-25
          Fixed
          6.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAB7
        
          
        
        750000.00000000
        PA
        USD
        715391.25000000
        1.051599134503
        Long
        ABS-CBDO
        USGSE
        US
        
        Y
        
        2
        
          2041-11-25
          Variable
          2.04967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAB5
        
          
        
        340000.00000000
        PA
        USD
        319600.00000000
        0.469800383198
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        321 Henderson Receivables VI LLC
        88576XAB2
        
          
        
        162825.61000000
        PA
        USD
        179683.95000000
        0.264128875358
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2061-07-15
          Fixed
          9.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        913ZLW006
        
          
        
        -7879000.00000000
        PA
        USD
        -7879000.00000000
        -11.5818436145
        Short
        RA
        CORP
        FR
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.46000000
          2022-04-14
          
            
              7879000.00
              USD
              8036473.85
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Wingstop Funding LLC
        N/A
        Wingstop Funding LLC
        974153AB4
        
          
        
        995000.00000000
        PA
        USD
        922838.62000000
        1.356539228118
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2050-12-05
          Fixed
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        N/A
        Iliad Holding SASU
        449691AA2
        
          
        
        200000.00000000
        PA
        USD
        200540.00000000
        0.294786510784
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        250000.00000000
        PA
        USD
        235000.00000000
        0.345441458234
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2013-GC16
        36248GAJ9
        
          
        
        260000.00000000
        PA
        USD
        261534.34000000
        0.384445973565
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-11-10
          Variable
          5.16100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROCK PARTNERS LP/FIN
        N/A
        Archrock Partners LP / Archrock Partners Finance Corp
        03959KAA8
        
          
        
        250000.00000000
        PA
        USD
        252805.00000000
        0.371614161059
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        650000.00000000
        PA
        USD
        652169.46000000
        0.958665401184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        CSMC 2014-USA OA LLC
        12649AAQ2
        
          
        
        250000.00000000
        PA
        USD
        211261.88000000
        0.310547284666
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2037-09-15
          Fixed
          4.37330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        250000.00000000
        PA
        USD
        248750.00000000
        0.365653458450
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCY0
        
          
        
        400000.00000000
        PA
        USD
        382605.02000000
        0.562415472496
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-21
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
        46649XAL1
        
          
        
        430000.00000000
        PA
        USD
        431668.19000000
        0.634536549051
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-07-05
          Variable
          4.61320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAN4
        
          
        
        295000.00000000
        PA
        USD
        265125.35000000
        0.389724627740
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO./COURTESY ACCOUNTS
        N/A
        GOLDMAN SACHS & CO
        913ZLM008
        
          
        
        -3335000.00000000
        PA
        USD
        -3335000.00000000
        -4.90232877962
        Short
        RA
        CORP
        US
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.47000000
          2022-04-14
          
            
              3335000.00
              USD
              3256950.66
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AX2
        
          
        
        325000.00000000
        PA
        USD
        302100.50000000
        0.444076754269
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAS9
        
          
        
        500000.00000000
        PA
        USD
        532339.93000000
        0.782520347641
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Receivables Finance
        N/A
        Structured Receivables Finance 2010-A LLC
        86365FAA2
        
          
        
        129218.91000000
        PA
        USD
        131827.61000000
        0.193781795038
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-01-16
          Fixed
          5.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding LLC and Carls
        N/A
        Hardee's Funding LLC
        411707AH5
        
          
        
        493750.00000000
        PA
        USD
        477489.33000000
        0.701891959347
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2050-12-20
          Fixed
          3.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aimco
        549300MMTPNJGGRMPB33
        AIMCO CLO Series 2017-A
        00900CAN4
        
          
        
        400000.00000000
        PA
        USD
        391978.80000000
        0.576194588378
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2034-04-20
          Variable
          1.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2019-SFR1 Trust
        00178XAD5
        
          
        
        175000.00000000
        PA
        USD
        165707.55000000
        0.243584075372
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2039-01-19
          Fixed
          3.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE26 Mortgage Trust
        12593QBJ8
        
          
        
        540000.00000000
        PA
        USD
        532818.43000000
        0.783223725248
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Variable
          4.47842300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJRD2
        
          
        
        474810.22000000
        PA
        USD
        481275.52000000
        0.707457521027
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        54930008H2137JSCPQ09
        Cinemark USA Inc
        172441BC0
        
          
        
        70000.00000000
        PA
        USD
        73237.50000000
        0.107656462967
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AmWINS Group Inc
        031921AB5
        
          
        
        25000.00000000
        PA
        USD
        24000.50000000
        0.035279862631
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        61690GAJ0
        
          
        
        530000.00000000
        PA
        USD
        538642.87000000
        0.791785440342
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.86265100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05674RAG9
        
          
        
        250000.00000000
        PA
        USD
        270657.00000000
        0.397855952176
        Long
        DBT
        NUSS
        BH
        
        Y
        
        2
        
          2028-10-12
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2005-RP3
        362341LN7
        
          
        
        400432.55000000
        PA
        USD
        401595.53000000
        0.590330831930
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-09-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAA2
        
          
        
        50000.00000000
        PA
        USD
        45905.00000000
        0.067478681447
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESSENTIAL PROPER
        254900XX9FNFCDE1NX02
        Essential Properties LP
        29670VAA7
        
          
        
        200000.00000000
        PA
        USD
        174967.47000000
        0.257195821193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-07-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAY7
        
          
        
        35000.00000000
        PA
        USD
        31979.50000000
        0.047008702611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAH7
        
          
        
        658350.00000000
        PA
        USD
        587011.19000000
        0.862885112653
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-08-25
          Fixed
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC GMSR ISSUER TRUST 2018-GT2
        69354WAD8
        
          
        
        500000.00000000
        PA
        USD
        495065.00000000
        0.727727555407
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-08-25
          Variable
          3.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
        
        400000.00000000
        PA
        USD
        383420.00000000
        0.563613463473
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291LT70
        
          
        
        66433.37000000
        PA
        USD
        72698.56000000
        0.106864240757
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAA8
        
          
        
        100000.00000000
        PA
        USD
        99750.00000000
        0.146628874293
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSCF Trust
        N/A
        RBS Commercial Funding Inc 2013-SMV Trust
        74932BAU7
        
          
        
        485000.00000000
        PA
        USD
        482739.27000000
        0.709609180322
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-03-11
          Variable
          3.58440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        5493007OZE2103TZO049
        Neuberger Berman Loan Advisers CLO 31 Ltd
        64132JAQ8
        
          
        
        400000.00000000
        PA
        USD
        396510.40000000
        0.582855875664
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2031-04-20
          Variable
          1.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
        
        200000.00000000
        PA
        USD
        212582.97000000
        0.312489238947
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Lloyds Banking Group PLC
              Lloyds Banking Group PLC 7.5 12/27/2170
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAM6
        
          
        
        150000.00000000
        PA
        USD
        140826.75000000
        0.207010203737
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300KDXV3I7WKXA522
        Commonbond Student Loan Trust 2017-B-GS
        20268KAD2
        
          
        
        41926.17000000
        PA
        USD
        42119.44000000
        0.061914045845
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2042-09-25
          Fixed
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBG4
        
          
        
        250000.00000000
        PA
        USD
        262812.50000000
        0.386324822307
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        JGWPT XXVI LLC
        46616YAC8
        
          
        
        309540.57000000
        PA
        USD
        349078.93000000
        0.513133338800
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2061-10-17
          Fixed
          6.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4Y5
        
          
        
        2272590.60000000
        PA
        USD
        2171220.86000000
        3.191615744798
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAN1
        
          
        
        300000.00000000
        PA
        USD
        280500.00000000
        0.412324804403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCG Trust
        N/A
        MSCG Trust 2015-ALDR
        55352NAN7
        
          
        
        500000.00000000
        PA
        USD
        395210.25000000
        0.580944702422
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2035-06-07
          Variable
          3.46232300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHOBANI LLC/FINANCE CORP
        N/A
        Chobani LLC / Chobani Finance Corp Inc
        17027NAB8
        
          
        
        250000.00000000
        PA
        USD
        230625.00000000
        0.339010367256
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR Grace Holdings LLC
        92943GAA9
        
          
        
        50000.00000000
        PA
        USD
        46755.00000000
        0.068728150552
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Yards
        N/A
        Hudson Yards 2019-55HY Mortgage Trust
        44421MAG5
        
          
        
        500000.00000000
        PA
        USD
        456678.35000000
        0.671300575183
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-12-10
          Variable
          2.94280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2005-RP1
        36242DXL2
        
          
        
        314416.32000000
        PA
        USD
        330184.80000000
        0.485359654463
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-01-25
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAH3
        
          
        
        500000.00000000
        PA
        USD
        489507.00000000
        0.719557497429
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2050-02-15
          Fixed
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        DB Master Finance LLC
        233046AQ4
        
          
        
        299250.00000000
        PA
        USD
        269780.46000000
        0.396567470236
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-11-20
          Fixed
          2.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        Kennedy-Wilson Inc
        489399AM7
        
          
        
        325000.00000000
        PA
        USD
        312000.00000000
        0.458628659443
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2017-1
        553896AA9
        
          
        
        184019.61000000
        PA
        USD
        183235.74000000
        0.269349877558
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2034-12-20
          Fixed
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto Dominion Holdings USA Inc
        N/A
        Toronto Dominion Holdings USA Inc
        N/A
        
          
        
        -11575000.00000000
        PA
        USD
        -11575000.00000000
        -17.0148292726
        Short
        RA
        CORP
        CA
        
        N
        
        N/A
        
          Reverse repurchase
          
            
              
            
          
          N
          0.70430000
          2022-04-27
          
            
              13683000.00
              USD
              13057409.48
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDG2
        
          
        
        50000.00000000
        PA
        USD
        49062.50000000
        0.072120091679
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        77578JAC2
        
          
        
        200000.00000000
        PA
        USD
        205280.00000000
        0.301754138495
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SESAC Finance, LLC
        N/A
        Sesac Finance LLC
        78396YAA1
        
          
        
        273000.00000000
        PA
        USD
        269600.60000000
        0.396303082574
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2049-07-25
          Fixed
          5.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADSTREET PARTNERS INC
        549300BS9N54G8DD0R75
        BroadStreet Partners Inc
        11135RAA3
        
          
        
        410000.00000000
        PA
        USD
        382325.00000000
        0.562003853274
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Corp.
        N/A
        Impac Secured Assets CMN Owner Trust
        45254TDY7
        
          
        
        139913.78000000
        PA
        USD
        130855.03000000
        0.192352137789
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-10-25
          Variable
          8.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        200000.00000000
        PA
        USD
        212439.00000000
        0.312277608280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
        
        500000.00000000
        PA
        USD
        433140.00000000
        0.636700056254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAB0
        
          
        
        500000.00000000
        PA
        USD
        428125.00000000
        0.629328188538
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        549300H47WTHXPU08X20
        Fixed Income Clearing Corp
        85748R009
        
          
        
        1944307.18000000
        PA
        USD
        1944307.18000000
        2.858060883042
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.00000000
          2022-04-01
          
            
              1690100.00000000
              USD
              1983305.90000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        5493005IYCEL7QJFZZ63
        Triton Water Holdings Inc
        89678QAB2
        
          
        
        297750.16000000
        PA
        USD
        290997.19000000
        0.427755292152
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-03-31
          Variable
          4.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ  / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAE2
        
          
        
        50000.00000000
        PA
        USD
        46125.00000000
        0.067802073451
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        549300OVTYLM7DH6CM14
        Kite Realty Group Trust
        76131VAB9
        
          
        
        100000.00000000
        PA
        USD
        103345.57000000
        0.151914231501
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300Q72GWZCL8MQC95
        Parkland Corp/Canada
        70137WAL2
        
          
        
        315000.00000000
        PA
        USD
        292950.00000000
        0.430625851871
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AF0
        
          
        
        50000.00000000
        PA
        USD
        49375.00000000
        0.072579455320
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        Gray Television Inc
        389375AL0
        
          
        
        325000.00000000
        PA
        USD
        301843.75000000
        0.443699341102
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITE CENTERS CORP
        W2AVA6SODOQ1LCYJQR54
        SITE Centers Corp
        23317HAE2
        
          
        
        250000.00000000
        PA
        USD
        252916.72000000
        0.371778385398
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-State Trust
        N/A
        Mid-State Trust XI
        59549WAB9
        
          
        
        146114.65000000
        PA
        USD
        146227.83000000
        0.214949595019
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2038-07-15
          Fixed
          5.59800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
        
        50000.00000000
        PA
        USD
        53106.75000000
        0.078064992179
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
        
        250000.00000000
        PA
        USD
        253948.75000000
        0.373295431986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409YUJ4
        
          
        
        11935.32000000
        PA
        USD
        12733.73000000
        0.018718120255
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2006-7
        22942KAV2
        
          
        
        93738.00000000
        PA
        USD
        50832.18000000
        0.074721456955
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-08-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
        
        175000.00000000
        PA
        USD
        156297.75000000
        0.229752011399
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAH4
        
          
        
        275000.00000000
        PA
        USD
        246752.00000000
        0.362716471073
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAM1
        
          
        
        50000.00000000
        PA
        USD
        48563.50000000
        0.071386579816
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAA1
        
          
        
        50000.00000000
        PA
        USD
        48264.50000000
        0.070947060684
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERARC ESCROW SARL
        N/A
        EverArc Escrow Sarl
        29977LAA9
        
          
        
        240000.00000000
        PA
        USD
        219300.00000000
        0.322363028897
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2029-10-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QNA2
        
          
        
        491000.00000000
        PA
        USD
        527230.16000000
        0.775009171470
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Funding Mortgage Loan As
        N/A
        Chase Funding Trust Series 2003-3
        161546FF8
        
          
        
        75548.89000000
        PA
        USD
        72714.30000000
        0.106887377985
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2033-03-25
          Fixed
          5.16000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAN1
        
          
        
        75000.00000000
        PA
        USD
        69263.25000000
        0.101814459923
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAA8
        
          
        
        225000.00000000
        PA
        USD
        212062.50000000
        0.311724166965
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFRAX ESCROW ISS CORP
        549300RRU6BWJLD0YT71
        ASP Unifrax Holdings Inc
        90473LAA0
        
          
        
        25000.00000000
        PA
        USD
        23223.38000000
        0.034137524478
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407EHX4
        
          
        
        17237.91000000
        PA
        USD
        18588.24000000
        0.027324037155
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2003-W1
        31392GWE1
        
          
        
        302251.35000000
        PA
        USD
        142916.07000000
        0.210081428195
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2042-12-25
          Variable
          2.79670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLIUM SE
        724500KRJEMC79KAAU28
        Constellium SE
        21039CAB0
        
          
        
        250000.00000000
        PA
        USD
        224375.00000000
        0.329823094431
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401JNR5
        
          
        
        6795.08000000
        PA
        USD
        7415.81000000
        0.010900971150
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2002-W1
        31392CMS0
        
          
        
        58175.74000000
        PA
        USD
        59917.70000000
        0.088076841115
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2042-02-25
          Variable
          5.07962000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOSEPH T RYERSON & SON I
        54930086XMNNXPXPWJ34
        Joseph T Ryerson & Son Inc
        48088LAB3
        
          
        
        57000.00000000
        PA
        USD
        61702.50000000
        0.090700432241
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW22
        
          
        
        400000.00000000
        PA
        USD
        393382.40000000
        0.578257829360
        Long
        DBT
        NUSS
        EG
        
        Y
        
        2
        
          2025-06-11
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Capital LLC
        N/A
        Sonic Capital LLC
        83546DAG3
        
          
        
        378904.17000000
        PA
        USD
        369250.45000000
        0.542784740007
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2050-01-20
          Fixed
          3.84500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        Credit Suisse First Boston Mortgage Securities Corp
        22541NZ77
        
          
        
        297127.91000000
        PA
        USD
        288795.67000000
        0.424519137772
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-04-25
          Variable
          6.19749800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        600000.00000000
        PA
        USD
        562607.32000000
        0.827012310783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
        
        500000.00000000
        PA
        USD
        506875.00000000
        0.745087826138
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC GMSR ISSUER TRUST 2018-GT1
        69354WAC0
        
          
        
        500000.00000000
        PA
        USD
        497843.70000000
        0.731812143407
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-02-25
          Variable
          3.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        DB Master Finance LLC
        233046AF8
        
          
        
        1152000.00000000
        PA
        USD
        1155242.88000000
        1.698165042903
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2047-11-20
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAE3
        
          
        
        160000.00000000
        PA
        USD
        161200.00000000
        0.236958140712
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2019-3 Receivables Funding LLC
        82652NAD0
        
          
        
        93620.75000000
        PA
        USD
        91656.57000000
        0.134731826372
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2036-08-20
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-GC41
        17328FBA2
        
          
        
        241000.00000000
        PA
        USD
        223589.63000000
        0.328668629077
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2056-08-10
          Fixed
          3.50150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        N/A
        US 10yr Ultra Fut Jun22
        N/A
        
          
        
        -11.00000000
        NC
        USD
        -1490156.25000000
        -2.19047552339
        N/A
        DIR
        
        US
        
        N
        
        1
        
          
            
              N/A
              N/A
            
            Short
            
              
                Chicago Board of Trade
                US 10yr Ultra Fut Jun22
                
                  
                
              
            
            2022-06-21
            -1535746.48000000
            USD
            45590.23000000
          
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
        
        75000.00000000
        PA
        USD
        74175.00000000
        0.109034553891
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R01
        20754LAB5
        
          
        
        500000.00000000
        PA
        USD
        476832.75000000
        0.700926810612
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-12-25
          Variable
          1.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE & MAIN LP
        549300ZSLF8Q660SCD17
        Core & Main LP
        40416VAE5
        
          
        
        248107.23000000
        PA
        USD
        246556.56000000
        0.362429181377
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-10
          Variable
          2.94710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404ECF1
        
          
        
        58242.83000000
        PA
        USD
        62975.47000000
        0.092571651871
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
        
        250000.00000000
        PA
        USD
        237927.50000000
        0.349744776825
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        235000.00000000
        PA
        USD
        236045.44000000
        0.346978217034
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
        
        400000.00000000
        PA
        USD
        383972.00000000
        0.564424883409
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAELUS RE VI LTD
        N/A
        Caelus Re VI Ltd
        12765MAA9
        
          
        
        150000.00000000
        PA
        USD
        152205.00000000
        0.223735817662
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2023-06-07
          Variable
          5.88758600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBL1
        
          
        
        30000.00000000
        PA
        USD
        28364.19000000
        0.041694328320
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGO AIRCRAFT MANAGEMEN
        549300GH5J7LOMV44F11
        Cargo Aircraft Management Inc
        14180LAA4
        
          
        
        100000.00000000
        PA
        USD
        97608.00000000
        0.143480212150
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AV4
        
          
        
        75000.00000000
        PA
        USD
        71391.38000000
        0.104942733670
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CU77
        
          
        
        644062.92000000
        PA
        USD
        651377.07000000
        0.957500616686
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Alternative Loan T
        N/A
        JP Morgan Alternative Loan Trust 2006-S1
        46627MER4
        
          
        
        202996.81000000
        PA
        USD
        151149.07000000
        0.222183638942
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-03-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAC0
        
          
        
        200000.00000000
        PA
        USD
        204035.00000000
        0.299924033748
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        Wendy's Funding LLC
        95058XAK4
        
          
        
        575650.00000000
        PA
        USD
        511990.02000000
        0.752606719618
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-06-15
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        GSMPS Mortgage Loan Trust 2005-RP2
        36242DT78
        
          
        
        419980.54000000
        PA
        USD
        420834.61000000
        0.618611580229
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-03-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Secu
        N/A
        JPMDB Commercial Mortgage Securities Trust 2016-C4
        46646RAQ6
        
          
        
        697000.00000000
        PA
        USD
        645125.22000000
        0.948310624428
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Variable
          3.07065600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAM6
        
          
        
        325000.00000000
        PA
        USD
        301831.47000000
        0.443681289948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
        46652BBJ7
        
          
        
        500000.00000000
        PA
        USD
        478631.35000000
        0.703570687237
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2037-01-16
          Fixed
          3.61960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ace Securities Corp.
        N/A
        ACE Securities Corp Manufactured Housing Trust Series 2003-MH1
        00442QAE8
        
          
        
        35866.40000000
        PA
        USD
        35968.65000000
        0.052872608113
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2030-08-15
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DAZ2
        
          
        
        47356.41000000
        PA
        USD
        49635.79000000
        0.072962807141
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300ITVQSU1IHX4H03
        GS Mortgage Securities Trust 2013-GCJ14
        36198FAT9
        
          
        
        200000.00000000
        PA
        USD
        195261.78000000
        0.287027719236
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-10
          Variable
          4.73493100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAB9
        
          
        
        45000.00000000
        PA
        USD
        43939.80000000
        0.064589908878
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
        
        100000.00000000
        PA
        USD
        93750.00000000
        0.137809092380
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2004-J2
        12667FED3
        
          
        
        58506.75000000
        PA
        USD
        57954.51000000
        0.085191023173
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-03-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F030645
        
          
        
        3225000.00000000
        PA
        USD
        3154453.13000000
        4.636931443232
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KRF8
        
          
        
        750000.00000000
        PA
        USD
        729758.40000000
        1.072718322786
        Long
        ABS-CBDO
        USGSE
        US
        
        Y
        
        2
        
          2042-02-25
          Variable
          2.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US PETROCHEM LLC
        N/A
        INEOS US Petrochem LLC
        N/A
        
          
        
        198500.00000000
        PA
        USD
        195348.81000000
        0.287155650173
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-01-29
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AEK0
        
          
        
        829951.06000000
        PA
        USD
        846820.38000000
        1.244795178425
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2045-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        549300G8ZVHRTBBBSZ90
        LifePoint Health Inc
        53219LAU3
        
          
        
        270000.00000000
        PA
        USD
        255118.28000000
        0.375014598576
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        Natixis Commercial Mortgage Securities Trust 2019-MILE
        63875FAJ5
        
          
        
        1000000.00000000
        PA
        USD
        991028.30000000
        1.456775579164
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-07-15
          Variable
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAE7
        
          
        
        50000.00000000
        PA
        USD
        46913.00000000
        0.068960404809
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        100000.00000000
        PA
        USD
        93380.00000000
        0.137265205829
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2020-II Ltd
        12547LAQ1
        
          
        
        400000.00000000
        PA
        USD
        395867.60000000
        0.581910983028
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2034-10-20
          Variable
          1.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Secu
        N/A
        JPMDB Commercial Mortgage Securities Trust 2017-C7
        46648KAC0
        
          
        
        500000.00000000
        PA
        USD
        409426.70000000
        0.601842367183
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAF7
        
          
        
        660000.00000000
        PA
        USD
        673200.00000000
        0.989579530567
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VNO Mortgage Trust
        N/A
        VNDO Trust 2016-350P
        91831UAD9
        
          
        
        250000.00000000
        PA
        USD
        247698.13000000
        0.364107247783
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2035-01-10
          Variable
          3.90263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292GXD3
        
          
        
        10778.36000000
        PA
        USD
        11579.56000000
        0.017021532306
        Long
        ABS-MBS
        MUN
        US
        
        N
        
        2
        
          2028-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300JPCJUA5JJLRW54
        Wells Fargo Commercial Mortgage Trust 2016-C33
        95000LBF9
        
          
        
        195000.00000000
        PA
        USD
        187696.86000000
        0.275907561806
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2059-03-15
          Fixed
          3.89600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-P5
        17325DAL7
        
          
        
        600000.00000000
        PA
        USD
        505972.38000000
        0.743761007547
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2049-10-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        78442FET1
        
          
        
        250000.00000000
        PA
        USD
        254375.00000000
        0.373922003993
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-25
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAE0
        
          
        
        1137000.00000000
        PA
        USD
        1146192.65000000
        1.684861533760
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-10-25
          Fixed
          4.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        35000.00000000
        PA
        USD
        33558.18000000
        0.049329304829
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
        
        200000.00000000
        PA
        USD
        179250.00000000
        0.263490984632
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUTNAM RE PTE LTD
        N/A
        Putnam RE PTE Ltd
        74686TAA0
        
          
        
        250000.00000000
        PA
        USD
        251400.00000000
        0.369548862128
        Long
        ABS-O
        CORP
        SG
        
        Y
        
        2
        
          2024-06-07
          Variable
          6.01775100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-TBR
        17326MAL6
        
          
        
        450000.00000000
        PA
        USD
        439860.74000000
        0.646579299768
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-12-15
          Variable
          2.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAP4
        
          
        
        375000.00000000
        PA
        USD
        376125.00000000
        0.552890078631
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAB3
        
          
        
        30000.00000000
        PA
        USD
        28725.00000000
        0.042224705905
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        SLG Office Trust 2021-OVA
        78449RAJ4
        
          
        
        135000.00000000
        PA
        USD
        117308.61000000
        0.172439392773
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-07-15
          Fixed
          2.85061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate LLC
        01881UAJ4
        
          
        
        199000.00000000
        PA
        USD
        198018.93000000
        0.291080629520
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-12
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XTUG8
        
          
        
        386734.11000000
        PA
        USD
        394399.53000000
        0.579752973490
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        Parkland Corp
        70137WAG3
        
          
        
        125000.00000000
        PA
        USD
        115893.13000000
        0.170358688623
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
        
        200000.00000000
        PA
        USD
        199500.00000000
        0.293257748586
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRELLGAS LP/FERRELLGAS
        N/A
        Ferrellgas LP / Ferrellgas Finance Corp
        315289AC2
        
          
        
        100000.00000000
        PA
        USD
        92297.00000000
        0.135673235194
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        500000.00000000
        PA
        USD
        458076.56000000
        0.673355893061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        5493005IYCEL7QJFZZ63
        Triton Water Holdings Inc
        89680EAA7
        
          
        
        450000.00000000
        PA
        USD
        383665.50000000
        0.563974339550
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAC8
        
          
        
        100000.00000000
        PA
        USD
        98221.00000000
        0.144381299869
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409TQL5
        
          
        
        10380.67000000
        PA
        USD
        11392.94000000
        0.016747207690
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-03-31
      Nuveen Multi-Market Income Fund 
      E. Scott Wickerham
      E. Scott Wickerham
      Funds Treasurer
    
  
  XXXX

JMM

Nuveen Multi-Market Income Fund

Portfolio of Investments March 31, 2022

(Unaudited)


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		LONG-TERM INVESTMENTS – 136.6% (98.0% of Total Investments)

		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES – 87.2% (62.5% of Total Investments)

$	163	321 Henderson Receivables VI LLC, Series 2010-1A, 144A		9.310%		7/15/61		Aaa	$	179,684
	36	ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, 144A		6.500%		8/15/30		Aa3		35,969
	500	ACRE Commercial Mortgage Series 2021-FL4 Ltd, 144A, (1-Month LIBOR reference rate + 2.600% spread), (3)		3.068%		12/18/37		N/R		490,405
	500	Adams Outdoor Advertising LP, Series 2018-1B, 144A		5.653%		11/15/48		BBB		503,770
	400	AIMCO CLO Series 2017-AA, 144A, (3-Month LIBOR reference rate + 1.500% spread), (3)		1.754%		4/20/34		AA		391,979
	49	Alternative Loan Trust, Series 2003-J3		5.250%		11/25/33		Aaa		48,764
	59	Alternative Loan Trust, Series 2004-J2		6.500%		3/25/34		AA+		57,955
	1,633	American Homes 4 Rent Trust, Series 2015-SFR2 Trust, 144A		0.000%		10/17/52		N/R		16
	175	AMSR 2019-SFR1 Trust, 144A		3.247%		1/19/39		A1		165,708
	8	Bayview Financial Mortgage Pass-Through Trust, Series 2005-D		5.500%		12/28/35		Aa3		7,470
	20	Bayview Financial Mortgage Pass-Through Trust, Series 2006-C		6.352%		11/28/36		Caa3		18,996
	500	CARS-DB4 LP, Series 2020-1A, 144A		4.520%		2/15/50		BBB		489,507
	250	Century Plaza Towers, Series 2019-CPT, 144A		2.997%		11/13/39		N/R		213,286
	921	CF Hippolyta LLC, Series 2020-1 B2, 144A		2.600%		7/15/60		A–		846,537
	76	Chase Funding Trust, Series 2003-3		5.160%		3/25/33		A		72,714
	500	CHL GMSR Issuer Trust, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.207%		5/25/23		N/R		495,012
	400	CIFC Funding 2020-II Ltd, Series 2020-2A, 144A, (3-Month LIBOR reference rate + 1.600% spread), (3)		1.854%		10/20/34		AA		395,868
	150	Citigroup Commercial Mortgage Trust 2014-GC23		4.578%		7/10/47		A3		148,599
	425	Citigroup Commercial Mortgage Trust 2015-GC29		4.142%		4/10/48		A–		417,089
	600	Citigroup Commercial Mortgage Trust 2016-P5, 144A		3.000%		10/10/49		BBB–		505,972
	450	Citigroup Commercial Mortgage Trust 2018-TBR, 144A, (1-Month LIBOR reference rate + 1.800% spread), (3)		2.197%		12/15/36		BBB–		439,861
	241	Citigroup Commercial Mortgage Trust 2019-GC41		3.502%		8/10/56		A–		223,590
	76	Citigroup Global Markets Mortgage Securities VII Inc, Series 2003-1, 144A		6.000%		9/25/33		CCC		62,045
	500	COMM 2013-LC13 Mortgage Trust, 144A		5.262%		8/10/46		BB–		469,181
	775	COMM 2015-CCRE22 Mortgage Trust		4.106%		3/10/48		A–		762,851
	450	COMM 2015-CCRE25 Mortgage Trust		4.530%		8/10/48		A–		440,381
	540	COMM 2015-CCRE26 Mortgage Trust		4.478%		10/10/48		A–		532,818
	108	COMM 2015-LC23 Mortgage Trust		4.607%		10/10/48		A–		106,450
	42	Commonbond Student Loan Trust, Series 2017-BGS, 144A		4.440%		9/25/42		Aa3		42,119
	500	Connecticut Avenue Securities Trust, Series 2022-R01, 144A, (SOFR30A reference rate + 1.900% spread), (3)		1.999%		12/25/41		BBB		476,833
	145	Connecticut Avenue Securities Trust, Series 2022-R03, 144A, (SOFR30A reference rate + 3.500% spread), (3)		3.599%		3/25/42		BBB–		146,547
	297	Credit Suisse First Boston Mortgage Securities Corp, Series 2003-8		6.198%		4/25/33		AAA		288,796
	500	Credit Suisse Mortgage Capital Certificates 2019-ICE4, 144A, (1-Month LIBOR reference rate + 1.600% spread), (3)		1.997%		5/15/36		Baa1		494,361
	38	Credit-Based Asset Servicing and Securitization LLC, Series 2007-SP1, 144A		4.689%		12/25/37		Aaa		37,970
	250	CSMC 2014-USA OA LLC, 144A		4.373%		9/15/37		B–		211,262
	94	CSMC Mortgage-Backed Trust, Series 2006-7		6.000%		8/25/36		Caa3		50,832
	1,152	DB Master Finance LLC, Series 2017-1A, 144A		4.030%		11/20/47		BBB		1,155,243
	299	DB Master Finance LLC, Series 2021-1A, 144A		2.493%		11/20/51		BBB		269,780
	1,137	Domino’s Pizza Master Issuer LLC, Series 2015-1A, 144A		4.474%		10/25/45		BBB+		1,146,193
	1,431	Driven Brands Funding LLC, Series 2019-1A, 144A		4.641%		4/20/49		BBB–		1,424,324
	400	Dryden 49 Senior Loan Fund, Series 2017-49A, 144A, (3-Month LIBOR reference rate + 1.600% spread), (3)		1.841%		7/18/30		Aa1		397,544
	375	ELP Commercial Mortgage Trust, Series 2021-ELP, 144A, (1-Month LIBOR reference rate + 2.118% spread), (3)		2.515%		11/15/38		N/R		362,995
	750	Fannie Mae Connecticut Avenue Securities, Series 2021-R02, 144A, (SOFR30A reference rate + 2.000% spread), (3)		2.050%		11/25/41		BB		715,391
	3,225	Fannie Mae TBA, (MDR), (WI/DD)		3.000%		TBA		Aaa		3,154,453
	2,000	Fannie Mae TBA, (MDR), (WI/DD)		2.500%		TBA		Aaa		1,908,125



JMM		Nuveen Multi-Market Income Fund (continued)
JMM		Portfolio of Investments March 31, 2022
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)

$	7	Fannie Mae Mortgage Pool FN 709700, (4)		5.500%		6/01/33		N/R	$	7,416
	47	Fannie Mae Mortgage Pool FN 745324, (4)		6.000%		3/01/34		Aaa		49,636
	58	Fannie Mae Mortgage Pool FN 766070, (4)		5.500%		2/01/34		N/R		62,975
	17	Fannie Mae Mortgage Pool FN 828346, (4)		5.000%		7/01/35		N/R		18,588
	10	Fannie Mae Mortgage Pool FN 878059, (4)		5.500%		3/01/36		N/R		11,393
	12	Fannie Mae Mortgage Pool FN 882685, (4)		6.000%		6/01/36		N/R		12,734
	29	Fannie Mae Mortgage Pool FN 995018, (4)		5.500%		6/01/38		N/R		32,461
	475	Fannie Mae Mortgage Pool FN AS8583, (4)		3.500%		1/01/47		Aaa		481,276
	387	Fannie Mae Mortgage Pool FN AW4182, (4)		3.500%		2/01/44		N/R		394,400
	32	Fannie Mae Mortgage Pool FN BH4019, (4)		4.000%		9/01/47		N/R		32,705
	888	Fannie Mae Mortgage Pool FN BM5126, (4)		3.500%		1/01/48		N/R		900,914
	245	Fannie Mae Mortgage Pool FN BM5839, (4)		3.500%		11/01/47		Aaa		249,701
	235	Fannie Mae Mortgage Pool FN BM6038, (4)		4.000%		1/01/45		Aaa		244,671
	644	Fannie Mae Mortgage Pool FN MA3305, (4)		3.500%		3/01/48		N/R		651,377
	503	Fannie Mae Mortgage Pool FN MA3333, (4)		4.000%		4/01/48		Aaa		514,521
	2,273	Fannie Mae Mortgage Pool FN MA4438, (4)		2.500%		10/01/51		N/R		2,171,221
	58	Fannie Mae REMIC Trust 2002-W1		5.080%		2/25/42		Aaa		59,918
	302	Fannie Mae REMIC Trust 2003-W1		2.797%		12/25/42		AAA		142,916
	11	Freddie Mac Gold Pool FG C00676, (4)		6.500%		11/01/28		N/R		11,580
	1,172	Freddie Mac Gold Pool FG G08528, (4)		3.000%		4/01/43		Aaa		1,170,786
	342	Freddie Mac Gold Pool FG G08566, (4)		3.500%		1/01/44		N/R		348,942
	627	Freddie Mac Gold Pool FG G18497, (4)		3.000%		1/01/29		N/R		634,356
	830	Freddie Mac Gold Pool FG G60138, (4)		3.500%		8/01/45		Aaa		846,820
	486	Freddie Mac Gold Pool FG Q40718, (4)		3.500%		5/01/46		N/R		494,065
	751	Freddie Mac Gold Pool FG Q40841, (4)		3.000%		6/01/46		N/R		746,790
	1,048	Freddie Mac Pool FR ZT0541, (4)		4.000%		6/01/48		N/R		1,084,252
	301	Freddie Mac Pool FR ZT0542, (4)		4.000%		7/01/48		N/R		311,673
	600	Freddie Mac STACR Remic Trust 2020-DNA2, 144A, (1-Month LIBOR reference rate + 2.500% spread), (3)		2.957%		2/25/50		B		565,250
	300	Freddie Mac STACR Remic Trust 2021-HQA1, 144A, (SOFR30A reference rate + 2.250% spread), (3)		2.349%		8/25/33		Ba1		288,273
	500	Freddie Mac STACR Remic Trust 2022-DNA1, 144A, (SOFR30A reference rate + 2.500% spread), (3)		2.599%		1/25/42		BB		467,410
	200	Freddie Mac STACR Remic Trust 2022-HQA1, 144A, (SOFR30A reference rate + 3.500% spread), (3)		3.550%		3/25/42		BBB–		203,631
	750	Freddie Mac STACR Remic Trust 2022-DNA2, 144A, (SOFR30A reference rate + 2.400% spread), (3)		2.499%		2/25/42		BBB		729,758
	500	FREMF 2017-K724 Mortgage Trust, 144A		3.528%		12/25/49		BBB		495,755
	105	Ginnie Mae I Pool GN 604567, (4)		5.500%		8/15/33		N/R		116,583
	66	Ginnie Mae I Pool GN 631574, (4)		6.000%		7/15/34		N/R		72,699
	500	GS Mortgage Securities Corp Trust, Series 2018-TWR, 144A, (1-Month LIBOR reference rate + 0.900% spread), (3)		1.297%		7/15/31		AAA		492,405
	260	GS Mortgage Securities Trust, Series 2013-GC16		5.161%		11/10/46		Aa1		261,534
	200	GS Mortgage Securities Trust, Series 2013-GC14, 144A		4.735%		8/10/46		A2		195,262
	55	GSMPS Mortgage Loan Trust, Series 2001-2, 144A		7.500%		6/19/32		N/R		52,612
	332	GSMPS Mortgage Loan Trust, Series 2003-3, 144A		7.000%		6/25/43		N/R		362,200
	314	GSMPS Mortgage Loan Trust, Series 2005-RP1, 144A		8.500%		1/25/35		B2		330,185
	420	GSMPS Mortgage Loan Trust, Series 2005-RP2, 144A		7.500%		3/25/35		AAA		420,835
	400	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		7.500%		9/25/35		AAA		401,596
	264	GSMPS Mortgage Loan Trust, Series 2005-RP3, 144A		8.000%		9/25/35		Caa1		269,044
	494	Hardee’s Funding LLC, Series 2020-1A A2, 144A		3.981%		12/20/50		BBB		477,489
	500	Hudson Yards, Trust, Series 2019-55HY, 144A		2.943%		12/10/41		A1		456,678
	140	Impac Secured Assets CMN Owner Trust, Series 2000-3		8.000%		10/25/30		N/R		130,855
	447	J.G. Wentworth XXXVII LLC, Series 2016-1A, 144A		5.190%		6/17/69		Baa2		465,411
	430	J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, 144A		4.613%		7/05/31		BBB–		431,668
	500	J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-BCON, 144A		3.756%		1/05/31		BBB–		497,677
	719	JGWPT XXV LLC, Series 2012-1A, 144A		7.140%		2/15/67		Aa3		829,935
	310	JGWPT XXVI LLC, Series 2012-2A, 144A		6.770%		10/17/61		A1		349,079
	203	JP Morgan Alternative Loan Trust, Series 2006-S1		6.500%		3/25/36		N/R		151,149
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, 144A		3.388%		12/15/49		BBB–		406,258


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		ASSET-BACKED AND MORTGAGE-BACKED SECURITIES (continued)

$	280	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES, 144A		4.343%		5/05/32		A–	$	275,245
	500	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, 144A		3.620%		1/16/37		BBB–		478,631
	697	JPMDB Commercial Mortgage Securities Trust, Series 2016-C4		3.071%		12/15/49		A–		645,125
	500	JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, 144A		3.000%		10/15/50		BBB–		409,427
	400	Manhattan West, Series 2020-1MW, 144A		2.335%		9/10/39		Baa2		355,119
	238	MASTR Alternative Loan Trust, Series 2004-1		7.000%		1/25/34		Aaa		241,007
	167	MASTR Alternative Loan Trust, Series 2004-5		7.000%		6/25/34		AA+		168,337
	130	MASTR Asset Securitization Trust, Series 2003-11		5.250%		12/25/33		N/R		128,739
	445	Mid-State Capital Corp 2005-1 Trust		5.745%		1/15/40		AA		448,693
	146	Mid-State Trust XI		5.598%		7/15/38		Baa2		146,228
	530	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14		4.863%		2/15/47		AAA		538,643
	250	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20		4.453%		2/15/48		N/R		243,433
	500	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C28		4.613%		1/15/49		A3		477,662
	39	Morgan Stanley Mortgage Loan Trust, Series 2006-2		5.750%		2/25/36		N/R		36,891
	500	MSCG Trust, Series 2015-ALDR, 144A		3.462%		6/07/35		BBB–		395,210
	184	MVW Owner Trust, Series 2017-1A, 144A		2.420%		12/20/34		AAA		183,236
	1,000	Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, 144A, (1-Month LIBOR reference rate + 2.750% spread), (3)		3.147%		7/15/36		N/R		991,028
	400	Neuberger Berman Loan Advisers CLO 31 Ltd, 144A, (3-Month LIBOR reference rate + 1.550% spread), (3)		1.804%		4/20/31		AA		396,510
	500	Neuberger Berman Loan Advisers CLO 48 Ltd, 144A, (CME Term SOFR 3 Month reference rate + 1.800% spread), (3)		2.528%		4/25/36		AA		498,775
	339	New Residential Mortgage Loan Trust, Series 2014-1A, 144A		6.065%		1/25/54		BBB		345,373
	630	New Residential Mortgage Loan Trust, Series 2015-2A, 144A		5.449%		8/25/55		Baa1		638,070
	482	Planet Fitness Master Issuer LLC, Series 2018-1A, 144A		4.666%		9/05/48		BBB–		479,826
	300	Planet Fitness Master Issuer LLC, Series 2022-1A, 144A		3.251%		12/05/51		BBB–		284,890
	500	PNMAC FMSR ISSUER TRUST, Series 2018-FT1, 144A, (1-Month LIBOR reference rate + 2.350% spread), (3)		2.807%		4/25/23		N/R		493,818
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT1, 144A, (1-Month LIBOR reference rate + 2.850% spread), (3)		3.307%		2/25/23		N/R		497,844
	500	PNMAC GMSR ISSUER TRUST, Series 2018-GT2, 144A, (1-Month LIBOR reference rate + 2.650% spread), (3)		3.107%		8/25/25		N/R		495,065
	485	RBS Commercial Funding Inc 2013-SMV Trust, 144A		3.584%		3/11/31		BBB–		482,739
	496	SERVPRO Master Issuer LLC, Series 2021-1A, 144A		2.394%		4/25/51		BBB–		446,234
	273	Sesac Finance LLC, Series 2019-1, 144A		5.216%		7/25/49		N/R		269,601
	94	Sierra Timeshare 2019-3A Receivables Funding LLC, 144A		4.180%		8/20/36		BB		91,657
	135	SLG Office Trust, Series 2021-OVA, 144A		2.851%		7/15/41		BBB–		117,309
	379	Sonic Capital LLC, Series 2020-1A, 144A		3.845%		1/20/50		BBB		369,250
	500	Stack Infrastructure Issuer LLC, Series 2020-1A, 144A		1.893%		8/25/45		A–		468,716
	324	START Ireland, Series 2019-1, 144A		5.095%		3/15/44		BB		266,391
	129	Structured Receivables Finance, Series 2010-A LLC, 144A		5.218%		1/16/46		AAA		131,828
	595	Taco Bell Funding LLC, Series 2016-1A, 144A		4.970%		5/25/46		BBB		605,330
	658	Taco Bell Funding LLC, Series 2021-1A, 144A		2.294%		8/25/51		BBB		587,011
	299	Taco Bell Funding LLC, Series 2021-1A, 144A		1.946%		8/25/51		BBB		270,640
	250	VNDO Mortgage Trust, Series 2016-350P, 144A		3.903%		1/10/35		AA–		247,698
	11	Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust		5.849%		8/25/38		Aaa		11,250
	195	Wells Fargo Commercial Mortgage Trust, Series 2016-C33		3.896%		3/15/59		A–		187,697
	459	Wendy’s Funding LLC, Series 2019-1A, 144A		3.783%		6/15/49		BBB		452,907
	576	Wendy’s Funding LLC, Series 2021-1A, 144A		2.370%		6/15/51		BBB		511,990
	995	Wingstop Funding LLC, Series 2020-1A A2, 144A		2.841%		12/05/50		N/R		922,839
	179	Zaxby’s Funding LLC, Series 2021-1A A2, 144A		3.238%		7/30/51		N/R		165,175
$	62,628	Total Asset-Backed and Mortgage-Backed Securities (cost $61,301,487)								59,313,650



JMM		Nuveen Multi-Market Income Fund (continued)
JMM		Portfolio of Investments March 31, 2022
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		CORPORATE BONDS – 44.0% (31.6% of Total Investments)

		Aerospace & Defense – 1.1%

$	200	Boeing Co, (4)		3.625%		2/01/31		Baa2	$	194,669
	350	Boeing Co/The, (4)		3.250%		2/01/28		Baa2		337,153
	200	Rolls-Royce PLC, 144A		5.750%		10/15/27		BB–		205,280
	750	Total Aerospace & Defense								737,102

		Air Freight & Logistics – 0.1%

	100	Cargo Aircraft Management Inc, 144A		4.750%		2/01/28		BB		97,608

		Auto Components – 0.5%

	250	Adient Global Holdings Ltd, 144A		4.875%		8/15/26		BB–		237,927
	50	Dana Inc		4.250%		9/01/30		BB+		45,760
	100	Goodyear Tire & Rubber Co/The		5.250%		4/30/31		BB–		93,627
	400	Total Auto Components								377,314

		Automobiles – 0.8%

	175	Ford Motor Co		3.250%		2/12/32		BB+		156,298
	400	General Motors Financial Co Inc, (4)		3.600%		6/21/30		BBB		382,605
	575	Total Automobiles								538,903

		Banks – 4.4%

	400	Banco Santander SA		2.749%		12/03/30		BBB+		352,038
	900	Bank of America Corp, (4)		1.898%		7/23/31		AA–		785,944
	150	Caelus Re VI Ltd, 144A, (3-Month U.S. Treasury Bill reference rate + 5.380% spread), (3)		5.888%		6/07/23		N/R		152,205
	500	JPMorgan Chase & Co, (4)		2.580%		4/22/32		AA–		458,077
	300	JPMorgan Chase & Co		3.650%		N/A (5)		BBB+		280,500
	295	M&T Bank Corp		3.500%		N/A (5)		Baa2		265,125
	300	Truist Financial Corp		4.800%		N/A (5)		Baa2		294,750
	400	Wells Fargo & Co		3.900%		N/A (5)		Baa2		383,420
	3,245	Total Banks								2,972,059

		Beverages – 0.7%

	75	Primo Water Holdings Inc, 144A		4.375%		4/30/29		B1		67,883
	450	Triton Water Holdings Inc, 144A		6.250%		4/01/29		CCC+		383,665
	525	Total Beverages								451,548

		Capital Markets – 1.6%

	300	Bank of New York Mellon Corp/The		4.700%		N/A (5)		Baa1		307,200
	250	Compass Group Diversified Holdings LLC, 144A		5.250%		4/15/29		B+		235,000
	500	Goldman Sachs Group Inc, (4)		1.992%		1/27/32		A2		433,140
	100	LPL Holdings Inc, 144A		4.625%		11/15/27		BB		98,221
	1,150	Total Capital Markets								1,073,561

		Chemicals – 2.2%

	25	ASP Unifrax Holdings Inc, 144A		5.250%		9/30/28		BB		23,224
	250	Calumet Specialty Products Partners LP / Calumet Finance Corp, 144A		11.000%		4/15/25		B–		259,256
	240	EverArc Escrow Sarl, 144A		5.000%		10/30/29		BB–		219,300
	375	NOVA Chemicals Corp, 144A, (4)		5.000%		5/01/25		BB–		376,125
	160	OCI NV, 144A		4.625%		10/15/25		BB+		161,200
	298	Rayonier AM Products Inc, 144A, (4)		7.625%		1/15/26		B+		295,020
	120	Tronox Inc, 144A		4.625%		3/15/29		BB–		112,350
	50	WR Grace Holdings LLC, 144A		5.625%		8/15/29		B+		46,755
	1,518	Total Chemicals								1,493,230

		Commercial Services & Supplies – 1.3%

	100	GFL Environmental Inc, 144A		4.250%		6/01/25		BB–		99,370
	150	GFL Environmental Inc, 144A		3.500%		9/01/28		BB–		140,827


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		Commercial Services & Supplies (continued)

$	500	Pitney Bowes Inc, 144A, (4)		7.250%		3/15/29		BB	$	471,635
	200	Prime Security Services Borrower LLC / Prime Finance Inc, 144A		5.750%		4/15/26		BB–		204,035
	950	Total Commercial Services & Supplies								915,867

		Communications Equipment – 0.8%

	100	Avaya Inc, 144A		6.125%		9/15/28		BB		98,617
	500	T-Mobile USA Inc, (4)		2.250%		11/15/31		BBB–		437,361
	600	Total Communications Equipment								535,978

		Consumer Finance – 1.0%

	300	American Express Co		3.550%		N/A (5)		Baa2		273,390
	250	Navient Corp, (4)		6.125%		3/25/24		Ba3		254,375
	170	OneMain Finance Corp		3.500%		1/15/27		BB		157,250
	720	Total Consumer Finance								685,015

		Containers & Packaging – 0.4%

	200	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 144A		3.250%		9/01/28		BB+		181,500
	100	Silgan Holdings Inc		4.125%		2/01/28		BB+		96,000
	300	Total Containers & Packaging								277,500

		Diversified Financial Services – 1.1%

	491	GE Capital International Funding Co Unlimited Co, (4)		4.418%		11/15/35		BBB+		527,230
	250	Putnam RE PTE Ltd, 144A, (1-Month U.S. Treasury Bill reference rate + 5.500% spread), (3)		6.018%		6/07/24		N/R		251,400
	741	Total Diversified Financial Services								778,630

		Diversified Telecommunication Services – 1.7%

	200	Altice France SA/France, 144A		5.125%		7/15/29		B		179,250
	275	Altice France SA/France, 144A		5.500%		10/15/29		B		246,752
	600	AT&T Inc, (4)		2.750%		6/01/31		BBB+		562,607
	200	Iliad Holding SASU, 144A		6.500%		10/15/26		BB–		200,540
	1,275	Total Diversified Telecommunication Services								1,189,149

		Electronic Equipment, Instruments & Components – 0.3%

	200	Imola Merger Corp, 144A		4.750%		5/15/29		BB+		192,592

		Energy Equipment & Services – 0.4%

	250	Archrock Partners LP / Archrock Partners Finance Corp, 144A, (4)		6.875%		4/01/27		B+		252,805

		Entertainment – 0.6%

	70	Cinemark USA Inc, 144A		8.750%		5/01/25		BB+		73,237
	235	Magallanes Inc, 144A, (4)		4.279%		3/15/32		BBB–		236,046
	75	Univision Communications Inc, 144A		4.500%		5/01/29		B+		71,391
	380	Total Entertainment								380,674

		Equity Real Estate Investment Trust – 3.9%

	650	Brixmor Operating Partnership LP, (4)		4.050%		7/01/30		BBB–		652,169
	200	Essential Properties LP, (4)		2.950%		7/15/31		BBB–		174,967
	500	GLP Capital LP / GLP Financing II Inc, (4)		4.000%		1/15/30		BBB–		485,305
	150	GLP Capital LP / GLP Financing II Inc		4.000%		1/15/31		BBB–		145,482
	250	HAT Holdings I LLC / HAT Holdings II LLC, 144A		3.375%		6/15/26		BB+		237,500
	250	Iron Mountain Inc, 144A, (4)		5.250%		3/15/28		BB–		246,650
	75	Iron Mountain Inc, 144A		4.500%		2/15/31		BB–		69,263
	100	Kite Realty Group Trust		4.750%		9/15/30		BBB		103,346
	325	MPT Operating Partnership LP / MPT Finance Corp, (4)		3.500%		3/15/31		BBB–		301,832
	250	SITE Centers Corp, (4)		4.250%		2/01/26		BBB		252,917
	2,750	Total Equity Real Estate Investment Trust								2,669,431



JMM		Nuveen Multi-Market Income Fund (continued)
JMM		Portfolio of Investments March 31, 2022
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		Food Products – 0.3%

$	250	Chobani LLC / Chobani Finance Corp Inc, 144A, (4)		4.625%		11/15/28		B1	$	230,625

		Gas Utilities – 1.2%

	75	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.375%		4/01/26		B–		70,820
	100	Ferrellgas LP / Ferrellgas Finance Corp, 144A		5.875%		4/01/29		B–		92,297
	200	Suburban Propane Partners LP/Suburban Energy Finance Corp		5.875%		3/01/27		BB–		202,750
	475	Superior Plus LP / Superior General Partner Inc, 144A, (4)		4.500%		3/15/29		BB–		446,324
	850	Total Gas Utilities								812,191

		Health Care Providers & Services – 1.3%

	35	Centene Corp		2.450%		7/15/28		BBB–		31,980
	50	CHS/Community Health Systems Inc, 144A		5.625%		3/15/27		BB–		50,922
	100	DaVita Inc, 144A		4.625%		6/01/30		Ba3		93,380
	270	LifePoint Health Inc, 144A		5.375%		1/15/29		CCC+		255,118
	50	Tenet Healthcare Corp, 144A		4.625%		6/15/28		BB–		49,062
	400	Tenet Healthcare Corp, 144A, (4)		4.375%		1/15/30		BB–		383,972
	905	Total Health Care Providers & Services								864,434

		Hotels, Restaurants & Leisure – 0.7%

	100	Cedar Fair LP / Canada’s Wonderland Co / Magnum Management Corp / Millennium Op, 144A		5.500%		5/01/25		Ba2		102,691
	50	International Game Technology PLC, 144A		4.125%		4/15/26		BB+		49,375
	55	Marriott Ownership Resorts Inc, 144A		4.500%		6/15/29		B+		51,838
	250	Scientific Games International Inc, 144A		8.625%		7/01/25		B–		262,812
	455	Total Hotels, Restaurants & Leisure								466,716

		Insurance – 0.6%

	25	AmWINS Group Inc, 144A		4.875%		6/30/29		B–		24,000
	410	BroadStreet Partners Inc, 144A		5.875%		4/15/29		CCC+		382,325
	435	Total Insurance								406,325

		Interactive Media & Services – 0.1%

	50	Arches Buyer Inc, 144A		4.250%		6/01/28		B1		46,643

		IT Services – 2.7%

	500	Ahead DB Holdings LLC, 144A		6.625%		5/01/28		CCC+		446,710
	50	Booz Allen Hamilton Inc, 144A		3.875%		9/01/28		Baa3		48,265
	45	Booz Allen Hamilton Inc, 144A		4.000%		7/01/29		Baa3		43,940
	500	CA Magnum Holdings, 144A		5.375%		10/31/26		BB–		492,500
	150	MPH Acquisition Holdings LLC, 144A		5.500%		9/01/28		Ba3		143,792
	660	Presidio Holdings Inc, 144A		8.250%		2/01/28		CCC+		673,200
	1,905	Total IT Services								1,848,407

		Life Sciences Tools & Services – 0.6%

	75	Avantor Funding Inc, 144A		4.625%		7/15/28		BB		74,175
	340	Avantor Funding Inc, 144A, (4)		3.875%		11/01/29		BB		319,600
	415	Total Life Sciences Tools & Services								393,775

		Machinery – 0.1%

	50	WASH Multifamily Acquisition Inc, 144A		5.750%		4/15/26		B–		50,125

		Media – 1.6%

	50	Directv Financing LLC / Directv Financing Co-Obligor Inc, 144A		5.875%		8/15/27		BBB–		49,187
	200	DISH DBS Corp		5.875%		11/15/24		B		199,500
	180	DISH DBS Corp, 144A		5.250%		12/01/26		Ba3		171,450
	325	Gray Television Inc, 144A, (4)		4.750%		10/15/30		BB–		301,844
	200	LCPR Senior Secured Financing DAC, 144A		5.125%		7/15/29		BB+		190,939
	30	Sirius XM Radio Inc, 144A		3.125%		9/01/26		BB		28,364
	135	Sirius XM Radio Inc, 144A		4.000%		7/15/28		BB		128,250
	1,120	Total Media								1,069,534


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (2)		Value

		Metals & Mining – 1.1%

$	250	Constellium SE, 144A		3.750%		4/15/29		B	$	224,375
	57	Joseph T Ryerson & Son Inc, 144A		8.500%		8/01/28		BB–		61,702
	500	SunCoke Energy Inc, 144A, (4)		4.875%		6/30/29		BB		471,385
	807	Total Metals & Mining								757,462

		Mortgage Real Estate Investment Trust – 0.2%

	125	HAT Holdings I LLC / HAT Holdings II LLC, 144A		6.000%		4/15/25		BB+		128,125

		Oil, Gas & Consumable Fuels – 3.7%

	35	DT Midstream Inc, 144A		4.125%		6/15/29		BB+		33,558
	30	DT Midstream Inc, 144A		4.375%		6/15/31		BB+		28,725
	250	Energy Transfer LP, (4)		4.400%		3/15/27		BBB–		254,173
	100	EnLink Midstream LLC		5.375%		6/01/29		BB+		99,750
	50	EQT Corp, 144A		3.125%		5/15/26		BBB–		48,564
	500	MEG Energy Corp, 144A, (4)		5.875%		2/01/29		BB–		506,875
	500	MPLX LP, (4)		4.800%		2/15/29		BBB		532,340
	200	Occidental Petroleum Corp, (4)		5.875%		9/01/25		BB+		212,439
	50	Occidental Petroleum Corp		5.500%		12/01/25		BB+		52,615
	125	Parkland Corp, 144A		4.500%		10/01/29		BB		115,893
	315	Parkland Corp/Canada, 144A		4.625%		5/01/30		BB		292,950
	125	Santos Finance Ltd, 144A		3.649%		4/29/31		BBB		116,803
	250	Western Midstream Operating LP, (4)		5.300%		2/01/30		BBB–		248,750
	2,530	Total Oil, Gas & Consumable Fuels								2,543,435

		Personal Products – 0.1%

	50	Kronos Acquisition Holdings Inc / KIK Custom Products Inc, 144A		5.000%		12/31/26		B2		46,125

		Pharmaceuticals – 0.9%

	225	Endo Dac / Endo Finance LLC / Endo Finco Inc, 144A		5.875%		10/15/24		B-		212,062
	200	Organon & Co/ORG, 144A		5.125%		4/30/31		BB–		193,000
	220	Teva Pharmaceutical Finance Netherlands III BV		6.750%		3/01/28		Ba2		230,615
	645	Total Pharmaceuticals								635,677

		Real Estate Management & Development – 0.6%

	50	Howard Hughes Corp/The, 144A		4.125%		2/01/29		BB		46,913
	75	Kennedy-Wilson Inc		4.750%		3/01/29		BB		72,310
	325	Kennedy-Wilson Inc, (4)		5.000%		3/01/31		BB		312,000
	450	Total Real Estate Management & Development								431,223

		Road & Rail – 0.5%

	110	First Student Bidco Inc / First Transit Parent Inc, 144A		4.000%		7/31/29		BB+		102,577
	250	United Rentals North America Inc, (4)		4.875%		1/15/28		BB+		253,949
	360	Total Road & Rail								356,526

		Semiconductors & Semiconductor Equipment – 0.6%

	500	Broadcom Inc, 144A, (4)		2.450%		2/15/31		BBB–		446,039

		Software – 0.4%

	285	Open Text Corp, 144A		3.875%		12/01/29		BB		270,750

		Specialty Retail – 1.8%

	365	Asbury Automotive Group Inc, 144A		4.625%		11/15/29		BB		339,906
	325	Asbury Automotive Group Inc, 144A, (4)		5.000%		2/15/32		BB		302,101
	50	Bath & Body Works Inc, 144A		6.625%		10/01/30		BB		52,500
	75	LCM Investments Holdings II LLC, 144A		4.875%		5/01/29		BB–		70,836
	50	Michaels Cos Inc, 144A		5.250%		5/01/28		Ba3		45,905
	500	Michaels Cos Inc, 144A		7.875%		5/01/29		B3		428,125
	1,365	Total Specialty Retail								1,239,373



JMM		Nuveen Multi-Market Income Fund (continued)
JMM		Portfolio of Investments March 31, 2022
		(Unaudited)


Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (2)		Value

		Tobacco – 0.8%

$	600	BAT Capital Corp, (4)						2.726%		3/25/31		BBB+	$	528,779

		Trading Companies & Distributors – 0.9%

	455	Albion Financing 2SARL, 144A						8.750%		4/15/27		BB–		438,028
	100	H&E Equipment Services Inc, 144A						3.875%		12/15/28		BB–		93,750
	50	WESCO Distribution Inc, 144A						7.250%		6/15/28		BB		53,107
	605	Total Trading Companies & Distributors												584,885

		Wireless Telecommunication Services – 0.3%

	200	Vmed O2 UK Financing I PLC, 144A						4.750%		7/15/31		BB+		188,500
$	31,386	Total Corporate Bonds (cost $31,929,718)												29,964,640

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (2)		Value

		VARIABLE RATE SENIOR LOAN INTERESTS – 2.5% (1.8% of Total Investments) (6)

		Aerospace & Defense – 0.4%

$	250	Maxar Technologies Ltd., Term Loan B		3.210%		1-Week LIBOR		2.750%		10/05/24		B	$	246,629

		Beverages – 0.4%

	298	Triton Water Holdings, Inc, Term Loan		4.506%		3-Month LIBOR		3.500%		3/31/28		B1		290,997

		Building Products – 0.4%

	298	Quikrete Holdings, Inc., Term Loan, First Lien		2.957%		1-Month LIBOR		2.500%		1/31/27		BB–		291,179

		Chemicals – 0.6%

	249	Atotech B.V., Term Loan B		3.000%		1-Month LIBOR		2.500%		3/18/28		B+		246,293
	198	INEOS Styrolution US Holding LLC, Term Loan B		3.250%		1-Month LIBOR		2.750%		1/29/26		BB+		195,349
	447	Total Chemicals												441,642

		Insurance – 0.3%

	199	Alliant Holdings Intermediate, LLC, Term Loan B4		4.000%		1-Month LIBOR		3.500%		11/12/27		B		198,019

		Trading Companies & Distributors – 0.4%

	248	Core & Main LP, Term Loan B		2.947%		1-Month LIBOR		2.500%		6/10/28		Ba3		246,557
$	1,740	Total Variable Rate Senior Loan Interests (cost $1,734,749)												1,715,023

Principal Amount (000)		Description (1), (8)					Coupon		Maturity		Ratings (2)		Value

		CONTINGENT CAPITAL SECURITIES – 1.5% (1.1% of Total Investments)

		Banks – 1.2%

$	200	Banco Bilbao Vizcaya Argentaria SA						6.500%		N/A (5)		Ba2	$	200,750
	200	Banco Santander SA						4.750%		N/A (5)		Ba1		184,400
	200	Lloyds Banking Group PLC						7.500%		N/A (5)		Baa3		212,583
	200	Societe Generale SA, 144A						4.750%		N/A (5)		BB+		186,250
	800	Total Banks												783,983

		Capital Markets – 0.3%

	200	UBS Group AG, 144A						7.000%		N/A (5)		BBB		208,662
$	1,000	Total Contingent Capital Securities (cost $1,037,500)												992,645

Principal
Amount (000)

Description (1)

Coupon

Maturity

Ratings (2)

Value

SOVEREIGN DEBT – 1.4% (1.0% of Total Investments)

Bahrain – 0.4%

250

Bahrain Government International Bond, 144A

7.000%

10/12/28

B+

270,657

Egypt – 0.6%

400

Egypt Government International Bond, 144A

5.875%

6/11/25

B+

393,382

El Salvador – 0.1%

100

El Salvador Government International Bond, 144A

5.875%

1/30/25

B–

55,370

Turkey – 0.3%

250

Turkey Government International Bond

5.950%

1/15/31

B+

215,313

1,000

Total Sovereign Debt (cost $1,006,098)

934,722

Total Long-Term Investments (cost $97,009,552)

92,920,680

Principal
Amount (000)

Description (1)

Coupon

Maturity

Value

SHORT-TERM INVESTMENTS – 2.8% (2.0% of Total Investments)

REPURCHASE AGREEMENTS – 2.8% (2.0% of Total Investments)

1,944

Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/22, repurchase price $1,944,307, collateralized by $1,690,100, U.S. Treasury Inflation Index Notes, 0.250%, due 7/15/29, value $1,983,306

0.000%

4/01/22

1,944,307

Total Short-Term Investments (cost $1,944,307)

1,944,307

Total Investments (cost $98,953,859) – 139.4%

94,864,987

Reverse Repurchase Agreements, including accrued interest – (33.5)% (9)

(22,804,153

)

Other Assets Less Liabilities – (5.9)% (10)

(4,031,941

)

Net Assets Applicable to Common Shares – 100%

68,028,893

Investments in Derivatives

Futures Contracts – Long


Description	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation (Depreciation)			Variation Margin Receivable/ (Payable)
U.S. Treasury Ultra Bond		9		6/22	$	1,653,211	$	1,594,125	$	(59,086	)	$	9,563

Futures Contracts – Short


Description	Number of Contracts			Expiration Date		Notional Amount			Value			Unrealized Appreciation (Depreciation)		Variation Margin Receivable/ (Payable)
U.S. Treasury 10-Year Ultra Note		(11	)		6/22	$	(1,535,746	)	$	(1,490,156	)	$	45,590	$	(4,469	)

Interest Rate Swaps – OTC Uncleared

Counterparty

Notional
Amount

Fund
Pay/Receive
Floating Rate

Floating Rate Index

Fixed Rate
(Annualized)

Fixed Rate
Payment
Frequency

Effective
Date (11)

Optional
Termination
Date

Maturity
Date

Value

Unrealized
Appreciation
(Depreciation)

Morgan Stanley Capital Services LLC

17,000,000

Receive

1-Month LIBOR

1.994

Monthly

6/01/18

7/01/25

7/01/27

2,986



JMM		Nuveen Multi-Market Income Fund (continued)
JMM		Portfolio of Investments March 31, 2022
		(Unaudited)

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund’s investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.


Level 1 –		Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2 –		Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3 –		Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The following table summarizes the market value of the Fund’s investments as of the end of the reporting period, based on the inputs used to value them:


	Level 1			Level 2		Level 3		Total
Long-Term Investments:
Asset-Backed Securities	$	—		$	59,313,650	$	—	$	59,313,650
Corporate Bonds		—			29,964,640		—		29,964,640
Variable Rate Senior Loan Interests		—			1,715,023		—		1,715,023
Contingent Capital Securities		—			992,645		—		992,645
Sovereign Debt		—			934,722		—		934,722

Short-Term Investments:
Repurchase Agreements		—			1,944,307		—		1,944,307

Investments in Derivatives:
Futures Contracts*		(13,496	)						(13,496	)
Interest Rate Swaps*		—			2,986		—		2,986
Total	$	(13,496	)	$	94,867,973	$	—	$	94,854,477

*	Represents net unrealized appreciation (depreciation).

For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.

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

(2)

For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.

(3)	Variable rate security. The rate shown is the coupon as of the end of the reporting period.

(4)	Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in reverse repurchase agreements. As of the end of the reporting period, investments with a value of $24,350,834 have been pledged as collateral for reverse repurchase agreements.

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

(6)

Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period.

(7)

Senior Loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments of senior loans may occur. As a result, the actual remaining maturity of senior loans held may be substantially less than the stated maturities shown.

(8)

Contingent Capital Securities (“CoCos”) are hybrid securities with loss absorption characteristics built into the terms of the security for the benefit of the issuer. For example, the terms may specify an automatic write-down of principal or a mandatory conversion into the issuer’s common stock under certain adverse circumstances, such as the issuer’s capital ratio falling below a specified level.

(9)	Reverse Repurchase Agreements, including accrued interest as a percentage of Total Investments is 24.0%.

(10)	Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable.

(11)	Effective date represents the date on which both the Fund and counterparty commence interest payment accruals on each contract.

144A	Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.

LIBOR

London Inter-Bank Offered Rate

MDR	Denotes investment is subject to dollar roll transactions

N/A	Not Applicable.

SOFR	Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TBA	To be announced. Maturity date not known prior to settlement of this transaction.

WI/DD

Purchased on a when issued or delayed delivery basis.

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Form NPORT-P Nuveen Multi-Market Inco For: Mar 31

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