0001752724-23-164198.txt : 20230726
0001752724-23-164198.hdr.sgml : 20230726
20230726150332
ACCESSION NUMBER: 0001752724-23-164198
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230726
DATE AS OF CHANGE: 20230726
PERIOD START: 20230831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NUVEEN INVESTMENT FUNDS INC
CENTRAL INDEX KEY: 0000820892
IRS NUMBER: 411418224
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05309
FILM NUMBER: 231113015
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST AMERICAN INVESTMENT FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SECURAL MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19910627
0000820892
S000005573
Nuveen Strategic Income Fund
C000015185
Class A
FCDDX
C000015187
Class C
FCBCX
C000015189
Class I
FCBYX
C000151934
Class R6
FSFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000820892
XXXXXXXX
S000005573
C000151934
C000015187
C000015185
C000015189
Nuveen Investment Funds, Inc.
811-05309
0000820892
549300L93TESPETT4366
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Strategic Income Fund
S000005573
D1SNQQOZ05OZW7FW7N26
2023-08-31
2023-05-31
N
675506561.00
18634295.00
656872266.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1082585.00000000
0.00000000
0.00000000
3325169.00000000
USD
N
Bloomberg US Aggregate
LFI:LHMN0001
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
00434G2B5
1200000.00000000
PA
USD
944880.00000000
0.143845318018
Long
DBT
CORP
NG
Y
2
2026-09-21
Fixed
6.12500000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp, Term Loan B
44988LAH0
490012.50000000
PA
USD
476355.85000000
0.072518794696
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.25340000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAJ5
600000.00000000
PA
USD
574051.83000000
0.087391698464
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Variable
7.71129000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
2035000.00000000
PA
USD
1922423.80000000
0.292663261870
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
450000.00000000
PA
USD
453203.10000000
0.068994098770
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBH7
2000000.00000000
PA
USD
1855043.40000000
0.282405498910
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.73439500
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
1110000.00000000
PA
USD
1114451.62000000
0.169660324797
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
805673.68000000
PA
USD
760103.00000000
0.115715495895
Long
ABS-CBDO
CORP
US
Y
2
2060-01-25
Fixed
2.72400000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
1000000.00000000
PA
USD
898750.00000000
0.136822643688
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1650000.00000000
PA
USD
1527352.91000000
0.232519013064
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 12/05/2171
USD
XXXX
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
GENM Capital Labuan Ltd
37231BAA6
750000.00000000
PA
USD
600422.22000000
0.091406236962
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
775000.00000000
PA
USD
748600.00000000
0.113964318292
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
SANDERS RE II LTD
549300R7FVCRRNP5EE19
Sanders Re Ltd
80001MAA0
1000000.00000000
PA
USD
956000.00000000
0.145538189003
Long
DBT
CORP
BM
Y
2
2025-04-07
Variable
3.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QBA6
1000000.00000000
PA
USD
865486.70000000
0.131758752012
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.53630000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
BU3987486
875000.00000000
PA
USD
753252.50000000
0.114672599071
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBJ2
1000000.00000000
PA
USD
1003574.42000000
0.152780756921
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I
N/A
CyrusOne Data Centers Issuer I
23284BAC8
1700000.00000000
PA
USD
1480377.00000000
0.225367560273
Long
ABS-O
CORP
US
Y
2
2048-04-20
Fixed
5.45000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
750000.00000000
PA
USD
747081.30000000
0.113733116569
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAM1
900000.00000000
PA
USD
691845.27000000
0.105324171198
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AT1
750000.00000000
PA
USD
494823.36000000
0.075330225618
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.10000000
N
N
N
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAC7
185375.00000000
PA
USD
169952.19000000
0.025872943462
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
6.42000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
1000000.00000000
PA
USD
847464.00000000
0.129015037453
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
235633.25000000
PA
USD
213530.92000000
0.032507221122
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
750000.00000000
PA
USD
485714.45000000
0.073943516135
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
2500000.00000000
PA
USD
2448100.00000000
0.372690418931
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAC6
493958.33000000
PA
USD
424203.46000000
0.064579292193
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
1443750.00000000
PA
USD
1358853.17000000
0.206867185651
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AC5
352789.01000000
PA
USD
315881.78000000
0.048088767991
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
1450000.00000000
PA
USD
249654.77000000
0.038006593202
Long
DBT
CORP
LU
Y
2
2030-10-20
Fixed
4.75000000
Y
Y
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAN6
49004.39000000
PA
USD
46849.75000000
0.007132246621
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Variable
2.84000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG2 Mortgage Trust
08162NAK2
1000000.00000000
PA
USD
813307.70000000
0.123815198494
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
100000.00000000
PA
USD
60354.04000000
0.009188093808
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
2550000.00000000
PA
USD
2429800.65000000
0.369904588116
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
7.47299000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-S1
466275AA2
185622.53000000
PA
USD
174992.91000000
0.026640325533
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Variable
5.69800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
5000000.00000000
PA
USD
4802343.75000000
0.731092481532
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
1500000.00000000
PA
USD
1464300.00000000
0.222920052465
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAN6
1500000.00000000
PA
USD
1082190.45000000
0.164748993984
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
9.38900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
2000000.00000000
PA
USD
1896085.00000000
0.288653532527
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
12.47299000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CB3
1475000.00000000
PA
USD
1401110.32000000
0.213300270466
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96100000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AN4
280000.00000000
PA
USD
283226.72000000
0.043117472705
Long
DBT
NUSS
MA
Y
2
2028-03-08
Fixed
5.95000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-1
03464RAD5
1900000.00000000
PA
USD
1653228.19000000
0.251681837637
Long
ABS-CBDO
CORP
US
Y
2
2059-12-25
Variable
3.16100000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
240000.00000000
PA
USD
227843.26000000
0.034686083093
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
W.R. Grace & Co.-Conn., Term Loan B
92943HAB5
69125.00000000
PA
USD
68498.73000000
0.010428013716
Long
LON
CORP
US
N
2
2028-09-22
Variable
8.93750000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
700000.00000000
PA
USD
618526.64000000
0.094162392296
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ7
36262CAD2
1726495.89000000
PA
USD
1350913.46000000
0.205658471201
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
943299.51000000
PA
USD
935425.69000000
0.142406026014
Long
ABS-CBDO
CORP
US
Y
2
2034-01-25
Variable
6.62299000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBG9
705000.00000000
PA
USD
555165.29000000
0.084516475840
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
2450000.00000000
PA
USD
2161561.50000000
0.329068772101
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
2235000.00000000
PA
USD
2014907.93000000
0.306742731318
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1000000.00000000
PA
USD
907146.70000000
0.138100928742
Long
DBT
CORP
BM
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
1050000.00000000
PA
USD
955079.90000000
0.145398116108
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
760000.00000000
PA
USD
749971.05000000
0.114173042282
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
636212.50000000
PA
USD
599155.67000000
0.091213421697
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA
29280LAA1
1500000.00000000
PA
USD
961697.07000000
0.146405491566
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R09
20753DAB4
4000000.00000000
PA
USD
4155658.40000000
0.632643302982
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.73136000
N
Y
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
1300000.00000000
PA
USD
850228.68000000
0.129435922934
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
900000.00000000
PA
USD
825463.49000000
0.125665754626
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
1300000.00000000
PA
USD
1282125.00000000
0.195186349974
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FC7JRIZ6YLHK36
Neuberger Berman Loan Advisers CLO 48 Ltd
64135GAJ7
1625000.00000000
PA
USD
1471681.25000000
0.224043748864
Long
ABS-O
CORP
JE
Y
2
2036-04-25
Variable
8.26775000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
1000000.00000000
PA
USD
821974.40000000
0.125134587429
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
900000.00000000
PA
USD
746663.06000000
0.113669445133
Long
DBT
CORP
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
1941932.00000000
PA
USD
1940690.70000000
0.295444152607
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan B
58503UAC7
592511.28000000
PA
USD
575186.25000000
0.087564398707
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.40370000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
1050000.00000000
PA
USD
880414.50000000
0.134031309520
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
ULTRA CLEAN HOLDINGS INC
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc, Term Loan B
90385YAD3
736193.08000000
PA
USD
736999.21000000
0.112198253472
Long
LON
CORP
US
N
2
2025-08-27
Variable
8.90370000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
750000.00000000
PA
USD
696707.48000000
0.106064377514
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KND7
845000.00000000
PA
USD
834010.18000000
0.126966873647
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
8.20979000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
2075000.00000000
PA
USD
1685937.50000000
0.256661391759
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XIV Ltd
87250CAN7
1000000.00000000
PA
USD
973555.00000000
0.148210702505
Long
ABS-O
CORP
KY
Y
2
2032-10-20
Variable
6.90043000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
1609487.50000000
PA
USD
1432952.47000000
0.218147811099
Long
ABS-O
CORP
US
Y
2
2050-07-20
Fixed
3.78600000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAB7
375000.00000000
PA
USD
336915.00000000
0.051290793878
Long
DBT
NUSS
N/A
Y
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-10INV
33851RAN1
1303436.41000000
PA
USD
1062184.67000000
0.161703382069
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
L2000AAC4
265223.22000000
PA
USD
262570.99000000
0.039972914612
Long
LON
CORP
LU
N
2
2026-10-31
Variable
8.15370000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
2900000.00000000
PA
USD
2540400.00000000
0.386741857053
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
1025000.00000000
PA
USD
839577.50000000
0.127814423512
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAS5
1000000.00000000
PA
USD
976124.40000000
0.148601859223
Long
ABS-O
CORP
US
Y
2
2027-09-20
Fixed
9.59000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2015-ALDR
55352NAL1
1500000.00000000
PA
USD
1295476.50000000
0.197218936931
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.46175000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
1485000.00000000
PA
USD
1071023.55000000
0.163048983103
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
850000.00000000
PA
USD
807581.60000000
0.122943476502
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAF4
3000000.00000000
PA
USD
2989254.00000000
0.455073863629
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
6.01422000
N
N
N
N
N
N
AGL CLO 19 Ltd
N/A
AGL CLO 19 Ltd
001210AC7
1400000.00000000
PA
USD
1403964.80000000
0.213734826795
Long
ABS-O
CORP
JE
Y
2
2035-07-21
Variable
7.80550000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
1880000.00000000
PA
USD
1900998.28000000
0.289401513566
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.07299000
N
N
N
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
389031.34000000
PA
USD
361322.47000000
0.055006504110
Long
ABS-O
CORP
US
Y
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
1640000.00000000
PA
USD
1382126.10000000
0.210410177372
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN 745324
31403DAZ2
61655.24000000
PA
USD
61913.73000000
0.009425535709
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
2000000.00000000
PA
USD
1495000.00000000
0.227593716066
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBC5
1115000.00000000
PA
USD
952675.40000000
0.145032063204
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
4.19009800
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAS7
1500000.00000000
PA
USD
1406095.67000000
0.214059223197
Long
DBT
CORP
KR
Y
2
2025-04-24
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
4000000.00000000
PA
USD
4087782.00000000
0.622310030668
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
10.22299000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch & Lomb, Inc., Term Loan
BL3906049
1985000.00000000
PA
USD
1923276.43000000
0.292793063362
Long
LON
CORP
CA
N
2
2027-05-05
Variable
8.45710000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAE2
1250000.00000000
PA
USD
1080689.75000000
0.164520532520
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
4.69000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
143221.66000000
0.021803578475
Long
DBT
CORP
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
320000.00000000
PA
USD
324527.35000000
0.049404940168
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAD8
700000.00000000
PA
USD
626646.51000000
0.095398533693
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.54800000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547LAS7
1305000.00000000
PA
USD
1243847.70000000
0.189359143989
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
7.30043000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
14600.00000000
NS
USD
1460000.00000000
0.222265435088
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QCB3
47293.80000000
PA
USD
47431.10000000
0.007220749368
Long
ABS-CBDO
CORP
US
Y
2
2031-04-25
Variable
7.42043000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAJ8
850000.00000000
PA
USD
795287.97000000
0.121071936077
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
10.97299000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
625000.00000000
PA
USD
526812.50000000
0.080200143508
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1780000.00000000
PA
USD
1500816.47000000
0.228479195679
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
1000000.00000000
PA
USD
857652.80000000
0.130566145716
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1490000.00000000
PA
USD
1116686.85000000
0.170000608611
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-3 Ltd
69688FAG5
1000000.00000000
PA
USD
943635.00000000
0.143655783451
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
5.46200000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAJ8
2500000.00000000
PA
USD
1428395.00000000
0.217453997365
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBJ4
1000000.00000000
PA
USD
893133.80000000
0.135967652499
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34530900
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
750000.00000000
PA
USD
613508.58000000
0.093398459906
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
1125000.00000000
PA
USD
990506.25000000
0.150791303160
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAK0
101074.70000000
PA
USD
96043.42000000
0.014621323653
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
5.37516100
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547LAU2
1760000.00000000
PA
USD
1630068.00000000
0.248156009071
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
8.30043000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
1876925.00000000
PA
USD
1711021.72000000
0.260480128110
Long
ABS-O
CORP
US
Y
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
903742AA2
1075000.00000000
PA
USD
907525.75000000
0.138158634025
Long
DBT
CORP
TR
Y
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABR3
1500000.00000000
PA
USD
1292046.75000000
0.196696803454
Long
ABS-MBS
CORP
US
Y
2
2053-07-15
Fixed
4.13900000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
300000.00000000
PA
USD
297695.38000000
0.045320132301
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
2000000.00000000
PA
USD
1699144.00000000
0.258671904409
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
900000.00000000
PA
USD
772743.38000000
0.117639824361
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
1239000.00000000
PA
USD
1224459.96000000
0.186407620382
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
7.37299000
N
N
N
N
N
N
VITALITY RE XIV LTD
N/A
Vitality Re XIV Ltd
92851QAA7
1000000.00000000
PA
USD
999500.00000000
0.152160481075
Long
DBT
CORP
KY
Y
2
2027-01-05
Variable
8.86308800
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AH4
400000.00000000
PA
USD
413468.80000000
0.062945084059
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Solar Financing V LLC
92854VAB1
1011133.68000000
PA
USD
932657.27000000
0.141984571167
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
2685000.00000000
PA
USD
2136122.90000000
0.325196086144
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
1000000.00000000
PA
USD
919000.00000000
0.139905434826
Long
DBT
CORP
TR
Y
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust 2018-KEYS
04410CAJ8
1300000.00000000
PA
USD
1239820.92000000
0.188746120695
Long
ABS-MBS
CORP
US
Y
2
2035-06-15
Variable
6.95800000
N
N
N
N
N
N
CIFC Funding Ltd
635400A7PBKNR7KBOY58
CIFC Funding 2018-II Ltd
17180WAG0
1000000.00000000
PA
USD
942221.20000000
0.143440551347
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
5.55986000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
975000.00000000
PA
USD
913121.82000000
0.139010560692
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
1500000.00000000
PA
USD
1556250.00000000
0.236918207778
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 9.25 05/17/2172
USD
XXXX
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
1475000.00000000
PA
USD
1326563.55000000
0.201951523707
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
1000000.00000000
PA
USD
970223.23000000
0.147703485170
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
1460000.00000000
PA
USD
1129675.00000000
0.171977880399
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2171
USD
XXXX
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. , Term Loan B2
76173FAW7
203165.85000000
PA
USD
202034.22000000
0.030757002610
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.51790000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
1000000.00000000
PA
USD
877120.00000000
0.133529766044
Long
DBT
CORP
IN
Y
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Sep24
N/A
-15.00000000
NC
USD
-3618187.50000000
-0.55082056090
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Sep24
2024-12-17
-3612774.70000000
USD
-5412.80000000
N
N
N
BRITISH AIR 20-1 B PTT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
324568.85000000
PA
USD
330036.41000000
0.050243620728
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
17776EAB1
394000.00000000
PA
USD
195030.00000000
0.029690703976
Long
LON
CORP
US
N
2
2028-04-05
Variable
8.76029000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
2000000.00000000
PA
USD
1722155.12000000
0.262175039066
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Macquarie Bank Ltd/London
Macquarie Bank Ltd/London 6.125 09/08/2171
USD
XXXX
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
1175000.00000000
PA
USD
1163760.88000000
0.177166998857
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
1000000.00000000
PA
USD
861927.08000000
0.131216847568
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAJ6
4000000.00000000
PA
USD
4034803.20000000
0.614244718317
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
11.97299000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
995000.00000000
PA
USD
818193.87000000
0.124559052398
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
462652AA6
1884375.00000000
PA
USD
1741350.94000000
0.265097345425
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
1524586.37000000
PA
USD
1448158.86000000
0.220462780202
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
4000000.00000000
PA
USD
3992228.80000000
0.607763336441
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
7.87299000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
1250000.00000000
PA
USD
1024371.98000000
0.155946906730
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
7764596.06000000
NS
USD
7764596.06000000
1.182055699699
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN FM1136
3140X4HN9
136062.95000000
PA
USD
139908.59000000
0.021299207965
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1500000.00000000
PA
USD
1041237.75000000
0.158514494201
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
930000.00000000
PA
USD
930099.51000000
0.141595186483
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BN0
1500000.00000000
PA
USD
1350709.97000000
0.205627492575
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
575000.00000000
PA
USD
514705.27000000
0.078356979985
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
MTN Commercial Mortgage Trust
N/A
MTN Commercial Mortgage Trust 2022-LPFL
62475WAG0
1000000.00000000
PA
USD
962914.80000000
0.146590874640
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
7.77280000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
975000.00000000
PA
USD
771468.75000000
0.117445779024
Long
DBT
CORP
CL
Y
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBK9
910000.00000000
PA
USD
910224.42000000
0.138569470369
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.35000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BZ2
1175000.00000000
PA
USD
1112549.64000000
0.169370773830
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
2200000.00000000
PA
USD
1915701.70000000
0.291639912226
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
450000.00000000
PA
USD
342051.13000000
0.052072700843
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAK1
4000000.00000000
PA
USD
4095452.00000000
0.623477685386
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.82299000
N
N
N
N
N
N
EWC Master Issuer LLC
N/A
EWC Master Issuer LLC
26929HAB1
2843512.50000000
PA
USD
2648780.23000000
0.403241294708
Long
ABS-O
CORP
US
Y
2
2052-03-15
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1000000.00000000
PA
USD
866443.50000000
0.131904411991
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1150000.00000000
PA
USD
945364.06000000
0.143919009666
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Crescendo Royalty Funding LP
N/A
Crescendo Royalty Funding LP
225638AA3
3000000.00000000
PA
USD
2723998.50000000
0.414692268344
Long
ABS-O
CORP
US
Y
2
2051-12-20
Fixed
3.56700000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 5YR NOTE (CBT) Sep23
N/A
-50.00000000
NC
USD
-5453906.25000000
-0.83028414081
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 5YR NOTE (CBT) Sep23
2023-09-29
-5454200.85000000
USD
294.60000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIX Ltd
55822EAE9
1500000.00000000
PA
USD
1455187.50000000
0.221532796453
Long
ABS-O
CORP
KY
Y
2
2034-01-18
Variable
7.36171000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
1480000.00000000
PA
USD
1380863.78000000
0.210218006068
Long
DBT
CORP
MX
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 6.75 09/27/2171
USD
XXXX
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
625000.00000000
PA
USD
579039.81000000
0.088151051577
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
10.47299000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AK2
1313279.07000000
PA
USD
1211841.39000000
0.184486612196
Long
DBT
NUSS
CI
Y
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER II L.P
635400VMUHJZERQEGT10
HI-FI Music IP Issuer LP
428357AA5
1000000.00000000
PA
USD
917142.90000000
0.139622716237
Long
ABS-O
CORP
CA
Y
2
2062-02-01
Fixed
3.93900000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ8
36262WAD8
349274.19000000
PA
USD
273292.98000000
0.041605193908
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
1182000.00000000
PA
USD
1038732.14000000
0.158133048655
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1000000.00000000
PA
USD
845702.70000000
0.128746903130
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
805000.00000000
PA
USD
845135.50000000
0.128660554531
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
1120000.00000000
PA
USD
1048465.26000000
0.159614785745
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAK3
1150000.00000000
PA
USD
917072.48000000
0.139611995736
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
875000.00000000
PA
USD
878237.50000000
0.133699890444
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
436386.33000000
PA
USD
417090.07000000
0.063496373890
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
Ingram Micro Inc., Term Loan B
45258FAB6
393000.00000000
PA
USD
379146.75000000
0.057720011884
Long
LON
CORP
US
N
2
2028-07-02
Variable
8.65914000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAH3
1150000.00000000
PA
USD
1021678.40000000
0.155536845271
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1000000.00000000
PA
USD
944279.44000000
0.143753890805
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1000000.00000000
PA
USD
815956.89000000
0.124218502170
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
4769971.90000000
PA
USD
4698628.58000000
0.715303236748
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAD2
250000.00000000
PA
USD
233859.45000000
0.035601967399
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
4.37000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
500000.00000000
PA
USD
435918.95000000
0.066362818551
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AD7
1000000.00000000
PA
USD
659633.10000000
0.100420299979
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
2.13000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YBB5
2500000.00000000
PA
USD
2189728.00000000
0.333356744277
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.62221100
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
775000.00000000
PA
USD
610868.33000000
0.092996517225
Long
DBT
CORP
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
650000.00000000
PA
USD
260585.00000000
0.039670574248
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
3050000.00000000
PA
USD
2428466.03000000
0.369701410106
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAB2
750000.00000000
PA
USD
736758.68000000
0.112161636003
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
296250.00000000
PA
USD
269655.64000000
0.041051457636
Long
ABS-O
CORP
US
Y
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1675000.00000000
PA
USD
1566934.70000000
0.238544810171
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
1000000.00000000
PA
USD
732700.00000000
0.111543756362
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2016-C1
46645LAC1
1400000.00000000
PA
USD
1140576.64000000
0.173637509000
Long
ABS-MBS
CORP
US
Y
2
2049-03-17
Variable
4.20218500
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
1040000.00000000
PA
USD
959241.19000000
0.146031616746
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
990000.00000000
PA
USD
989579.90000000
0.150650278786
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAD7
674589.00000000
PA
USD
565742.45000000
0.086126706710
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.60000000
N
Y
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A
05971U2C0
1100000.00000000
PA
USD
1007864.85000000
0.153433917394
Long
DBT
CORP
PE
Y
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
2932500.00000000
PA
USD
2508827.06000000
0.381935300035
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAD5
750000.00000000
PA
USD
677547.23000000
0.103147486211
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
2.54000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
750000.00000000
PA
USD
735000.00000000
0.111893900541
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
Chicago Board of Trade
N/A
US 10yr Ultra Fut Sep23
N/A
50.00000000
NC
USD
6022656.25000000
0.916868706708
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 10yr Ultra Fut Sep23
2023-09-20
5998508.75000000
USD
24147.50000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
2000000.00000000
PA
USD
1588600.00000000
0.241843061768
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
1360000.00000000
PA
USD
1168920.00000000
0.177952405742
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN AL1187
3138EHJ94
1.70000000
PA
USD
1.69000000
0.000000257279
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
28850.00000000
NS
USD
753562.00000000
0.114719716298
Long
EP
CORP
US
N
1
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AV2
1500000.00000000
PA
USD
1353280.20000000
0.206018775650
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
7.35600000
N
N
N
N
N
N
CAELUS RE VI LTD
N/A
Caelus Re VI Ltd
12765MAA9
550000.00000000
PA
USD
548625.00000000
0.083520804332
Long
ABS-O
CORP
KY
Y
2
2023-06-07
Variable
10.75092100
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park Clo Ltd
103228AL6
2625000.00000000
PA
USD
2325198.75000000
0.353980350572
Long
ABS-O
CORP
JE
Y
2
2035-04-21
Variable
8.15550000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
1125000.00000000
PA
USD
866250.00000000
0.131874954209
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1500000.00000000
PA
USD
1463625.47000000
0.222817364312
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
1349178.00000000
PA
USD
1211475.63000000
0.184430930137
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAY9
2175000.00000000
PA
USD
2054935.65000000
0.312836415291
Long
ABS-O
CORP
KY
Y
2
2036-10-22
Variable
4.33629000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
617139.92000000
PA
USD
462854.94000000
0.070463462069
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Settlement Fee Finance LLC
N/A
Settlement Fee Finance 2019-1 LLC
81784RAA0
1166680.33000000
PA
USD
1134960.74000000
0.172782563482
Long
ABS-O
CORP
US
Y
2
2049-11-01
Fixed
3.84000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KL4
1175000.00000000
PA
USD
1020754.86000000
0.155396248682
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.65000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAS4
1135000.00000000
PA
USD
912341.49000000
0.138891765906
Long
DBT
CORP
KY
N
2
2031-08-08
Fixed
3.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
2000000.00000000
PA
USD
1670000.00000000
0.254235120957
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBK1
500000.00000000
PA
USD
431830.40000000
0.065740391603
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34530900
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAZ3
750000.00000000
PA
USD
707364.68000000
0.107686793401
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
950000.00000000
PA
USD
775643.79000000
0.118081372916
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-J2 Trust
670861AU7
862857.09000000
PA
USD
675150.90000000
0.102782677081
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAC9
420054.60000000
PA
USD
386782.92000000
0.058882516437
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.41600000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
1095000.00000000
PA
USD
911686.05000000
0.138791983950
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
19613145.11000000
PA
USD
19613145.11000000
2.985838514607
Long
RA
CORP
US
N
2
Repurchase
N
5.01000000
2023-06-01
21455200.00000000
USD
20005449.94000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Mar25
N/A
-15.00000000
NC
USD
-3633937.50000000
-0.55321828734
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Mar25
2025-06-17
-3628737.20000000
USD
-5200.30000000
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
925000.00000000
PA
USD
808306.70000000
0.123053863260
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB, Term Loan B2
N/A
490000.00000000
PA
USD
485509.15000000
0.073912261961
Long
LON
CORP
SE
N
2
2028-03-29
Variable
8.46160000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
1050000.00000000
PA
USD
890148.00000000
0.135513104461
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
1000000.00000000
PA
USD
614440.12000000
0.093540274388
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
800000.00000000
PA
USD
650106.38000000
0.098969984523
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAL5
1700000.00000000
PA
USD
1396000.73000000
0.212522403861
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.29324500
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
250000.00000000
PA
USD
40625.00000000
0.006184611849
Long
DBT
CORP
UA
Y
2
2028-11-09
Fixed
6.87500000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc., Term Loan B
72431HAD2
421228.08000000
PA
USD
384456.97000000
0.058528421719
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.40930000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
78775.08000000
PA
USD
73864.24000000
0.011244840713
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
1100000.00000000
PA
USD
1051058.09000000
0.160009509367
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co, Term Loan
68621XAE3
1273374.05000000
PA
USD
1270591.73000000
0.193430564169
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.00000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAC4
173705.96000000
PA
USD
158354.42000000
0.024107338396
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAZ0
1425000.00000000
PA
USD
1291815.08000000
0.196661534801
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
1035000.00000000
PA
USD
838350.00000000
0.127627553086
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAE6
1500000.00000000
PA
USD
1313053.50000000
0.199894799638
Long
ABS-CBDO
CORP
US
Y
2
2050-01-28
Variable
3.82700000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1304000.00000000
PA
USD
1146998.40000000
0.174615135905
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
905000.00000000
PA
USD
779261.73000000
0.118632155798
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAE3
1775000.00000000
PA
USD
1651235.82000000
0.251378526004
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
2.30000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAD3
500000.00000000
PA
USD
430150.00000000
0.065484573221
Long
ABS-O
CORP
BM
Y
2
2024-12-23
Variable
10.24535300
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
425000.00000000
PA
USD
411187.50000000
0.062597786705
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1875000.00000000
PA
USD
1860937.50000000
0.283302796650
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN 256890
31371NKB0
15956.17000000
PA
USD
16440.13000000
0.002502789484
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
3000000.00000000
PA
USD
2717221.20000000
0.413660515239
Long
ABS-O
CORP
US
Y
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2022-1 Ltd
69689QAG0
2500000.00000000
PA
USD
2358325.00000000
0.359023378222
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
8.09845000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
2904369.60000000
PA
USD
2812998.54000000
0.428241331778
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
1000000.00000000
PA
USD
955604.25000000
0.145477941368
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
2000000.00000000
PA
USD
1646582.14000000
0.250670065586
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
540375.00000000
PA
USD
450905.65000000
0.068644342795
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
1500000.00000000
PA
USD
1397595.00000000
0.212765110104
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAV6
870138.07000000
PA
USD
733167.55000000
0.111614934584
Long
ABS-CBDO
CORP
US
Y
2
2048-12-25
Variable
3.89286900
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
1125000.00000000
PA
USD
936876.49000000
0.142626890872
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC, Term Loan B
BL4122521
225000.00000000
PA
USD
223407.00000000
0.034010721956
Long
LON
CORP
US
N
2
2030-02-09
Variable
8.75340000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
925000.00000000
PA
USD
788445.89000000
0.120030321085
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
2300000.00000000
PA
USD
2028682.82000000
0.308839773728
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
665000.00000000
PA
USD
641346.48000000
0.097636407136
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1500000.00000000
PA
USD
1443375.00000000
0.219734501623
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 06/27/2171
USD
XXXX
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
1000000.00000000
PA
USD
809071.70000000
0.123170324259
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-7
81747WBN6
14706.28000000
PA
USD
13740.88000000
0.002091864843
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
2275000.00000000
PA
USD
1796386.39000000
0.273475755178
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
436310.43000000
PA
USD
410116.80000000
0.062434786978
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
750000.00000000
PA
USD
752649.32000000
0.114580772999
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAQ2
750000.00000000
PA
USD
762495.32000000
0.116079694556
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.40000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
1000000.00000000
PA
USD
816880.90000000
0.124359170310
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Commercial Mortgage Trust 2022-LPF2
449652AC0
1000000.00000000
PA
USD
990175.40000000
0.150740935681
Long
ABS-MBS
USGSE
US
Y
2
2039-10-15
Variable
7.80329000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
750000.00000000
PA
USD
738877.12000000
0.112484140105
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
875000.00000000
PA
USD
719598.92000000
0.109549292495
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-2
81746YAU8
7344.01000000
PA
USD
6829.63000000
0.001039719646
Long
ABS-CBDO
CORP
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
1466250.00000000
PA
USD
1264738.86000000
0.192539543144
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
3.23700000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-3
81748AAU8
290268.64000000
PA
USD
244292.99000000
0.037190334048
Long
ABS-CBDO
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DBA7
900000.00000000
PA
USD
901819.58000000
0.137289946109
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.95000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
1125000.00000000
PA
USD
967668.75000000
0.147314599822
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
900000.00000000
PA
USD
658959.21000000
0.100317709257
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l., Term Loan
N/A
972956.38000000
PA
USD
972085.58000000
0.147987003001
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.65370000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
1700000.00000000
PA
USD
1476450.00000000
0.224769727148
Long
DBT
CORP
IL
Y
2
2031-04-07
Fixed
3.07700000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 3.077 04/07/2031
USD
XXXX
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BH1
2700000.00000000
PA
USD
2092102.02000000
0.318494497071
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
4.21377000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
Les Schwab Tire Centers, Term Loan B
50220KAB0
521827.00000000
PA
USD
513130.75000000
0.078117280415
Long
LON
CORP
US
N
2
2027-11-02
Variable
8.28410000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2019-SFR1 Trust
00178XAD5
1000000.00000000
PA
USD
909218.00000000
0.138416256411
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
1000000.00000000
PA
USD
956930.00000000
0.145679769040
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 2YR NOTE (CBT) Sep23
N/A
-75.00000000
NC
USD
-15437109.45000000
-2.35009304685
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 2YR NOTE (CBT) Sep23
2023-09-29
-15463918.50000000
USD
26809.05000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
325000.00000000
PA
USD
281188.70000000
0.042807211470
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
204429AA2
1200000.00000000
PA
USD
1018800.00000000
0.155098647443
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.35000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAK7
500000.00000000
PA
USD
452996.55000000
0.068962654300
Long
DBT
CORP
ID
Y
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAC0
950000.00000000
PA
USD
857603.00000000
0.130558564334
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
1100000.00000000
PA
USD
931378.91000000
0.141789957988
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547JAE3
385000.00000000
PA
USD
355651.84000000
0.054143226683
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
11.75043000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
1000000.00000000
PA
USD
998921.00000000
0.152072336084
Long
ABS-O
CORP
US
Y
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
Hestia Re Ltd
42815KAA0
500000.00000000
PA
USD
429700.00000000
0.065416066751
Long
DBT
CORP
BM
Y
2
2025-04-22
Variable
14.85786700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TBR9
1000000.00000000
PA
USD
747582.60000000
0.113809432776
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.52334300
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
1300000.00000000
PA
USD
1161875.00000000
0.176879898899
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAD2
173705.96000000
PA
USD
157195.59000000
0.023930922058
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
3.83000000
N
N
N
N
N
N
CITRUS RE LTD
549300VWWT5SE805NK88
Citrus Re Ltd
177510AK0
500000.00000000
PA
USD
485000.00000000
0.073834750697
Long
DBT
CORP
BM
Y
2
2025-06-07
Variable
5.10000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
270000.00000000
PA
USD
243793.18000000
0.037114244674
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
1890000.00000000
PA
USD
1410465.42000000
0.214724459077
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAC3
434707.99000000
PA
USD
404005.39000000
0.061504406703
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.84000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAC5
1513589.17000000
PA
USD
1296192.36000000
0.197327917023
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
5.68200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819PAW9
1500000.00000000
PA
USD
1401733.50000000
0.213395141270
Long
ABS-O
CORP
KY
Y
2
2035-04-15
Variable
5.98082000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
550000.00000000
PA
USD
618900.85000000
0.094219360754
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AL9
1335000.00000000
PA
USD
1082797.94000000
0.164841476196
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
3.63168200
N
N
N
N
N
N
Jonah Energy LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC
47987EAC1
1662360.90000000
PA
USD
1644441.15000000
0.250344128549
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
7.20000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
1000000.00000000
PA
USD
883118.39000000
0.134442940539
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CW5
600000.00000000
PA
USD
612742.15000000
0.093281781210
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAA4
2600000.00000000
PA
USD
2525305.38000000
0.384443903436
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
6.35743000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAA4
800000.00000000
PA
USD
773000.00000000
0.117678891317
Long
DBT
CORP
MU
Y
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAC3
30450000.00000000
PA
USD
1183273.30000000
0.180137503323
Long
ABS-MBS
CORP
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AD3
2000000.00000000
PA
USD
1688412.00000000
0.257038101224
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1560000.00000000
PA
USD
1376700.00000000
0.209584126360
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DA6
1000000.00000000
PA
USD
886615.50000000
0.134975328673
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2094456
380000.00000000
PA
USD
183417.59000000
0.027922870167
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.00000000
N
N
N
N
N
N
COSAN SA
549300PGFCX2JMKKLC96
Cosan SA
22113AAB1
800000.00000000
PA
USD
728541.92000000
0.110910744403
Long
DBT
CORP
BR
Y
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NBP0
291943.88000000
PA
USD
228797.82000000
0.034831402061
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-2
40441TAF6
1025000.00000000
PA
USD
1003571.86000000
0.152780367195
Long
ABS-O
CORP
US
Y
2
2030-03-20
Fixed
4.94000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
725000.00000000
PA
USD
603436.91000000
0.091865183116
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1400000.00000000
PA
USD
1225000.41000000
0.186489896652
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAC5
587453.47000000
PA
USD
539703.14000000
0.082162570705
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.68000000
N
N
N
N
N
N
RESIDENTIAL RE 2020 LTD
N/A
Residential Reinsurance 2020 Ltd
76120AAC6
550000.00000000
PA
USD
523325.00000000
0.079669218368
Long
ABS-O
CORP
KY
Y
2
2024-12-06
Variable
6.51000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAM4
1000000.00000000
PA
USD
573770.70000000
0.087348900189
Long
ABS-MBS
CORP
US
Y
2
2062-12-15
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BAW4
2000000.00000000
PA
USD
1819056.00000000
0.276926899513
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.82010600
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Sep23
N/A
325.00000000
NC
USD
44484375.00000000
6.772149975350
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US ULTRA BOND CBT Sep23
2023-09-20
43916067.65000000
USD
568307.35000000
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
1400000.00000000
PA
USD
1204280.00000000
0.183335491896
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust
939336T29
47021.14000000
PA
USD
45582.64000000
0.006939346104
Long
ABS-CBDO
CORP
US
N
2
2038-08-25
Variable
5.79948000
N
N
N
N
N
N
10 RENEW POWER SUBSIDIAR
N/A
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries
75973PAA7
1500000.00000000
PA
USD
1253930.91000000
0.190894177590
Long
DBT
CORP
IN
Y
2
2028-07-14
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
4000000.00000000
PA
USD
4215889.60000000
0.641812696047
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.63136000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-11
46654KBP1
422267.21000000
PA
USD
330407.07000000
0.050300048746
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
1000000.00000000
PA
USD
898940.33000000
0.136851618880
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAW6
2125000.00000000
PA
USD
1979975.13000000
0.301424680639
Long
ABS-O
CORP
KY
Y
2
2036-07-15
Variable
8.36029000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
375000.00000000
PA
USD
278329.13000000
0.042371880258
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
1500000.00000000
PA
USD
1042500.00000000
0.158706654849
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
6.95700000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
920000.00000000
PA
USD
931351.60000000
0.141785800407
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.47299000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AJ8
1275000.00000000
PA
USD
1242799.75000000
0.189199607644
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
2.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN 745101
31403CX63
21172.58000000
PA
USD
21334.49000000
0.003247890207
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.00000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
750000.00000000
PA
USD
649479.00000000
0.098874474325
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAN0
1000000.00000000
PA
USD
669778.20000000
0.101964755503
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AV0
535000.00000000
PA
USD
473895.75000000
0.072144277438
Long
DBT
CORP
KY
N
2
2027-02-23
Fixed
1.62500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
360000.00000000
PA
USD
349005.60000000
0.053131425707
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
850000.00000000
PA
USD
563230.63000000
0.085744315775
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2022-DKLX
05530SAL0
2000000.00000000
PA
USD
1917257.40000000
0.291876746703
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
8.06000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
2000000.00000000
PA
USD
1870004.16000000
0.284683074136
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2730000.00000000
PA
USD
2484300.00000000
0.378201383828
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAN9
1500000.00000000
PA
USD
1433001.00000000
0.218155199141
Long
ABS-O
CORP
KY
Y
2
2035-01-25
Variable
7.30514000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN 905597
31411EDA2
723.53000000
PA
USD
708.92000000
0.000107923570
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.12500000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-CC
05607CAL3
1095000.00000000
PA
USD
794096.19000000
0.120890503542
Long
ABS-MBS
CORP
US
Y
2
2037-08-13
Variable
3.55150000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
12000000.00000000
PA
USD
11778750.00000000
1.793156844895
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
950000.00000000
PA
USD
750244.51000000
0.114214672902
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Navistar Financial Dealer Note
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBS7
1100000.00000000
PA
USD
1102883.87000000
0.167899289875
Long
ABS-O
CORP
US
Y
2
2027-05-25
Variable
6.73116000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AJ3
400000.00000000
PA
USD
342448.80000000
0.052133240772
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAQ3
950000.00000000
PA
USD
751414.31000000
0.114392759276
Long
DBT
CORP
ID
Y
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
850000.00000000
PA
USD
721060.10000000
0.109771737569
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
825000.00000000
PA
USD
805963.13000000
0.122697086133
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
1000000.00000000
PA
USD
940000.00000000
0.143102403413
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SITIOS LATINOAMERICA
5493000FNR3UCEAONM59
Sitios Latinoamerica SAB de CV
03217KAB4
1375000.00000000
PA
USD
1233235.71000000
0.187743610718
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
405466.06000000
PA
USD
351523.59000000
0.053514755941
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAC0
1000000.00000000
PA
USD
885321.88000000
0.134778392364
Long
DBT
CORP
MU
Y
2
N/A
Fixed
3.97500000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
1750000.00000000
PA
USD
1517308.49000000
0.230989884721
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
1500000.00000000
PA
USD
1462500.00000000
0.222646026586
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2015-ALDR
55352NAN7
500000.00000000
PA
USD
416154.95000000
0.063354014401
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.46175000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAK0
750000.00000000
PA
USD
541430.48000000
0.082425535073
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Horizon Aircraft Finance II LL
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
1899682.63000000
PA
USD
1624221.05000000
0.247265889286
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAC5
249005.75000000
PA
USD
232212.75000000
0.035351279391
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
2.32100000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
860000.00000000
PA
USD
807540.00000000
0.122937143459
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
1275000.00000000
PA
USD
1220015.63000000
0.185731030696
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAF8
4000000.00000000
PA
USD
3889330.80000000
0.592098494838
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
9.47299000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAA2
1269479.02000000
PA
USD
1086039.30000000
0.165334929820
Long
ABS-O
CORP
US
Y
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
980000.00000000
PA
USD
843655.54000000
0.128435250454
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAB0
4000000.00000000
PA
USD
4089360.00000000
0.622550260022
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.47299000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
100000.00000000
PA
USD
65828.08000000
0.010021443042
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM1
452764AD5
450000.00000000
PA
USD
296967.42000000
0.045209310146
Long
ABS-CBDO
CORP
US
Y
2
2056-06-25
Variable
2.38300000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Jun24
N/A
-15.00000000
NC
USD
-3603562.50000000
-0.54859410063
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Jun24
2024-09-17
-3598962.20000000
USD
-4600.30000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAU4
275000.00000000
PA
USD
280867.12000000
0.042758255225
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Dec23
N/A
-15.00000000
NC
USD
-3568312.50000000
-0.54322776050
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Dec23
2024-03-19
-3566112.20000000
USD
-2200.30000000
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAA1
1020408.27000000
PA
USD
894679.18000000
0.136202915895
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
2.79000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAD2
169092.53000000
PA
USD
132518.63000000
0.020174185585
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN FM1108
3140X4GS9
20746.48000000
PA
USD
20935.30000000
0.003187118878
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-5
61772NBN6
270428.22000000
PA
USD
211599.18000000
0.032213139593
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO 2021-2 Ltd
87301QAA3
1500000.00000000
PA
USD
1358281.50000000
0.206780156554
Long
ABS-O
CORP
KY
Y
2
2034-07-25
Variable
6.98488000
N
N
N
N
N
N
HANWHA LIFE INSURANCE
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co Ltd
41135UAB1
1000000.00000000
PA
USD
888004.51000000
0.135186786832
Long
DBT
CORP
KR
Y
2
2032-02-04
Fixed
3.37900000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
850000.00000000
PA
USD
812157.32000000
0.123640068554
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
PUTNAM RE PTE LTD
N/A
Putnam RE PTE Ltd
74686TAA0
1562.50000000
PA
USD
0.16000000
0.000000024357
Long
ABS-O
CORP
SG
Y
3
2024-06-07
Fixed
10.85786700
Y
Y
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAA5
6620.19000000
PA
USD
6249.77000000
0.000951443731
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
725000.00000000
PA
USD
633956.82000000
0.096511430427
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
889796.76000000
PA
USD
709607.58000000
0.108028244870
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
43568.40000000
PA
USD
41283.36000000
0.006284838337
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
5.78800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
825000.00000000
PA
USD
663073.25000000
0.100944016716
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
MEDCO LAUREL TREE
254900SX7FFGRREZD046
Medco Laurel Tree Pte Ltd
58406RAA6
500000.00000000
PA
USD
438189.18000000
0.066708430646
Long
DBT
CORP
SG
Y
2
2028-11-12
Fixed
6.95000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
2000000.00000000
PA
USD
1721569.20000000
0.262085840597
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust 2016-350P
91831UAG2
700000.00000000
PA
USD
556973.69000000
0.084791780507
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Variable
3.90263000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCD3
1000000.00000000
PA
USD
1019292.85000000
0.155173677251
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
AMER AIRLINE 21-1A EETC
N/A
American Airlines 2021-1 Class A Pass Through Trust
02379KAA2
1313804.35000000
PA
USD
1087823.70000000
0.165606580808
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
715000.00000000
PA
USD
708650.39000000
0.107882525519
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321904
826000.00000000
PA
USD
735884.35000000
0.112028530977
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
1000000.00000000
PA
USD
629036.79000000
0.095762421791
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
5000000.00000000
PA
USD
4940625.00000000
0.752143948790
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAJ5
2500000.00000000
PA
USD
1615818.00000000
0.245986637529
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
9.10700000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAL0
2000000.00000000
PA
USD
1884228.80000000
0.286848584957
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.45743000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAF5
800000.00000000
PA
USD
582041.68000000
0.088608046058
Long
DBT
CORP
CO
Y
2
2031-02-15
Fixed
4.37500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
500000.00000000
PA
USD
351736.20000000
0.053547122965
Long
DBT
CORP
IN
Y
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAL7
800000.00000000
PA
USD
672000.00000000
0.102302994780
Long
DBT
CORP
TR
Y
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAJ8
1621751.36000000
PA
USD
1542153.37000000
0.234772184764
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
6.95250000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC, Term Loan B
59921PAB2
297500.00000000
PA
USD
308516.43000000
0.046967492154
Long
LON
CORP
US
N
2
2027-06-20
Variable
10.21260000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
835000.00000000
PA
USD
646266.04000000
0.098385344221
Long
DBT
NUSS
DO
Y
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Unity-Peace Park CLO, Ltd.
N/A
Unity-Peace Park CLO Ltd
913318AE1
1000000.00000000
PA
USD
976986.00000000
0.148733026277
Long
ABS-O
CORP
JE
Y
2
2035-04-20
Variable
7.04845000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan B
71677HAL9
982500.00000000
PA
USD
970710.00000000
0.147777589379
Long
LON
CORP
US
N
2
2028-02-12
Variable
9.00340000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-8
92538GAD4
2000000.00000000
PA
USD
1416779.60000000
0.215685708368
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
3.28800000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAG2
1440000.00000000
PA
USD
1189987.06000000
0.181159583315
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
3.98400000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
95003KBJ0
968481.06000000
PA
USD
770931.26000000
0.117363953374
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.31599100
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
1000000.00000000
PA
USD
948409.33000000
0.144382611215
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58300000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAC1
34356000.00000000
PA
USD
298668.73000000
0.045468311795
Long
ABS-MBS
CORP
US
Y
2
2042-02-10
Variable
0.11870000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
1750000.00000000
PA
USD
1609730.01000000
0.245059822635
Long
DBT
CORP
VG
Y
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
600000.00000000
PA
USD
545336.40000000
0.083020159051
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
1150000.00000000
PA
USD
989240.58000000
0.150598621863
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAZ4
2000000.00000000
PA
USD
1591515.60000000
0.242286922797
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
3.70647800
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAE8
1000000.00000000
PA
USD
856213.20000000
0.130346985908
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
3.95700000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Mar24
N/A
-15.00000000
NC
USD
-3585750.00000000
-0.54588238621
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Mar24
2024-06-18
-3582399.70000000
USD
-3350.30000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1500000.00000000
PA
USD
1189886.85000000
0.181144327685
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAD2
1000000.00000000
PA
USD
661643.60000000
0.100726371662
Long
ABS-CBDO
CORP
US
Y
2
2056-08-25
Variable
2.56900000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
1000000.00000000
PA
USD
641325.70000000
0.097633243660
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AA2
770000.00000000
PA
USD
724924.46000000
0.110360034594
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
950000.00000000
PA
USD
828963.83000000
0.126198634484
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-IV Ltd
12567WAJ8
2500000.00000000
PA
USD
2322680.00000000
0.353596904637
Long
ABS-O
CORP
KY
Y
2
2035-07-16
Variable
8.53632000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC, Term Loan B
94767KAN1
441283.11000000
PA
USD
386857.46000000
0.058893864153
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.35000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AF8
675000.00000000
PA
USD
656333.51000000
0.099917981618
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.87500000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1475000.00000000
PA
USD
1251614.35000000
0.190541512373
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
62856RAD7
200000.00000000
PA
USD
191687.20000000
0.029181807471
Long
DBT
CORP
NL
Y
2
2027-07-06
Fixed
4.85000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
1780000.00000000
PA
USD
1811684.00000000
0.275804611303
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
8.62500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAE4
6585.71000000
PA
USD
6569.99000000
0.001000192935
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.33700000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
AN9202804
1750000.00000000
PA
USD
1512759.50000000
0.230297361953
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AC4
2000000.00000000
PA
USD
2000000.00000000
0.304473198751
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AM7
1400000.00000000
PA
USD
966812.84000000
0.147184298994
Long
ABS-MBS
CORP
US
Y
2
2050-09-15
Variable
4.38168200
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
888000.00000000
PA
USD
836545.99000000
0.127352916738
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
AES ESPANA BV
7245003VZ59682IZLJ86
AES Espana BV
00109YAA3
1035000.00000000
PA
USD
933839.10000000
0.142164488947
Long
DBT
CORP
NL
Y
2
2028-05-04
Fixed
5.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
1235000.00000000
PA
USD
1080586.06000000
0.164504747107
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AV4
500000.00000000
PA
USD
404796.85000000
0.061624895881
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1505000.00000000
PA
USD
1152948.91000000
0.175521021312
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2172
USD
XXXX
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAC5
155575.84000000
PA
USD
142960.54000000
0.021763826454
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
1000000.00000000
PA
USD
819101.46000000
0.124697220814
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134KAA8
660000.00000000
PA
USD
605257.62000000
0.092142361814
Long
ABS-O
CORP
KY
Y
2
2033-04-16
Variable
11.11029000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
880000.00000000
PA
USD
818792.85000000
0.124650239077
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
Y
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
MISC Capital Two Labuan Ltd
60475DAB7
1740000.00000000
PA
USD
1644100.02000000
0.250292196078
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Jun25
N/A
-15.00000000
NC
USD
-3636000.00000000
-0.55353227532
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Jun25
2025-09-16
-3630862.20000000
USD
-5137.80000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBQ2
1400000.00000000
PA
USD
1307846.82000000
0.199102152381
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.54307500
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
50184BAC2
190000.00000000
PA
USD
171695.72000000
0.026138372540
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.98510000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
990000.00000000
PA
USD
866635.92000000
0.131933705357
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
925000.00000000
PA
USD
766727.88000000
0.116724045097
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
4000000.00000000
PA
USD
4047990.00000000
0.616252231906
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.32299000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325VDB7
137087.86000000
PA
USD
12672.72000000
0.001929251797
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.81257000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RBA9
86886.99000000
PA
USD
77475.50000000
0.011794606654
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
4.01336700
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TDY7
508896.16000000
PA
USD
452038.57000000
0.068816814683
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGEJ7
179372.22000000
PA
USD
19482.75000000
0.002965987606
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.81200000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
250000.00000000
PA
USD
233100.00000000
0.035486351314
Long
DBT
CORP
BM
Y
2
2025-03-24
Variable
5.88917600
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAQ9
750000.00000000
PA
USD
686967.30000000
0.104581565634
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
3.60300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TAN6
388214.12000000
PA
USD
340556.41000000
0.051845149753
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUJ1
2576326.29000000
PA
USD
34390.99000000
0.005235567366
Long
ABS-CBDO
USGSE
US
N
2
2030-02-25
Fixed
1.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAD6
600000.00000000
PA
USD
531862.44000000
0.080968929201
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
1000000.00000000
PA
USD
932670.40000000
0.141986570034
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAG9
1855449.52000000
PA
USD
1733205.08000000
0.263857247399
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
9.00929000
N
Y
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
1375000.00000000
PA
USD
999432.50000000
0.152150205105
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1
03072SNR2
636177.59000000
PA
USD
586081.09000000
0.089222992099
Long
ABS-O
CORP
US
N
2
2034-02-25
Variable
2.78833000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
1200000.00000000
PA
USD
1061158.62000000
0.161547179706
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECM1
900000.00000000
PA
USD
722810.74000000
0.110038249049
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
310000.00000000
PA
USD
296682.40000000
0.045165919670
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
570000.00000000
PA
USD
558852.62000000
0.085077822420
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
1375000.00000000
PA
USD
1144687.50000000
0.174263332347
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAJ5
2000000.00000000
PA
USD
1450393.40000000
0.220802958972
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
350000.00000000
PA
USD
331625.00000000
0.050485462267
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12559DAE1
500000.00000000
PA
USD
457967.50000000
0.069719414824
Long
ABS-O
CORP
KY
Y
2
2036-07-15
Variable
11.51029000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
1840000.00000000
PA
USD
1596200.00000000
0.243000059923
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
BARCLAYS PLC 0 12/30/2049
USD
XXXX
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12659DAJ9
1500000.00000000
PA
USD
1143539.40000000
0.174088549508
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Variable
4.08408000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
2590550.00000000
PA
USD
2153490.54000000
0.327840076597
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries GmbH, Term Loan
D6000EAB8
972655.04000000
PA
USD
971239.83000000
0.147858248897
Long
LON
CORP
US
N
2
2026-03-01
Variable
7.65990000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
1900000.00000000
PA
USD
1287250.00000000
0.195966562546
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
495000.00000000
PA
USD
428408.70000000
0.065219483630
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
920000.00000000
PA
USD
724500.00000000
0.110295416247
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JA89
7541389.82000000
PA
USD
947945.91000000
0.144312061730
Long
ABS-CBDO
USGSE
US
N
2
2050-09-20
Variable
1.31884000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
11520840.34000000
PA
USD
1159918.21000000
0.176582003844
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Variable
1.22305600
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
122575.91000000
PA
USD
110207.55000000
0.016777622637
Long
ABS-O
CORP
BM
Y
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
670000.00000000
PA
USD
695685.79000000
0.105908838903
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Parexel International Corporation, Term Loan, First Lien
71911KAC8
990000.00000000
PA
USD
959008.05000000
0.145996124305
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.40370000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
EverArc Escrow Sarl
29977LAA9
950000.00000000
PA
USD
754233.50000000
0.114821943175
Long
DBT
CORP
VG
Y
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-4
46649CAN3
124989.87000000
PA
USD
110462.47000000
0.016816430791
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAD2
200195.36000000
PA
USD
189596.38000000
0.028863508145
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
4.54000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAK3
700000.00000000
PA
USD
559229.02000000
0.085135124276
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.09542900
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2835000.00000000
PA
USD
2250412.40000000
0.342595130968
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
850000.00000000
PA
USD
851062.50000000
0.129562860856
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
1386000.00000000
PA
USD
1193799.49000000
0.181739974693
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
795000.00000000
PA
USD
594262.50000000
0.090468502136
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
ALBION FINANCING 2SARL
2594009X2UW7EQPIKY23
Albion Financing 2SARL
013305AA5
1825000.00000000
PA
USD
1578165.65000000
0.240254571807
Long
DBT
CORP
LU
Y
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-4
33852FAW6
2623896.35000000
PA
USD
2053093.15000000
0.312555919357
Long
ABS-CBDO
CORP
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAG8
1000000.00000000
PA
USD
933366.35000000
0.142092519095
Long
ABS-O
CORP
KY
Y
2
2033-04-16
Variable
8.01029000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan B
90932RAJ3
1470000.00000000
PA
USD
1464891.75000000
0.223010138473
Long
LON
CORP
US
N
2
2028-04-21
Variable
8.88800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBL9
1500000.00000000
PA
USD
1194416.25000000
0.181833868138
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP MORGAN MORTGAGE TRUST 2018-5
46649KAN5
517197.03000000
PA
USD
450442.00000000
0.068573758295
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
1250000.00000000
PA
USD
1073162.50000000
0.163374609577
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAY3
1200000.00000000
PA
USD
978667.44000000
0.148989002985
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.95340100
N
Y
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
375000.00000000
PA
USD
363885.00000000
0.055396614963
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
850000.00000000
PA
USD
739755.51000000
0.112617863211
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAA6
1325000.00000000
PA
USD
1194487.50000000
0.181844714996
Long
DBT
CORP
MX
Y
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
2000000.00000000
PA
USD
1967500.00000000
0.299525509271
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 8 09/30/2171
USD
XXXX
N
N
N
MetroNet Infrastructure Issuer
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170DAB7
1000000.00000000
PA
USD
986730.90000000
0.150216556714
Long
ABS-O
CORP
US
Y
2
2053-04-20
Fixed
8.01000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
1000000.00000000
PA
USD
837352.30000000
0.127475666631
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Sep23
N/A
-15.00000000
NC
USD
-3556125.00000000
-0.54137237695
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Sep23
2023-12-19
-3554649.70000000
USD
-1475.30000000
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series 2021-1
67190AAE6
1000000.00000000
PA
USD
897056.50000000
0.136564831007
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
4.23000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAE6
1000000.00000000
PA
USD
850162.50000000
0.129425847916
Long
ABS-MBS
CORP
US
Y
2
2047-07-10
Variable
4.47990000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XBT8
232439.54000000
PA
USD
199013.18000000
0.030297089754
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.83221800
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
1950000.00000000
PA
USD
1583937.54000000
0.241133264712
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
1400000.00000000
PA
USD
1240736.91000000
0.188885567898
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
Goldentree Loan Opportunities IX Ltd
38123GAG1
500000.00000000
PA
USD
459624.60000000
0.069971686093
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
10.95914000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2021-PRM2
17291HAL8
850000.00000000
PA
USD
808310.39000000
0.123054425013
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
7.00800000
N
N
N
N
N
N
CNT HOLDINGS I CORP
254900SYIEHMSB69WT08
CNT Holdings I Corp, Term Loan
12656AAC3
465500.00000000
PA
USD
453911.38000000
0.069101924909
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.45866000
N
N
N
N
N
N
Chicago Board of Trade
N/A
3 MONTH SOFR FUT Dec24
N/A
-15.00000000
NC
USD
-3628312.50000000
-0.55236195647
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
3 MONTH SOFR FUT Dec24
2025-03-18
-3622899.70000000
USD
-5412.80000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
440000.00000000
PA
USD
442200.00000000
0.067319024243
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAG0
2000000.00000000
PA
USD
1374774.00000000
0.209290918670
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-1 Ltd
69702TAG7
2000000.00000000
PA
USD
2020958.00000000
0.307663773400
Long
ABS-O
CORP
KY
Y
2
2036-01-20
Variable
10.02684000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
2050000.00000000
PA
USD
1970603.50000000
0.299997975557
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
1840000.00000000
PA
USD
1649674.08000000
0.251140772017
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.06887900
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
1000000.00000000
PA
USD
897400.00000000
0.136617124279
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan B
816194AV6
1482456.29000000
PA
USD
1478053.39000000
0.225013821789
Long
LON
CORP
US
N
2
2025-03-06
Variable
7.65370000
N
N
N
N
N
N
KENDALL RE LTD
N/A
Kendall Re Ltd
48878QAB6
250000.00000000
PA
USD
237575.00000000
0.036167610096
Long
ABS-O
CORP
BM
Y
2
2024-05-02
Variable
4.03996500
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAN2
300000.00000000
PA
USD
298005.00000000
0.045367267796
Long
DBT
CORP
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
1700000.00000000
PA
USD
1378681.71000000
0.209885815151
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEA2
12000000.00000000
PA
219173.55000000
0.033366235925
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Quicken Loans Co-Issuer Inc
74841CAA9
2000000.00000000
PA
USD
1649321.40000000
0.251087081213
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
1194084.02000000
PA
USD
863919.79000000
0.131520210962
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAG4
490887.48000000
PA
USD
452010.22000000
0.068812498775
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Variable
3.64870000
N
N
N
N
N
N
MCAFEE CORP
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
500000.00000000
PA
USD
420533.42000000
0.064020577784
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAU0
2000000.00000000
PA
USD
1916734.00000000
0.291797066067
Long
ABS-O
CORP
KY
Y
2
2036-07-15
Variable
7.26029000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM1
452764AC7
384683.07000000
PA
USD
321810.62000000
0.048991354431
Long
ABS-CBDO
CORP
US
Y
2
2056-06-25
Variable
1.61700000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KUE7
2900000.00000000
PA
USD
2937251.66000000
0.447157204228
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
9.99682000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-8
46592TBP7
192437.22000000
PA
USD
150813.97000000
0.022959405931
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
1670000.00000000
PA
USD
1422589.50000000
0.216570187787
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
1723750.00000000
PA
USD
1494923.91000000
0.227582132383
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
3000000.00000000
PA
USD
2699277.30000000
0.410928796923
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.46591300
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBP7
900000.00000000
PA
USD
810700.20000000
0.123418241561
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.56426000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The), Term Loan
90385KAK7
122205.44000000
PA
USD
117575.08000000
0.017899230350
Long
LON
CORP
US
N
2
2026-05-03
Variable
8.27063000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBA2
750000.00000000
PA
USD
530329.94000000
0.080735626612
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSJ9
1355000.00000000
PA
USD
1318692.91000000
0.200753324239
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
9.72299000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
630000.00000000
PA
USD
632835.00000000
0.096340648365
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
990000.00000000
PA
USD
892047.72000000
0.135802311373
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
1675000.00000000
PA
USD
1433353.06000000
0.218208795559
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Start Ltd.
N/A
Start II LTD
85573LAB7
933824.69000000
PA
USD
725301.64000000
0.110417455195
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
98919XAB7
155776.32000000
PA
USD
120367.58000000
0.018324351054
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.15370000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
1182000.00000000
PA
USD
1009744.78000000
0.153720111544
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAD2
2567784.15000000
PA
USD
2009187.62000000
0.305871890776
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAV2
1000000.00000000
PA
USD
798078.80000000
0.121496802545
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.01200000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAD5
1675000.00000000
PA
USD
1319062.50000000
0.200809589363
Long
DBT
CORP
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
559000.00000000
PA
USD
362310.87000000
0.055156974765
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1500000.00000000
PA
USD
1283732.76000000
0.195431109889
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
1460370.00000000
PA
USD
1179152.39000000
0.179510149999
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAL0
1500000.00000000
PA
USD
1225509.00000000
0.186567322664
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.63900000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2021-601L
05607TAJ1
1500000.00000000
PA
USD
920654.40000000
0.140157295056
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
1410000.00000000
PA
USD
978825.76000000
0.149013105083
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AN4
2488416.99000000
PA
USD
2185921.29000000
0.332777223692
Long
ABS-MBS
CORP
US
Y
2
2037-04-15
Variable
6.94341000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
900000.00000000
PA
USD
784090.83000000
0.119367321560
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
1690000.00000000
PA
USD
1533480.65000000
0.233451879364
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.13910100
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
1665000.00000000
PA
USD
1625456.25000000
0.247453931933
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US LONG BOND(CBT) Sep23
N/A
350.00000000
NC
USD
44920312.50000000
6.838515617890
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US LONG BOND(CBT) Sep23
2023-09-20
44476294.80000000
USD
444017.70000000
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAC5
617000.00000000
PA
USD
540859.36000000
0.082338589706
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
3.61000000
N
N
N
N
N
N
PLAZE INC
54930069WJQSNERFIV02
Plaze, Inc., Term Loan B
72819QAM4
489873.42000000
PA
USD
448846.52000000
0.068330867846
Long
LON
CORP
US
N
2
2026-08-03
Variable
8.76790000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAJ7
1081000.00000000
PA
USD
906418.50000000
0.137990070051
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
3.44900000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAC3
1482000.00000000
PA
USD
1375643.68000000
0.209423315795
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
2.41900000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
900000.00000000
PA
USD
782685.84000000
0.119153430661
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAF3
4000000.00000000
PA
USD
4164602.40000000
0.634004907127
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.52768000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd., Term Loan B
24736CBS2
157500.00000000
PA
USD
163318.84000000
0.024863104815
Long
LON
CORP
KY
N
2
2027-10-20
Variable
8.79845000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN 946228
31413HVV7
11073.58000000
PA
USD
10825.76000000
0.001648076888
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
3.83700000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc., Term Loan
C7052BAH7
244387.49000000
PA
USD
244311.73000000
0.037193186962
Long
LON
CORP
CA
N
2
2025-05-30
Variable
8.14540000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAM2
633412.47000000
PA
USD
547440.41000000
0.083340466379
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R01
207932AB0
3125000.00000000
PA
USD
3196171.56000000
0.486574289315
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
8.73136000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
2000000.00000000
PA
USD
1886251.40000000
0.287156498703
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
8.37299000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
06000BAA0
1250000.00000000
PA
USD
1171322.63000000
0.178318173962
Long
DBT
CORP
TH
Y
2
N/A
Fixed
5.00000000
N
N
N
N
Y
Bangkok Bank PCL/Hong Kong
Bangkok Bank PCL/Hong Kon 5 03/23/2172
USD
XXXX
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
1896244.92000000
PA
USD
1798186.49000000
0.273749796280
Long
ABS-O
CORP
US
Y
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
1445000.00000000
PA
USD
1030489.58000000
0.156878229351
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAD0
183272.43000000
PA
USD
173265.04000000
0.026377280480
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
4.18000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
2000000.00000000
PA
USD
1814171.98000000
0.276183372917
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
500000.00000000
PA
USD
478785.00000000
0.072888600232
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
900148AE7
1000000.00000000
PA
USD
881780.00000000
0.134239188597
Long
DBT
CORP
TR
Y
2
2027-05-24
Fixed
7.17700000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
4000000.00000000
PA
USD
3987270.40000000
0.607008486487
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
8.72299000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
750000.00000000
PA
USD
597971.78000000
0.091033190309
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAD3
350000.00000000
PA
USD
301796.22000000
0.045944430237
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
5.57000000
N
N
N
N
N
N
Cologix Data Centers Issuer LL
N/A
Cologix Data Centers US Issuer LLC
19521UAA1
1770000.00000000
PA
USD
1587058.46000000
0.241608382960
Long
ABS-O
CORP
US
Y
2
2051-12-26
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
4000000.00000000
PA
USD
4095988.80000000
0.623559405992
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.97299000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
250000.00000000
PA
USD
258788.00000000
0.039397005079
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
1350000.00000000
PA
USD
1206975.64000000
0.183745866962
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
1.12200000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
1155000.00000000
PA
USD
838289.88000000
0.127618400622
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
LIBERTY COSTA RICA SR SF
549300W6O2PHTPCYQ751
Liberty Costa Rica Senior Secured Finance
530371AA1
1000000.00000000
PA
USD
957490.00000000
0.145765021536
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
10.87500000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS
032523AB8
1200000.00000000
PA
USD
928641.55000000
0.141373231610
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH44
4000000.00000000
PA
USD
4131984.00000000
0.629039192834
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
8.67299000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAC9
40180000.00000000
PA
USD
624505.69000000
0.095072622536
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAD9
436386.33000000
PA
USD
414914.46000000
0.063165166422
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
5.40000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137WAL2
1010000.00000000
PA
USD
873145.00000000
0.132924625561
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
3250000.00000000
PA
USD
3473994.55000000
0.528869116541
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
6.34900000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ER0
1000000.00000000
PA
USD
901075.92000000
0.137176733840
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.05000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
750000.00000000
PA
USD
604500.00000000
0.092027024322
Long
DBT
CORP
BR
Y
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593ABF1
2628000.00000000
PA
USD
2033412.11000000
0.309559744755
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.30014500
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
415000.00000000
PA
USD
325127.60000000
0.049496320187
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
1000000.00000000
PA
USD
837225.50000000
0.127456363030
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1230000.00000000
PA
USD
1214932.50000000
0.184957192270
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
1415000.00000000
PA
USD
1245200.00000000
0.189565013542
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAJ0
250000.00000000
PA
USD
206525.00000000
0.031440663686
Long
DBT
CORP
BM
Y
2
2025-03-16
Variable
11.10786700
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV1
46591DBF5
36530.76000000
PA
USD
35338.78000000
0.005379855693
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
5.97043000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAD9
137619.81000000
PA
USD
129740.76000000
0.019751292102
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
2185000.00000000
PA
USD
1750709.40000000
0.266522045550
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBD6
2750000.00000000
PA
USD
2556271.30000000
0.389158049793
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
VITALITY RE XII LTD
N/A
Vitality Re XII Ltd
92849VAA1
500000.00000000
PA
USD
489350.00000000
0.074496979904
Long
ABS-O
CORP
KY
Y
2
2025-01-07
Variable
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAL8
1000000.00000000
PA
USD
821591.40000000
0.125076280812
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
3.98878900
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KWA3
4000000.00000000
PA
USD
3978135.20000000
0.605617774704
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.64682000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC, Term Loan B
12687HAB3
170625.00000000
PA
USD
164781.09000000
0.025085712783
Long
LON
CORP
US
N
2
2027-12-01
Variable
8.35740000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
785000.00000000
PA
USD
642154.62000000
0.097759435622
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AU6
225000.00000000
PA
USD
42601.95000000
0.006485575994
Long
DBT
NUSS
UA
Y
2
2029-09-01
Fixed
7.75000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
1700000.00000000
PA
USD
1521500.00000000
0.231627985950
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool FN FM1137
3140X4HP4
24584.86000000
PA
USD
25562.14000000
0.003891493266
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
LS Group OpCo Acquistion LLC, Term Loan
N/A
83000.00000000
PA
USD
81616.81000000
0.012425065606
Long
LON
CORP
US
N
2
2027-11-02
Variable
0.00000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DirecTV Financing, LLC, Term Loan
25460HAB8
908250.00000000
PA
USD
864399.69000000
0.131593269306
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.15370000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABX2
1250000.00000000
PA
USD
1004986.95000000
0.152995795684
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
854775.00000000
PA
USD
716582.67000000
0.109090108852
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAL7
3150000.00000000
PA
USD
2954148.44000000
0.449729512556
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
4.94734000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBE2
1500000.00000000
PA
USD
1380069.45000000
0.210097079970
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.37700000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
490000.00000000
PA
USD
397725.82000000
0.060548426320
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBB7
550000.00000000
PA
USD
418172.54000000
0.063661165441
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.76799000
N
N
N
N
N
N
2023-05-31
Nuveen Investment Funds, Inc.
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller
XXXX
NPORT-EX
2
tiaa_FTRB.htm
Nuveen
Credit
Income
Fund
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
101.4%
X
46,880,195
CORPORATE
BONDS
-
60.8%
X
46,880,195
Aerospace
&
Defense
-
1.6%
$
500
Bombardier
Inc,
144A
7.500%
2/01/29
B
$
485,440
200
Embraer
Netherlands
Finance
BV,
144A
6.950%
1/17/28
BB+
199,137
515
TransDigm
Inc,
144A
6.750%
8/15/28
Ba3
515,593
Total
Aerospace
&
Defense
1,200,170
Air
Freight
&
Logistics
-
0.3%
300
Cargo
Aircraft
Management
Inc,
144A
4.750%
2/01/28
BB
260,261
Total
Air
Freight
&
Logistics
260,261
Automobile
Components
-
2.1%
515
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.750%
5/15/28
B+
515,000
500
Dana
Inc
4.500%
2/15/32
BB+
401,090
250
Goodyear
Tire
&
Rubber
Co/The
(3)
5.250%
7/15/31
BB-
217,470
500
IHO
Verwaltungs
GmbH,
144A
,
(cash
4.750%,
PIK
5.500%)
4.750%
9/15/26
Ba2
450,441
Total
Automobile
Components
1,584,001
Automobiles
-
1.7%
230
Ford
Motor
Credit
Co
LLC
7.350%
3/06/30
BB+
231,637
340
Ford
Motor
Credit
Co
LLC
6.800%
5/12/28
BB+
336,474
750
Ford
Motor
Credit
Co
LLC
(SOFR
reference
rate
+
2.950%
spread)
(4)
7.526%
3/06/26
BB+
746,671
Total
Automobiles
1,314,782
Beverages
-
0.6%
500
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
B1
430,075
Total
Beverages
430,075
Biotechnology
-
0.1%
110
Emergent
BioSolutions
Inc,
144A
3.875%
8/15/28
B
60,458
Total
Biotechnology
60,458
Broadline
Retail
-
0.6%
500
JSM
Global
Sarl,
144A
(5)
4.750%
10/20/30
C
86,088
600
Kohl's
Corp
4.625%
5/01/31
BBB-
390,672
Total
Broadline
Retail
476,760
Capital
Markets
-
1.4%
250
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
B+
220,780
500
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
5.250%
5/15/27
BB
412,079
500
NFP
Corp,
144A
6.875%
8/15/28
CCC+
414,666
Total
Capital
Markets
1,047,525
Chemicals
-
3.4%
300
ASP
Unifrax
Holdings
Inc,
144A
5.250%
9/30/28
BB
225,993
240
Avient
Corp,
144A
7.125%
8/01/30
BB-
242,316
250
EverArc
Escrow
Sarl,
144A
5.000%
10/30/29
B+
198,482
250
Olympus
Water
US
Holding
Corp,
144A
4.250%
10/01/28
B-
200,479
200
Sasol
Financing
USA
LLC,
144A
8.750%
5/03/29
BB+
191,514
385
Star
Energy
Geothermal
Wayang
Windu
Ltd,
144A
6.750%
4/24/33
Ba3
375,884
750
Trinseo
Materials
Operating
SCA
/
Trinseo
Materials
Finance
Inc,
144A
5.375%
9/01/25
B3
590,625
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Chemicals
(continued)
$
200
Tronox
Inc,
144A
4.625%
3/15/29
BB-
$
162,337
475
WR
Grace
Holdings
LLC,
144A
7.375%
3/01/31
BB+
465,500
Total
Chemicals
2,653,130
Commercial
Services
&
Supplies
-
1.4%
500
Allied
Universal
Holdco
LLC/Allied
Universal
Finance
Corp/Atlas
Luxco
4
Sarl,
144A
4.625%
6/01/28
B
414,495
500
Garda
World
Security
Corp,
144A
4.625%
2/15/27
BB
456,639
250
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B
229,621
Total
Commercial
Services
&
Supplies
1,100,755
Communications
Equipment
-
1.4%
250
Commscope
Inc,
144A
6.000%
3/01/26
B1
234,753
400
CommScope
Technologies
LLC,
144A
6.000%
6/15/25
CCC+
375,943
500
Viasat
Inc,
144A
5.625%
9/15/25
B+
480,400
Total
Communications
Equipment
1,091,096
Construction
Materials
-
0.4%
200
Cemex
SAB
de
CV,
144A
9.125%
12/30/49
BB-
200,740
200
Volcan
Cia
Minera
SAA,
144A
4.375%
2/11/26
B+
135,053
Total
Construction
Materials
335,793
Consumer
Finance
-
0.6%
535
Navient
Corp
5.500%
3/15/29
Ba3
442,712
Total
Consumer
Finance
442,712
Consumer
Staples
Distribution
&
Retail
-
1.1%
350
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
6.500%
2/15/28
BB
347,812
500
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
BB
488,365
Total
Consumer
Staples
Distribution
&
Retail
836,177
Containers
&
Packaging
-
1.5%
300
LABL
Inc,
144A
5.875%
11/01/28
B2
269,625
350
Mauser
Packaging
Solutions
Holding
Co,
144A
7.875%
8/15/26
B
346,892
220
Owens-Brockway
Glass
Container
Inc,
144A
7.250%
5/15/31
B+
223,850
285
Trident
TPI
Holdings
Inc,
144A
12.750%
12/31/28
CCC+
291,412
Total
Containers
&
Packaging
1,131,779
Diversified
Telecommunication
Services
-
2.4%
350
Altice
France
SA/France,
144A
8.125%
2/01/27
B2
301,629
425
Cablevision
Lightpath
LLC,
144A
3.875%
9/15/27
B1
350,192
500
Frontier
Communications
Holdings
LLC
(3)
5.875%
11/01/29
CCC+
350,115
500
Frontier
Communications
Holdings
LLC,
144A
(3)
6.000%
1/15/30
BB-
350,886
385
Iliad
Holding
SASU,
144A
6.500%
10/15/26
BB-
362,462
200
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
B
158,314
Total
Diversified
Telecommunication
Services
1,873,598
Electric
Utilities
-
1.4%
175
Edison
International
5.375%
9/15/71
BB+
153,195
315
NRG
Energy
Inc,
144A
7.000%
3/15/33
BBB-
317,821
610
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
BB+
620,858
Total
Electric
Utilities
1,091,874
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Electronic
Equipment,
Instruments
&
Components
-
0.6%
$
500
Imola
Merger
Corp,
144A
4.750%
5/15/29
BB+
$
430,105
Total
Electronic
Equipment,
Instruments
&
Components
430,105
Energy
Equipment
&
Services
-
0.4%
300
Transocean
Titan
Financing
Ltd,
144A
8.375%
2/01/28
B2
303,804
Total
Energy
Equipment
&
Services
303,804
Entertainment
-
0.0%
250
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(5)
5.375%
8/15/26
N/R
10,504
Total
Entertainment
10,504
Financial
Services
-
0.0%
2
Putnam
RE
PTE
Ltd2020
A,
144A
(5),(6)
10.858%
6/07/24
N/R
0
Total
Financial
Services
0
Gas
Utilities
-
0.9%
500
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
B
454,800
250
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
B
208,195
Total
Gas
Utilities
662,995
Ground
Transportation
-
0.2%
200
Transnet
SOC
Ltd,
144A
(3)
8.250%
2/06/28
BB-
191,386
Total
Ground
Transportation
191,386
Health
Care
Providers
&
Services
-
3.1%
300
AdaptHealth
LLC,
144A
5.125%
3/01/30
B1
233,349
500
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
BB-
375,559
500
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
BB-
359,264
500
DaVita
Inc,
144A
4.625%
6/01/30
B+
428,223
320
IQVIA
Inc,
144A
6.500%
5/15/30
BB
325,411
500
Pediatrix
Medical
Group
Inc,
144A
(3)
5.375%
2/15/30
BB-
460,000
250
Tenet
Healthcare
Corp
(3)
6.125%
10/01/28
B+
236,951
Total
Health
Care
Providers
&
Services
2,418,757
Health
Care
REITs
-
0.3%
300
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
(3)
5.000%
10/15/27
BB+
246,385
Total
Health
Care
REITs
246,385
Hotels,
Restaurants
&
Leisure
-
5.3%
300
Arcos
Dorados
BV,
144A
6.125%
5/27/29
BB+
293,088
485
Caesars
Entertainment
Inc,
144A
7.000%
2/15/30
Ba3
487,224
700
Carnival
Corp,
144A
10.500%
2/01/26
BB-
727,389
300
CDI
Escrow
Issuer
Inc,
144A
5.750%
4/01/30
B+
281,192
250
Churchill
Downs
Inc,
144A
4.750%
1/15/28
B+
231,284
500
Cinemark
USA
Inc,
144A
5.875%
3/15/26
B+
475,000
400
Fortune
Star
BVI
Ltd
,
Reg
S
6.750%
7/02/23
BB-
392,200
250
Life
Time
Inc,
144A
5.750%
1/15/26
BB-
242,184
300
NCL
Corp
Ltd,
144A
5.875%
3/15/26
B-
272,144
345
NCL
Corp
Ltd,
144A
8.375%
2/01/28
BB-
356,822
150
Royal
Caribbean
Cruises
Ltd,
144A
7.250%
1/15/30
B+
151,339
250
Wynn
Macau
Ltd,
144A
5.625%
8/26/28
B+
210,625
Total
Hotels,
Restaurants
&
Leisure
4,120,491
Household
Durables
-
0.5%
500
Newell
Brands
Inc
5.750%
4/01/46
BB+
364,307
Total
Household
Durables
364,307
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Independent
Power
Producers
&
Energy
Traders
-
0.3%
$
300
EnfraGen
Energia
Sur
SA
/
EnfraGen
Spain
SA
/
Prime
Energia
SpA,
144A
5.375%
12/30/30
BBB-
$
192,339
Total
Independent
Power
Producers
&
Energy
Traders
192,339
Insurance
-
1.2%
400
Acrisure
LLC
/
Acrisure
Finance
Inc,
144A
7.000%
11/15/25
CCC+
379,010
370
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-
Issuer,
144A
6.750%
4/15/28
B2
362,982
250
BroadStreet
Partners
Inc,
144A
5.875%
4/15/29
CCC+
216,289
Total
Insurance
958,281
IT
Services
-
0.9%
350
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
CCC+
284,375
500
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
B1
398,648
Total
IT
Services
683,023
Media
-
6.5%
400
Altice
Financing
SA,
144A
5.000%
1/15/28
B
312,537
500
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.000%
2/01/28
BB+
454,406
500
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
6.375%
9/01/29
BB+
466,335
750
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
7.375%
3/03/31
BB+
717,865
300
CSC
Holdings
LLC,
144A
4.125%
12/01/30
B1
208,248
265
CSC
Holdings
LLC,
144A
11.250%
5/15/28
B1
251,088
125
CSC
Holdings
LLC
(3)
5.250%
6/01/24
CCC+
115,905
500
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
BBB-
440,409
700
DISH
Network
Corp,
144A
11.750%
11/15/27
Ba3
669,975
300
iHeartCommunications
Inc,
144A
(3)
5.250%
8/15/27
BB-
210,670
225
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
186,501
250
UPC
Holding
BV,
144A
5.500%
1/15/28
B
219,375
200
Virgin
Media
Secured
Finance
PLC,
144A
5.500%
5/15/29
BB+
179,758
750
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
BB
596,524
Total
Media
5,029,596
Metals
&
Mining
-
2.3%
500
Cleveland-Cliffs
Inc,
144A
6.750%
4/15/30
BB-
472,251
280
FMG
Resources
August
2006
Pty
Ltd,
144A
5.875%
4/15/30
BB+
264,249
265
Mineral
Resources
Ltd,
144A
8.000%
11/01/27
BB
265,771
345
Mineral
Resources
Ltd,
144A
8.500%
5/01/30
BB
346,294
520
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
BB
428,111
Total
Metals
&
Mining
1,776,676
Mortgage
Real
Estate
Investment
Trusts
(REITs)
-
0.5%
500
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
Ba1
412,330
Total
Mortgage
Real
Estate
Investment
Trusts
(REITs)
412,330
Oil,
Gas
&
Consumable
Fuels
-
9.0%
300
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
BB
275,806
540
Baytex
Energy
Corp,
144A
8.500%
4/30/30
BB-
527,748
285
Callon
Petroleum
Co,
144A
7.500%
6/15/30
BB-
264,261
415
Calumet
Specialty
Products
Partners
LP
/
Calumet
Finance
Corp,
144A
8.125%
1/15/27
B-
395,288
380
CNX
Midstream
Partners
LP,
144A
4.750%
4/15/30
BB
314,679
490
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
5.625%
5/01/27
BB
462,094
150
Ecopetrol
SA
8.875%
1/13/33
Baa3
146,683
360
EnLink
Midstream
LLC,
144A
6.500%
9/01/30
BBB-
357,774
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Oil,
Gas
&
Consumable
Fuels
(continued)
$
500
EQM
Midstream
Partners
LP
6.500%
7/15/48
BB
$
408,440
250
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.000%
1/15/27
B
243,507
315
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.875%
4/15/30
B
309,772
200
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
5.750%
2/01/29
BB+
181,032
175
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co,
144A
6.000%
2/01/31
BB+
155,755
300
KazMunayGas
National
Co
JSC,
144A
5.375%
4/24/30
Baa2
271,313
350
Leviathan
Bond
Ltd,
144A
,
Reg
S
6.500%
6/30/27
BB
332,423
335
Matador
Resources
Co,
144A
6.875%
4/15/28
BB-
332,260
250
Medco
Laurel
Tree
Pte
Ltd,
144A
6.950%
11/12/28
B+
219,095
350
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
334,418
370
Parkland
Corp/Canada,
144A
4.625%
5/01/30
BB
319,865
300
Peru
LNG
Srl,
144A
5.375%
3/22/30
B+
238,699
300
Petroleos
Mexicanos,
144A
(3)
10.000%
2/07/33
BBB
269,076
300
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
BB-
280,961
330
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
BB
331,650
Total
Oil,
Gas
&
Consumable
Fuels
6,972,599
Passenger
Airlines
-
1.0%
265
American
Airlines
Inc,
144A
7.250%
2/15/28
Ba3
259,307
150
American
Airlines
Inc,
144A
11.750%
7/15/25
Ba3
164,308
350
United
Airlines
Inc,
144A
4.625%
4/15/29
Ba1
317,045
Total
Passenger
Airlines
740,660
Personal
Care
Products
-
0.6%
500
Kronos
Acquisition
Holdings
Inc
/
KIK
Custom
Products
Inc,
144A
7.000%
12/31/27
CCC
429,215
Total
Personal
Care
Products
429,215
Pharmaceuticals
-
0.3%
400
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
B
241,240
Total
Pharmaceuticals
241,240
Professional
Services
-
0.7%
250
ASGN
Inc,
144A
4.625%
5/15/28
BB-
225,265
300
Verscend
Escrow
Corp,
144A
9.750%
8/15/26
CCC+
300,655
Total
Professional
Services
525,920
Real
Estate
Management
&
Development
-
0.4%
400
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
(3)
5.250%
4/15/30
B
277,470
Total
Real
Estate
Management
&
Development
277,470
Software
-
0.3%
250
Gen
Digital
Inc,
144A
6.750%
9/30/27
BB+
249,714
Total
Software
249,714
Specialized
REITs
-
0.5%
190
Iron
Mountain
Inc,
144A
7.000%
2/15/29
BB-
189,328
190
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
BB+
184,343
Total
Specialized
REITs
373,671
Specialty
Retail
-
1.3%
250
LCM
Investments
Holdings
II
LLC,
144A
4.875%
5/01/29
BB-
208,474
650
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
CCC
399,386
500
Staples
Inc,
144A
7.500%
4/15/26
B
410,987
Total
Specialty
Retail
1,018,847
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Textiles
-
0.4%
$
270
Hanesbrands
Inc,
144A
(3)
9.000%
2/15/31
BB-
$
270,029
Total
Textiles
270,029
Trading
Companies
&
Distributors
-
1.1%
445
Albion
Financing
1
SARL
/
Aggreko
Holdings
Inc,
144A
6.125%
10/15/26
BB+
399,045
250
Albion
Financing
2SARL,
144A
8.750%
4/15/27
BB-
216,187
250
Ashtead
Capital
Inc,
144A
5.550%
5/30/33
BBB
242,175
Total
Trading
Companies
&
Distributors
857,407
Wireless
Telecommunication
Services
-
0.2%
200
Liberty
Costa
Rica
Senior
Secured
Finance,
144A
10.875%
1/15/31
B+
191,498
Total
Wireless
Telecommunication
Services
191,498
Total
Corporate
Bonds
(cost
$50,435,630)
46,880,195
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X17,424,729.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
22.6%
X
17,424,729
450
Adams
Outdoor
Advertising
LP,
2018
1,
144A
7.356%
11/15/48
BB
$
405,984
750
Affirm
Asset
Securitization
Trust
2021-B,
2021
B,
144A
2.540%
8/17/26
N/R
677,547
1,000
Ashford
Hospitality
Trust
2018-KEYS,
(1-Month
LIBOR
reference
rate
+
2.750%
spread),
2018
KEYS,
144A(4)
2.860%
6/15/35
Baa3
940,557
3
Carvana
Auto
Receivables
Trust
2021-P2,
2021
P2,
144A
0.000%
5/10/28
N/R
672,500
1,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3,
144A
4.767%
6/10/47
N/R
687,387
900
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22,
144A
3.000%
3/10/48
BB-
652,677
485
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
BB
368,752
1,000
Connecticut
Avenue
Securities
Trust
2021-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2021
R01,
144A(4)
10.973%
10/25/41
N/R
943,181
850
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2022
R01,
144A(4)
10.973%
12/25/41
N/R
795,288
1,000
Connecticut
Avenue
Securities
Trust
2022-R05,
(SOFR30A
reference
rate
+
4.500%
spread),
2022
R05,
144A(4)
6.014%
4/25/42
Ba2
996,418
500
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
R09,
144A(4)
9.731%
9/25/42
Baa3
519,457
500
Elmwood
CLO
16
Ltd,
(TSFR3M
reference
rate
+
7.220%
spread),
2022
3A,
144A(4)
12.268%
4/20/34
BB-
485,271
436
FARM
21-1
Mortgage
Trust,
2021
1,
144A
3.238%
7/25/51
N/R
297,576
1,000
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
7.500%
spread),
2021
DNA6,
144A(4)
12.473%
10/25/41
N/R
948,043
1,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
7.100%
spread),
2022
DNA1,
144A(4)
12.073%
1/25/42
N/R
910,233
650
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
DNA2,
144A(4)
9.723%
2/25/42
B+
632,583
500
GoldentTree
Loan
Management
US
CLO
1
Ltd,
(3-Month
LIBOR
reference
rate
+
7.500%
spread),
2021
11A,
144A(4)
8.563%
10/20/34
B-
388,799
800
JPMBB
Commercial
Mortgage
Securities
Trust
2014-
C22,
2014
C22
4.547%
9/15/47
BBB
649,433
1,284
Mosaic
Solar
Loan
Trust
2019-2,
2019
2A,
144A
0.000%
9/20/40
N/R
516,877
1,455
Mosaic
Solar
Loan
Trust
2020-1,
2020
1A,
144A
0.000%
4/20/46
N/R
1,020,224
436
Oportun
Funding
XIV
LLC,
2021
A,
144A
5.400%
3/08/28
N/R
414,914
1,000
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
5.300%
spread),
2023
1A,
144A(4)
10.027%
1/20/36
BBB-
1,010,479
250
Purchasing
Power
Funding
2021-A
LLC,
2021
A,
144A
4.370%
10/15/25
N/R
233,859
750
Thayer
Park
CLO
Ltd,
(3-Month
LIBOR
reference
rate
+
8.870%
spread),
2017
1A,
144A(4)
1.000%
4/20/34
B-
611,252
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X17,424,729.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
1,000
VNDO
Trust
2016-350P,
2016
350P,
144A
3.903%
1/10/35
B
$
795,677
927
VR
Funding
LLC,
2020
1A,
144A
6.420%
11/15/50
N/R
849,761
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$19,775,746)
17,424,729
Principal
Amount
(000)
Description
(1)
Coupon
(7)
Reference
Rate
(7)
Spread
(7)
Maturity
(8)
Ratings
(2)
Value
X
7,653,610
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
9.9%
(7)
X
7,653,610
Beverages
-
0.3%
$
492
City
Brewing
Company,
LLC,
Term
Loan
8.760%
3-Month
LIBOR
3.500%
4/05/28
CCC
$
243,787
Total
Beverages
243,787
Chemicals
-
0.5%
280
Herens
US
Holdco
Corp,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
B2
242,235
176
Lonza
Group
AG,
Term
Loan
B,
First
Lien
9.159%
3-Month
LIBOR
4.000%
7/03/28
N/R
152,369
Total
Chemicals
394,604
Commercial
Services
&
Supplies
-
0.9%
216
Gopher
Resource,
LLC,
Term
Loan,
First
Lien
8.404%
1-Month
LIBOR
3.250%
1/28/25
CCC+
172,411
496
Prime
Security
Services
Borrower,
LLC,
Term
Loan
7.844%
1-Month
LIBOR
2.750%
9/23/26
BB
493,722
Total
Commercial
Services
&
Supplies
666,133
Communications
Equipment
-
0.6%
497
EOS
Finco
Sarl,
Term
Loan
10.909%
TSFR3M
6.000%
8/03/29
B
493,976
Total
Communications
Equipment
493,976
Construction
&
Engineering
-
0.6%
492
Aegion
Corporation,
Term
Loan
9.904%
1-Month
LIBOR
4.750%
5/17/28
B2
484,496
Total
Construction
&
Engineering
484,496
Diversified
Consumer
Services
-
0.1%
195
TMK
Hawk
Parent
Corp.,
Term
Loan
B
8.462%
3-Month
LIBOR
3.500%
8/30/24
CC
111,394
Total
Diversified
Consumer
Services
111,394
Entertainment
-
0.0%
36
Diamond
Sports
Group,
LLC,
Term
Loan
13.064%
SOFR90A
8.150%
5/19/26
N/R
27,631
Total
Entertainment
27,631
Health
Care
Equipment
&
Supplies
-
1.3%
496
Bausch
&
Lomb,
Inc.,
Term
Loan
8.457%
SOFR90A
3.250%
5/05/27
BB-
480,819
500
Medline
Borrower,
LP,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/21/28
BB-
484,769
Total
Health
Care
Equipment
&
Supplies
965,588
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
(7)
Reference
Rate
(7)
Spread
(7)
Maturity
(8)
Ratings
(2)
Value
Health
Care
Providers
&
Services
-
0.6%
$
1
Da
Vinci
Purchaser
Corp.,
Term
Loan
9.476%
3-Month
LIBOR
4.000%
11/26/26
B
$
843
2
Onex
TSG
Intermediate
Corp.,
Term
Loan
B
10.057%
3-Month
LIBOR
4.750%
2/26/28
B
2,209
496
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.404%
1-Month
LIBOR
3.250%
11/15/28
B1
480,706
2
US
Radiology
Specialists,
Inc.,
Term
Loan
10.503%
SOFR30A
5.250%
12/15/27
B-
1,737
Total
Health
Care
Providers
&
Services
485,495
Hotels,
Restaurants
&
Leisure
-
1.1%
186
Caesars
Resort
Collection,
LLC,
Term
Loan
B,
First
Lien,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
BB
184,882
484
ClubCorp
Holdings,
Inc.,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
9/18/24
B-
456,076
241
Life
Time
Fitness
Inc
,
Term
Loan
B
9.800%
TSFR3M
4.500%
1/15/26
BB-
240,174
Total
Hotels,
Restaurants
&
Leisure
881,132
Insurance
-
0.3%
250
Asurion
LLC,
Term
Loan
B3,
Second
Lien
10.404%
1-Month
LIBOR
5.250%
2/03/28
B
206,564
Total
Insurance
206,564
Pharmaceuticals
-
0.8%
592
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.654%
1-Month
LIBOR
3.500%
5/05/28
BB+
591,220
Total
Pharmaceuticals
591,220
Real
Estate
Management
&
Development
-
0.6%
264
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
8.503%
SOFR30A
3.250%
1/31/30
BB
246,963
209
Cushman
&
Wakefield
U.S.
Borrower,
LLC,
Term
Loan
B
7.904%
1-Month
LIBOR
2.750%
8/21/25
BB
203,634
Total
Real
Estate
Management
&
Development
450,597
Software
-
1.0%
493
Ceridian
HCM
Holding
Inc.,
Term
Loan
B
7.763%
1
+
3
Month
LIBOR
2.500%
4/30/25
Ba3
491,442
249
Open
Text
Corporation,
Term
Loan
B
8.753%
SOFR30A
3.500%
8/25/29
BBB-
249,167
Total
Software
740,609
Specialty
Retail
-
0.7%
105
Belron
Finance
US
LLC,
Term
Loan
7.832%
SOFR90A
2.750%
4/06/29
BBB-
104,738
418
PetSmart,
Inc.,
Term
Loan
B
9.003%
SOFR30A
3.750%
2/12/28
BB
412,552
Total
Specialty
Retail
517,290
Transportation
Infrastructure
-
0.5%
398
Brown
Group
Holding,
LLC,
Term
Loan
B2
8.940%
TSFR1M
+
TSFR3M
3.750%
6/09/29
B+
393,094
Total
Transportation
Infrastructure
393,094
Total
Variable
Rate
Senior
Loan
Interests
(cost
$8,070,198)
7,653,610
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
2,695,482
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
3.5%
X
2,695,482
Automobiles
-
0.3%
$
225
General
Motors
Financial
Co
Inc
5.700%
N/A
(9)
BB+
$
196,868
Total
Automobiles
196,868
Banks
-
0.8%
300
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands,
144A
2.720%
8/11/31
Ba1
254,328
150
Fifth
Third
Bancorp
4.500%
N/A
(9)
Baa3
129,326
150
Huntington
Bancshares
Inc/OH
5.625%
N/A
(9)
Baa3
132,375
70
PNC
Financial
Services
Group
Inc/The
(3)
6.200%
N/A
(9)
Baa2
64,706
80
PNC
Financial
Services
Group
Inc/The
5.000%
N/A
(9)
Baa2
68,278
Total
Banks
649,013
Consumer
Finance
-
0.6%
500
Ally
Financial
Inc
6.700%
2/14/33
Baa3
439,621
Total
Consumer
Finance
439,621
Electric
Utilities
-
0.3%
250
NRG
Energy
Inc,
144A
10.250%
N/A
(9)
Ba3
236,875
Total
Electric
Utilities
236,875
Independent
Power
Producers
&
Energy
Traders
-
0.3%
275
Vistra
Corp,
144A
7.000%
N/A
(9)
Ba3
241,890
Total
Independent
Power
Producers
&
Energy
Traders
241,890
Insurance
-
0.3%
310
Enstar
Finance
LLC
5.750%
9/01/40
BBB-
257,012
Total
Insurance
257,012
Media
-
0.3%
280
Paramount
Global
6.375%
3/30/62
Baa3
224,347
Total
Media
224,347
Oil,
Gas
&
Consumable
Fuels
-
0.3%
235
Energy
Transfer
LP
6.500%
N/A
(9)
BB
205,625
Total
Oil,
Gas
&
Consumable
Fuels
205,625
Trading
Companies
&
Distributors
-
0.3%
250
AerCap
Global
Aviation
Trust,
144A
6.500%
6/15/45
Baa3
244,231
Total
Trading
Companies
&
Distributors
244,231
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$2,851,239)
2,695,482
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
2,387,217
SOVEREIGN
DEBT
-
3.1%
X
2,387,217
Angola
-
0.4%
$
400
Angolan
Government
International
Bond
,
144A
8.750%
4/14/32
B-
$
335,396
Total
Angola
335,396
Colombia
-
0.2%
200
Colombia
Government
International
Bond
7.500%
2/02/34
Baa2
191,619
Total
Colombia
191,619
Costa
Rica
-
0.3%
200
Costa
Rica
Government
International
Bond
,
144A
6.550%
4/03/34
BB-
201,950
Total
Costa
Rica
201,950
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Ecuador
-
0.2%
$
400
Ecuador
Government
International
Bond
,
Reg
S
2.500%
7/31/35
N/R
$
136,508
Total
Ecuador
136,508
Hungary
-
0.3%
200
Magyar
Export-Import
Bank
Zrt
,
144A
6.125%
12/04/27
BBB
198,464
Total
Hungary
198,464
Jordan
-
0.4%
300
Jordan
Government
International
Bond
,
144A
7.750%
1/15/28
BB-
300,960
Total
Jordan
300,960
Morocco
-
0.3%
210
Morocco
Government
International
Bond
,
144A
6.500%
9/08/33
BB+
213,833
Total
Morocco
213,833
Namibia
-
0.3%
200
Namibia
International
Bonds
,
144A
5.250%
10/29/25
B1
189,500
Total
Namibia
189,500
Oman
-
0.2%
200
Oman
Government
International
Bond
,
144A
6.500%
3/08/47
BB
182,309
Total
Oman
182,309
Republic
of
Serbia
-
0.2%
200
Serbia
International
Bond
,
144A
6.250%
5/26/28
BB+
198,094
Total
Republic
of
Serbia
198,094
Senegal
-
0.3%
300
Senegal
Government
International
Bond
,
144A
6.250%
5/23/33
Ba3
238,584
Total
Senegal
238,584
Total
Sovereign
Debt
(cost
$2,549,375)
2,387,217
Principal
Amount
(000)
Description
(1),(10)
Coupon
Maturity
Ratings
(2)
Value
X
918,181
CONTINGENT
CAPITAL
SECURITIES
-
1.2%
X
918,181
Banks
-
0.8%
$
200
Banco
Bilbao
Vizcaya
Argentaria
SA
6.500%
N/A
(9)
Ba2
$
185,134
300
ING
Groep
NV
6.500%
N/A
(9)
BBB
277,920
200
Societe
Generale
SA,
144A
8.000%
N/A
(9)
BB
187,000
Total
Banks
650,054
Capital
Markets
-
0.4%
350
Deutsche
Bank
AG
6.000%
N/A
(9)
Ba2
268,127
Total
Capital
Markets
268,127
Total
Contingent
Capital
Securities
(cost
$985,024)
918,181
Shares
Description
(1)
Coupon
Ratings
(2)
Value
X
192,726
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0.3%
X
192,726
Oil,
Gas
&
Consumable
Fuels
-
0.3%
7,660
NuStar
Energy
LP
12.262%
B2
$
192,726
Total
Oil,
Gas
&
Consumable
Fuels
192,726
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$153,388)
192,726
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:
Shares
Description
(1)
Value
X
313
COMMON
STOCKS
-
0.0%
X
313
Road
&
Rail
-
0.0%
8,907
Jack
Cooper
Enterprises
Inc
(6),(11)
$
89
Total
Road
&
Rail
89
Semiconductors
&
Semiconductor
Equipment
-
0.0%
130
Bright
Bidco
BV
(6),(11)
224
Total
Semiconductors
&
Semiconductor
Equipment
224
Total
Common
Stocks
(cost
$–)
313
Total
Long-Term
Investments
(cost
$84,820,600)
78,152,453
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
4.2%
3,266,418
MONEY
MARKET
FUNDS
-
4.2%
X
3,266,418
3,266,418
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(12)
5.110%(13)
$
3,266,418
Total
Money
Market
Funds
(cost
$3,266,418)
$
3,266,418
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$3,266,418)
3,266,418
Total
Investments
(cost
$88,087,018
)
-
105.6%
81,418,871
Other
Assets
&
Liabilities,
Net
- (5.6)%
(4,288,818)
Net
Assets
-
100%
$
77,130,053
Nuveen
Credit
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Bonds
$
–
$
46,880,195
$
–
$
46,880,195
Asset-Backed
and
Mortgage-Backed
Securities
–
17,424,729
–
17,424,729
Variable
Rate
Senior
Loan
Interests
–
7,653,610
–
7,653,610
$1,000
Par
(or
similar)
Institutional
Preferred
–
2,695,482
–
2,695,482
Sovereign
Debt
–
2,387,217
–
2,387,217
Contingent
Capital
Securities
–
918,181
–
918,181
$25
Par
(or
similar)
Retail
Preferred
192,726
–
–
192,726
Common
Stocks
–
–
313
313
Investments
Purchased
with
Collateral
from
Securities
Lending
3,266,418
–
–
3,266,418
Total
$
3,459,144
$
77,959,414
$
313
$
81,418,871
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.
(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)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$3,123,287.
(4)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(5)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(6)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(7)
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.
(8)
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.
(9)
Perpetual
security.
Maturity
date
is
not
applicable.
(10)
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.
(11)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(12)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(13)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
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
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
Reg
S
Regulation
S
allows
U.S.
companies
to
sell
securities
to
persons
or
entities
located
outside
of
the
United
States
without
registering
those
securities
with
the
Securities
and
Exchange
Commission.
Specifically,
Regulation
S
provides
a
safe
harbor
from
the
registration
requirements
of
the
Securities
Act
for
the
offers
and
sales
of
securities
by
both
foreign
and
domestic
issuers
that
are
made
outside
the
United
States.
REIT
Real
Estate
Investment
Trust
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
Nuveen
Strategic
Income
Fund
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
96.4%
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
46.8%
X
308,877,990
$
1,269
Aaset
2021-2
Trust,
2021
2A,
144A
2.798%
1/15/47
A1
$
1,086,039
600
ACRE
Commercial
Mortgage
2021-FL4
Ltd,
(1-Month
LIBOR
reference
rate
+
2.600%
spread),
2021
FL4,
144A(3)
7.711%
12/18/37
N/R
574,052
1,500
Adams
Outdoor
Advertising
LP,
2018
1,
144A
7.356%
11/15/48
BB
1,353,280
1,525
Adams
Outdoor
Advertising
LP,
2018
1,
144A
4.810%
11/15/48
A
1,448,159
750
Affirm
Asset
Securitization
Trust
2021-B,
2021
B,
144A
2.540%
8/17/26
N/R
677,547
1,400
AGL
CLO
19
Ltd,
(TSFR3M
reference
rate
+
2.750%
spread),
2022
19A,
144A(3)
7.806%
7/21/35
AA
1,403,965
2,500
Alen
2021-ACEN
Mortgage
Trust,
(1-Month
LIBOR
reference
rate
+
4.000%
spread),
2021
ACEN,
144A(3)
9.107%
4/15/34
BB-
1,615,818
636
Ameriquest
Mortgage
Securities
Inc
Asset
Back
Ser
2004-R1,
(1-Month
LIBOR
reference
rate
+
0.600%
spread),
2004
R1(3)
2.788%
2/25/34
A
586,081
1,000
AMSR
2019-SFR1
Trust,
2019
SFR1,
144A
3.247%
1/19/39
A1
909,218
1,482
AMSR
2020-SFR1
Trust,
2020
SFR1,
144A
2.419%
4/17/37
Aa2
1,375,644
1,000
Angel
Oak
Mortgage
Trust
2019-5,
2019
5,
144A
3.957%
10/25/49
BB+
856,213
1,900
Angel
Oak
Mortgage
Trust
2020-1,
2020
1,
144A
3.161%
12/25/59
A-
1,653,228
420
Arroyo
Mortgage
Trust
2019-3,
2019
3,
144A
3.416%
10/25/48
AA-
386,783
1,300
Ashford
Hospitality
Trust
2018-KEYS,
(1-Month
LIBOR
reference
rate
+
1.850%
spread),
2018
KEYS,
144A(3)
6.958%
6/15/35
A3
1,239,821
850
Avis
Budget
Rental
Car
Funding
AESOP
LLC,
2021
1A,
144A
2.130%
8/20/27
BBB
739,756
2,000
BAMLL
Commercial
Mortgage
Securities
Trust
2022-
DKLX,
(TSFR1M
reference
rate
+
3.000%
spread),
2022
DKLX,
144A(3)
8.060%
1/15/39
Baa3
1,917,257
1,115
BANK
2017-BNK5,
2017
BNK5
4.190%
6/15/60
A-
952,675
700
BANK
2017-BNK8,
2017
BNK8
4.095%
11/15/50
A-
559,229
2,700
BANK
2019-BNK18,
2019
BN18
4.214%
5/15/62
A-
2,092,102
2,500
BANK
2019-BNK21,
2019
BN21,
144A
2.500%
10/17/52
BBB
1,428,395
1,700
Benchmark
2018-B2
Mortgage
Trust,
2018
B2
4.293%
2/15/51
A-
1,396,001
1,000
Benchmark
2019-B14
Mortgage
Trust,
2019
B14,
144A
2.500%
12/15/62
BBB
573,771
1,500
Benchmark
2020-B18
Mortgage
Trust,
2020
B18,
144A
4.139%
7/15/53
B-
1,292,047
1,000
Benchmark
2020-IG2
Mortgage
Trust,
2020
IG2,
144A
2.791%
9/15/48
Aaa
813,308
1,000
Benchmark
2020-IG3
Mortgage
Trust,
2020
IG3,
144A
3.536%
9/15/48
N/R
865,487
296
Bojangles
Issuer
LLC,
2020
1A,
144A
3.832%
10/20/50
N/R
269,656
2,625
Boyce
Park
Clo
Ltd,
(TSFR3M
reference
rate
+
3.100%
spread),
2022
1A,
144A(3)
8.156%
4/21/35
BBB-
2,325,199
1,275
BX
Commercial
Mortgage
Trust
2019-XL,
(1-Month
LIBOR
reference
rate
+
2.114%
spread),
2019
XL,
144A(3)
2.110%
10/15/36
N/R
1,242,800
1,622
BX
Commercial
Mortgage
Trust
2021-XL2,
(1-Month
LIBOR
reference
rate
+
1.846%
spread),
2021
XL2,
144A(3)
6.953%
10/15/38
N/R
1,542,153
1,095
BXP
Trust
2017-CC,
2017
CC,
144A
3.552%
8/13/37
BBB-
794,096
1,500
BXP
Trust
2021-601L,
2021
601L,
144A
2.775%
1/15/44
Baa3
920,654
494
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A,
144A
3.100%
12/15/50
A
424,203
1,250
Cars
Net
Lease
Mortgage
Notes
Series
2020-1,
2020
1A,
144A
4.690%
12/15/50
BBB
1,080,690
1,150
CARS-DB4
LP,
2020
1A,
144A
4.520%
2/15/50
BBB
1,021,678
633
CARS-DB5
LP,
2021
1A,
144A
1.920%
8/15/51
A+
547,440
1,775
Carvana
Auto
Receivables
Trust
2021-N4,
2021
N4
2.300%
9/11/28
A-
1,651,236
705
CD
2016-CD1
Mortgage
Trust,
2016
CD1
3.631%
8/10/49
A-
555,165
1,440
CD
2017-CD3
Mortgage
Trust,
2017
CD3
3.984%
2/10/50
A
1,189,987
49
CF
2020-P1
Mortgage
Trust,
2020
P1,
144A
2.840%
4/15/25
N/R
46,850
750
CF
2020-P1
Mortgage
Trust,
2020
P1,
144A
3.603%
4/15/52
N/R
686,967
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
675
CF
Hippolyta
Issuer
LLC,
2020
1,
144A
2.600%
7/15/60
A-
$
565,742
1,349
CF
Hippolyta
Issuer
LLC,
2020
1,
144A
2.280%
7/15/60
A-
1,211,476
1,000
CIFC
Funding
2018-II
Ltd,
(3-Month
LIBOR
reference
rate
+
2.850%
spread),
2018
2A,
144A(3)
5.560%
4/20/31
Baa3
942,221
2,125
CIFC
Funding
2020-I
Ltd,
(3-Month
LIBOR
reference
rate
+
3.100%
spread),
2020
1A,
144A(3)
8.360%
7/15/36
BBB-
1,979,975
2,000
CIFC
Funding
2020-I
Ltd,
(3-Month
LIBOR
reference
rate
+
2.000%
spread),
2020
1A,
144A(3)
7.260%
7/15/36
A
1,916,734
500
CIFC
Funding
2020-I
Ltd,
(3-Month
LIBOR
reference
rate
+
6.250%
spread),
2020
1A,
144A(3)
11.510%
7/15/36
Ba3
457,968
1,760
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
3.050%
spread),
2020
2A,
144A(3)
8.300%
10/20/34
BBB-
1,630,068
385
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
6.500%
spread),
2020
2A,
144A(3)
11.750%
10/20/34
BB-
355,652
1,305
CIFC
Funding
2020-II
Ltd,
(3-Month
LIBOR
reference
rate
+
2.050%
spread),
2020
2A,
144A(3)
7.300%
10/20/34
A
1,243,848
2,500
CIFC
Funding
2022-IV
Ltd,
(SOFR
reference
rate
+
3.550%
spread),
2022
4A,
144A(3)
8.536%
7/16/35
BBB-
2,322,680
1,000
Citigroup
Commercial
Mortgage
Trust
2014-GC23,
2014
GC23,
144A
4.480%
7/10/47
BBB-
850,163
1,690
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
4.139%
4/10/48
A-
1,533,481
2,750
Citigroup
Commercial
Mortgage
Trust
2015-GC29,
2015
GC29
3.758%
4/10/48
AA-
2,556,271
850
Citigroup
Commercial
Mortgage
Trust
2021-PRM2,
(1-Month
LIBOR
reference
rate
+
1.900%
spread),
2021
PRM2,
144A(3)
7.008%
10/15/38
BBB-
808,310
1,770
Cologix
Data
Centers
US
Issuer
LLC,
2021
1A,
144A
3.300%
12/26/51
N/R
1,587,058
2,000
COMM
2013-CCRE10
Mortgage
Trust,
2013
CR10,
144A
4.820%
8/10/46
Baa3
1,819,056
1,500
COMM
2014-CCRE17
Mortgage
Trust,
2014
CR17
4.377%
5/10/47
AA-
1,380,069
1,400
COMM
2014-LC17
Mortgage
Trust,
2014
LC17
4.543%
10/10/47
A
1,307,847
3,150
Comm
2014-UBS2
Mortgage
Trust,
2014
UBS2
4.947%
3/10/47
Baa1
2,954,148
2,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3
4.734%
6/10/47
A3
1,855,043
2,000
COMM
2014-UBS3
Mortgage
Trust,
2014
UBS3,
144A
4.767%
6/10/47
N/R
1,374,774
2,000
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22,
144A
3.000%
3/10/48
BB-
1,450,393
1,840
COMM
2015-CCRE22
Mortgage
Trust,
2015
CR22
4.069%
3/10/48
A-
1,649,674
2,628
COMM
2015-CCRE23
Mortgage
Trust,
2015
CR23
4.300%
5/10/48
N/R
2,033,412
1,500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
3.463%
8/10/48
BBB-
1,194,416
500
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.345%
8/10/48
A-
431,830
1,000
COMM
2015-CCRE24
Mortgage
Trust,
2015
CR24
4.345%
8/10/48
AA-
893,134
550
COMM
2015-CCRE25
Mortgage
Trust,
2015
CR25
3.768%
8/10/48
BB
418,173
3,000
COMM
2015-CCRE26
Mortgage
Trust,
2015
CR26
4.466%
10/10/48
A
2,699,277
900
COMM
2015-LC23
Mortgage
Trust,
2015
LC23
4.564%
10/10/48
A-
810,700
1,000
COMM
2019-GC44
Mortgage
Trust,
2019
GC44
3.523%
8/15/57
A-
747,583
1,500
Commercial
Mortgage
Pass
Through
Certificates,
2022
HC,
144A
4.084%
1/10/39
Baa3
1,143,539
47
Connecticut
Avenue
Securities
Trust
2018-R07,
2018
R07,
144A
7.420%
4/25/31
AA-
47,431
625
Connecticut
Avenue
Securities
Trust
2021-R03,
(SOFR30A
reference
rate
+
5.500%
spread),
2021
R03,
144A(3)
10.473%
12/25/41
N/R
579,040
850
Connecticut
Avenue
Securities
Trust
2022-R01,
(SOFR30A
reference
rate
+
6.000%
spread),
2022
R01,
144A(3)
10.973%
12/25/41
N/R
795,288
4,000
Connecticut
Avenue
Securities
Trust
2022-R02,
(SOFR30A
reference
rate
+
4.500%
spread),
2022
R02,
144A(3)
9.473%
1/25/42
B+
3,889,331
4,000
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
3.500%
spread),
2022
R03,
144A(3)
8.473%
3/25/42
BBB-
4,089,360
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
3,250
Connecticut
Avenue
Securities
Trust
2022-R03,
(SOFR30A
reference
rate
+
6.250%
spread),
2022
R03,
144A(3)
6.349%
3/25/42
BB-
$
3,473,995
1,880
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
3.100%
spread),
2022
R04,
144A(3)
8.073%
3/25/42
BBB-
1,900,998
4,000
Connecticut
Avenue
Securities
Trust
2022-R04,
(SOFR30A
reference
rate
+
5.250%
spread),
2022
R04,
144A(3)
10.223%
3/25/42
BB-
4,087,782
3,000
Connecticut
Avenue
Securities
Trust
2022-R05,
(SOFR30A
reference
rate
+
4.500%
spread),
2022
R05,
144A(3)
6.014%
4/25/42
Ba2
2,989,254
4,000
Connecticut
Avenue
Securities
Trust
2022-R05,
(SOFR30A
reference
rate
+
7.000%
spread),
2022
R05,
144A(3)
11.973%
4/25/42
B3
4,034,803
4,000
Connecticut
Avenue
Securities
Trust
2022-R06,
(SOFR30A
reference
rate
+
3.850%
spread),
2022
R06,
144A(3)
8.823%
5/25/42
BBB-
4,095,452
4,000
Connecticut
Avenue
Securities
Trust
2022-R07,
(SOFR30A
reference
rate
+
4.650%
spread),
2022
R07,
144A(3)
9.631%
6/25/42
Aaa
4,215,890
4,000
Connecticut
Avenue
Securities
Trust
2022-R08,
(SOFR30A
reference
rate
+
5.600%
spread),
2022
R08,
144A(3)
9.528%
7/25/42
BB-
4,164,602
4,000
Connecticut
Avenue
Securities
Trust
2022-R09,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
R09,
144A(3)
9.731%
9/25/42
Baa3
4,155,658
3,125
Connecticut
Avenue
Securities
Trust
2023-R01,
(SOFR30A
reference
rate
+
3.750%
spread),
2023
R01,
144A(3)
8.731%
12/25/42
BBB-
3,196,172
3,000
Crescendo
Royalty
Funding
LP,
2021
1,
144A
3.567%
12/20/51
N/R
2,723,999
1,000
CSMC
2021-NQM1,
2021
NQM1,
144A
2.130%
5/25/65
BBB
659,633
1,700
CyrusOne
Data
Centers
Issuer
I,
2023
1A,
144A
5.450%
4/20/48
BBB-
1,480,377
1,182
DB
Master
Finance
LLC,
2021
1A,
144A
2.493%
11/20/51
BBB
1,009,745
1,182
DB
Master
Finance
LLC,
2021
1A,
144A
2.045%
11/20/51
BBB
1,038,732
636
DB
Master
Finance
LLC,
2019
1A,
144A
4.021%
5/20/49
BBB
599,156
174
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A,
144A
3.830%
11/21/33
BB
157,196
174
Diamond
Resorts
Owner
Trust
2021-1,
2021
1A,
144A
2.700%
11/21/33
BBB
158,354
30,450
DOLP
Trust
2021-NYC,
2021
NYC,
(I/O),
144A
0.665%
5/10/41
A-
1,183,273
980
Domino's
Pizza
Master
Issuer
LLC,
2021
1A,
144A
2.662%
4/25/51
BBB+
843,656
1,610
DRIVEN
BRANDS
FUNDING
LLC,
2020
1A,
144A
3.786%
7/20/50
BBB-
1,432,952
1,466
DRIVEN
BRANDS
FUNDING
LLC,
2020
2A,
144A
3.237%
1/20/51
BBB-
1,264,739
2,844
EWC
Master
Issuer
LLC,
2022
1A,
144A
5.500%
3/15/52
N/R
2,648,780
2,576
Fannie
Mae
Connecticut
Avenue
Securities,
2017
C06
1.800%
2/25/30
AA+
34,391
4,770
Fannie
Mae
Pool,
FN
MA4785
5.000%
10/01/52
N/R
4,698,629
2,904
Fannie
Mae
Pool,
FN
MA4805,
2022
1
4.500%
11/01/52
N/R
2,812,999
1,942
Fannie
Mae
Pool,
FN
MA4919
5.500%
2/01/53
N/R
1,940,691
16
Fannie
Mae
Pool
FN
256890,
FN
256890
6.000%
9/01/37
N/R
16,440
21
Fannie
Mae
Pool
FN
745101,
FN
745101
6.000%
4/01/32
N/R
21,334
62
Fannie
Mae
Pool
FN
745324,
FN
745324
6.000%
3/01/34
N/R
61,914
1
Fannie
Mae
Pool
FN
905597,
FN
905597,
(12-Month
LIBOR
reference
rate
+
1.875%
spread)(3)
4.125%
12/01/36
N/R
709
11
Fannie
Mae
Pool
FN
946228,
FN
946228,
(12-Month
LIBOR
reference
rate
+
1.587%
spread)(3)
3.837%
9/01/37
N/R
10,826
0(4)
Fannie
Mae
Pool
FN
AL1187,
FN
AL1187
5.500%
7/01/24
N/R
2
21
Fannie
Mae
Pool
FN
FM1108,
FN
FM1108,
2019
1108
5.000%
11/01/44
N/R
20,935
136
Fannie
Mae
Pool
FN
FM1136,
FN
FM1136,
2019
1136
5.500%
3/01/39
N/R
139,909
25
Fannie
Mae
Pool
FN
FM1137,
FN
FM1137,
2019
1137
6.000%
9/01/39
N/R
25,562
179
Fannie
Mae
REMICS,
(1-Month
LIBOR
reference
rate
+
5.950%
spread),
2013
98,
(I/O)(3)
0.812%
9/25/43
N/R
19,483
87
Flagstar
Mortgage
Trust
2017-2,
2017
2,
144A
4.013%
10/25/47
Aa2
77,475
1,303
Flagstar
Mortgage
Trust
2021-10INV,
2021
10INV,
144A
3.000%
10/25/51
Aa1
1,062,185
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
2,624
Flagstar
Mortgage
Trust
2021-4,
2021
4,
144A
2.500%
6/01/51
AAA
$
2,053,093
11,521
Freddie
Mac
Multifamily
ML
Certificates,
2021
ML12,
(I/O)
1.223%
7/25/41
AA+
1,159,918
943
Freddie
Mac
STACR
REMIC
Trust
2021-DNA5,
(SOFR30A
reference
rate
+
1.650%
spread),
2021
DNA5,
144A(3)
6.623%
1/25/34
BBB
935,426
2,000
Freddie
Mac
STACR
REMIC
Trust
2021-DNA6,
(SOFR30A
reference
rate
+
7.500%
spread),
2021
DNA6,
144A(3)
12.473%
10/25/41
N/R
1,896,085
2,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
3.400%
spread),
2022
DNA1,
144A(3)
8.373%
1/25/42
B+
1,886,251
2,550
Freddie
Mac
STACR
REMIC
Trust
2022-DNA1,
(SOFR30A
reference
rate
+
2.500%
spread),
2022
DNA1,
144A(3)
7.473%
1/25/42
BB
2,429,801
1,355
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
4.750%
spread),
2022
DNA2,
144A(3)
9.723%
2/25/42
B+
1,318,693
4,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
3.750%
spread),
2022
DNA2,
144A(3)
8.723%
2/25/42
BB
3,987,270
1,239
Freddie
Mac
STACR
REMIC
Trust
2022-DNA2,
(SOFR30A
reference
rate
+
2.400%
spread),
2022
DNA2,
144A(3)
7.373%
2/25/42
BBB
1,224,460
4,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
4.350%
spread),
2022
DNA3,
144A(3)
9.323%
4/25/42
BB
4,047,990
4,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
2.900%
spread),
2022
DNA3,
144A(3)
7.873%
4/25/42
BBB
3,992,229
4,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3,
(SOFR30A
reference
rate
+
5.650%
spread),
2022
DNA3,
144A(3)
8.647%
4/25/42
B+
3,978,135
4,000
Freddie
Mac
STACR
REMIC
Trust
2022-DNA6,
(SOFR30A
reference
rate
+
3.700%
spread),
2022
DNA6,
144A(3)
8.673%
9/25/42
BBB-
4,131,984
2,900
Freddie
Mac
STACR
REMIC
Trust
2022-HQA1,
(SOFR30A
reference
rate
+
7.000%
spread),
2022
HQA1,
144A(3)
9.997%
3/25/42
B-
2,937,252
920
Freddie
Mac
STACR
REMIC
Trust
2022-HQA1,
(SOFR30A
reference
rate
+
3.500%
spread),
2022
HQA1,
144A(3)
8.473%
3/25/42
BBB-
931,352
137
Freddie
Mac
Strips,
(1-Month
LIBOR
reference
rate
+
5.920%
spread),
2014
327,
(I/O)(3)
0.813%
3/15/44
N/R
12,673
845
Freddie
Mac
Structured
Agency
Credit
Risk
Debt
Notes,
(SOFR30A
reference
rate
+
3.650%
spread),
2021
DNA7,
144A(3)
8.210%
11/25/41
B+
834,010
4,000
Freddie
Mac
Structured
Agency
Credit
Risk
Debt
Notes,
(SOFR30A
reference
rate
+
4.000%
spread),
2022
HQA2,
144A(3)
8.973%
7/25/42
Baa3
4,095,989
500
Goldentree
Loan
Opportunities
IX
Ltd,
(3-Month
LIBOR
reference
rate
+
5.660%
spread),
2014
9A,
144A(3)
10.959%
10/29/29
BB-
459,625
7,541
Government
National
Mortgage
Association,
(SOFR30A
reference
rate
+
6.250%
spread),
2020
133,
(I/O)(3)
1.319%
9/20/50
N/R
947,946
1,081
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(1-Month
LIBOR
reference
rate
+
1.450%
spread),
2018
TWR,
144A(3)
3.449%
7/15/31
A-
906,418
1,500
GS
Mortgage
Securities
Corp
Trust
2018-TWR,
(1-Month
LIBOR
reference
rate
+
1.850%
spread),
2018
TWR,
144A(3)
6.957%
7/15/31
B+
1,042,500
2,600
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(1-Month
LIBOR
reference
rate
+
1.250%
spread),
2021
ARDN,
144A(3)
6.357%
11/15/36
AAA
2,525,305
2,000
GS
Mortgage
Securities
Corp
Trust
2021-ARDN,
(1-Month
LIBOR
reference
rate
+
3.350%
spread),
2021
ARDN,
144A(3)
8.457%
11/15/36
N/R
1,884,229
1,000
GS
Mortgage
Securities
Trust
2016-GS3,
2016
GS3
3.989%
10/10/49
A-
821,591
1,200
GS
Mortgage
Securities
Trust
2016-GS4,
2016
GS4
3.953%
11/10/49
A-
978,667
1,425
GS
Mortgage
Securities
Trust
2019-GC38,
2019
GC38
4.158%
2/10/52
AAA
1,291,815
1,000
GS
Mortgage
Securities
Trust
2020-GSA2,
2020
GSA2
2.012%
12/12/53
AAA
798,079
138
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2,
144A
4.000%
11/25/49
Aaa
129,741
7
GS
Mortgage-Backed
Securities
Corp
Trust
2019-PJ2,
2019
PJ2,
144A
4.000%
11/25/49
Aaa
6,250
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
169
GS
Mortgage-Backed
Securities
Corp
Trust
2021-PJ5,
2021
PJ5,
144A
2.500%
10/25/51
AAA
$
132,519
2,568
GS
Mortgage-Backed
Securities
Trust
2021-PJ6,
2021
PJ6,
144A
2.500%
11/25/51
Aa1
2,009,188
1,727
GS
Mortgage-Backed
Securities
Trust
2021-PJ7,
2021
PJ7,
144A
2.500%
1/25/52
AAA
1,350,913
349
GS
Mortgage-Backed
Securities
Trust
2021-PJ8,
2021
PJ8,
144A
2.500%
1/25/52
Aaa
273,293
2,933
Hardee's
Funding
LLC,
2020
1A,
144A
3.981%
12/20/50
BBB
2,508,827
750
Hertz
Vehicle
Financing
LLC,
2021
1A,
144A
2.050%
12/26/25
Baa2
696,707
1,000
HI-FI
Music
IP
Issuer
LP,
2022
1A,
144A
3.939%
2/01/62
N/R
917,143
435
Hilton
Grand
Vacations
Trust
2019-A,
2019
AA,
144A
2.840%
7/25/33
A-
404,005
1,900
Horizon
Aircraft
Finance
II
Ltd,
2019
1,
144A
3.721%
7/15/39
BBB
1,624,221
890
Horizon
Aircraft
Finance
III
Ltd,
2019
2,
144A
3.425%
11/15/39
BBB+
709,608
1,000
Hotwire
Funding
LLC,
2021
1,
144A
2.658%
11/20/51
BBB
857,653
1,025
Hpefs
Equipment
Trust
2022-2,
2022
2A,
144A
4.940%
3/20/30
Aa1
1,003,572
1,000
Hudson
Yards
2019-55HY
Mortgage
Trust,
2019
55HY,
144A
2.943%
12/10/41
N/R
669,778
1,000
ILPT
Commercial
Mortgage
Trust
2022-LPF2,
(TSFR1M
reference
rate
+
2.744%
spread),
2022
LPF2,
144A(3)
7.803%
10/15/39
Aaa
990,175
509
Impac
Secured
Assets
CMN
Owner
Trust,
2000
3
8.000%
10/25/30
N/R
452,039
353
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1,
144A
2.051%
10/25/55
AA
315,882
2,000
Imperial
Fund
Mortgage
Trust
2020-NQM1,
2020
NQM1,
144A
3.531%
10/25/55
A
1,688,412
450
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1,
144A
2.383%
6/25/56
BBB+
296,967
385
Imperial
Fund
Mortgage
Trust
2021-NQM1,
2021
NQM1,
144A
1.617%
6/25/56
AA-
321,811
1,250
Industrial
DPR
Funding
Ltd,
2022
1A,
144A
5.380%
4/15/34
BBB
1,073,163
2,488
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2022-NLP,
(TSFR1M
reference
rate
+
2.608%
spread),
2022
NLP,
144A(3)
6.943%
4/15/37
N/R
2,185,921
1,662
Jonah
Energy
Abs
I
LLC,
2022
1,
144A
7.200%
11/20/37
A-
1,644,441
186
JP
Morgan
Alternative
Loan
Trust
2007-S1,
(1-Month
LIBOR
reference
rate
+
0.560%
spread),
2007
S1(3)
5.698%
4/25/47
BBB+
174,993
388
JP
Morgan
Mortgage
Trust
2018-3,
2018
3,
144A
3.500%
9/25/48
Aaa
340,556
125
JP
Morgan
Mortgage
Trust
2018-4,
2018
4,
144A
3.500%
10/25/48
Aaa
110,462
517
JP
MORGAN
MORTGAGE
TRUST
2018-5,
2018
5,
144A
3.500%
10/25/48
Aaa
450,442
870
JP
Morgan
Mortgage
Trust
2018-6,
2018
6,
144A
3.893%
12/25/48
Baa3
733,168
79
JP
Morgan
Mortgage
Trust
2019-1,
2019
1,
144A
4.000%
5/25/49
AAA
73,864
37
JP
Morgan
Mortgage
Trust
2019-INV1,
(1-Month
LIBOR
reference
rate
+
0.950%
spread),
2019
INV1,
144A(3)
5.970%
10/25/49
Aaa
35,339
232
JP
Morgan
Mortgage
Trust
2020-1,
2020
1,
144A
3.832%
6/25/50
Aa1
199,013
422
JP
Morgan
Mortgage
Trust
2021-11,
2021
11,
144A
2.500%
1/25/52
Aa1
330,407
292
JP
Morgan
Mortgage
Trust
2021-7,
2021
7,
144A
2.500%
11/25/51
Aaa
228,798
192
JP
Morgan
Mortgage
Trust
2021-8,
2021
8,
144A
2.500%
12/25/51
AAA
150,814
2,500
JPMBB
Commercial
Mortgage
Securities
Trust
2015-
C31,
2015
C31
4.622%
8/15/48
N/R
2,189,728
1,400
JPMBB
Commercial
Mortgage
Securities
Trust
2016-C1,
2016
C1,
144A
4.202%
3/17/49
BBB
1,140,577
2,000
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP6,
2017
JP6
3.706%
7/15/50
A-
1,591,516
1,335
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7
3.632%
9/15/50
A-
1,082,798
1,400
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP7,
2017
JP7,
144A
4.382%
9/15/50
BBB
966,813
190
Ladder
Capital
Commercial
Mortgage
2013-GCP
Mortgage
Trust,
2013
GCP,
144A
3.985%
2/15/36
AAA
171,696
1,514
Lunar
2021-1
Structured
Aircraft
Portfolio
Notes,
2021
1,
144A
5.682%
10/15/46
Ba3
1,296,192
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
1,500
Madison
Park
Funding
LIX
Ltd,
(3-Month
LIBOR
reference
rate
+
2.100%
spread),
2021
59A,
144A(3)
7.362%
1/18/34
A+
$
1,455,188
1,500
Madison
Park
Funding
XXXVI
Ltd,
(TSFR3M
reference
rate
+
3.500%
spread),
2019
36A,
144A(3)
5.981%
4/15/35
BBB+
1,401,733
1,500
Magnetite
XXIII
Ltd,
(3-Month
LIBOR
reference
rate
+
2.050%
spread),
2019
23A,
144A(3)
7.305%
1/25/35
A
1,433,001
123
MAPS
2018-1
Ltd,
2018
1A,
144A
4.212%
5/15/43
BBB+
110,208
405
MAPS
2021-1
Trust,
2021
1A,
144A
2.521%
6/15/46
A1
351,524
1,000
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A,
144A
8.040%
9/20/27
N/R
998,921
1,000
Mercury
Financial
Credit
Card
Master
Trust,
2023
1A,
144A
9.590%
9/20/27
N/R
976,124
1,000
MetroNet
Infrastructure
Issuer
LLC,
2023
1A,
144A
8.010%
4/20/53
BBB
986,731
34,356
MFT
Trust
2020-ABC,
2020
ABC,
(I/O),
144A
0.119%
2/10/42
N/R
298,669
750
Morgan
Stanley
Capital
I
Trust
2018-H3,
2018
H3
4.177%
7/15/51
AAA
707,365
270
Morgan
Stanley
Residential
Mortgage
Loan
Trust
2021-5,
2021
5,
144A
2.500%
8/25/51
AAA
211,599
2,000
MRCD
2019-MARK
Mortgage
Trust,
2019
PARK,
144A
2.718%
12/15/36
N/R
1,721,569
1,500
MSCG
Trust
2015-ALDR,
2015
ALDR,
144A
3.462%
6/07/35
A-
1,295,476
500
MSCG
Trust
2015-ALDR,
2015
ALDR,
144A
3.462%
6/07/35
BBB-
416,155
1,000
MTN
Commercial
Mortgage
Trust
2022-LPFL,
(TSFR1M
reference
rate
+
2.943%
spread),
2022
LPFL,
144A(3)
7.773%
3/15/39
Baa3
962,915
587
MVW
2019-2
LLC,
2019
2A,
144A
2.680%
10/20/38
BBB+
539,703
236
MVW
2021-1W
LLC,
2021
1WA,
144A
1.940%
1/22/41
BBB
213,531
436
MVW
Owner
Trust
2019-1,
2019
1A,
144A
3.330%
11/20/36
BBB+
410,117
1,500
Natixis
Commercial
Mortgage
Securities
Trust
2019-
MILE,
(TSFR1M
reference
rate
+
4.329%
spread),
2019
MILE,
144A(3)
9.389%
7/15/36
N/R
1,082,190
1,500
Natixis
Commercial
Mortgage
Securities
Trust
2019-
MILE,
(TSFR1M
reference
rate
+
3.579%
spread),
2019
MILE,
144A(3)
8.639%
7/15/36
N/R
1,225,509
1,100
Navistar
Financial
Dealer
Note
Master
Owner
Trust
II,
(SOFR30A
reference
rate
+
1.800%
spread),
2022
1,
144A(3)
6.731%
5/25/27
Aa1
1,102,884
1,000
Neuberger
Berman
Loan
Advisers
Clo
40
Ltd,
(3-Month
LIBOR
reference
rate
+
2.750%
spread),
2021
40A,
144A(3)
8.010%
4/16/33
BBB-
933,366
660
Neuberger
Berman
Loan
Advisers
Clo
40
Ltd,
(3-Month
LIBOR
reference
rate
+
5.850%
spread),
2021
40A,
144A(3)
11.110%
4/16/33
BB-
605,258
1,625
Neuberger
Berman
Loan
Advisers
CLO
48
Ltd,
(TSFR3M
reference
rate
+
3.200%
spread),
2022
48A,
144A(3)
8.268%
4/25/36
BBB-
1,471,681
101
New
Residential
Mortgage
Loan
Trust
2015-2,
2015
2A,
144A
5.375%
8/25/55
Baa1
96,043
1,000
NLT
2021-INV2
Trust,
2021
INV2,
144A
2.569%
8/25/56
BBB
661,644
1,000
Oak
Street
Investment
Grade
Net
Lease
Fund
Series
2021-1,
2021
1A,
144A
4.230%
1/20/51
BBB+
897,056
44
OBX
2018-1
Trust,
(1-Month
LIBOR
reference
rate
+
0.650%
spread),
2018
1,
144A(3)
5.788%
6/25/57
AAA
41,283
863
OBX
2021-J2
Trust,
2021
J2,
144A
2.500%
7/25/51
Aa1
675,151
2,175
OHA
Credit
Funding
4
Ltd,
(3-Month
LIBOR
reference
rate
+
3.200%
spread),
2019
4A,
144A(3)
4.336%
10/22/36
BBB-
2,054,936
1,150
One
Bryant
Park
Trust
2019-OBP,
2019
OBP,
144A
2.516%
9/15/54
Aaa
945,364
436
Oportun
Funding
XIV
LLC,
2021
A,
144A
5.400%
3/08/28
N/R
414,914
436
Oportun
Funding
XIV
LLC,
2021
A,
144A
3.440%
3/08/28
N/R
417,090
350
Oportun
Issuance
Trust
2021-C,
2021
C,
144A
5.570%
10/08/31
N/R
301,796
617
Oportun
Issuance
Trust
2021-C,
2021
C,
144A
3.610%
10/08/31
N/R
540,859
1,000
Palmer
Square
CLO
2021-3
Ltd,
(3-Month
LIBOR
reference
rate
+
2.950%
spread),
2021
3A,
144A(3)
5.462%
1/15/35
Baa3
943,635
2,500
Palmer
Square
CLO
2022-1
Ltd,
(TSFR3M
reference
rate
+
3.050%
spread),
2022
1A,
144A(3)
8.098%
4/20/35
Baa3
2,358,325
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X308,877,990.00
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
(continued)
$
2,000
Palmer
Square
CLO
2023-1
Ltd,
(TSFR3M
reference
rate
+
5.300%
spread),
2023
1A,
144A(3)
10.027%
1/20/36
BBB-
$
2,020,958
250
Purchasing
Power
Funding
2021-A
LLC,
2021
A,
144A
4.370%
10/15/25
N/R
233,859
1,896
Purewest
Funding
LLC,
2021
1,
144A
4.091%
12/22/36
A-
1,798,186
15
Sequoia
Mortgage
Trust
2018-7,
2018
7,
144A
4.000%
9/25/48
Aaa
13,741
7
Sequoia
Mortgage
Trust
2019-2,
2019
2,
144A
4.000%
6/25/49
Aaa
6,830
290
Sequoia
Mortgage
Trust
2020-3,
2020
3,
144A
3.000%
4/25/50
AAA
244,293
1,444
Sesac
Finance
LLC,
2019
1,
144A
5.216%
7/25/49
N/R
1,358,853
1,167
Settlement
Fee
Finance
2019-1
LLC,
2019
1A,
144A
3.840%
11/01/49
N/R
1,134,961
200
Sierra
Timeshare
2019-2
Receivables
Funding
LLC,
2019
2A,
144A
4.540%
5/20/36
BB
189,596
183
Sierra
Timeshare
2019-3
Receivables
Funding
LLC,
2019
3A,
144A
4.180%
8/20/36
BB
173,265
156
Sierra
Timeshare
2021-1
Receivables
Funding
LLC,
2021
1A,
144A
1.790%
11/20/37
BBB
142,961
1,155
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
2.851%
7/15/41
N/R
838,290
40,180
SLG
Office
Trust
2021-OVA,
2021
OVA,
144A
0.258%
7/15/41
AA-
624,506
1,855
SMR
2022-IND
Mortgage
Trust,
(TSFR1M
reference
rate
+
3.950%
spread),
2022
IND,
144A(3)
9.009%
2/15/39
Baa3
1,733,205
1,877
Sonic
Capital
LLC,
2020
1A,
144A
3.845%
1/20/50
BBB
1,711,022
1,500
Spruce
Hill
Mortgage
Loan
Trust
2020-SH1,
2020
SH1,
144A
3.827%
1/28/50
BBB
1,313,053
934
Start
II
LTD,
2019
1,
144A
5.095%
3/15/44
BB
725,302
2,591
Taco
Bell
Funding
LLC,
2021
1A,
144A
2.294%
8/25/51
BBB
2,153,491
1,724
Taco
Bell
Funding
LLC,
2021
1A,
144A
1.946%
8/25/51
BBB
1,494,924
1,500
TCW
CLO
2021-2
Ltd,
(3-Month
LIBOR
reference
rate
+
6.860%
spread),
2021
2A,
144A(3)
6.985%
7/25/34
BB-
1,358,281
1,000
TICP
CLO
XIV
Ltd,
(3-Month
LIBOR
reference
rate
+
1.650%
spread),
2019
14A,
144A(3)
6.900%
10/20/32
AA
973,555
700
Tricon
American
Homes
2020-SFR1,
2020
SFR1,
144A
2.548%
7/17/38
A3
626,647
491
UBS-Barclays
Commercial
Mortgage
Trust
2013-C5,
2013
C5,
144A
3.649%
3/10/46
A
452,010
1,000
Unity-Peace
Park
CLO
Ltd,
(TSFR3M
reference
rate
+
2.000%
spread),
2022
1A,
144A(3)
7.048%
4/20/35
AA
976,986
3,000
VB-S1
Issuer
LLC
-
VBTEL,
2022
1A,
144A
4.288%
2/15/52
BBB-
2,717,221
600
Verus
Securitization
Trust
2019-4,
2019
4,
144A
3.207%
11/25/59
A+
531,862
806
Verus
Securitization
Trust
2020-1,
2020
1,
144A
2.724%
1/25/60
AA
760,103
249
Verus
Securitization
Trust
2020-4,
2020
4,
144A
2.321%
5/25/65
AA
232,213
2,000
Verus
Securitization
Trust
2021-8,
2021
8,
144A
3.288%
11/25/66
BBB
1,416,780
1,011
Vivint
Solar
Financing
V
LLC,
2018
1A,
144A
7.370%
4/30/48
N/R
932,657
700
VNDO
Trust
2016-350P,
2016
350P,
144A
3.903%
1/10/35
B
556,974
1,020
VR
Funding
LLC,
2020
1A,
144A
2.790%
11/15/50
N/R
894,679
185
VR
Funding
LLC,
2020
1A,
144A
6.420%
11/15/50
N/R
169,952
47
Washington
Mutual
MSC
Mortgage
Pass-Through
Certificates
Series
2004-RA3
Trust,
2004
RA3
5.799%
8/25/38
A
45,583
968
Wells
Fargo
Mortgage
Backed
Securities
2021-INV1
Trust,
2021
INV1,
144A
3.316%
8/25/51
A
770,931
855
Wendy's
Funding
LLC,
2021
1A,
144A
2.370%
6/15/51
BBB
716,583
7
WFRBS
Commercial
Mortgage
Trust
2013-C14,
2013
C14
3.337%
6/15/46
Aaa
6,570
540
ZAXBY'S
FUNDING
LLC,
2021
1A,
144A
3.238%
7/30/51
N/R
450,906
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$338,076,720)
308,877,990
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
181,283,206
CORPORATE
BONDS
-
27.5%
X
181,283,206
Aerospace
&
Defense
-
0.2%
$
750
Boeing
Co/The
5.705%
5/01/40
Baa2
$
738,877
900
Raytheon
Technologies
Corp
1.900%
9/01/31
A-
722,811
Total
Aerospace
&
Defense
1,461,688
Automobile
Components
-
0.2%
1,500
Goodyear
Tire
&
Rubber
Co/The
(5)
5.000%
7/15/29
BB-
1,350,710
Total
Automobile
Components
1,350,710
Automobiles
-
0.6%
450
Ford
Motor
Credit
Co
LLC
7.350%
3/06/30
BB+
453,203
1,040
Ford
Motor
Credit
Co
LLC
3.375%
11/13/25
BB+
959,241
1,000
General
Motors
Financial
Co
Inc
3.600%
6/21/30
BBB
866,443
1,500
Hyundai
Capital
Services
Inc,
144A
2.125%
4/24/25
BBB+
1,406,096
Total
Automobiles
3,684,983
Banks
-
3.2%
1,200
Access
Bank
PLC,
144A
6.125%
9/21/26
B-
944,880
375
African
Export-Import
Bank/The,
144A
2.634%
5/17/26
Baa1
336,915
1,000
Akbank
TAS,
144A
(5)
6.800%
2/06/26
B3
919,000
1,050
Banco
Nacional
de
Comercio
Exterior
SNC/Cayman
Islands,
144A
2.720%
8/11/31
Ba1
890,148
500
Bangkok
Bank
PCL/Hong
Kong,
144A
3.466%
9/23/36
Baa3
404,797
2,685
Bank
of
America
Corp
1.898%
7/23/31
AA-
2,136,123
950
Bank
of
America
Corp
1.922%
10/24/31
AA-
750,245
1,675
Bank
of
America
Corp
3.248%
10/21/27
AA-
1,566,935
1,035
Banque
Ouest
Africaine
de
Developement,
144A
4.700%
10/22/31
Baa1
838,350
550
Caelus
Re
VI
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
5.380%
spread),
144A
(3)
10.751%
6/07/23
N/R
548,625
1,000
Citigroup
Inc
2.572%
6/03/31
A
837,225
1,350
Citigroup
Inc
1.122%
1/28/27
A
1,206,976
310
Credit
Suisse
AG/New
York
NY
3.625%
9/09/24
A-
296,682
1,475
Deutsche
Bank
AG/New
York
NY
3.961%
11/26/25
Baa1
1,401,110
1,675
Development
Bank
of
Kazakhstan
JSC,
144A
2.950%
5/06/31
Baa2
1,319,063
375
Grupo
Aval
Ltd,
144A
4.375%
2/04/30
BB+
278,329
1,000
HSBC
Holdings
PLC
4.583%
6/19/29
A+
948,409
3,050
JPMorgan
Chase
&
Co
1.953%
2/04/32
AA-
2,428,466
1,400
JPMorgan
Chase
&
Co
1.470%
9/22/27
AA-
1,240,737
1,000
Turkiye
Garanti
Bankasi
AS,
144A
7.177%
5/24/27
Caa2
881,780
800
Turkiye
Vakiflar
Bankasi
TAO,
144A
5.500%
10/01/26
B-
672,000
Total
Banks
20,846,795
Beverages
-
0.7%
1,200
Anadolu
Efes
Biracilik
Ve
Malt
Sanayii
AS,
144A
3.375%
6/29/28
BB+
928,642
900
Anheuser-Busch
InBev
Worldwide
Inc
4.350%
6/01/40
A-
825,463
1,200
Cia
Cervecerias
Unidas
SA,
144A
3.350%
1/19/32
A-
1,018,800
950
Constellation
Brands
Inc
2.875%
5/01/30
BBB
828,964
1,125
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
B1
967,669
Total
Beverages
4,569,538
Biotechnology
-
0.1%
750
Amgen
Inc
5.250%
3/02/33
BBB+
752,649
Total
Biotechnology
752,649
Broadline
Retail
-
0.4%
1,450
JSM
Global
Sarl,
144A
(6)
4.750%
10/20/30
C
249,655
725
Prosus
NV,
144A
3.680%
1/21/30
BBB
603,437
2,000
Prosus
NV,
144A
3.257%
1/19/27
BBB
1,814,172
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Broadline
Retail
(continued)
$
200
Prosus
NV,
144A
4.850%
7/06/27
BBB
$
191,687
Total
Broadline
Retail
2,858,951
Capital
Markets
-
1.2%
1,000
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
B+
883,118
860
Credit
Suisse
Group
AG
3.750%
3/26/25
Baa2
807,540
1,750
ENN
Clean
Energy
International
Investment
Ltd,
144A
3.375%
5/12/26
BBB-
1,609,730
2,300
Goldman
Sachs
Group
Inc/The
1.542%
9/10/27
A2
2,028,683
1,475
Morgan
Stanley
1.593%
5/04/27
A1
1,326,564
750
Morgan
Stanley
Bank
NA
4.754%
4/21/26
Aa3
747,081
665
NFP
Corp,
144A
7.500%
10/01/30
B1
641,346
Total
Capital
Markets
8,044,062
Chemicals
-
0.9%
1,700
Alpek
SAB
de
CV,
144A
4.250%
9/18/29
BBB-
1,521,500
950
EverArc
Escrow
Sarl,
144A
5.000%
10/30/29
B+
754,234
1,025
OCP
SA,
144A
3.750%
6/23/31
BB+
839,577
1,325
Orbia
Advance
Corp
SAB
de
CV,
144A
1.875%
5/11/26
BBB
1,194,487
500
Sasol
Financing
USA
LLC,
144A
8.750%
5/03/29
BB+
478,785
725
Sasol
Financing
USA
LLC
4.375%
9/18/26
BB+
633,957
490
Tronox
Inc,
144A
4.625%
3/15/29
BB-
397,726
Total
Chemicals
5,820,266
Commercial
Services
&
Supplies
-
0.2%
1,670
ADT
Security
Corp/The,
144A
4.875%
7/15/32
BB
1,422,589
Total
Commercial
Services
&
Supplies
1,422,589
Communications
Equipment
-
0.2%
1,250
T-Mobile
USA
Inc
2.250%
11/15/31
BBB+
1,004,987
Total
Communications
Equipment
1,004,987
Construction
Materials
-
0.4%
875
Cemex
SAB
de
CV,
144A
9.125%
12/30/49
BB-
878,237
750
Gates
Global
LLC
/
Gates
Corp,
144A
(5)
6.250%
1/15/26
B
735,000
1,250
UltraTech
Cement
Ltd,
144A
2.800%
2/16/31
Baa3
1,024,372
Total
Construction
Materials
2,637,609
Consumer
Finance
-
0.1%
1,095
OneMain
Finance
Corp
3.500%
1/15/27
BB
911,686
Total
Consumer
Finance
911,686
Consumer
Staples
Distribution
&
Retail
-
0.4%
800
CVS
Health
Corp
4.250%
4/01/50
BBB
650,106
925
Target
Corp
2.350%
2/15/30
A
808,307
1,000
Walmart
Inc
1.050%
9/17/26
AA
901,076
Total
Consumer
Staples
Distribution
&
Retail
2,359,489
Containers
&
Packaging
-
0.3%
785
Amcor
Flexibles
North
America
Inc
2.690%
5/25/31
BBB
642,155
1,000
LABL
Inc,
144A
5.875%
11/01/28
B2
898,750
715
Mauser
Packaging
Solutions
Holding
Co,
144A
7.875%
8/15/26
B
708,650
Total
Containers
&
Packaging
2,249,555
Diversified
REITs
-
0.2%
900
Essential
Properties
LP
2.950%
7/15/31
BBB
658,959
500
SBA
Tower
Trust,
144A
1.631%
11/15/26
A2
435,919
270
SBA
Tower
Trust,
144A
1.884%
1/15/26
A2
243,793
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Diversified
REITs
(continued)
$
240
SBA
Tower
Trust,
144A
2.836%
1/15/25
A2
$
227,844
Total
Diversified
REITs
1,566,515
Diversified
Telecommunication
Services
-
0.4%
770
Iliad
Holding
SASU,
144A
6.500%
10/15/26
BB-
724,925
2,275
Verizon
Communications
Inc
1.750%
1/20/31
A-
1,796,386
Total
Diversified
Telecommunication
Services
2,521,311
Electric
Utilities
-
1.8%
750
AEP
Transmission
Co
LLC
5.400%
3/15/53
A2
762,495
900
AEP
Transmission
Co
LLC
3.650%
4/01/50
A2
691,845
1,035
AES
Espana
BV,
144A
5.700%
5/04/28
BB-
933,839
910
Duke
Energy
Carolinas
LLC
5.350%
1/15/53
Aa3
910,225
1,000
Duke
Energy
Carolinas
LLC
4.950%
1/15/33
Aa3
1,003,574
800
Empresas
Publicas
de
Medellin
ESP,
144A
4.375%
2/15/31
Baa3
582,042
950
Eskom
Holdings
SOC
Ltd,
144A
6.350%
8/10/28
Ba2
857,603
990
Florida
Power
&
Light
Co
4.800%
5/15/33
Aa2
989,580
1,175
Georgia
Power
Co
2.650%
9/15/29
BBB+
1,020,755
750
Interstate
Power
and
Light
Co
3.100%
11/30/51
A-
494,823
250
NPC
Ukrenergo,
144A
6.875%
11/09/28
Ca
40,625
750
Public
Service
Co
of
Colorado
2.700%
1/15/51
A1
485,715
1,500
ReNew
Wind
Energy
AP2
/
ReNew
Power
Pvt
Ltd
other
9
Subsidiaries,
144A
4.500%
7/14/28
Ba3
1,253,931
1,780
Talen
Energy
Supply
LLC,
144A
8.625%
6/01/30
BB+
1,811,684
Total
Electric
Utilities
11,838,736
Electronic
Equipment,
Instruments
&
Components
-
0.2%
1,150
Imola
Merger
Corp,
144A
4.750%
5/15/29
BB+
989,241
Total
Electronic
Equipment,
Instruments
&
Components
989,241
Energy
Equipment
&
Services
-
0.6%
1,100
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
B+
1,051,058
2,000
EIG
Pearl
Holdings
Sarl,
144A
3.545%
8/31/36
A1
1,699,144
1,700
Galaxy
Pipeline
Assets
Bidco
Ltd,
144A
2.625%
3/31/36
Aa2
1,378,682
Total
Energy
Equipment
&
Services
4,128,884
Entertainment
-
0.1%
1,000
Warnermedia
Holdings
Inc
5.050%
3/15/42
BBB-
809,072
Total
Entertainment
809,072
Equity
Real
Estate
Investment
Trusts
-
0.3%
900
Regency
Centers
LP
2.950%
9/15/29
BBB+
782,686
1,000
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
BB+
970,223
Total
Equity
Real
Estate
Investment
Trusts
1,752,909
Financial
Services
-
0.5%
500
Citrus
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
5.100%
spread),
144A
(3)
5.100%
6/07/25
N/R
485,000
600
DAE
Funding
LLC,
144A
3.375%
3/20/28
Baa3
545,336
500
Hestia
Re
Ltd
(1-Month
U.S.
Treasury
Bill
reference
rate
+
9.500%
spread),
144A
(3)
14.858%
4/22/25
N/R
429,700
1,000
Indian
Railway
Finance
Corp
Ltd,
144A
3.570%
1/21/32
BBB-
877,120
250
Matterhorn
Re
Ltd
(SOFR
reference
rate
+
5.250%
spread),
144A
(3)
5.889%
3/24/25
N/R
233,100
1
Putnam
RE
PTE
Ltd2020
A,
144A
(6),(7)
10.858%
6/07/24
N/R
0
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financial
Services
(continued)
$
1,000
Sanders
Re
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
3.090%
spread),
144A
(3)
3.250%
4/07/25
N/R
$
956,000
Total
Financial
Services
3,526,256
Food
Products
-
0.2%
750
BRF
SA,
144A
4.875%
1/24/30
BB
604,500
1,075
Ulker
Biskuvi
Sanayi
AS,
144A
6.950%
10/30/25
B
907,526
Total
Food
Products
1,512,026
Gas
Utilities
-
0.3%
1,125
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.875%
4/01/29
B
936,876
1,050
Ferrellgas
LP
/
Ferrellgas
Finance
Corp,
144A
5.375%
4/01/26
B
955,080
Total
Gas
Utilities
1,891,956
Ground
Transportation
-
0.1%
1,000
Transnet
SOC
Ltd,
144A
8.250%
2/06/28
BB-
956,930
Total
Ground
Transportation
956,930
Health
Care
Equipment
&
Supplies
-
0.1%
760
Medtronic
Global
Holdings
SCA
4.500%
3/30/33
A
749,971
Total
Health
Care
Equipment
&
Supplies
749,971
Hotels,
Restaurants
&
Leisure
-
0.5%
990
Cinemark
USA
Inc,
144A
(5)
5.250%
7/15/28
B+
866,636
750
GENM
Capital
Labuan
Ltd,
144A
3.882%
4/19/31
BBB
600,422
1,000
NCL
Corp
Ltd,
144A
5.875%
3/15/26
B-
907,147
1,135
Sands
China
Ltd
3.750%
8/08/31
Baa2
912,341
Total
Hotels,
Restaurants
&
Leisure
3,286,546
Household
Products
-
0.1%
875
Clorox
Co/The
1.800%
5/15/30
BBB+
719,599
Total
Household
Products
719,599
Independent
Power
And
Renewable
Electricity
Producers
-
0.1%
875
Israel
Electric
Corp
Ltd,
144A
,
Reg
S
3.750%
2/22/32
BBB+
753,252
Total
Independent
Power
And
Renewable
Electricity
Producers
753,252
Independent
Power
Producers
&
Energy
Traders
-
0.5%
1,194
Alfa
Desarrollo
SpA2021
1,
144A
4.550%
9/27/51
BBB-
863,920
1,500
EnfraGen
Energia
Sur
SA
/
EnfraGen
Spain
SA
/
Prime
Energia
SpA,
144A
5.375%
12/30/30
BBB-
961,697
1,461
Sweihan
PV
Power
Co
PJSC2022
1,
144A
3.625%
1/31/49
BBB+
1,179,152
617
UEP
Penonome
II
SA2020
1,
144A
6.500%
10/01/38
BB
462,855
Total
Independent
Power
Producers
&
Energy
Traders
3,467,624
Insurance
-
0.7%
1,000
Berkshire
Hathaway
Finance
Corp
2.875%
3/15/32
AA
886,615
500
Bonanza
RE
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
4.870%
spread),
144A
(3)
10.245%
12/23/24
N/R
430,150
250
Bonanza
RE
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
5.750%
spread),
144A
(3)
11.108%
3/16/25
N/R
206,525
900
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
BBB+
784,091
250
Kendall
Re
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
4.000%
spread),
144A
(3)
4.040%
5/02/24
N/R
237,575
550
Residential
Reinsurance
2020
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
6.180%
spread),
144A
(3)
6.510%
12/06/24
N/R
523,325
500
Vitality
Re
XII
Ltd2020
A
(3-Month
U.S.
Treasury
Bill
reference
rate
+
2.250%
spread),
144A
(3)
2.250%
1/07/25
BBB+
489,350
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Insurance
(continued)
$
1,000
Vitality
Re
XIV
Ltd
(3-Month
U.S.
Treasury
Bill
reference
rate
+
3.500%
spread),
144A
(3)
8.863%
1/05/27
BBB+
$
999,500
Total
Insurance
4,557,131
Interactive
Media
&
Services
-
0.2%
1,100
Arches
Buyer
Inc,
144A
4.250%
6/01/28
B1
931,379
535
Baidu
Inc
1.625%
2/23/27
A
473,896
Total
Interactive
Media
&
Services
1,405,275
IT
Services
-
0.3%
2,075
Ahead
DB
Holdings
LLC,
144A
6.625%
5/01/28
CCC+
1,685,937
Total
IT
Services
1,685,937
Marine
Transportation
-
0.2%
1,740
MISC
Capital
Two
Labuan
Ltd,
144A
3.750%
4/06/27
BBB
1,644,100
Total
Marine
Transportation
1,644,100
Media
-
0.8%
1,000
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
6.375%
9/01/29
BB+
932,670
1,000
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.900%
6/01/52
BBB-
629,037
1,300
Comcast
Corp
2.800%
1/15/51
A-
850,229
350
CSC
Holdings
LLC,
144A
11.250%
5/15/28
B1
331,625
1,500
CSC
Holdings
LLC,
144A
4.125%
12/01/30
B1
1,041,238
925
LCPR
Senior
Secured
Financing
DAC,
144A
5.125%
7/15/29
BB+
766,728
1,000
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
BB
837,352
Total
Media
5,388,879
Metals
&
Mining
-
0.8%
700
AngloGold
Ashanti
Holdings
PLC
3.375%
11/01/28
Baa3
618,527
1,675
AngloGold
Ashanti
Holdings
PLC
3.750%
10/01/30
Baa3
1,433,353
750
Antofagasta
PLC,
144A
5.625%
5/13/32
BBB+
736,759
1,120
Freeport
Indonesia
PT,
144A
5.315%
4/14/32
Baa3
1,048,465
2,000
SunCoke
Energy
Inc,
144A
4.875%
6/30/29
BB
1,646,582
Total
Metals
&
Mining
5,483,686
Mortgage
Real
Estate
Investment
Trusts
(REITs)
-
0.3%
2,000
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
Ba1
1,649,321
Total
Mortgage
Real
Estate
Investment
Trusts
(REITs)
1,649,321
Multi-Utilities
-
0.1%
900
Ameren
Illinois
Co
4.950%
6/01/33
A1
901,820
Total
Multi-Utilities
901,820
Office
REITs
-
0.3%
2,000
Piedmont
Operating
Partnership
LP
3.400%
6/01/23
BBB
2,000,000
Total
Office
REITs
2,000,000
Oil,
Gas
&
Consumable
Fuels
-
3.1%
800
Cosan
SA,
144A
5.500%
9/20/29
BB
728,542
575
Ecopetrol
SA
6.875%
4/29/30
Baa3
514,705
450
Ecopetrol
SA
4.625%
11/02/31
Baa3
342,051
1,000
Ecopetrol
SA
5.875%
11/02/51
Baa3
641,326
100
Ecopetrol
SA
5.875%
5/28/45
Baa3
65,828
300
Empresa
Nacional
del
Petroleo,
144A
6.150%
5/10/33
A-
298,005
900
Empresa
Nacional
del
Petroleo,
144A
3.450%
9/16/31
A-
746,663
826
Energean
Israel
Finance
Ltd,
144A
,
Reg
S
5.375%
3/30/28
BB-
735,884
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Oil,
Gas
&
Consumable
Fuels
(continued)
$
750
Energy
Transfer
LP
5.000%
5/15/50
BBB-
$
613,509
1,000
Enterprise
Products
Operating
LLC
5.350%
1/31/33
A-
1,019,293
900
Enterprise
Products
Operating
LLC
4.450%
2/15/43
A-
772,743
1,000
EQM
Midstream
Partners
LP
6.500%
7/15/48
BB
816,881
1,175
Kinder
Morgan
Energy
Partners
LP
5.800%
3/15/35
BBB
1,163,761
500
Medco
Laurel
Tree
Pte
Ltd,
144A
6.950%
11/12/28
B+
438,189
1,000
MEG
Energy
Corp,
144A
5.875%
2/01/29
BB-
944,279
850
NGL
Energy
Operating
LLC
/
NGL
Energy
Finance
Corp,
144A
7.500%
2/01/26
B+
812,157
1,010
Parkland
Corp/Canada,
144A
4.625%
5/01/30
BB
873,145
500
Pertamina
Persero
PT,
144A
1.400%
2/09/26
Baa2
452,997
200
Petroleos
del
Peru
SA,
144A
4.750%
6/19/32
BB+
143,222
559
Petroleos
Mexicanos
7.690%
1/23/50
BBB
362,311
1,490
Petroleos
Mexicanos
6.700%
2/16/32
BBB
1,116,687
100
Petroleos
Mexicanos
6.750%
9/21/47
BBB
60,354
950
Phillips
66
2.150%
12/15/30
A3
775,644
1,665
Saka
Energi
Indonesia
PT,
144A
4.450%
5/05/24
B+
1,625,456
1,000
SierraCol
Energy
Andina
LLC,
144A
6.000%
6/15/28
B1
732,700
1,000
Thaioil
Treasury
Center
Co
Ltd,
144A
2.500%
6/18/30
BBB
819,101
1,780
Transcanada
Trust
5.500%
9/15/79
BBB-
1,500,817
975
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
BB-
913,122
440
Venture
Global
LNG
Inc,
144A
8.125%
6/01/28
BB
442,200
Total
Oil,
Gas
&
Consumable
Fuels
20,471,572
Paper
&
Forest
Products
-
0.2%
1,500
Suzano
Austria
GmbH
3.125%
1/15/32
BBB-
1,189,887
Total
Paper
&
Forest
Products
1,189,887
Passenger
Airlines
-
0.4%
1,314
American
Airlines
2021-1
Class
A
Pass
Through
Trust2021
2021
2.875%
7/11/34
A
1,087,824
389
British
Airways
2020-1
Class
A
Pass
Through
Trust2020
A,
144A
4.250%
11/15/32
A
361,323
324
British
Airways
2020-1
Class
B
Pass
Through
Trust2020
A,
144A
8.375%
11/15/28
A-
330,036
1,000
Grupo
Aeromexico
SAB
de
CV,
144A
8.500%
3/17/27
B
897,400
Total
Passenger
Airlines
2,676,583
Pharmaceuticals
-
0.8%
825
CVS
Health
Corp
1.750%
8/21/30
BBB
663,073
750
Merck
&
Co
Inc
2.350%
6/24/40
A+
530,330
1,475
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
5.125%
4/30/31
BB-
1,251,614
1,110
Pfizer
Investment
Enterprises
Pte
Ltd
4.750%
5/19/33
A+
1,114,452
990
Teva
Pharmaceutical
Finance
Netherlands
III
BV
(5)
5.125%
5/09/29
Ba2
892,048
670
Teva
Pharmaceutical
Finance
Netherlands
III
BV
(5)
8.125%
9/15/31
Ba2
695,686
Total
Pharmaceuticals
5,147,203
Professional
Services
-
0.1%
750
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
B1
597,972
Total
Professional
Services
597,972
Retail
REITs
-
0.4%
1,000
Brixmor
Operating
Partnership
LP
2.250%
4/01/28
BBB
845,703
1,000
Kite
Realty
Group
Trust
4.750%
9/15/30
BBB
898,940
888
SITE
Centers
Corp
3.625%
2/01/25
BBB
836,546
Total
Retail
REITs
2,581,189
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Semiconductors
&
Semiconductor
Equipment
-
0.4%
$
1,000
Broadcom
Inc,
144A
3.469%
4/15/34
BBB-
$
815,957
1,200
SK
Hynix
Inc,
144A
1.500%
1/19/26
Baa2
1,061,159
675
TSMC
Arizona
Corp
3.875%
4/22/27
AA-
656,333
Total
Semiconductors
&
Semiconductor
Equipment
2,533,449
Software
-
0.3%
500
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
CCC+
420,533
775
Oracle
Corp
4.900%
2/06/33
BBB
748,600
750
Salesforce
Inc
2.700%
7/15/41
A+
541,431
Total
Software
1,710,564
Specialized
REITs
-
0.3%
2,200
SBA
Tower
Trust,
144A
1.840%
4/15/27
A2
1,915,702
Total
Specialized
REITs
1,915,702
Specialty
Retail
-
0.5%
1,125
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
B2
866,250
1,000
Michaels
Cos
Inc/The,
144A
7.875%
5/01/29
CCC
614,440
1,150
O'Reilly
Automotive
Inc
1.750%
3/15/31
Baa1
917,073
1,000
Staples
Inc,
144A
7.500%
4/15/26
B
821,974
Total
Specialty
Retail
3,219,737
Technology
Hardware,
Storage
&
Peripherals
-
0.2%
1,175
Apple
Inc
2.450%
8/04/26
Aaa
1,112,550
Total
Technology
Hardware,
Storage
&
Peripherals
1,112,550
Textiles
-
0.1%
930
Hanesbrands
Inc,
144A
(5)
9.000%
2/15/31
BB-
930,099
Total
Textiles
930,099
Trading
Companies
&
Distributors
-
0.6%
880
AerCap
Holdings
NV
(5)
5.875%
10/10/79
BB+
818,793
1,750
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
BBB
1,517,308
1,825
Albion
Financing
2SARL,
144A
8.750%
4/15/27
BB-
1,578,166
Total
Trading
Companies
&
Distributors
3,914,267
Transportation
Infrastructure
-
0.1%
500
Adani
Ports
&
Special
Economic
Zone
Ltd,
144A
3.100%
2/02/31
BBB-
351,736
Total
Transportation
Infrastructure
351,736
Wireless
Telecommunication
Services
-
1.2%
1,410
AT&T
Inc
3.500%
9/15/53
BBB+
978,826
1,400
C&W
Senior
Financing
DAC,
144A
6.875%
9/15/27
BB-
1,204,280
775
CT
Trust,
144A
5.125%
2/03/32
Ba1
610,868
975
Empresa
Nacional
de
Telecomunicaciones
SA,
144A
3.050%
9/14/32
BBB
771,469
1,000
Liberty
Costa
Rica
Senior
Secured
Finance,
144A
10.875%
1/15/31
B+
957,490
1,386
Millicom
International
Cellular
SA2028
2028,
144A
5.125%
1/15/28
BB+
1,193,799
1,375
Sitios
Latinoamerica
SAB
de
CV,
144A
5.375%
4/04/32
Baa3
1,233,236
995
Vmed
O2
UK
Financing
I
PLC,
144A
4.750%
7/15/31
BB+
818,194
Total
Wireless
Telecommunication
Services
7,768,162
Total
Corporate
Bonds
(cost
$203,702,367)
181,283,206
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
55,123,031
SOVEREIGN
DEBT
-
8.4%
X
55,123,031
Angola
-
0.1%
$
1,050
Angolan
Government
International
Bond
,
144A
8.750%
4/14/32
B-
$
880,415
Total
Angola
880,415
Bermuda
-
0.1%
625
Bermuda
Government
International
Bond
,
144A
2.375%
8/20/30
A+
526,812
Total
Bermuda
526,812
Brazil
-
0.1%
570
Brazilian
Government
International
Bond
6.000%
10/20/33
Ba2
558,853
Total
Brazil
558,853
Colombia
-
0.1%
850
Colombia
Government
International
Bond
5.000%
6/15/45
Baa2
563,231
Total
Colombia
563,231
Costa
Rica
-
0.1%
905
Costa
Rica
Government
International
Bond
,
144A
5.625%
4/30/43
BB-
779,262
Total
Costa
Rica
779,262
Cote
d'Ivoire
-
0.4%
1,313
Ivory
Coast
Government
International
Bond
,
144A
5.750%
12/31/32
BB-
1,211,841
1,750
Ivory
Coast
Government
International
Bond
,
144A
6.125%
6/15/33
BB-
1,512,759
Total
Cote
d'Ivoire
2,724,600
Dominican
Republic
-
0.2%
1,000
Dominican
Republic
International
Bond
,
144A
4.500%
1/30/30
BB
861,927
835
Dominican
Republic
International
Bond
,
144A
5.300%
1/21/41
BB
646,266
12,000
DOP
Dominican
Republic
International
Bond
,
144A
9.750%
6/05/26
BB
219,174
Total
Dominican
Republic
1,727,367
Ecuador
-
0.0%
380
Ecuador
Government
International
Bond
,
144A
5.000%
7/31/30
B-
183,418
Total
Ecuador
183,418
Ghana
-
0.0%
650
Ghana
Government
International
Bond
,
144A
8.125%
3/26/32
Ca
260,585
Total
Ghana
260,585
Hungary
-
0.2%
425
Hungary
Government
International
Bond
,
144A
5.250%
6/16/29
Baa2
411,187
300
Magyar
Export-Import
Bank
Zrt
,
144A
6.125%
12/04/27
BBB
297,695
Total
Hungary
708,882
Indonesia
-
0.1%
950
Perusahaan
Penerbit
SBSN
Indonesia
III
,
144A
3.800%
6/23/50
BBB
751,414
Total
Indonesia
751,414
Iraq
-
0.3%
1,884
Iraq
International
Bond
,
144A
5.800%
1/15/28
N/R
1,741,351
Total
Iraq
1,741,351
Jamaica
-
0.1%
805
Jamaica
Government
International
Bond
6.750%
4/28/28
B+
845,135
Total
Jamaica
845,135
Jordan
-
0.2%
1,300
Jordan
Government
International
Bond
,
144A
5.850%
7/07/30
BB-
1,161,875
Total
Jordan
1,161,875
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Kazakhstan
-
0.1%
$
400
Kazakhstan
Government
International
Bond
,
144A
6.500%
7/21/45
Baa2
$
413,469
Total
Kazakhstan
413,469
Kenya
-
0.3%
400
Republic
of
Kenya
Government
International
Bond
,
144A
7.000%
5/22/27
B
342,449
1,445
Republic
of
Kenya
Government
International
Bond
,
144A
6.300%
1/23/34
B
1,030,490
Total
Kenya
1,372,939
Mexico
-
0.5%
1,000
Mexico
Government
International
Bond
4.750%
4/27/32
BBB
955,604
1,640
Mexico
Government
International
Bond
4.750%
3/08/44
BBB
1,382,126
1,950
Mexico
Government
International
Bond
4.280%
8/14/41
BBB
1,583,938
275
Mexico
Government
International
Bond
5.400%
2/09/28
BBB
280,867
Total
Mexico
4,202,535
Mongolia
-
0.1%
795
Mongolia
Government
International
Bond
,
144A
(5)
4.450%
7/07/31
B
594,262
Total
Mongolia
594,262
Morocco
-
0.2%
850
Morocco
Government
International
Bond
,
144A
5.500%
12/11/42
BB+
721,060
920
Morocco
Government
International
Bond
,
144A
3.000%
12/15/32
BB+
724,500
280
Morocco
Government
International
Bond
,
144A
5.950%
3/08/28
BB+
283,227
Total
Morocco
1,728,787
Nigeria
-
0.1%
325
Nigeria
Government
International
Bond
,
144A
8.375%
3/24/29
B-
281,189
415
Nigeria
Government
International
Bond
,
144A
7.875%
2/16/32
B-
325,128
Total
Nigeria
606,317
Oman
-
0.1%
850
Oman
Government
International
Bond
,
144A
6.000%
8/01/29
Ba2
851,062
250
Oman
Government
International
Bond
,
144A
6.750%
10/28/27
Ba2
258,788
Total
Oman
1,109,850
Panama
-
0.2%
1,360
Panama
Bonos
del
Tesoro
3.362%
6/30/31
BBB
1,168,920
Total
Panama
1,168,920
Peru
-
0.1%
925
Peruvian
Government
International
Bond
2.783%
1/23/31
Baa1
788,446
Total
Peru
788,446
Philippines
-
0.3%
600
Philippine
Government
International
Bond
5.000%
7/17/33
BBB+
612,742
550
Philippine
Government
International
Bond
6.375%
10/23/34
BBB+
618,901
495
Philippine
Government
International
Bond
4.200%
3/29/47
BBB+
428,409
Total
Philippines
1,660,052
Poland
-
0.2%
360
Republic
of
Poland
Government
International
Bond
3.250%
4/06/26
A2
349,005
630
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
A2
632,835
Total
Poland
981,840
Qatar
-
0.1%
850
Qatar
Government
International
Bond
,
144A
4.817%
3/14/49
AA
807,582
Total
Qatar
807,582
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Republic
of
Serbia
-
0.1%
$
375
Serbia
International
Bond
,
144A
6.500%
9/26/33
BB+
$
363,885
Total
Republic
of
Serbia
363,885
Rwanda
-
0.2%
1,375
Rwanda
International
Government
Bond
,
144A
5.500%
8/09/31
B+
999,432
Total
Rwanda
999,432
Saudi
Arabia
-
0.2%
1,890
Saudi
Government
International
Bond
,
144A
3.750%
1/21/55
A1
1,410,465
Total
Saudi
Arabia
1,410,465
South
Africa
-
0.2%
1,900
Republic
of
South
Africa
Government
International
Bond
5.375%
7/24/44
Ba2
1,287,250
Total
South
Africa
1,287,250
Turkey
-
0.1%
750
Turkiye
Ihracat
Kredi
Bankasi
AS
,
144A
5.750%
7/06/26
B3
649,479
Total
Turkey
649,479
Ukraine
-
0.0%
225
Ukraine
Government
International
Bond
,
144A
7.750%
9/01/29
Caa1
42,602
Total
Ukraine
42,602
United
States
-
3.3%
12,000
United
States
Treasury
Note/Bond
3.875%
2/15/43
Aaa
11,778,750
5,000
United
States
Treasury
Note/Bond
3.500%
2/15/33
Aaa
4,940,625
5,000
United
States
Treasury
Note/Bond
3.625%
2/15/53
Aaa
4,802,344
Total
United
States
21,521,719
Total
Sovereign
Debt
(cost
$62,757,733)
55,123,031
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
52,577,483
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
8.0%
X
52,577,483
Automobiles
-
0.2%
$
1,235
General
Motors
Financial
Co
Inc
5.700%
N/A
(8)
BB+
$
1,080,586
Total
Automobiles
1,080,586
Banks
-
3.6%
1,100
Banco
de
Credito
del
Peru
S.A,
144A
3.125%
7/01/30
BBB-
1,007,865
1,500
Bank
of
America
Corp
6.100%
N/A
(8)
BBB+
1,462,500
1,500
Bank
of
America
Corp
(5)
6.125%
N/A
(8)
BBB+
1,463,625
1,875
Citigroup
Inc
7.375%
N/A
(8)
BBB-
1,860,938
320
Citigroup
Inc
6.174%
5/25/34
BBB+
324,527
2,000
CoBank
ACB
6.250%
N/A
(8)
BBB+
1,870,004
2,000
Goldman
Sachs
Group
Inc/The
3.800%
N/A
(8)
BBB-
1,588,600
1,560
Huntington
Bancshares
Inc/OH
5.625%
N/A
(8)
Baa3
1,376,700
1,275
JPMorgan
Chase
&
Co
5.000%
N/A
(8)
BBB+
1,220,016
2,450
JPMorgan
Chase
&
Co
3.650%
N/A
(8)
BBB+
2,161,562
2,000
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(8)
Baa2
1,495,000
1,415
Truist
Financial
Corp
5.100%
N/A
(8)
Baa2
1,245,200
2,000
Truist
Financial
Corp
4.800%
N/A
(8)
Baa2
1,670,000
1,230
Wells
Fargo
&
Co
5.875%
N/A
(8)
Baa2
1,214,932
1,300
Wells
Fargo
&
Co
5.900%
N/A
(8)
Baa2
1,282,125
2,900
Wells
Fargo
&
Co
3.900%
N/A
(8)
Baa2
2,540,400
Total
Banks
23,783,994
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Building
Products
-
0.1%
$
1,125
Cemex
SAB
de
CV,
144A
5.125%
N/A
(8)
BB-
$
990,506
Total
Building
Products
990,506
Capital
Markets
-
0.7%
2,500
Bank
of
New
York
Mellon
Corp/The
4.700%
N/A
(8)
Baa1
2,448,100
2,050
Charles
Schwab
Corp/The
5.375%
N/A
(8)
Baa2
1,970,604
Total
Capital
Markets
4,418,704
Diversified
Telecommunication
Services
-
0.2%
800
Network
i2i
Ltd,
144A
5.650%
N/A
(8)
BB
773,000
1,000
Network
i2i
Ltd,
144A
(5)
3.975%
N/A
(8)
BB
885,322
Total
Diversified
Telecommunication
Services
1,658,322
Electric
Utilities
-
0.4%
1,500
Edison
International
5.000%
N/A
(8)
BB+
1,283,733
1,500
Southern
Co/The
4.000%
1/15/51
BBB-
1,397,595
Total
Electric
Utilities
2,681,328
Financial
Services
-
0.1%
1,000
Voya
Financial
Inc
6.125%
N/A
(8)
BBB-
940,000
Total
Financial
Services
940,000
Food
Products
-
0.4%
2,730
Land
O'
Lakes
Inc,
144A
8.000%
N/A
(8)
BB
2,484,300
Total
Food
Products
2,484,300
Independent
Power
Producers
&
Energy
Traders
-
0.2%
1,304
Vistra
Corp,
144A
7.000%
N/A
(8)
Ba3
1,146,998
Total
Independent
Power
Producers
&
Energy
Traders
1,146,998
Insurance
-
0.9%
2,835
AXIS
Specialty
Finance
LLC
4.900%
1/15/40
BBB
2,250,412
1,485
Enstar
Finance
LLC
5.500%
1/15/42
BBB-
1,071,024
1,000
Hanwha
Life
Insurance
Co
Ltd,
144A
3.379%
2/04/32
A-
888,005
1,500
Prudential
Financial
Inc
(5)
6.000%
9/01/52
BBB+
1,464,300
Total
Insurance
5,673,741
Media
-
0.3%
2,185
Paramount
Global
6.375%
3/30/62
Baa3
1,750,709
Total
Media
1,750,709
Multi-Utilities
-
0.3%
2,035
Sempra
Energy
4.875%
N/A
(8)
BBB-
1,922,424
Total
Multi-Utilities
1,922,424
Oil,
Gas
&
Consumable
Fuels
-
0.5%
2,235
Enbridge
Inc
5.750%
7/15/80
BBB-
2,014,908
1,400
Energy
Transfer
LP
6.500%
N/A
(8)
BB
1,225,000
Total
Oil,
Gas
&
Consumable
Fuels
3,239,908
Trading
Companies
&
Distributors
-
0.1%
825
AerCap
Global
Aviation
Trust,
144A
6.500%
6/15/45
Baa3
805,963
Total
Trading
Companies
&
Distributors
805,963
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$59,312,422)
52,577,483
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1),(9)
Coupon
Maturity
Ratings
(2)
Value
X
18,116,245
CONTINGENT
CAPITAL
SECURITIES
-
2.7%
X
18,116,245
Banks
-
2.5%
$
1,650
Banco
Bilbao
Vizcaya
Argentaria
SA
6.500%
N/A
(8)
Ba2
$
1,527,353
1,480
Banco
Mercantil
del
Norte
SA/Grand
Cayman,
144A
6.750%
N/A
(8)
Ba2
1,380,864
1,460
Banco
Santander
SA
4.750%
N/A
(8)
Ba1
1,129,675
1,375
Bancolombia
SA
4.625%
12/18/29
Ba3
1,144,687
1,250
Bangkok
Bank
PCL/Hong
Kong,
144A
5.000%
N/A
(8)
Ba1
1,171,323
1,000
Bank
Hapoalim
BM,
144A
,
Reg
S
3.255%
1/21/32
BBB
847,464
1,840
Barclays
PLC
8.000%
N/A
(8)
BBB-
1,596,200
1,500
BNP
Paribas
SA,
144A
9.250%
N/A
(8)
BBB
1,556,250
1,500
Lloyds
Banking
Group
PLC
7.500%
N/A
(8)
Baa3
1,443,375
2,000
Macquarie
Bank
Ltd/London,
144A
6.125%
N/A
(8)
BB+
1,722,155
1,700
Mizrahi
Tefahot
Bank
Ltd,
144A
,
Reg
S
3.077%
4/07/31
BBB
1,476,450
2,000
NatWest
Group
PLC
8.000%
N/A
(8)
BBB-
1,967,500
Total
Banks
16,963,296
Capital
Markets
-
0.2%
1,505
Deutsche
Bank
AG
6.000%
N/A
(8)
Ba2
1,152,949
Total
Capital
Markets
1,152,949
Total
Contingent
Capital
Securities
(cost
$21,081,036)
18,116,245
Principal
Amount
(000)
Description
(1)
Coupon
(10)
Reference
Rate
(10)
Spread
(10)
Maturity
(11)
Ratings
(2)
Value
X
17,866,685
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
2.7%
(10)
X
17,866,685
Beverages
-
0.0%
$
394
City
Brewing
Company,
LLC,
Term
Loan
8.760%
3-Month
LIBOR
3.500%
4/05/28
CCC
$
195,030
Total
Beverages
195,030
Building
Products
-
0.1%
421
Cornerstone
Building
Brands,
Inc.,
Term
Loan
B
8.409%
TSFR1M
3.250%
4/12/28
B
384,457
Total
Building
Products
384,457
Chemicals
-
0.2%
225
Ineos
US
Finance
LLC,
Term
Loan
B
8.753%
SOFR90A
3.500%
2/09/30
BB
223,407
973
Messer
Industries
GmbH,
Term
Loan
7.660%
SOFR90A
2.500%
3/01/26
BB-
971,240
69
W.R.
Grace
&
Co.-Conn.,
Term
Loan
B
8.938%
3-Month
LIBOR
3.750%
9/22/28
BB+
68,498
Total
Chemicals
1,263,145
Commercial
Services
&
Supplies
-
0.0%
244
GFL
Environmental
Inc.,
Term
Loan
8.145%
SOFR30A
3.000%
5/30/25
BB-
244,312
Total
Commercial
Services
&
Supplies
244,312
Containers
&
Packaging
-
0.1%
490
Plaze,
Inc.,
Term
Loan
B
8.768%
SOFR30A
3.500%
8/03/26
B
448,847
203
Reynolds
Group
Holdings
Inc.
,
Term
Loan
B2
8.518%
SOFR30A
3.250%
2/05/26
B+
202,034
Total
Containers
&
Packaging
650,881
Principal
Amount
(000)
Description
(1)
Coupon
(10)
Reference
Rate
(10)
Spread
(10)
Maturity
(11)
Ratings
(2)
Value
Diversified
Telecommunication
Services
-
0.0%
$
171
Cablevision
Lightpath
LLC,
Term
Loan
B
8.357%
1-Month
LIBOR
3.250%
12/01/27
B1
$
164,781
156
Zayo
Group
Holdings,
Inc.,
Term
Loan
8.154%
1-Month
LIBOR
3.000%
3/09/27
B-
120,368
Total
Diversified
Telecommunication
Services
285,149
Electronic
Equipment,
Instruments
&
Components
-
0.1%
393
Ingram
Micro
Inc.,
Term
Loan
B
8.659%
3-Month
LIBOR
3.500%
7/02/28
BB+
379,147
Total
Electronic
Equipment,
Instruments
&
Components
379,147
Health
Care
Equipment
&
Supplies
-
0.5%
1,985
Bausch
&
Lomb,
Inc.,
Term
Loan
8.457%
SOFR90A
3.250%
5/05/27
BB-
1,923,277
465
CNT
Holdings
I
Corp,
Term
Loan
8.459%
SOFR90A
3.500%
11/08/27
B
453,911
593
Medline
Borrower,
LP,
Term
Loan
B
8.404%
1-Month
LIBOR
3.250%
10/21/28
BB-
575,186
Total
Health
Care
Equipment
&
Supplies
2,952,374
Health
Care
Providers
&
Services
-
0.4%
990
Parexel
International
Corporation,
Term
Loan,
First
Lien
8.404%
1-Month
LIBOR
3.250%
11/15/28
B1
959,008
1,483
Select
Medical
Corporation,
Term
Loan
B
7.654%
1-Month
LIBOR
2.500%
3/06/25
Ba2
1,478,053
Total
Health
Care
Providers
&
Services
2,437,061
Hotels,
Restaurants
&
Leisure
-
0.1%
490
IRB
Holding
Corp,
Term
Loan
B
8.253%
TSFR1M
3.000%
12/15/27
B+
476,356
Total
Hotels,
Restaurants
&
Leisure
476,356
Household
Durables
-
0.1%
441
Weber-Stephen
Products
LLC,
Term
Loan
B
8.350%
SOFR30A
3.250%
10/30/27
CCC+
386,857
Total
Household
Durables
386,857
Media
-
0.1%
908
DirecTV
Financing,
LLC,
Term
Loan
10.154%
1-Month
LIBOR
5.000%
8/02/27
BBB-
864,400
Total
Media
864,400
Passenger
Airlines
-
0.3%
297
Mileage
Plus
Holdings
LLC,
Term
Loan
B
10.213%
3-Month
LIBOR
5.250%
6/20/27
Baa3
308,516
158
SkyMiles
IP
Ltd.,
Term
Loan
B
8.798%
SOFR90A
3.750%
10/20/27
Baa1
163,319
1,470
United
Airlines,
Inc.,
Term
Loan
B
8.888%
1-Month
LIBOR
3.750%
4/21/28
Ba1
1,464,892
Total
Passenger
Airlines
1,936,727
Pharmaceuticals
-
0.3%
973
Jazz
Financing
Lux
S.a.r.l.,
Term
Loan
8.654%
1-Month
LIBOR
3.500%
5/05/28
BB+
972,085
1,273
Organon
&
Co,
Term
Loan
7.986%
3-Month
LIBOR
3.000%
6/02/28
BB
1,270,592
Total
Pharmaceuticals
2,242,677
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
(10)
Reference
Rate
(10)
Spread
(10)
Maturity
(11)
Ratings
(2)
Value
Semiconductors
&
Semiconductor
Equipment
-
0.1%
$
736
Ultra
Clean
Holdings,
Inc,
Term
Loan
B
8.904%
1-Month
LIBOR
3.750%
8/27/25
B1
$
736,999
Total
Semiconductors
&
Semiconductor
Equipment
736,999
Software
-
0.1%
266
Camelot
U.S.
Acquisition
LLC,
Term
Loan
B
8.154%
1-Month
LIBOR
3.000%
10/31/26
B+
262,571
490
IGT
Holding
IV
AB,
Term
Loan
B2
8.462%
SOFR90A
3.400%
3/29/28
B
485,509
122
Ultimate
Software
Group
Inc
(The),
Term
Loan
8.271%
SOFR90A
3.250%
5/03/26
B1
117,575
Total
Software
865,655
Specialty
Retail
-
0.2%
522
Les
Schwab
Tire
Centers,
Term
Loan
B
8.284%
1-Month
LIBOR
3.250%
11/02/27
B
513,131
83
LS
Group
OpCo
Acquisition
LLC,
Term
Loan,
Term
Loan
,
(WI/DD)
TBD
TBD
TBD
TBD
N/R
81,617
982
PetSmart,
Inc.,
Term
Loan
B
9.003%
SOFR30A
3.750%
2/12/28
BB
970,710
Total
Specialty
Retail
1,565,458
Total
Variable
Rate
Senior
Loan
Interests
(cost
$18,328,558)
17,866,685
Shares
Description
(1)
Coupon
Ratings
(2)
Value
X
2,213,562
$25
PAR
(OR
SIMILAR)
RETAIL
PREFERRED
-
0.3%
X
2,213,562
Capital
Markets
-
0.1%
28,850
Morgan
Stanley
6.500%
BBB
$
753,562
Total
Capital
Markets
753,562
Investments
in
Derivatives
Shares
Description
(1)
Coupon
Ratings
(2)
Value
Financial
Services
-
0.2%
14,600
AgriBank
FCB
6.875%
BBB+
$
1,460,000
Total
Financial
Services
1,460,000
Total
$25
Par
(or
similar)
Retail
Preferred
(cost
$2,181,250)
2,213,562
Total
Long-Term
Investments
(cost
$705,440,086)
636,058,202
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
1.2%
X
7,764,596
MONEY
MARKET
FUNDS
-
1.2%
X
7,764,596
7,764,596
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(12)
5.110%(13)
$
7,764,596
Total
Money
Market
Funds
(cost
$7,764,596)
$
7,764,596
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$7,764,596)
7,764,596
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
3.0%
19,613,145
REPURCHASE
AGREEMENTS
-
3.0%
X
19,613,145
$
1,581
Repurchase
Agreement
with
Fixed
Income
Clearing
Corporation,
dated
5/31/23,
repurchase
price
$1,581,212
collateralized
by
$1,851,900,
U.S.
Treasury
Notes,
1.000%,
due
7/31/28,
value
$1,612,807
1.520%
6/01/23
$
1,581,145
18,032
Repurchase
Agreement
with
Fixed
Income
Clearing
Corporation,
dated
5/31/23,
repurchase
price
$18,034,509
collateralized
by
$19,603,300,
U.S.
Treasury
Notes,
2.875%,
due
5/15/32,
value
$18,392,643
5.010%
6/01/23
18,032,000
Total
Repurchase
Agreements
(cost
$19,613,145)
19,613,145
Total
Short-Term
Investments
(cost
$19,613,145)
19,613,145
Total
Investments
(cost
$732,817,827
)
-
100.6%
663,435,943
Other
Assets
&
Liabilities,
Net
- (0.6)%(14)
(3,784,026)
Net
Assets
-
100%
$
659,651,917
Futures
Contracts
-
Long
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
Long
Bond
350
9/23
$
44,476,295
$
44,920,313
$
444,018
U.S.
Treasury
Ultra
10-Year
Note
50
9/23
5,998,508
6,022,656
24,148
U.S.
Treasury
Ultra
Bond
325
9/23
43,916,068
44,484,375
568,307
Total
$94,390,871
$95,427,344
$1,036,473
Futures
Contracts
-
Short
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
3-Month
SOFR
(20)
12/23
$
(4,739,512)
$
(4,741,500)
$
(1,988)
3-Month
SOFR
(20)
3/24
(4,754,912)
(4,757,750)
(2,838)
3-Month
SOFR
(20)
6/24
(4,776,825)
(4,781,000)
(4,175)
3-Month
SOFR
(20)
9/24
(4,799,262)
(4,804,750)
(5,488)
3-Month
SOFR
(20)
12/24
(4,817,887)
(4,824,250)
(6,363)
3-Month
SOFR
(20)
3/25
(4,831,387)
(4,837,750)
(6,363)
3-Month
SOFR
(20)
6/25
(4,839,225)
(4,845,250)
(6,025)
Nuveen
Strategic
Income
Fund
(continued)
Portfolio
of
Investments
May
31,
2023
(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:
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
3-Month
SOFR
(20)
9/25
$
(4,842,125)
$
(4,848,000)
$
(5,875)
U.S.
Treasury
2-Year
Note
(50)
9/23
(10,309,279)
(10,291,406)
17,873
U.S.
Treasury
5-Year
Note
(50)
9/23
(5,454,200)
(5,453,906)
294
Total
$(54,164,614)
$(54,185,562)
$(20,948)
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Asset-Backed
and
Mortgage-Backed
Securities
$
–
$
308,877,990
$
–
$
308,877,990
Corporate
Bonds
–
181,283,206
–
181,283,206
Sovereign
Debt
–
55,123,031
–
55,123,031
$1,000
Par
(or
similar)
Institutional
Preferred
–
52,577,483
–
52,577,483
Contingent
Capital
Securities
–
18,116,245
–
18,116,245
Variable
Rate
Senior
Loan
Interests
–
17,866,685
–
17,866,685
$25
Par
(or
similar)
Retail
Preferred
753,562
1,460,000
–
2,213,562
Investments
Purchased
with
Collateral
from
Securities
Lending
7,764,596
–
–
7,764,596
Short-Term
Investments:
Repurchase
Agreements
–
19,613,145
–
19,613,145
Investments
in
Derivatives:
Futures
Contracts*
1,015,525
–
–
1,015,525
Total
$
9,533,683
$
654,917,785
$
–
$
664,451,468
*
Represents
net
unrealized
appreciation
(depreciation)
as
reported
in
Fund's
Portfolio
of
Investments.
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.
(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)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(5)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$7,431,992.
(6)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(7)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(8)
Perpetual
security.
Maturity
date
is
not
applicable.
(9)
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.
(10)
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.
(11)
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.
(12)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(13)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(14)
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.
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.
DOP
Dominican
Peso
I/O
Interest
only
security
LIBOR
London
Inter-Bank
Offered
Rate
Reg
S
Regulation
S
allows
U.S.
companies
to
sell
securities
to
persons
or
entities
located
outside
of
the
United
States
without
registering
those
securities
with
the
Securities
and
Exchange
Commission.
Specifically,
Regulation
S
provides
a
safe
harbor
from
the
registration
requirements
of
the
Securities
Act
for
the
offers
and
sales
of
securities
by
both
foreign
and
domestic
issuers
that
are
made
outside
the
United
States.
REIT
Real
Estate
Investment
Trust
SOFR
Secured
Overnight
Financing
Rate
SOFR
30A
30
Day
Average
Secured
Overnight
Financing
Rate
SOFR
90A
90
Day
Average
Secured
Overnight
Financing
Rate
TBD
Senior
loan
purchased
on
a
when-issued
or
delayed-delivery
basis.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date
of
the
transaction.
In
addition,
senior
loans
typically
trade
without
accrued
interest
and
therefore
a
coupon
rate
is
not
available
prior
to
settlement.
At
settlement,
if
still
unknown,
the
borrower
or
counterparty
will
provide
the
Fund
with
the
final
coupon
rate
and
maturity
date.
TSFR
1M
CME
Term
SOFR
1
Month
TSFR
3M
CME
Term
SOFR
3
Month
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.