# EDGAR Filing Document

**Accession Number:** 0001655099
**File Stem:** 0000894189-26-006679
**Filing Date:** 2026-2
**Character Count:** 257198
**Document Hash:** e5eeb446bdc3875a65b4eb86336bf69d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-006679.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000894189-26-006679

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brookfield Real Assets Income Fund Inc.
- **CENTRAL INDEX KEY:** 0001655099

**ORGANIZATION NAME:**
- **EIN:** 812623723
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23157
- **FILM NUMBER:** 26695804

**BUSINESS ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 225 LIBERTY STREET, 35TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 855-777-8001

**MAIL ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 225 LIBERTY STREET, 35TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brookfield Real Assets Income Fund Inc.

- **b. Investment Company Act file number:** 811-23157

- **c. CIK number of Registrant:** 0001655099

- **d. LEI of Registrant:** 5493007NX94W3HSQTJ60

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

  - **Street Address 1:** Brookfield Place

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10281-1048

  - **Telephone number:** 855-777-8001

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

- **a. Name of Series:** Brookfield Real Assets Income Fund Inc.

- **c. LEI of Series:** 5493007NX94W3HSQTJ60

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1064603906.82

**Total Liabilities:** $269455201.85

**Net Assets:** $795148704.97

**Cash Not Reported:** $5541804.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14032.367360000000 | **1-Year:** 11059.848701000000 | **5-Year:** 20272.265807000000 | **10-Year:** 24931.506605000000 | **30-Year:** 2105.226520000000

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

- **3-Month:** 105933.007836000000 | **1-Year:** 63902.291068000000 | **5-Year:** 45288.557238000000 | **10-Year:** 24568.002333000000 | **30-Year:** 11218.605044000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.24%               | 0.59%                | -0.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-566863.48              | $-4063789.23                               |
| Month 2  | $692068.72               | $2853235.63                                |
| Month 3  | $201265.89               | $-578403.78                                |

### Schedule of Portfolio Investments

| Name                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       204 | NS      | $9983.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA               | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3204385 | PA      | $3113038.56   | 0.39%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                    | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   7197000 | PA      | $7460734.07   | 0.94%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1056190 | PA      | $551400.77    | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657411 | PA      | $920291.25    | 0.12%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635682 | PA      | $853244.34    | 0.11%             | 2036-10-25      | Floating      | 39.49%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1707530 | PA      | $706546.12    | 0.09%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1193050 | PA      | $639545.09    | 0.08%             | 2036-08-25      | Floating      | 13.02%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961320 | PA      | $441855.27    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5978217 | PA      | $536605.95    | 0.07%             | 2037-01-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8850400 | PA      | $4120788.06   | 0.52%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078646 | PA      | $502222.43    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789953 | PA      | $414277.97    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727136 | PA      | $381335.06    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Assets Trust Inc      | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $18570.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST LP       | American Assets Trust LP                                                         | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2806111.40   | 0.35%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       970 | NS      | $111850.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1441237.50   | 0.18%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3625244.97   | 0.46%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC           | Big Yellow Group PLC                                                             | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |       864 | NS      | $12150.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp            | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       570 | NS      | $100074.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      6152 | NS      | $802836.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5400139.00   | 0.68%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      4373 | NS      | $95156.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923868<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      3232 | NS      | $54556.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIE       | Armada Hoffler Properties Inc                                                    | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               | CORP              | US        |      2682 | NS      | $56670.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                     | CUSIP: 042855AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1152177.15   | 0.14%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2992949.43   | 0.38%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA        | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1983000 | PA      | $1923092.18   | 0.24%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        95 | NS      | $17224.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2021-AGW Mortgage Trust                                                    | CUSIP: 05493HAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3520000.00   | 0.44%             | 2036-06-15      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | CUSIP: 05493LAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4554121.50   | 0.57%             | 2038-09-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I           | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $675324.68    | 0.08%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust            | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $110937.50    | 0.01%             | 2036-03-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA               | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1518103.21   | 0.19%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4073000 | PA      | $4201963.40   | 0.53%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                                | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1027089.50   | 0.13%             | 2034-08-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SSE PLC                        | SSE PLC                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     22849 | NS      | $669882.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1496 | NS      | $129987.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS       | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1467750.00   | 0.18%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS       | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3274410.23   | 0.41%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003969.00   | 0.13%             | 2063-06-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc     | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1135 | NS      | $29759.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3610674.17   | 0.45%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985025.50    | 0.12%             | 2042-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD         | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |   2066000 | PA      | $2128862.18   | 0.27%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003217 | PA      | $722666.74    | 0.09%             | 2035-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-84                                                   | CUSIP: 12668BAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6811709 | PA      | $6424686.00   | 0.81%             | 2036-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                  | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $781722.27    | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                  | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4925000.00   | 0.62%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5437199.09   | 0.68%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2919049.06   | 0.37%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT | California Statewide Communities Development Authority                           | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105388.34    | 0.01%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                   | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4610300.36   | 0.58%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJS FL FIN AUTH STUD | Capital Projects Finance Authority/FL                                            | CUSIP: 140427CJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $214272.97    | 0.03%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1460231.63   | 0.18%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boralex Inc                    | Boralex Inc                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      1730 | NS      | $31926.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       437 | NS      | $154378.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPEL                          | Cia Paranaense de Energia - Copel                                                | CUSIP: N/A<br>LEI: 2549001AS1I9A71VG663       | Long             | EP               | CORP              | BR        |     13739 | NS      | $34737.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties        | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       679 | NS      | $18876.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc               | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14266 | NS      | $1707354.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13101 | NS      | $626916.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  13401000 | PA      | $13946688.72  | 1.75%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T       | Diversified Healthcare Trust                                                     | CUSIP: 25525P206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    121225 | NS      | $1940812.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1463180.33   | 0.18%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DUTCHESS CNTY NY LOCAL DEV COR | Dutchess County Local Development Corp                                           | CUSIP: 267045NL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245790.83    | 0.03%             | 2039-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-CES4                                                                   | CUSIP: 267954AE5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505020.65    | 0.06%             | 2060-06-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-CES4                                                                   | CUSIP: 267954AF2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502313.60    | 0.06%             | 2060-06-25      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-INV2                                                                   | CUSIP: 26844LAE8<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006033.80   | 0.13%             | 2069-10-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3237088.01   | 0.41%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                 | EPR Properties                                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       712 | NS      | $35528.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                 | EPR Properties                                                                   | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    249757 | NS      | $7472729.44   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                 | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2876812.18   | 0.36%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                   | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5000000 | PA      | $5128824.50   | 0.65%             | 2033-09-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus | Easy Street Mortgage Loan Trust 2025-RTL1                                        | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012329.40   | 0.13%             | 2040-05-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                  | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  10405475 | PA      | $10660082.43  | 1.34%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL           | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1686174.80   | 0.21%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EMERA INC                      | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   7600000 | PA      | $7634785.20   | 0.96%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     54724 | NS      | $2617448.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP             | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    105478 | NS      | $1739332.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     10546 | NS      | $974766.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5900738.05   | 0.74%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners L | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     53386 | NS      | $1711555.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2864367.03   | 0.36%             | 2067-06-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1457524.28   | 0.18%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4967273.50   | 0.62%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       949 | NS      | $727085.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       929 | NS      | $27554.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       104 | NS      | $27214.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     17778 | NS      | $1288727.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   4626000 | PA      | $4728410.39   | 0.59%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31385H4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28326 | PA      | $30694.04     | 0.00%             | 2031-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31385JRK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31363 | PA      | $32333.14     | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31389VBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59904 | PA      | $64067.68     | 0.01%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31390GR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74360 | PA      | $78434.42     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan | GMACM Home Equity Loan Trust 2005-HE3                                            | CUSIP: 361856EK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263758 | PA      | $253664.86    | 0.03%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan | GMACM Home Equity Loan Trust 2007-HE2                                            | CUSIP: 36186LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199840 | PA      | $198665.47    | 0.02%             | 2037-12-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan | GMACM Home Equity Loan Trust 2007-HE2                                            | CUSIP: 36186LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384975 | PA      | $383533.97    | 0.05%             | 2037-12-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5518514 | PA      | $1161301.19   | 0.15%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-AR1                                                 | CUSIP: 3623414D8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1647157 | PA      | $1459384.01   | 0.18%             | 2036-01-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2125428.55   | 0.27%             | 2053-05-12      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $164511.29    | 0.02%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Access Treasury  | Goldman Sachs Access Treasury 0-1 Year ETF                                       | CUSIP: 381430529<br>LEI: 549300Q2J4ZAD8E71F28 | Long             | EC               | RF                | US        |     35269 | NS      | $3524783.86   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38376GWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178712 | PA      | $443.44       | 0.00%             | 2052-11-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY        | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3237861.25   | 0.41%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc   | American Healthcare REIT Inc                                                     | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       361 | NS      | $16988.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1431386.77   | 0.18%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc       | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       976 | NS      | $25200.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2883799.85   | 0.36%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2953516.44   | 0.37%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2880402.00   | 0.36%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581000 | PA      | $145250.00    | 0.02%             | 2035-11-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $194708.44    | 0.02%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $105218.75    | 0.01%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10842638.40  | 1.36%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust        | Home Equity Asset Trust 2006-7                                                   | CUSIP: 43709NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3076932 | PA      | $2692268.08   | 0.34%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4947265 | PA      | $4984615.93   | 0.63%             | 2034-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                          | CUSIP: 437887JP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154213.50    | 0.02%             | 2044-10-01      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I  | Homeward Opportunities Fund Trust 2025-RRTL2                                     | CUSIP: 437923AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1501918.05   | 0.19%             | 2040-09-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      4372 | NS      | $553320.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR  | Illinois Municipal Electric Agency                                               | CUSIP: 452024HH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80615.73     | 0.01%             | 2035-02-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE   | Illinois Finance Authority                                                       | CUSIP: 45204FN35<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    300000 | PA      | $289666.29    | 0.04%             | 2039-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                    | State of Illinois                                                                | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     46154 | PA      | $48892.55     | 0.01%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM5                                           | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477049 | PA      | $476940.56    | 0.06%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM5                                           | CUSIP: 45276QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318033 | PA      | $318628.62    | 0.04%             | 2067-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM5                                           | CUSIP: 45276QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026000 | PA      | $1024022.39   | 0.13%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH UNIV HSG R | Indiana Finance Authority                                                        | CUSIP: 45471MAC0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    125000 | PA      | $123201.40    | 0.02%             | 2053-07-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| E.ON SE                        | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      4348 | NS      | $82328.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $665355.46    | 0.08%             | 2056-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL               | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2862061.37   | 0.36%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     31807 | NS      | $1697539.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2856721.93   | 0.36%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43749107 | PA      | $214270.00    | 0.03%             | 2051-06-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455954 | PA      | $331557.58    | 0.04%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $57799.23     | 0.01%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352021 | PA      | $142819.71    | 0.02%             | 2051-06-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1503646.91   | 0.19%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS         | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1493022.41   | 0.19%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIAMI GARDENS FL COPS          | City of Miami Gardens FL                                                         | CUSIP: 593563AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57044.84     | 0.01%             | 2040-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       288 | NS      | $40006.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-State Trust                | Mid-State Trust X                                                                | CUSIP: 59549RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526887 | PA      | $527106.16    | 0.07%             | 2036-02-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   5521000 | PA      | $5653603.38   | 0.71%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC        | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1973000 | PA      | $2018856.47   | 0.25%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd       | Hang Lung Properties Ltd                                                         | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      9971 | NS      | $11041.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $939967.20    | 0.12%             | 2057-09-24      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2743002.00   | 0.34%             | 2050-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14999000 | PA      | $476.97       | 0.00%             | 2049-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988514.60    | 0.12%             | 2069-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD       | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1785734.65   | 0.22%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co          | East Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     35128 | NS      | $925864.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd     | Hongkong Land Holdings Ltd                                                       | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      1545 | NS      | $10732.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICTSI                          | International Container Terminal Services Inc                                    | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |     99047 | NS      | $950481.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-RTL1                                    | CUSIP: 64831PAC9<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2505298.25   | 0.32%             | 2039-03-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAG0<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505854.60    | 0.06%             | 2064-09-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY  | New York City Industrial Development Agency                                      | CUSIP: 64967BAA0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125958.95    | 0.02%             | 2046-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY  | New York City Industrial Development Agency                                      | CUSIP: 64971PJX4<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150660.71    | 0.02%             | 2046-01-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                               | CUSIP: 64990GGJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $140517.60    | 0.02%             | 2034-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE | New York Transportation Development Corp                                         | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $249438.81    | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Nextpower Inc                  | Nextpower Inc                                                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $58712.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     37971 | NS      | $3048311.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     20101 | NS      | $839417.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    640000 | PA      | $662878.72    | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-1R                                            | CUSIP: 65540EBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18940237 | PA      | $15622229.42  | 1.96%             | 2037-02-26      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3642936 | PA      | $1880442.42   | 0.24%             | 2037-03-26      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914274 | PA      | $852370.79    | 0.11%             | 2037-12-26      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830215 | PA      | $2488112.96   | 0.31%             | 2037-06-26      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd          | Mitsui Fudosan Co Ltd                                                            | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      2652 | NS      | $30138.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3342000 | PA      | $3257131.92   | 0.41%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust Series 2024-BPL3                                                 | CUSIP: 67119RAC1<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494800.10   | 0.19%             | 2039-09-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust Series 2024-BPL2                                                 | CUSIP: 67120TAC4<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   1919000 | PA      | $1930160.14   | 0.24%             | 2039-05-25      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd       | Guangdong Investment Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    673257 | NS      | $587349.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       426 | NS      | $54383.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC FIN AUTH WI EDUCTNL FAC | Public Finance Authority                                                         | CUSIP: 74443DLW9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201193.00    | 0.03%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS14 Trust                                                      | CUSIP: 74922GBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38740 | PA      | $74094.87     | 0.01%             | 2036-11-25      | Floating      | 31.25%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QO3 Trust                                                       | CUSIP: 74923TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976350 | PA      | $876280.23    | 0.11%             | 2047-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3967022.83   | 0.50%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1957000 | PA      | $2034305.41   | 0.26%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033170 | PA      | $731612.60    | 0.09%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4463329 | PA      | $4082960.76   | 0.51%             | 2046-09-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Hera SpA                       | Hera SpA                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |     17041 | NS      | $80354.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       344 | NS      | $72903.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS3 Trust                                                       | CUSIP: 761118XN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194521 | PA      | $1059905.34   | 0.13%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP           | SL Green Realty Corp                                                             | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      8870 | NS      | $186270.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3755427.00   | 0.47%             | 2039-05-17      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       203 | NS      | $37577.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4816777.30   | 0.61%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp   | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     25753 | NS      | $395051.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                      | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6328524.09   | 0.80%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $358114.04    | 0.05%             | 2055-11-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3            | ALTICE FRANCE LUX 3                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     18839 | NS      | $325451.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                  | Goodman Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1705 | NS      | $35085.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                       | Engie SA                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      3867 | NS      | $101583.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: P4959P100<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     54456 | NS      | $1424399.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial SA                  | Equatorial SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    133855 | NS      | $939506.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA              | EDP Renovaveis SA                                                                | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |      3899 | NS      | $55062.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL       | Airports of Thailand PCL                                                         | CUSIP: N/A<br>LEI: 5299006VS4CU6LW0TY22       | Long             | EC               | CORP              | TH        |    695435 | NS      | $1166703.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13353 | NS      | $983075.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial Properties NV   | Eurocommercial Properties NV                                                     | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |       417 | NS      | $12758.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: BR5786222<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5581938.08   | 0.70%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA         | Grenergy Renovables SA                                                           | CUSIP: N/A<br>LEI: 959800M1FVPL5BMW3R13       | Long             | EC               | CORP              | ES        |       806 | NS      | $81301.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260130                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18773.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260205                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-57235.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260205                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-149454.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVEST         | Eagle Broadband Investments LLC                                                  | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2838210.00   | 0.36%             | 2027-11-12      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT        | Herschend Entertainment Co LLC                                                   | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    498750 | PA      | $501867.19    | 0.06%             | 2032-05-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNER   | Greystar Real Estate Partners LLC                                                | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |   3401973 | PA      | $3414730.80   | 0.43%             | 2030-08-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC          | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2001660.00   | 0.25%             | 2032-09-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Caister Finance                | Caister Finance DAC                                                              | CUSIP: BCC3NC4Z1<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1134000 | PA      | $1529355.38   | 0.19%             | 2035-08-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Caister Finance                | Caister Finance DAC                                                              | CUSIP: BCC3NC507<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1140000 | PA      | $1533883.70   | 0.19%             | 2035-08-17      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9475000 | PA      | $9049662.51   | 1.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5241065.84   | 0.66%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust         | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $436317.75    | 0.05%             | 2046-02-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust         | Cascade MH Asset Trust 2024-MH1                                                  | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147000 | PA      | $150364.83    | 0.02%             | 2056-11-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust         | Cascade MH Asset Trust 2024-MH1                                                  | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $151325.99    | 0.02%             | 2056-11-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC           | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3252000 | PA      | $3378015.00   | 0.42%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2959241.85   | 0.37%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3128700.00   | 0.39%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     29174 | NS      | $1118531.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $7709190.60   | 0.97%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC       | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1741105.93   | 0.22%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A2                                      | CUSIP: 16162WQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517951 | PA      | $450072.87    | 0.06%             | 2036-01-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA             | Cellnex Telecom SA                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     18777 | NS      | $604649.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2187069 | PA      | $751898.44    | 0.09%             | 2037-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-OA3                                                  | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4993742 | PA      | $4473124.25   | 0.56%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-HY6                                                  | CUSIP: 02151JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725281 | PA      | $1432213.93   | 0.18%             | 2047-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244567 | PA      | $1932010.56   | 0.24%             | 2037-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-20                                          | CUSIP: 12544AAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3418736 | PA      | $1137338.36   | 0.14%             | 2037-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-18                                          | CUSIP: 12544JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149702 | PA      | $60529.10     | 0.01%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147855 | PA      | $61951.69     | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  18284000 | PA      | $11153240.00  | 1.40%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                                   | CUSIP: 126407AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $827361.70    | 0.10%             | 2065-05-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CSX Corp                       | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     30365 | NS      | $1100731.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM2                                                                   | CUSIP: 12662EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1192912.80   | 0.15%             | 2066-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-21                                          | CUSIP: 12669GAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26798 | PA      | $27174.53     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2841558.06   | 0.36%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CTO REALTY GROWTH INC          | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               | CORP              | US        |      1842 | NS      | $37761.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp       | Curbline Properties Corp                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       329 | NS      | $7636.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-12                                    | CUSIP: 23242EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124003 | PA      | $122174.39    | 0.02%             | 2037-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada              | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       954 | NS      | $49599.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2446794.90   | 0.31%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| DELAWARE ST ECON DEV AUTH CHRT | Delaware State Economic Development Authority                                    | CUSIP: 246372BK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100899.00    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       600 | NS      | $92826.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC        | DigitalBridge Group Inc                                                          | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      4158 | NS      | $92432.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5979002.91   | 0.75%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2037875.40   | 0.26%             | 2055-01-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532687.95    | 0.07%             | 2055-01-25      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| FARMVILLE VA INDL DEV AUTH FAC | Farmville Industrial Development Authority                                       | CUSIP: 311617BD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $186164.20    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31287VBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93377 | PA      | $98510.00     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17984 | PA      | $18433.30     | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28862 | PA      | $30141.92     | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298TUB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24968 | PA      | $25954.82     | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298WWA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20450 | PA      | $21246.53     | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31359RAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7147 | PA      | $7256.11      | 0.00%             | 2027-12-18      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31390GSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75377 | PA      | $78833.74     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31390MHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92864 | PA      | $98123.18     | 0.01%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31402RFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46147 | PA      | $48897.49     | 0.01%             | 2034-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31402RNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80261 | PA      | $86957.47     | 0.01%             | 2035-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS       | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3233440.41   | 0.41%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988568.00    | 0.12%             | 2054-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026945.70   | 0.13%             | 2054-07-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505389.70    | 0.06%             | 2054-07-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $552221.55    | 0.07%             | 2054-07-25      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490400.50    | 0.06%             | 2054-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $533649.65    | 0.07%             | 2054-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1076032.00   | 0.14%             | 2055-06-25      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $530326.00    | 0.07%             | 2054-05-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $521760.05    | 0.07%             | 2054-05-25      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $535152.95    | 0.07%             | 2054-05-25      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |  22559886 | NS      | $22559886.32  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA8                     | CUSIP: 32051GYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003174 | PA      | $359186.02    | 0.05%             | 2035-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust  | First Industrial Realty Trust Inc                                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $39459.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       541 | NS      | $141325.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     19631 | NS      | $878879.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC        | Five Point Holdings LLC                                                          | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $4611.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING CO        | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3438588.19   | 0.43%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                    | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2667723.00   | 0.34%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                    | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4014507 | PA      | $3825801.48   | 0.48%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                    | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2227441 | PA      | $2155960.16   | 0.27%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS        | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4455995.01   | 0.56%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2258000 | PA      | $2233953.65   | 0.28%             | 2067-11-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       239 | NS      | $156203.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4783000 | PA      | $4985363.95   | 0.63%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144336.00   | 0.40%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |     71214 | NS      | $1637922.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST       | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   7291000 | PA      | $6177880.84   | 0.78%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST       | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4606978.22   | 0.58%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1775842.25   | 0.22%             | 2065-09-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39704050 | PA      | $414800.12    | 0.05%             | 2051-10-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $119457.67    | 0.02%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573000 | PA      | $236127.57    | 0.03%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983473 | PA      | $986608.36    | 0.12%             | 2066-02-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101000 | PA      | $1100303.51   | 0.14%             | 2054-06-25      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| RWE AG                         | RWE AG                                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1887 | NS      | $99986.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES        | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3652129.00   | 0.46%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND           | KIND Trust 2021-KIND                                                             | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487782 | PA      | $1470190.76   | 0.18%             | 2038-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND           | KIND Trust 2021-KIND                                                             | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3331912 | PA      | $3287343.28   | 0.41%             | 2038-08-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE          | Schneider Electric SE                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       283 | NS      | $77421.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KALISPELL MT REVENUE           | City of Kalispell MT                                                             | CUSIP: 48343AAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200984.14    | 0.03%             | 2029-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings Inc    | Kennedy-Wilson Holdings Inc                                                      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       593 | NS      | $5734.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC             | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3176327.12   | 0.40%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC             | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1605208.00   | 0.20%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp             | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       114 | NS      | $4260.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP              | Kimco Realty Corp                                                                | CUSIP: 49446R687<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |     32735 | NS      | $1917288.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4479214.26   | 0.56%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION             | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4405684.00   | 0.55%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC        | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1531000 | PA      | $1070092.45   | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC        | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   7129000 | PA      | $4419916.48   | 0.56%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2822581.00   | 0.35%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   8474000 | PA      | $8668300.35   | 1.09%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust           | LXP Industrial Trust                                                             | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       181 | NS      | $8973.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP         | Liberty Broadband Corp                                                           | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |     41071 | NS      | $987346.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY COSTA RICA SR SF       | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1890000.00   | 0.24%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    815000 | PA      | $866548.09    | 0.11%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities  | Mastr Asset Backed Securities Trust 2006-NC2                                     | CUSIP: 55275BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339439 | PA      | $115835.09    | 0.01%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities  | Mastr Asset Backed Securities Trust 2006-NC3                                     | CUSIP: 55275RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2369220 | PA      | $1053475.23   | 0.13%             | 2036-10-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities  | Mastr Asset Backed Securities Trust 2006-NC3                                     | CUSIP: 55275RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997166 | PA      | $1777342.59   | 0.22%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1316730.00   | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH | Maricopa County Industrial Development Authority                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104902.60    | 0.01%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | Massachusetts Development Finance Agency                                         | CUSIP: 57585BQT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102400.62    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       351 | NS      | $76296.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2858930.85   | 0.36%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       703 | NS      | $111945.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058242.00   | 0.38%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz | NRZ Excess Spread-Collateralized Notes                                           | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504418 | PA      | $496353.03    | 0.06%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz | NRZ Excess Spread-Collateralized Notes                                           | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1611487 | PA      | $1578689.13   | 0.20%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NTHRN IL MUNI PWR AGY PWR PROJ | Northern Illinois Municipal Power Agency                                         | CUSIP: 665250BW5<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    240000 | PA      | $257940.00    | 0.03%             | 2039-01-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| NTHRN IL MUNI PWR AGY PWR PROJ | Northern Illinois Municipal Power Agency                                         | CUSIP: 665250BY1<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |     30000 | PA      | $35050.79     | 0.00%             | 2040-01-01      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1405000 | PA      | $1468957.01   | 0.18%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404126 | PA      | $156567.86    | 0.02%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3769000 | PA      | $3808008.40   | 0.48%             | 2034-04-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       465 | NS      | $20618.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     23583 | NS      | $1733350.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95822 | PA      | $89549.35     | 0.01%             | 2037-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     92537 | NS      | $1487069.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                      | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11826130.31  | 1.49%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2021-AFC1 Trust                                                            | CUSIP: 69357TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $236844.41    | 0.03%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1654335.77   | 0.21%             | 2059-03-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2024-HOME1 Trust                                                           | CUSIP: 69391XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1623000 | PA      | $1639624.23   | 0.21%             | 2059-05-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749377.73    | 0.09%             | 2058-06-25      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2990568.60   | 0.38%             | 2058-06-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2023-NQM1 Trust                                                             | CUSIP: 693965AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977820.50    | 0.12%             | 2068-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002573.20   | 0.25%             | 2068-12-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989733.60    | 0.12%             | 2058-02-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248000 | PA      | $4244336.10   | 0.53%             | 2058-09-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $999622.14    | 0.13%             | 2058-09-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1379585.09   | 0.17%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust        | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       719 | NS      | $8139.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2903265.87   | 0.37%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc      | Piedmont Realty Trust Inc                                                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $18698.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN       | Piedmont Operating Partnership LP                                                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3670209.48   | 0.46%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     97171 | NS      | $1745191.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE       | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |  13765000 | PA      | $13804051.31  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| PORT OF MORROW OR              | Port of Morrow OR                                                                | CUSIP: 73473RDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $127842.35    | 0.02%             | 2036-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2042407.00   | 0.26%             | 2044-05-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST              | RLJ Lodging Trust                                                                | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     21699 | NS      | $540305.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4365000 | PA      | $4606234.26   | 0.58%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX CUSTOMER FAC CH | City of San Antonio TX Customer Facility Charge Revenue                          | CUSIP: 796246AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97729.99     | 0.01%             | 2045-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Santander Bank Mortgage Credit | Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1                     | CUSIP: 80290CBM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4465625 | PA      | $4862468.23   | 0.61%             | 2052-02-26      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-NC3                          | CUSIP: 81377CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4832381 | PA      | $1520271.07   | 0.19%             | 2036-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2994639 | PA      | $1427426.02   | 0.18%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Sempra                         | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     15414 | NS      | $1360902.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1579095.95   | 0.20%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $8047674.06   | 1.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust       | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    313147 | NS      | $576190.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST       | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1659603.48   | 0.21%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1079255.52   | 0.14%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                | VMC Finance 2021-FL4 LLC                                                         | CUSIP: 91835RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    893000 | PA      | $856721.88    | 0.11%             | 2036-06-16      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                | VMC Finance 2021-FL4 LLC                                                         | CUSIP: 91835RAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3107000 | PA      | $2759404.38   | 0.35%             | 2036-06-16      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199000 | PA      | $1646588.99   | 0.21%             | 2067-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-2                                                | CUSIP: 92538XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1188168.75   | 0.15%             | 2067-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991305.70    | 0.12%             | 2068-03-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAE0<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010115.60   | 0.13%             | 2069-02-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504680.85    | 0.06%             | 2069-01-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAE0<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013998.70   | 0.13%             | 2069-03-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       624 | NS      | $100669.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4076770.55   | 0.51%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1376930.33   | 0.17%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510398.95    | 0.06%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust           | Vornado Realty Trust                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $16273.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST           | Vornado Realty Trust                                                             | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13326 | NS      | $189895.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP              | Vornado Realty LP                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2152563.76   | 0.27%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4220741 | PA      | $3856730.79   | 0.49%             | 2037-02-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg | Wachovia Bank Commercial Mortgage Trust Series 2006-C28                          | CUSIP: 92978MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319015 | PA      | $318257.13    | 0.04%             | 2048-10-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3904567 | PA      | $3552266.54   | 0.45%             | 2037-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       513 | NS      | $112711.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711622 | PA      | $692296.22    | 0.09%             | 2036-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust                           | CUSIP: 94984GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473393 | PA      | $447020.36    | 0.06%             | 2036-09-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       436 | NS      | $80925.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bank          | Western Alliance Bank                                                            | CUSIP: 95763PNE7<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    836054 | PA      | $875012.90    | 0.11%             | 2059-07-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank          | Western Alliance Bank                                                            | CUSIP: 95763PNF4<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1437739 | PA      | $1560484.18   | 0.20%             | 2059-07-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3056529.25   | 0.38%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     73585 | NS      | $4423194.35   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR       | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8266000 | PA      | $8677395.27   | 1.09%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1456350.25   | 0.18%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1511676.89   | 0.19%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     24064 | NS      | $1777367.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KDX Realty Investment Corp     | KDX Realty Investment Corp                                                       | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |        13 | NS      | $14590.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust      | Mapletree Logistics Trust                                                        | CUSIP: N/A<br>LEI: 549300M9EBZIYH387075       | Long             | EC               | CORP              | SG        |     13407 | NS      | $13739.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                                                                 | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1323 | NS      | $49679.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkway Life Real Estate Inves | Parkway Life Real Estate Investment Trust                                        | CUSIP: N/A<br>LEI: 549300I4DKVD2OF5LW91       | Long             | EC               | CORP              | SG        |      3349 | NS      | $10623.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                     | Getlink SE                                                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     46250 | NS      | $853729.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                     | Vonovia SE                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       307 | NS      | $8835.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT          | LaSalle Logiport REIT                                                            | CUSIP: N/A<br>LEI: 353800II3DI1RPKBB314       | Long             | EC               | CORP              | JP        |        11 | NS      | $11135.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                     | Kojamo Oyj                                                                       | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      1057 | NS      | $12707.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orizon Valorizacao de Residuos | Orizon Valorizacao de Residuos SA                                                | CUSIP: N/A<br>LEI: 894500ACAMVLSLV62B28       | Long             | EC               | CORP              | BR        |      5260 | NS      | $66942.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                         | CTP NV                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |       790 | NS      | $16553.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                  | Scentre Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10067 | NS      | $28141.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG              | Siemens Energy AG                                                                | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       815 | NS      | $114335.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S        | Vestas Wind Systems A/S                                                          | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      5640 | NS      | $152546.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC               | Pennon Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    282527 | NS      | $2002406.91   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder           | Fastighets AB Balder                                                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |      2535 | NS      | $18711.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       603 | NS      | $105755.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   4488693 | PA      | $4501082.26   | 0.57%             | 2031-05-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC       | WideOpenWest Finance LLC                                                         | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |  14450945 | PA      | $14679703.35  | 1.85%             | 2028-12-11      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC          | Directv Financing LLC                                                            | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8761170 | PA      | $8736288.50   | 1.10%             | 2031-02-18      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC             | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  12000000 | PA      | $11982480.00  | 1.51%             | 2031-05-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Last Mile Securities           | Last Mile Securities PE 2021 DAC                                                 | CUSIP: BCC2R5UH5<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   2037581 | PA      | $2392009.21   | 0.30%             | 2031-08-17      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: BCC316NM6<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   1192955 | PA      | $1399423.29   | 0.18%             | 2033-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054833 | PA      | $491135.37    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030610 | PA      | $1045856.29   | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655564 | PA      | $651368.70    | 0.08%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust       | Bayview Financing INV Trust 2021-6F                                              | CUSIP: 07290CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915745 | PA      | $889909.08    | 0.11%             | 2027-12-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1063635.65   | 0.13%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  10093000 | PA      | $6109042.59   | 0.77%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRIBS Mortgage Trust 2025-RTL1 | Cribs Mortgage Trust 2025-RTL1                                                   | CUSIP: 12704NAC7<br>LEI: 254900Y2C40FXLSY2W87 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016405.10   | 0.13%             | 2040-05-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTH FL EDUCTNL  | Capital Trust Authority                                                          | CUSIP: 14054WBS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106106.83    | 0.01%             | 2028-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     19354 | NS      | $1719989.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS       | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2899170.00   | 0.36%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5250000 | PA      | $1228801.88   | 0.15%             | 2055-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fidelis Mortgage Trust         | Fidelis Mortgage Trust 2025-RTL1                                                 | CUSIP: 31575LAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $908520.93    | 0.11%             | 2040-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332926 | PA      | $341399.33    | 0.04%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan | GMACM Home Equity Loan Trust 2005-HE3                                            | CUSIP: 361856EH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294449 | PA      | $283181.57    | 0.04%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                    | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403440 | PA      | $212373.99    | 0.03%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131520 | PA      | $1890871.40   | 0.24%             | 2062-05-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468000 | PA      | $349199.79    | 0.04%             | 2062-05-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL        | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1470462.76   | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP             | Global Partners LP/MA                                                            | CUSIP: 37946R307<br>LEI: 549300PCHWTW9P4DU444 | Long             | EP               | CORP              | US        |     32100 | NS      | $826578.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       742 | NS      | $13155.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4291180.88   | 0.54%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1532559.16   | 0.19%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE        | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1422288.89   | 0.18%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30095389 | PA      | $229447.24    | 0.03%             | 2045-06-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2777742.34   | 0.35%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Corp            | Ladder Capital Corp                                                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      3546 | NS      | $38970.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co           | Lamar Advertising Co                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       163 | NS      | $20632.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP               | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2944179.64   | 0.37%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville/Jefferson County Metropolitan Government                              | CUSIP: 54675QCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $151230.00    | 0.02%             | 2045-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| LUCAS CNTY OH HOSP REVENUE     | County of Lucas OH                                                               | CUSIP: 549310VL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $47896.83     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2862000 | PA      | $2930465.77   | 0.37%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH UTL REV   | New Hampshire Business Finance Authority                                         | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $291230.50    | 0.04%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                 | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      1505 | NS      | $26548.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commerci | CapitaLand Integrated Commercial Trust                                           | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     11887 | NS      | $22062.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2485580.00   | 0.31%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                   | CUSIP: 68213KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522277 | PA      | $1533047.81   | 0.19%             | 2031-12-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1826000 | PA      | $1809451.88   | 0.23%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $957291.90    | 0.12%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE       | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3068000 | PA      | $3221409.33   | 0.41%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI STUDENT HSG | Public Finance Authority                                                         | CUSIP: 74439YGY1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149600.73    | 0.02%             | 2033-07-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC PWR GENERATION AGY NE R | Public Power Generation Agency                                                   | CUSIP: 744434CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $153770.11    | 0.02%             | 2041-01-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1528432.80   | 0.19%             | 2069-06-25      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1675847.39   | 0.21%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |    936083 | PA      | $935390.49    | 0.12%             | 2033-12-27      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       650 | NS      | $29815.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLISAW OK ECON AUTH SALES TA | Sallisaw Economic Authority/The                                                  | CUSIP: 795456AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126920.26    | 0.02%             | 2053-02-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                | CUSIP: 79584CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497486.75   | 0.19%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT In | Smartstop Self Storage REIT Inc                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       457 | NS      | $14139.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD       | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   6750000 | PA      | $7214865.48   | 0.91%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| S JERSEY NJ TRANSPRTN AUTH TRA | South Jersey Transportation Authority                                            | CUSIP: 838536ER7<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82794.29     | 0.01%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                                                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      4973 | NS      | $397939.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     10231 | NS      | $221535.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC              | National Grid PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    119323 | NS      | $1830227.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investmen | Primaris Real Estate Investment Trust                                            | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |       741 | NS      | $8416.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC         | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1247498 | PA      | $1239700.79   | 0.16%             | 2029-04-16      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC         | Lumen Technologies Inc                                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1247498 | PA      | $1239002.19   | 0.16%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC               | OEG Borrower LLC                                                                 | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1488712.50   | 0.19%             | 2031-06-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1510263.35   | 0.19%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2971247.10   | 0.37%             | 2057-08-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991869.60    | 0.12%             | 2058-02-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| XHR LP                         | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1466995.09   | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       339 | NS      | $46165.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACAM 2019-FL1, Ltd.            | ACAM 2019-FL1 ltd                                                                | CUSIP: 000825AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1902000 | PA      | $1897770.14   | 0.24%             | 2034-11-17      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.            | ACAM 2019-FL1 ltd                                                                | CUSIP: 000825AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2098000 | PA      | $2092101.68   | 0.26%             | 2034-11-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL       | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1594434 | PA      | $1498010.22   | 0.19%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1           | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1528527.30   | 0.19%             | 2064-10-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490274.35    | 0.06%             | 2042-08-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $225827.80    | 0.03%             | 2042-08-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8760000 | PA      | $8648914.44   | 1.09%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage               | ACHM Mortgage Trust 2024-HE1                                                     | CUSIP: 00449TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066951 | PA      | $1084291.36   | 0.14%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Accor SA                       | Accor SA                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |        97 | NS      | $5468.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 125 WEST END                   | 125 WEST END                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3654003 | PA      | $734454.53    | 0.09%             | 2026-03-12      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Aeroports de Paris SA          | Aeroports de Paris SA                                                            | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      4740 | NS      | $618549.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Realty Trust            | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      1093 | NS      | $22450.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2879316.96   | 0.36%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC            | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   2966000 | PA      | $2821200.50   | 0.35%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc         | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      5023 | NS      | $38978.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The            | UNITE Group PLC/The                                                              | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |       713 | NS      | $5368.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS       | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1283279.22   | 0.16%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-HE1                                         | CUSIP: 10568VAE4<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-MBS          | CORP              | US        |   1241000 | PA      | $1222129.35   | 0.15%             | 2072-09-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227501 | PA      | $1227772.01   | 0.15%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1974050.82   | 0.25%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   5837400 | PA      | $6371171.86   | 0.80%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2    | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2875488.30   | 0.36%             | 2067-03-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAD1<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $121175.26    | 0.02%             | 2068-08-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAE9<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100069.01    | 0.01%             | 2068-08-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust           | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752825.18    | 0.09%             | 2058-09-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust           | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891000 | PA      | $890288.27    | 0.11%             | 2058-09-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust                    | CUSIP: 92990GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1472999 | PA      | $1342478.11   | 0.17%             | 2037-05-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust                    | CUSIP: 92990GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500027 | PA      | $460754.86    | 0.06%             | 2037-05-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA         | Warehouses De Pauw CVA                                                           | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       783 | NS      | $20305.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP             | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2622975.28   | 0.33%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452841 | PA      | $1343763.53   | 0.17%             | 2037-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING                | Chatham Lodging Trust                                                            | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1868 | NS      | $36780.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     18169 | NS      | $3531871.91   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust           | CHNGE Mortgage Trust 2023-2                                                      | CUSIP: 169926AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3487643.25   | 0.44%             | 2058-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1    | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2321455.95   | 0.29%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1    | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2263477.75   | 0.28%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-5                                 | CUSIP: 17310FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259509 | PA      | $208647.36    | 0.03%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2007-AR5                                           | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272986 | PA      | $266280.49    | 0.03%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2009-8                                             | CUSIP: 17315NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4019380 | PA      | $1779800.53   | 0.22%             | 2037-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CITY OFFICE REIT               | City Office REIT Inc                                                             | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | US        |      1936 | NS      | $49038.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC          | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1419812.65   | 0.18%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP          | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2805000.00   | 0.35%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1446 | NS      | $48093.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1771705.81   | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2904649.33   | 0.37%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1568250.72   | 0.20%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLONY TX CMNTY DEV CORP SALES | Colony Community Development Corp                                                | CUSIP: 19625DAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2034393.76   | 0.26%             | 2042-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV | Colorado Health Facilities Authority                                             | CUSIP: 19648FRX4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     65000 | PA      | $63890.82     | 0.01%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV | Colorado Health Facilities Authority                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    120000 | PA      | $105391.79    | 0.01%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $846955.73    | 0.11%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8790000 | PA      | $9549288.99   | 1.20%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9507913.50   | 1.20%             | 2066-11-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     10238 | NS      | $689324.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXCELERATE ENERGY LP           | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2940229.03   | 0.37%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $33987.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31371LH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28875 | PA      | $30934.32     | 0.00%             | 2033-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru | IndyMac INDA Mortgage Loan Trust 2007-AR3                                        | CUSIP: 456673AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334215 | PA      | $1186076.81   | 0.15%             | 2037-07-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru | IndyMac INDA Mortgage Loan Trust 2007-AR1                                        | CUSIP: 45669AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576218 | PA      | $442724.57    | 0.06%             | 2037-03-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2910316.98   | 0.37%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3408279.45   | 0.43%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Irwin Home Equity              | Irwin Home Equity Loan Trust 2006-1                                              | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43374 | PA      | $42573.53     | 0.01%             | 2035-09-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| iShares 0-1 Year Treasury Bond | iShares 0-1 Year Treasury Bond ETF                                               | CUSIP: 464288679<br>LEI: 549300F8ZJ4IZLOOBP30 | Long             | EC               | RF                | US        |     63969 | NS      | $7046185.35   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-3 Month Treasury Bon | iShares 0-3 Month Treasury Bond ETF                                              | CUSIP: 46436E718<br>LEI: 549300L2T50TTT4U6186 | Long             | EC               | RF                | US        |     70200 | NS      | $7046676.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                      | Itron Inc                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       590 | NS      | $54787.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138906 | PA      | $139877.15    | 0.02%             | 2047-04-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125083 | PA      | $129611.27    | 0.02%             | 2057-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143774 | PA      | $151031.64    | 0.02%             | 2057-10-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828373 | PA      | $860388.10    | 0.11%             | 2057-10-25      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management  | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129345 | PA      | $127338.34    | 0.02%             | 2051-03-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-MBS          | CORP              | US        |   1503706 | PA      | $1519267.73   | 0.19%             | 2054-05-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2003-A1                                                 | CUSIP: 466247AP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82607 | PA      | $80485.35     | 0.01%             | 2033-10-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2003-A2                                                 | CUSIP: 466247BH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73194 | PA      | $0.73         | 0.00%             | 2033-11-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A2                                                 | CUSIP: 46630PAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3223183 | PA      | $2590285.59   | 0.33%             | 2037-04-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12                  | CUSIP: 46632HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13462 | PA      | $13562.28     | 0.00%             | 2051-02-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2014-5                                                  | CUSIP: 46643KBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547782 | PA      | $518.48       | 0.00%             | 2029-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440                   | CUSIP: 46653DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586000 | PA      | $598141.80    | 0.08%             | 2036-03-15      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2690000 | PA      | $2244497.00   | 0.28%             | 2063-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAG0<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008518.10   | 0.13%             | 2055-05-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc    | Chubu Electric Power Co Inc                                                      | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     40946 | NS      | $630835.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd          | City Developments Ltd                                                            | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |      1462 | NS      | $9093.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group               | Transurban Group                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    125215 | NS      | $1184987.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment C | Japan Real Estate Investment Corp                                                | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |        10 | NS      | $8355.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd  | Japan Airport Terminal Co Ltd                                                    | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     14909 | NS      | $418219.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development  | Sumitomo Realty & Development Co Ltd                                             | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |       888 | NS      | $22294.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd    | Sun Hung Kai Properties Ltd                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      1369 | NS      | $16669.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                        | ABB Ltd                                                                          | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      1155 | NS      | $85143.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                       | Enel SpA                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     18767 | NS      | $195126.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano      | Telecom Italia SpA/Milano                                                        | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |    280877 | NS      | $168737.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN       | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2911986.15   | 0.37%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                                                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      2993 | NS      | $53903.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2888441.71   | 0.36%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS       | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4214442.89   | 0.53%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT CNTY OH DEV FIN AUTH ST | Summit County Development Finance Authority                                      | CUSIP: 86607LAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24961.88     | 0.00%             | 2030-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING       | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1457853.28   | 0.18%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276018.83    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                        | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $3163821.08   | 0.40%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1945455.41   | 0.24%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                     | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      1949 | NS      | $35861.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp              | Talen Energy Corp                                                                | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $122197.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4339000 | PA      | $4374088.97   | 0.55%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     20084 | NS      | $3705498.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     30712 | NS      | $1689467.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $3007367.08   | 0.38%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   3283000 | PA      | $3417064.59   | 0.43%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4752000 | PA      | $4773483.79   | 0.60%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $104451.29    | 0.01%             | 2040-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE            | Toledo Hospital/The                                                              | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208953.75    | 0.03%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.          | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505673.30   | 0.19%             | 2039-02-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005207.20   | 0.13%             | 2064-01-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST              | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   6755000 | PA      | $6671741.92   | 0.84%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD       | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   2325000 | PA      | $2427579.00   | 0.31%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD       | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2088571 | PA      | $2132993.26   | 0.27%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                     | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1650544.29   | 0.21%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TROY AL INDL DEV BRD REVENUE   | Troy Industrial Development Board                                                | CUSIP: 897322CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $109005.00    | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      7589 | NS      | $1755487.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendee Mortgage Trust          | Vendee Mortgage Trust 1997-2                                                     | CUSIP: 911760KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    568823 | PA      | $0.57         | 0.00%             | 2027-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                | Uniti Group Inc                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     32074 | NS      | $224838.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties          | Urban Edge Properties                                                            | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $8194.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2924257.36   | 0.37%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       401 | NS      | $31029.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1182068.09   | 0.15%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1675656.69   | 0.21%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co             | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       472 | NS      | $76468.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1988848.40   | 0.25%             | 2068-05-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |     67980 | PA      | $68121.79     | 0.01%             | 2068-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| 575 LEXINGTON SENIOR MEZZ      | 575 LEXINGTON SENIOR MEZZ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4399156 | PA      | $4399155.82   | 0.55%             | 2026-06-18      | Fixed         | 10.75%                | Yes           |                  3 | On Loan: No      |
| 575 LEXINGTON JUNIOR MEZZ B    | 575 LEXINGTON JUNIOR MEZZ B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   9716852 | PA      | $1894786.19   | 0.24%             | 2026-06-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cia de Saneamento Basico do Es | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                           | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |      1240 | NS      | $29842.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comforia Residential REIT Inc  | Comforia Residential REIT Inc                                                    | CUSIP: N/A<br>LEI: 353800BJ2SV3UPG9JU05       | Long             | EC               | CORP              | JP        |         4 | NS      | $8506.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                    | Italgas SpA                                                                      | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     70158 | NS      | $782513.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC        | Tritax Big Box REIT PLC                                                          | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     16448 | NS      | $33610.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     24118 | NS      | $1328067.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       190 | NS      | $73948.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS US       | Cogeco Communications USA II LP                                                  | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1565000 | PA      | $1507423.65   | 0.19%             | 2030-09-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| APRO LLC                       | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1988038.80   | 0.25%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC          | Jack Ohio Finance LLC                                                            | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |   5970000 | PA      | $5935672.50   | 0.75%             | 2032-01-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTU       | Third Coast Infrastructure LLC                                                   | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   2943984 | PA      | $2967300.73   | 0.37%             | 2030-09-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2557391 | PA      | $-2557391.04  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -831900 | PA      | $-831900.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2052734 | PA      | $-2052734.38  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2024301 | PA      | $-2024301.10  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3500843 | PA      | $-3500843.32  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -762328 | PA      | $-762328.13   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2591352 | PA      | $-2591352.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4590000 | PA      | $-4590000.00  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4379206 | PA      | $-4379205.60  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4570650 | PA      | $-4570650.00  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2766236 | PA      | $-2766236.26  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2416189 | PA      | $-2416189.16  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1085148 | PA      | $-1085148.44  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1463761 | PA      | $-1463760.70  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1557828 | PA      | $-1557828.13  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1149139 | PA      | $-1149139.22  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2242153 | PA      | $-2242153.41  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3393135 | PA      | $-3393135.36  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2113061 | PA      | $-2113060.69  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3486646 | PA      | $-3486646.06  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -5467078 | PA      | $-5467078.13  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2198527 | PA      | $-2198526.90  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1144833 | PA      | $-1144833.33  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -736594 | PA      | $-736593.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2777130 | PA      | $-2777130.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1157142 | PA      | $-1157141.65  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                  | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0H4<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    307386 | PA      | $415273.30    | 0.05%             | 2034-05-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                  | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0J0<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |   1142938 | PA      | $1554518.49   | 0.20%             | 2034-05-17      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Brookfield Real Assets Income Fund Inc.

**Signature:** /s/ Casey P. Tushaus

**Name of Signer:** Casey P. Tushaus

**Title:** Treasurer