# EDGAR Filing Document

**Accession Number:** 0001655099
**File Stem:** 0000894189-26-016634
**Filing Date:** 2026-5
**Character Count:** 318382
**Document Hash:** 3540f3dcecf118c34bc3abc58a41828d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016634.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000894189-26-016634

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**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:** 261041997

**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

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Brookfield Real Assets Income Fund Inc.** | **Brookfield Real Assets Income Fund Inc.** | **Brookfield Real Assets Income Fund Inc.** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **CORPORATE CREDIT - 66.5%** | **Par**  | **Value**  |
| **Basic Industrial - 1.7%** | **Basic Industrial - 1.7%** | **Basic Industrial - 1.7%** |
|  Celanese US Holdings LLC, 7.00%, 02/15/2031 | $2889000 | $2965891 |
|  Clearwater Paper Corp., 4.75%, 08/15/2028 <sup>(a)(b)</sup> | 3000000 | 2595000 |
|  Methanex Corp., 5.25%, 12/15/2029 <sup>(c)</sup> | 1490000 | 1475097 |
|  Methanex US Operations, Inc., 6.25%, 03/15/2032 <sup>(a)(b)</sup> | 1450000 | 1482381 |
| NOVA Chemicals Corp. | NOVA Chemicals Corp. | NOVA Chemicals Corp. |
| &nbsp;&nbsp; 8.50%, 11/15/2028 <sup>(a)(b)</sup> | 1405000 | 1460274 |
| &nbsp;&nbsp; 4.25%, 05/15/2029 <sup>(a)(b)</sup> | 3342000 | 3251031 |
|  |  | 13229674 |
| **Capital Goods - 0.4%** | **Capital Goods - 0.4%** | **Capital Goods - 0.4%** |
|  Cascades, Inc., 6.75%, 07/15/2030 <sup>(a)(b)</sup> | 3252000 | 3289268 |
| **Construction & Building Materials - 0.2%** | **Construction & Building Materials - 0.2%** | **Construction & Building Materials - 0.2%** |
|  Installed Building Products, Inc., 5.63%, 02/01/2034 <sup>(a)</sup> | 1365000 | 1331602 |
| **Diversified - 1.3%** | **Diversified - 1.3%** | **Diversified - 1.3%** |
|  Five Point Operating Co. LP, 8.00%, 10/01/2030 <sup>(a)</sup> | 3291000 | 3284195 |
| Howard Hughes Corp. | Howard Hughes Corp. | Howard Hughes Corp. |
| &nbsp;&nbsp; 4.38%, 02/01/2031 <sup>(a)</sup> | 1610000 | 1477028 |
| &nbsp;&nbsp; 5.88%, 03/01/2032 <sup>(a)</sup> | 2397000 | 2306283 |
|  Kennedy-Wilson, Inc., 5.00%, 03/01/2031 <sup>(c)</sup> | 3368000 | 3360961 |
|  |  | 10428467 |
| **Energy - 4.6%** | **Energy - 4.6%** | **Energy - 4.6%** |
|  Antero Resources Corp., 5.38%, 03/01/2030 <sup>(a)(b)</sup> | 2840000 | 2854356 |
|  Ascent Resources Utica Holdings LLC, 6.63%, 10/15/2032 <sup>(a)(b)</sup> | 2895000 | 2936149 |
|  BKV Upstream Midstream LLC, 7.50%, 10/15/2030 <sup>(a)</sup> | 1887000 | 1903966 |
|  Bristow Group, Inc., 6.75%, 02/01/2033 <sup>(a)</sup> | 686000 | 693071 |
|  CNX Resources Corp., 7.38%, 01/15/2031 <sup>(a)(c)</sup> | 2533000 | 2603276 |
|  Comstock Resources, Inc., 6.75%, 03/01/2029 <sup>(a)</sup> | 1457000 | 1438404 |
|  Crescent Energy Finance LLC, 7.63%, 04/01/2032 <sup>(a)</sup> | 1467000 | 1488533 |
|  EQT Corp., 4.50%, 01/15/2029 <sup>(b)</sup> | 1236000 | 1232331 |
|  Gulfport Energy Operating Corp., 6.75%, 09/01/2029 <sup>(a)(b)</sup> | 1387000 | 1418255 |
|  Hilcorp Energy I LP, 6.25%, 11/01/2028 <sup>(a)(b)</sup> | 2862000 | 2865746 |
|  Matador Resources Co., 6.50%, 04/15/2032 <sup>(a)</sup> | 2819000 | 2847438 |
|  Moss Creek Resources Holdings, Inc., 8.25%, 09/01/2031 <sup>(a)</sup> | 1865000 | 1863455 |
| Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC |
| &nbsp;&nbsp; 5.88%, 07/01/2029 <sup>(a)(b)</sup> | 2825000 | 2828305 |
| &nbsp;&nbsp; 6.25%, 02/01/2033 <sup>(a)(c)</sup> | 2830000 | 2882944 |
|  SM Energy Co., 6.63%, 04/15/2034 <sup>(a)</sup> | 1367000 | 1367276 |
|  TGNR Intermediate Holdings LLC, 5.50%, 10/15/2029 <sup>(a)(b)</sup> | 2941000 | 2875492 |
|  Transocean International Ltd., 8.75%, 02/15/2030 <sup>(a)</sup> | 2170000 | 2257351 |
|  |  | 36356348 |
| **Health Facilities - 2.7%** | **Health Facilities - 2.7%** | **Health Facilities - 2.7%** |
|  Community Health Systems, Inc., 10.88%, 01/15/2032 <sup>(a)(b)</sup> | 6890000 | 7390579 |
|  LifePoint Health, Inc., First Lien, 7.65% (3 mo. Term SOFR + 3.75%), 05/19/2031 | 4477387 | 4476268 |
|  LifePoint Health, Inc., 10.00%, 06/01/2032 <sup>(a)</sup> | 815000 | 831736 |
|  Prime Healthcare Services, Inc., 9.38%, 09/01/2029 <sup>(a)</sup> | 3068000 | 3182160 |
|  Tenet Healthcare Corp., 6.13%, 10/01/2028 <sup>(c)</sup> | 4752000 | 4758563 |
|  Toledo Hospital, 4.98%, 11/15/2045 | 250000 | 207874 |
|  |  | 20847180 |
| **Infrastructure Services - 0.6%** | **Infrastructure Services - 0.6%** | **Infrastructure Services - 0.6%** |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 <sup>(a)(b)</sup> | 1610000 | 1631750 |
|  Wrangler Holdco Corp., 6.63%, 04/01/2032 <sup>(a)(b)</sup> | 3000000 | 3081842 |
|  |  | 4713592 |
| **Leisure - 4.3%** | **Leisure - 4.3%** | **Leisure - 4.3%** |
|  Braemar Hotels & Resorts, Inc., 4.50%, 06/01/2026 <sup>(b)</sup> | 1500000 | 1470000 |
|  Caesars Entertainment, Inc., 6.50%, 02/15/2032 <sup>(a)(b)</sup> | 2850000 | 2816095 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2031 <sup>(a)(b)</sup> | 3085000 | 2887079 |
| &nbsp;&nbsp; 5.88%, 03/15/2033 <sup>(a)</sup> | 2800000 | 2816265 |
|  MGM Resorts International, 6.13%, 09/15/2029 <sup>(c)</sup> | 2785000 | 2800958 |
|  NCL Corp. Ltd., 6.75%, 02/01/2032 <sup>(a)(b)(c)</sup> | 4272000 | 4235129 |
| RHP Hotel Properties LP | RHP Hotel Properties LP | RHP Hotel Properties LP |
| &nbsp;&nbsp; 4.50%, 02/15/2029 <sup>(a)(b)</sup> | 4010000 | 3885554 |
| &nbsp;&nbsp; 6.50%, 06/15/2033 <sup>(a)</sup> | 1957000 | 1992768 |
| Six Flags Entertainment Corp. | Six Flags Entertainment Corp. | Six Flags Entertainment Corp. |
| &nbsp;&nbsp; 5.25%, 07/15/2029 | 479000 | 458131 |
| &nbsp;&nbsp; 7.25%, 05/15/2031 <sup>(a)(b)</sup> | 5020000 | 4832484 |
| &nbsp;&nbsp; 8.63%, 01/15/2032 <sup>(a)</sup> | 2908000 | 2914830 |
|  Station Casinos LLC, 4.50%, 02/15/2028 <sup>(a)</sup> | 3000000 | 2940282 |
|  |  | 34049575 |
| **Media - 7.3%** | **Media - 7.3%** | **Media - 7.3%** |
|  Block Communications, Inc., 10.25%, 03/01/2031 <sup>(a)</sup> | 2858000 | 2617095 |
|  Cable One, Inc., 4.00%, 11/15/2030 (Acquired 5/20/2025, Cost $824,851) <sup>(a)(b)(d)</sup> | 1014000 | 705823 |
| CCO Holdings LLC | CCO Holdings LLC | CCO Holdings LLC |
| &nbsp;&nbsp; 6.38%, 09/01/2029 <sup>(a)(b)</sup> | 5170000 | 5185480 |
| &nbsp;&nbsp; 4.75%, 03/01/2030 <sup>(a)(b)</sup> | 4908000 | 4649054 |
| CSC Holdings LLC | CSC Holdings LLC | CSC Holdings LLC |
| &nbsp;&nbsp; 3.38%, 02/15/2031 <sup>(a)(b)</sup> | 10093000 | 5929269 |
| &nbsp;&nbsp; 4.50%, 11/15/2031 <sup>(a)(b)</sup> | 18093000 | 10721950 |
|  Directv Financing LLC, 10.00%, 02/15/2031 <sup>(a)(b)</sup> | 5850000 | 5969798 |
|  DISH Network Corp., 11.75%, 11/15/2027 <sup>(a)(b)</sup> | 13401000 | 13808940 |
|  Midcontinent Communications, 8.00%, 08/15/2032 <sup>(a)(b)</sup> | 8135000 | 7568950 |
|  |  | 57156359 |
| **Media Content - 0.5%** | **Media Content - 0.5%** | **Media Content - 0.5%** |
|  Discovery Communications LLC, 4.13%, 05/15/2029 <sup>(b)</sup> | 3000000 | 2888537 |
|  Discovery Global Holdings, Inc., 4.28%, 03/15/2032 | 1500000 | 1321395 |
|  |  | 4209932 |
| **Metals & Mining - 0.8%** | **Metals & Mining - 0.8%** | **Metals & Mining - 0.8%** |
|  Champion Iron Canada, Inc., 7.88%, 07/15/2032 <sup>(a)(b)</sup> | 1640000 | 1698922 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| &nbsp;&nbsp; 4.63%, 03/01/2029 <sup>(a)(b)</sup> | 2950000 | 2807844 |
| &nbsp;&nbsp; 7.00%, 03/15/2032 <sup>(a)</sup> | 1530000 | 1480211 |
|  |  | 5986977 |
| **Oil Gas Transportation & Distribution - 14.2%** | **Oil Gas Transportation & Distribution - 14.2%** | **Oil Gas Transportation & Distribution - 14.2%** |
|  AltaGas Ltd., 7.20% to 10/15/2034 then 5 yr. CMT Rate + 3.57%, 10/15/2054 <sup>(a)(b)</sup> | 7197000 | 7296571 |
|  Antero Midstream Partners LP, 5.38%, 06/15/2029 <sup>(a)(b)</sup> | 5400000 | 5381835 |
|  Buckeye Partners LP, 4.13%, 12/01/2027 <sup>(b)</sup> | 3655000 | 3573952 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| &nbsp;&nbsp; 7.38% to 01/15/2028 then 5 yr. CMT Rate + 3.71%, 01/15/2083 | 825000 | 837092 |
| &nbsp;&nbsp; 7.63% to 01/15/2033 then 5 yr. CMT Rate + 4.42%, 01/15/2083 <sup>(b)</sup> | 8790000 | 9474838 |
|  Energy Transfer LP, 6.94% (3 mo. Term SOFR + 3.28%), 11/01/2066 <sup>(b)</sup> | 9500000 | 9385995 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| &nbsp;&nbsp; 6.71% (3 mo. Term SOFR + 3.04%), 06/01/2067 | 2886000 | 2851733 |
| &nbsp;&nbsp; 5.25% to 08/16/2027 then 3 mo. Term SOFR + 3.29%, 08/16/2077 | 1460000 | 1446861 |
| &nbsp;&nbsp; 5.38% to 02/15/2028 then 3 mo. Term SOFR + 2.83%, 02/15/2078 <sup>(c)</sup> | 5000000 | 4947765 |
|  Excelerate Energy LP, 8.00%, 05/15/2030 <sup>(a)(b)</sup> | 2782000 | 2911232 |
|  Genesis Energy LP, 7.88%, 05/15/2032 <sup>(b)</sup> | 4783000 | 4919054 |
|  Kinetik Holdings LP, 5.88%, 06/15/2030 <sup>(a)(b)(c)</sup> | 4440000 | 4456051 |
|  Plains All American Pipeline LP, 8.02% (3 mo. Term SOFR + 4.37%), Perpetual <sup>(b)</sup> | 13765000 | 13734553 |
|  South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 <sup>(c)</sup> | 6750000 | 7030807 |
|  Suburban Propane Partners LP, 5.00%, 06/01/2031 <sup>(a)(b)(c)</sup> | 4389000 | 4129569 |
|  Summit Midstream Holdings LLC, 8.63%, 10/31/2029 <sup>(a)(b)</sup> | 1406000 | 1445289 |
| Sunoco LP | Sunoco LP | Sunoco LP |
| &nbsp;&nbsp; 4.50%, 05/15/2029 | 1981000 | 1931778 |
| &nbsp;&nbsp; 4.50%, 10/01/2029 <sup>(a)(b)</sup> | 3247000 | 3137519 |
| &nbsp;&nbsp; 5.63%, 03/15/2031 <sup>(a)</sup> | 274000 | 272729 |
|  Tallgrass Energy Partners LP, 6.00%, 12/31/2030 <sup>(a)(b)</sup> | 4339000 | 4315847 |
|  Transcanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 <sup>(b)</sup> | 6755000 | 6620193 |
|  USA Compression Partners LP, 6.25%, 10/01/2033 <sup>(a)</sup> | 2889000 | 2878609 |
|  Venture Global Calcasieu Pass LLC, 3.88%, 11/01/2033 <sup>(a)</sup> | 1600000 | 1418205 |
|  Venture Global LNG, Inc., 7.00%, 01/15/2030 <sup>(a)</sup> | 1360000 | 1388344 |
| Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC |
| &nbsp;&nbsp; 7.50%, 05/01/2033 <sup>(a)</sup> | 1094000 | 1202295 |
| &nbsp;&nbsp; 6.50%, 01/15/2034 <sup>(a)</sup> | 1636000 | 1703703 |
|  Whistler Pipeline LLC, 5.95%, 09/30/2034 <sup>(a)(c)</sup> | 2950000 | 3018709 |
|  |  | 111711128 |
| **Real Estate - 7.5%** | **Real Estate - 7.5%** | **Real Estate - 7.5%** |
|  American Assets Trust LP, 6.15%, 10/01/2034 <sup>(c)</sup> | 2762000 | 2738783 |
|  Arbor Realty SR, Inc., 7.88%, 07/15/2030 <sup>(a)(b)</sup> | 2966000 | 2742225 |
| Brandywine Operating Partnership LP | Brandywine Operating Partnership LP | Brandywine Operating Partnership LP |
| &nbsp;&nbsp; 8.88%, 04/12/2029 <sup>(c)</sup> | 3038000 | 3083169 |
| &nbsp;&nbsp; 6.13%, 01/15/2031 <sup>(b)</sup> | 1320000 | 1176786 |
|  Diversified Healthcare Trust, 7.25%, 10/15/2030 <sup>(a)</sup> | 2825000 | 2848747 |
|  EPR Properties, 3.60%, 11/15/2031 <sup>(c)</sup> | 4100000 | 3721480 |
|  Global Net Lease, Inc., 3.75%, 12/15/2027 <sup>(a)(b)</sup> | 1510000 | 1463074 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. |
| &nbsp;&nbsp; 4.88%, 09/15/2029 (Acquired 2/10/2021 - 2/11/2021, Cost $2,984,233) <sup>(a)(b)(d)</sup> | 2950000 | 2869756 |
| &nbsp;&nbsp; 6.25%, 01/15/2033 <sup>(a)(b)</sup> | 3380000 | 3369550 |
|  Ladder Capital Finance Corp., 7.00%, 07/15/2031 <sup>(a)</sup> | 2620000 | 2708173 |
|  Lamar Media Corp., 4.00%, 02/15/2030 <sup>(b)</sup> | 3050000 | 2908786 |
|  Millrose Properties, Inc., 6.38%, 08/01/2030 <sup>(a)</sup> | 1973000 | 1969165 |
| MPT Operating Partnership LP | MPT Operating Partnership LP | MPT Operating Partnership LP |
| &nbsp;&nbsp; 0.99%, 10/15/2026 | 5000000 | 5545448 |
| &nbsp;&nbsp; 8.50%, 02/15/2032 <sup>(a)(b)</sup> | 2675000 | 2711985 |
|  Pacific Beacon LLC, 5.51%, 07/15/2036 <sup>(a)</sup> | 100000 | 98410 |
|  Park Intermediate Holdings LLC, 7.00%, 02/01/2030 <sup>(a)(b)</sup> | 1344000 | 1359968 |
| Service Properties Trust | Service Properties Trust | Service Properties Trust |
| &nbsp;&nbsp; 4.95%, 10/01/2029 <sup>(b)</sup> | 5315000 | 4800080 |
| &nbsp;&nbsp; 4.38%, 02/15/2030 <sup>(b)</sup> | 6951000 | 6122167 |
|  Starwood Property Trust, Inc., 7.25%, 04/01/2029 <sup>(a)</sup> | 1380000 | 1421076 |
| Vornado Realty LP | Vornado Realty LP | Vornado Realty LP |
| &nbsp;&nbsp; 3.40%, 06/01/2031 | 2370000 | 2110470 |
| &nbsp;&nbsp; 5.75%, 02/01/2033 | 2030000 | 1992398 |
|  XHR LP, 4.88%, 06/01/2029 <sup>(a)</sup> | 1488000 | 1441323 |
|  |  | 59203019 |
| **Specialty Retail - 0.5%** | **Specialty Retail - 0.5%** | **Specialty Retail - 0.5%** |
|  Kohl's Corp., 10.00%, 06/01/2030 <sup>(a)(b)</sup> | 4000000 | 4226000 |
| **Support-Services - 0.4%** | **Support-Services - 0.4%** | **Support-Services - 0.4%** |
|  Grand Canyon University, 5.13%, 10/01/2028 <sup>(b)</sup> | 3250000 | 3215875 |
| **Telecommunication Services - 8.3%** | **Telecommunication Services - 8.3%** | **Telecommunication Services - 8.3%** |
|  Bell Telephone Co. of Canada, 6.88% to 09/15/2030 then 5 yr. CMT Rate + 2.39%, 09/15/2055 | 7698000 | 7783571 |
|  EchoStar Corp., 6.75%, 11/30/2030<sup>c)</sup> | 10405475 | 10507313 |
|  LCPR Senior Secured Financing DAC, 5.13%, 07/15/2029 <sup>(a)(b)</sup> | 5128000 | 3325816 |
| Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. |
| &nbsp;&nbsp; 3.75%, 07/15/2029 <sup>(a)(b)</sup> | 3100000 | 2875250 |
| &nbsp;&nbsp; 6.88%, 06/30/2033 <sup>(a)(b)</sup> | 8474000 | 8627557 |
|  Liberty Costa Rica Senior Secured Finance, 10.88%, 01/15/2031 <sup>(a)(b)</sup> | 1400000 | 1473500 |
|  Optics Bidco SpA, 6.38%, 11/15/2033 <sup>(a)(b)</sup> | 1826000 | 1804307 |
|  Rogers Communications, Inc., 7.13% to 04/15/2035 then 5 yr. CMT Rate + 2.62%, 04/15/2055 <sup>(c)</sup> | 4365000 | 4460641 |
|  Telecom Italia Capital SA, 6.38%, 11/15/2033 <sup>(b)</sup> | 2860000 | 2976574 |
|  TELUS Corp., 7.00% to 10/15/2035 then 5 yr. CMT Rate + 2.71%, 10/15/2055 <sup>(b)</sup> | 7007000 | 7153187 |
|  Uniti Group LP, 8.63%, 06/15/2032 <sup>(a)(b)</sup> | 5199000 | 5295803 |
|  Windstream Services LLC, 8.25%, 10/01/2031 <sup>(a)(b)</sup> | 8266000 | 8636705 |
|  |  | 64920224 |
| **Utility - 11.2%** | **Utility - 11.2%** | **Utility - 11.2%** |
|  AES Corp., 6.95% to 07/15/2030 then 5 yr. CMT Rate + 2.89%, 07/15/2055 <sup>(b)</sup> | 4485000 | 4183683 |
|  AES Panama Generation Holdings SRL, 4.38%, 05/31/2030 <sup>(a)(b)</sup> | 3142192 | 2908570 |
| American Electric Power Company, Inc. | American Electric Power Company, Inc. | American Electric Power Company, Inc. |
| &nbsp;&nbsp; 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 <sup>(b)(c)</sup> | 3387000 | 3586206 |
| &nbsp;&nbsp; 7.05% to 12/15/2029 then 5 yr. CMT Rate + 2.75%, 12/15/2054 <sup>(b)</sup> | 1380000 | 1421250 |
|  Atlantica Sustainable Infrastructure Ltd., 4.13%, 06/15/2028 <sup>(a)(b)</sup> | 1983000 | 1923363 |
|  CenterPoint Energy, Inc., 6.85% to 02/15/2035 then 5 yr. CMT Rate + 2.95%, 02/15/2055 <sup>(b)(c)</sup> | 7225000 | 7566143 |
| Clearway Energy Operating LLC | Clearway Energy Operating LLC | Clearway Energy Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2031 <sup>(a)(b)</sup> | 1897000 | 1756085 |
| &nbsp;&nbsp; 5.75%, 01/15/2034 <sup>(a)</sup> | 1375000 | 1350601 |
|  Edison International, 7.88% to 06/15/2029 then 5 yr. CMT Rate + 3.66%, 06/15/2054 <sup>(b)</sup> | 1616000 | 1653637 |
|  Emera US Finance LLC, 6.65% to 10/01/2031 then 5 yr. CMT Rate + 2.87%, 10/01/2056 | 2797000 | 2798779 |
|  Emera, Inc., 6.75% to 06/15/2026 then 3 mo. LIBOR US + 5.44%, 06/15/2076 <sup>(b)(e)</sup> | 7600000 | 7610868 |
|  Entergy Corp., 7.13% to 12/01/2029 then 5 yr. CMT Rate + 2.67%, 12/01/2054 <sup>(b)(c)</sup> | 5620000 | 5743904 |
|  Evergy, Inc., 6.65% to 06/01/2030 then 5 yr. CMT Rate + 2.56%, 06/01/2055 <sup>(b)</sup> | 4626000 | 4649417 |
|  Ferrellgas LP, 5.88%, 04/01/2029 <sup>(a)(b)</sup> | 3365000 | 3216571 |
|  NiSource, Inc., 6.38% to 03/31/2035 then 5 yr. CMT Rate + 2.53%, 03/31/2055 | 640000 | 653466 |
|  NRG Energy, Inc., 6.00%, 02/01/2033 <sup>(a)(b)</sup> | 4250000 | 4251105 |
|  PG&E Corp., 7.38% to 03/15/2030 then 5 yr. CMT Rate + 3.88%, 03/15/2055 <sup>(b)</sup> | 11355000 | 11409084 |
| Sempra | Sempra | Sempra |
| &nbsp;&nbsp; 6.88% to 10/01/2029 then 5 yr. CMT Rate + 2.79%, 10/01/2054 | 1535000 | 1551285 |
| &nbsp;&nbsp; 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 | 7895000 | 7859009 |
|  Sierra Pacific Power Co., 6.20% to 12/15/2030 then 5 yr. CMT Rate + 2.55%, 12/15/2055 | 1089000 | 1059044 |
|  Spire, Inc., 6.45% to 06/01/2036 then 5 yr. CMT Rate + 2.33%, 06/01/2056 <sup>(b)</sup> | 6340000 | 6321826 |
|  Vistra Operations Company, LLC, 7.75%, 10/15/2031 <sup>(a)(b)</sup> | 3300000 | 3456317 |
|  XPLR Infrastructure Operating Partners LP, 7.25%, 01/15/2029 <sup>(a)(b)</sup> | 1474000 | 1517349 |
|  |  | 88447562 |
| **TOTAL CORPORATE CREDIT** (Cost $522,311,390) | **TOTAL CORPORATE CREDIT** (Cost $522,311,390) | 523322782 |
| **SECURITIZED CREDIT - 37.4%** | **Par**  | **Value**  |
| **Commercial Mortgage-Backed Securities - 5.7%** | **Commercial Mortgage-Backed Securities - 5.7%** | **Commercial Mortgage-Backed Securities - 5.7%** |
| ACREC Trust | ACREC Trust | ACREC Trust |
| &nbsp;&nbsp; Series 2025-FL3, Class D, 6.72% (1 mo. Term SOFR + 3.04%), 08/18/2042, (3.04% Floor) <sup>(a)</sup> | 500000 | 499322 |
| &nbsp;&nbsp; Series 2025-FL3, Class E, 7.47% (1 mo. Term SOFR + 3.79%), 08/18/2042, (3.79% Floor) <sup>(a)</sup> | 250000 | 248201 |
|  BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class F, 8.79% (1 mo. Term SOFR + 5.11%), 09/15/2038, (5.00% Floor) <sup>(a)</sup> | 5000000 | 4697553 |
|  BBCMS Mortgage Trust, Series 2021-AGW, Class G, 8.59% (1 mo. Term SOFR + 4.91%), 06/15/2036, (4.80% Floor) <sup>(a)</sup> | 4000000 | 3517500 |
|  Beast Mortgage Trust, Series 2021-1818, Class F, 8.24% (1 mo. Term SOFR + 4.56%), 03/15/2036, (4.70% Floor) <sup>(a)</sup> | 1250000 | 110547 |
|  CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E, 6.34%, 02/10/2043 <sup>(a)(f)</sup> | 2000000 | 1967613 |
| Extended Stay America Trust | Extended Stay America Trust | Extended Stay America Trust |
| &nbsp;&nbsp; Series 2026-ESH2, Class E, 6.57% (1 mo. Term SOFR + 2.90%), 02/15/2043, (2.90% Floor) <sup>(a)</sup> | 495340 | 493875 |
| &nbsp;&nbsp; Series 2026-ESH2, Class F, 7.42% (1 mo. Term SOFR + 3.75%), 02/15/2043, (3.75% Floor) <sup>(a)</sup> | 495340 | 496771 |
|  Federal Home Loan Mortgage Corporation, Series K-152, Class X3, 4.33%, 11/25/2055 <sup>(f)(g)</sup> | 5250000 | 1185056 |
|  GS Mortgage Securities Corp. II, Series 2020-GC47, Class F, 2.45%, 05/12/2053 <sup>(a)(f)</sup> | 3500000 | 2142485 |
| Hilton USA Trust | Hilton USA Trust | Hilton USA Trust |
| &nbsp;&nbsp; Series 2016-HHV, Class E, 4.19%, 11/05/2038 <sup>(a)(f)</sup> | 11000000 | 10853778 |
| &nbsp;&nbsp; Series 2016-SFP, Class C, 4.12%, 11/05/2035 <sup>(a)</sup> | 581000 | 144887 |
| &nbsp;&nbsp; Series 2016-SFP, Class D, 4.93%, 11/05/2035 <sup>(a)</sup> | 1929000 | 194106 |
| &nbsp;&nbsp; Series 2016-SFP, Class E, 5.52%, 11/05/2035 <sup>(a)</sup> | 1300000 | 104812 |
| JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2007-LD12, Class AJ, 6.38%, 02/15/2051 <sup>(f)</sup> | 11144 | 11213 |
| &nbsp;&nbsp; Series 2021-1440, Class F, 8.64% (1 mo. Term SOFR + 4.96%), 03/15/2036, (4.85% Floor) <sup>(a)(h)</sup> | 2586000 | 596073 |
| KIND Trust | KIND Trust | KIND Trust |
| &nbsp;&nbsp; Series 2021-KIND, Class E, 7.04% (1 mo. Term SOFR + 3.36%), 08/15/2038, (3.25% Floor) <sup>(a)</sup> | 1487782 | 1476118 |
| &nbsp;&nbsp; Series 2021-KIND, Class F, 7.74% (1 mo. Term SOFR + 4.06%), 08/15/2038, (3.95% Floor) <sup>(a)</sup> | 3331912 | 3302593 |
|  Last Mile Logistics Pan Euro Finance, Series 1A, Class E, 4.70% (3 mo. EURIBOR + 2.70%), 08/17/2033, (2.70% Floor) <sup>(a)</sup> | 1179292 | 1358737 |
|  Last Mile Securities, Series 2021-1A, Class F, 7.00% (3 mo. EURIBOR + 5.00%), 08/17/2031, (5.00% Floor), (9.00% Cap) <sup>(a)</sup> | 2037581 | 2355907 |
|  Morgan Stanley ABS Capital I, Inc., Series 2024-NSTB, Class D, 4.31%, 09/24/2057 <sup>(a)(f)</sup> | 1000000 | 937116 |
|  Morgan Stanley Capital I, Inc., Series 2017-HR2, Class D, 2.73%, 12/15/2050 | 3000000 | 2747540 |
| UK Logistics | UK Logistics | UK Logistics |
| &nbsp;&nbsp; Series 2024-1A, Class D, 7.75% (SONIA + 4.00%), 05/17/2034, (4.00% Floor) <sup>(a)</sup> | 307386 | 409372 |
| &nbsp;&nbsp; Series 2024-1A, Class E, 8.75% (SONIA + 5.00%), 05/17/2034, (5.00% Floor) <sup>(a)</sup> | 1142938 | 1521963 |
| VMC Finance LLC | VMC Finance LLC | VMC Finance LLC |
| &nbsp;&nbsp; Series 2021-FL4, Class D, 7.29% (1 mo. Term SOFR + 3.61%), 06/16/2036, (3.06% Floor) <sup>(a)</sup> | 893000 | 855047 |
| &nbsp;&nbsp; Series 2021-FL4, Class E, 7.74% (1 mo. Term SOFR + 4.06%), 06/16/2036, (3.61% Floor) <sup>(a)</sup> | 3107000 | 2753579 |
|  Wachovia Bank Commercial Mortgage Trust, Series 2006-C28, Class E, 5.79%, 10/15/2048 <sup>(f)</sup> | 209123 | 208617 |
|  |  | 45190381 |
| **Commercial Real Estate - 1.1%** | **Commercial Real Estate - 1.1%** | **Commercial Real Estate - 1.1%** |
|  125 West End Office Mezz LLC, 14.83% (1 mo. Term SOFR + 10.50%), 04/09/2026 (Acquired 3/11/2021 - 4/4/2025, Cost $3,654,003) <sup>(d)(h)</sup> | 3654003 | 734455 |
|  575 Lexington Junior Mezz, 29.33%, 06/18/2026 (Acquired 3/17/2021 - 3/15/2026, Cost $5,612,912) <sup>(d)(h)</sup> | 11239720 | 2079348 |
|  575 Lexington Senior Mezz, 10.75%, 06/18/2026 (Acquired 9/20/2023 - 3/15/2026, Cost $5,456,074) <sup>(d)(h)</sup> | 5639388 | 5639388 |
|  |  | 8453191 |
| **Interest-Only Securities - 0.1%** | **Interest-Only Securities - 0.1%** | **Interest-Only Securities - 0.1%** |
|  Government National Mortgage Association, Series 2010-132, Class IO, 0.41%, 11/16/2052 <sup>(f)(g)</sup> | 177994 | 441 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2014-5, Class AX4, 0.03%, 10/25/2029 <sup>(a)(f)(g)</sup> | 419645 | 307 |
| &nbsp;&nbsp; Series 2015-4, Class 2X1, 0.23%, 06/25/2045 <sup>(a)(f)(g)</sup> | 28940922 | 184875 |
| &nbsp;&nbsp; Series 2021-INV1, Class AX1, 0.21%, 10/25/2051 <sup>(a)(f)(g)</sup> | 39185365 | 405902 |
|  Mello Mortgage Capital Acceptance, Series 2021-INV1, Class AX1, 0.10%, 06/25/2051 <sup>(a)(f)(g)</sup> | 43094781 | 211307 |
|  Morgan Stanley Capital I, Inc., Series 2016-UBS9, Class XE, 1.25%, 03/15/2049 <sup>(a)(f)(g)</sup> | 14999000 | 475 |
|  Vendee Mortgage Trust, Series 1997-2, Class IO, 0.00%, 06/15/2027 <sup>(f)(g)</sup> | 472745 | 0<br> <sup>(i)</sup>  |
|  |  | 803307 |
| **Other - 2.1%** | **Other - 2.1%** | **Other - 2.1%** |
|  FCC Home Improvement Trust, Series 2026-HI1, Class A1, 5.71%, 04/25/2036 <sup>(a)</sup> | 5003659 | 5003658 |
| FIGRE Trust | FIGRE Trust | FIGRE Trust |
| &nbsp;&nbsp; Series 2024-HE2, Class C, 6.72%, 05/25/2054 <sup>(a)(f)</sup> | 306432 | 312235 |
| &nbsp;&nbsp; Series 2024-HE2, Class D, 7.20%, 05/25/2054 <sup>(a)(f)</sup> | 500000 | 524140 |
| &nbsp;&nbsp; Series 2024-HE2, Class E, 8.20%, 05/25/2054 <sup>(a)(f)</sup> | 500000 | 518265 |
| &nbsp;&nbsp; Series 2024-HE2, Class F, 9.79%, 05/25/2054 <sup>(a)(f)</sup> | 500000 | 527326 |
| &nbsp;&nbsp; Series 2024-HE3, Class D, 6.53%, 07/25/2054 <sup>(a)(f)</sup> | 1000000 | 1014885 |
| &nbsp;&nbsp; Series 2024-HE3, Class E, 7.55%, 07/25/2054 <sup>(a)(f)</sup> | 500000 | 501814 |
| &nbsp;&nbsp; Series 2024-HE3, Class F, 9.26%, 07/25/2054 <sup>(a)(f)</sup> | 500000 | 544471 |
| &nbsp;&nbsp; Series 2024-HE4, Class E, 6.81%, 09/25/2054 <sup>(a)(f)</sup> | 500000 | 483854 |
| &nbsp;&nbsp; Series 2024-HE4, Class F, 8.48%, 09/25/2054 <sup>(a)(f)</sup> | 500000 | 525081 |
| &nbsp;&nbsp; Series 2024-HE5, Class E, 7.01%, 10/25/2054 <sup>(a)(f)</sup> | 1000000 | 974394 |
| &nbsp;&nbsp; Series 2025-HE1, Class E, 7.36%, 01/25/2055 <sup>(a)(f)</sup> | 2000000 | 1985800 |
| &nbsp;&nbsp; Series 2025-HE1, Class F, 8.53%, 01/25/2055 <sup>(a)(f)</sup> | 500000 | 524453 |
| &nbsp;&nbsp; Series 2025-PF1, Class E, 8.80%, 06/25/2055 <sup>(a)(f)</sup> | 1000000 | 1071879 |
|  Mid-State Trust, Series 10, Class B, 7.54%, 02/15/2036 | 436427 | 434942 |
| Oakwood Mortgage Investors, Inc. | Oakwood Mortgage Investors, Inc. | Oakwood Mortgage Investors, Inc. |
| &nbsp;&nbsp; Series 2001-D, Class A4, 6.93%, 09/15/2031 <sup>(f)</sup> | 396292 | 143906 |
| &nbsp;&nbsp; Series 2001-E, Class A4, 6.81%, 12/15/2031 | 1401593 | 1401825 |
|  |  | 16492928 |
| **Residential Mortgage-Backed Securities - 28.4% <sup>(j)</sup>** | **Residential Mortgage-Backed Securities - 28.4% <sup>(j)</sup>** | **Residential Mortgage-Backed Securities - 28.4% <sup>(j)</sup>** |
|  ACRA Trust, Series 2024-NQM1, Class B1, 8.15%, 10/25/2064 <sup>(a)(f)</sup> | 1500000 | 1512829 |
| Adamas Trust, Inc. | Adamas Trust, Inc. | Adamas Trust, Inc. |
| &nbsp;&nbsp; Series 2024-BPL2, Class M, 8.41%, 05/25/2039 <sup>(a)</sup> | 1919000 | 1922326 |
| &nbsp;&nbsp; Series 2024-BPL3, Class M1, 6.90%, 09/25/2039 <sup>(a)(f)</sup> | 1500000 | 1492043 |
| &nbsp;&nbsp; Series 2026-INV1, Class A3, 5.20%, 02/25/2061 <sup>(a)(k)</sup> | 996547 | 985690 |
| Alternative Loan Trust | Alternative Loan Trust | Alternative Loan Trust |
| &nbsp;&nbsp; Series 2006-19CB, Class A9, 4.49% (1 mo. Term SOFR + 0.81%), 08/25/2036, (0.70% Floor), (6.00% Cap) | 1686879 | 693175 |
| &nbsp;&nbsp; Series 2006-23CB, Class 2A7, 13.23% (-4 x 1 mo. Term SOFR + 27.94%), 08/25/2036, (0.00% Floor), (28.40% Cap) <sup>(l)</sup> | 1185747 | 600879 |
| &nbsp;&nbsp; Series 2006-29T1, Class 2A5, 6.00%, 10/25/2036 | 1056176 | 525838 |
| &nbsp;&nbsp; Series 2006-29T1, Class 2A6, 6.50%, 10/25/2036 | 1657389 | 876940 |
| &nbsp;&nbsp; Series 2006-29T1, Class 3A3, 40.03% (-10 x 1 mo. Term SOFR + 77.24%), 10/25/2036, (0.00% Floor), (78.40% Cap) <sup>(l)</sup> | 635798 | 809670 |
| &nbsp;&nbsp; Series 2006-41CB, Class 1A14, 1.56% (-1 x 1 mo. Term SOFR + 5.24%), 01/25/2037, (0.00% Floor), (5.35% Cap) <sup>(g)(l)</sup> | 5903902 | 476901 |
| &nbsp;&nbsp; Series 2006-41CB, Class 1A7, 6.00%, 01/25/2037 | 949370 | 428724 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A12, 6.00%, 01/25/2037 | 8780314 | 3961757 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A14, 6.00%, 01/25/2037 | 1070104 | 482841 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A17, 6.00%, 01/25/2037 | 1046480 | 472181 |
| &nbsp;&nbsp; Series 2006-45T1, Class 2A5, 6.00%, 02/25/2037 | 2030611 | 1029046 |
| &nbsp;&nbsp; Series 2007-12T1, Class A22, 5.75%, 06/25/2037 | 1657005 | 633982 |
| &nbsp;&nbsp; Series 2007-15CB, Class A2, 5.75%, 07/25/2037 | 785730 | 402306 |
| &nbsp;&nbsp; Series 2007-15CB, Class A5, 5.75%, 07/25/2037 | 723250 | 370315 |
| &nbsp;&nbsp; Series 2007-16CB, Class 4A5, 4.29% (1 mo. Term SOFR + 0.61%), 08/25/2037, (0.50% Floor), (7.00% Cap) | 3211999 | 1902553 |
| &nbsp;&nbsp; Series 2007-2CB, Class 2A11, 4.19% (1 mo. Term SOFR + 0.51%), 03/25/2037, (0.40% Floor), (5.75% Cap) | 2174243 | 753413 |
| &nbsp;&nbsp; Series 2007-HY6, Class A1, 4.21% (1 mo. Term SOFR + 0.53%), 08/25/2047, (0.42% Floor) | 1658949 | 1393891 |
| &nbsp;&nbsp; Series 2007-OA3, Class 1A1, 4.07% (1 mo. Term SOFR + 0.39%), 04/25/2047, (0.28% Floor) | 4796936 | 4159842 |
|  Arroyo Mortgage Trust, Series 2022-1, Class B1, 3.65%, 12/25/2056 <sup>(a)</sup> | 1500000 | 1091559 |
|  Bellemeade Re Ltd., Series 2024-1, Class M1C, 7.61% (30 day avg SOFR US + 3.95%), 08/25/2034, (3.90% Floor) <sup>(a)</sup> | 1000000 | 1019095 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2023-NQM5, Class B1, 7.27%, 06/25/2063 <sup>(a)(f)</sup> | 1000000 | 998754 |
| &nbsp;&nbsp; Series 2025-HE1, Class B1, 6.76%, 09/25/2072 <sup>(a)(f)</sup> | 1241000 | 1206801 |
|  BVRT LLC, Series 2021-6F, Class A1, 2.75%, 12/30/2027 <sup>(a)</sup> | 1361993 | 1327350 |
| Caister Finance DAC | Caister Finance DAC | Caister Finance DAC |
| &nbsp;&nbsp; Series 1A, Class D, 7.65% (SONIA + 3.90%), 08/17/2035, (0.00% Floor) <sup>(a)</sup> | 1134000 | 1486320 |
| &nbsp;&nbsp; Series 1A, Class E, 9.50% (SONIA + 5.75%), 08/17/2035, (0.00% Floor) <sup>(a)</sup> | 1140000 | 1499945 |
| Cascade MH Asset Trust | Cascade MH Asset Trust | Cascade MH Asset Trust |
| &nbsp;&nbsp; Series 2021-MH1, Class B2, 5.57%, 02/25/2046 <sup>(a)</sup> | 500000 | 433021 |
| &nbsp;&nbsp; Series 2024-MH1, Class B1, 7.50%, 11/25/2056 <sup>(a)(f)</sup> | 147000 | 147453 |
| &nbsp;&nbsp; Series 2024-MH1, Class B2, 8.35%, 11/25/2056 <sup>(a)(f)</sup> | 154000 | 148584 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2005-A2, Class 3A2, 4.05%, 01/25/2036 <sup>(f)</sup> | 507600 | 433999 |
| &nbsp;&nbsp; Series 2007-A1, Class 11M1, 4.53%, 03/25/2037 <sup>(f)</sup> | 1404699 | 1285248 |
| CHNGE Mortgage Trust | CHNGE Mortgage Trust | CHNGE Mortgage Trust |
| &nbsp;&nbsp; Series 2022-1, Class B1, 4.55%, 01/25/2067 <sup>(a)(f)</sup> | 2500000 | 2168056 |
| &nbsp;&nbsp; Series 2022-1, Class M1, 3.99%, 01/25/2067 <sup>(a)(f)</sup> | 2700000 | 2272534 |
| &nbsp;&nbsp; Series 2022-2, Class B1, 4.58%, 03/25/2067 <sup>(a)(f)</sup> | 3000000 | 2853238 |
| &nbsp;&nbsp; Series 2023-2, Class M1, 7.94%, 06/25/2058 <sup>(a)(f)</sup> | 3500000 | 3471175 |
| &nbsp;&nbsp; Series 2023-4, Class B1, 8.40%, 09/25/2058 <sup>(a)(f)</sup> | 891000 | 886790 |
| &nbsp;&nbsp; Series 2023-4, Class M1, 8.40%, 09/25/2058 <sup>(a)(f)</sup> | 750000 | 747998 |
|  Citicorp Mortgage Securities, Inc., Series 2006-5, Class 1A11, 4.69% (1 mo. Term SOFR + 1.01%), 10/25/2036, (0.90% Floor), (7.00% Cap) | 256631 | 205402 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2007-AR5, Class 1A2A, 4.81%, 04/25/2037 <sup>(f)</sup> | 267215 | 260674 |
| &nbsp;&nbsp; Series 2009-8, Class 2A2, 6.10%, 04/25/2037 <sup>(a)(f)</sup> | 4008974 | 1730186 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |
| &nbsp;&nbsp; Series 2005-10CB, Class 1A1, 4.29% (1 mo. Term SOFR + 0.61%), 05/25/2035, (0.50% Floor), (5.50% Cap) | 970895 | 693165 |
| &nbsp;&nbsp; Series 2005-84, Class 2A1, 4.83%, 02/25/2036 <sup>(f)</sup> | 6669476 | 6260009 |
| Countrywide Home Loan Mortgage Pass Through Trust | Countrywide Home Loan Mortgage Pass Through Trust | Countrywide Home Loan Mortgage Pass Through Trust |
| &nbsp;&nbsp; Series 2004-21, Class A10, 6.00%, 11/25/2034 | 26106 | 26333 |
| &nbsp;&nbsp; Series 2006-20, Class 1A18, 4.44% (1 mo. Term SOFR + 0.76%), 02/25/2037, (0.65% Floor), (6.00% Cap) | 3395632 | 1114644 |
| &nbsp;&nbsp; Series 2007-18, Class 1A1, 6.00%, 11/25/2037 | 147181 | 55166 |
| &nbsp;&nbsp; Series 2007-5, Class A29, 5.50%, 05/25/2037 | 147855 | 60776 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |
| &nbsp;&nbsp; Series 2021-NQM1, Class B2, 3.83%, 05/25/2065 <sup>(a)(f)</sup> | 1100000 | 779496 |
| &nbsp;&nbsp; Series 2021-NQM2, Class B2, 4.34%, 02/25/2066 <sup>(a)(f)</sup> | 1600000 | 1169852 |
|  CRIBS Mortgage Trust, Series 2025-RTL1, Class M1, 7.92%, 05/25/2040 <sup>(a)(f)</sup> | 1000000 | 1003487 |
|  CWABS Asset-Backed Certificates, Series 2006-13, Class 1AF4, 3.92%, 01/25/2037 <sup>(f)</sup> | 10683 | 10556 |
| Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust |
| &nbsp;&nbsp; Series 2022-2, Class B1, 4.30%, 03/25/2067 <sup>(a)(f)</sup> | 3000000 | 2507064 |
| &nbsp;&nbsp; Series 2026-INV1, Class A3, 5.20%, 12/25/2070 <sup>(a)(k)</sup> | 1470954 | 1457577 |
|  Eagle Re Ltd., Series 2023-1, Class M1B, 7.61% (30 day avg SOFR US + 3.95%), 09/26/2033, (3.95% Floor) <sup>(a)</sup> | 5000000 | 5108765 |
|  EASY Trust, Series 2025-RTL1, Class A2, 8.30%, 05/25/2040 <sup>(a)(k)</sup> | 1000000 | 1004732 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |
| &nbsp;&nbsp; Series 2024-INV2, Class B1, 7.17%, 10/25/2069 <sup>(a)(f)</sup> | 1000000 | 997504 |
| &nbsp;&nbsp; Series 2025-CES4, Class B1, 7.05%, 06/25/2060 <sup>(a)(f)</sup> | 500000 | 499874 |
| &nbsp;&nbsp; Series 2025-CES4, Class B2, 8.14%, 06/25/2060 <sup>(a)(f)</sup> | 500000 | 495476 |
| &nbsp;&nbsp; Series 2026-CES1, Class B1, 6.46%, 12/25/2060 <sup>(a)(f)</sup> | 1550000 | 1537703 |
|  Fidelis Mortgage Trust, Series 2025-RTL1, Class B, 8.95%, 02/27/2040 <sup>(a)(f)</sup> | 900000 | 903504 |
|  First Horizon Alternative Mortgage Securities, Series 2005-FA8, Class 1A6, 4.44% (1 mo. Term SOFR + 0.76%), 11/25/2035, (0.65% Floor), (5.50% Cap) | 990223 | 347783 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp; Series 2019-4, Class M, 4.50%, 02/25/2059 <sup>(a)(f)</sup> | 3885040 | 3756716 |
| &nbsp;&nbsp; Series 2021-1, Class M, 4.25%, 09/25/2060 <sup>(a)</sup> | 2066420 | 2020519 |
| &nbsp;&nbsp; Series 2022-1, Class M, 4.50%, 11/25/2061 <sup>(a)(f)</sup> | 3000000 | 2726617 |
|  FREED Mortgage Trust, Series 2024-HE1, Class C, 6.55%, 05/25/2039 <sup>(a)</sup> | 994028 | 997186 |
|  GCAT, Series 2023-NQM2, Class B1, 6.89%, 11/25/2067 <sup>(a)(f)</sup> | 2258000 | 2223033 |
| GMACM Home Equity Loan Trust | GMACM Home Equity Loan Trust | GMACM Home Equity Loan Trust |
| &nbsp;&nbsp; Series 2005-HE3, Class A1VN, 4.29% (1 mo. Term SOFR + 0.61%), 02/25/2036, (0.50% Floor) | 251391 | 242269 |
| &nbsp;&nbsp; Series 2005-HE3, Class A2, 4.29% (1 mo. Term SOFR + 0.61%), 02/25/2036, (0.50% Floor), (14.00% Cap) | 280643 | 270459 |
| &nbsp;&nbsp; Series 2007-HE2, Class A2, 6.05%, 12/25/2037 <sup>(f)</sup> | 189234 | 186289 |
| &nbsp;&nbsp; Series 2007-HE2, Class A3, 6.19%, 12/25/2037 <sup>(f)</sup> | 364543 | 359355 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2022-NQM1, Class B4, 4.07%, 05/25/2062 <sup>(a)(f)</sup> | 2118121 | 1854312 |
| &nbsp;&nbsp; Series 2022-NQM1, Class B5, 4.07%, 05/25/2062 <sup>(a)(f)</sup> | 468000 | 341867 |
|  GSAMP Trust, Series 2006-NC2, Class A2C, 4.09% (1 mo. Term SOFR + 0.41%), 06/25/2036, (0.30% Floor) | 397583 | 203420 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2006-AR1, Class 2A4, 4.48%, 01/25/2036 <sup>(f)</sup> | 1586303 | 1397356 |
| &nbsp;&nbsp; Series 2007-1F, Class 4A1, 4.09% (1 mo. Term SOFR + 0.41%), 01/25/2037, (0.30% Floor), (7.00% Cap) | 5506619 | 1271127 |
|  Home Equity Asset Trust, Series 2006-7, Class 2A3, 4.09% (1 mo. Term SOFR + 0.41%), 01/25/2037, (0.30% Floor) | 2997732 | 2599975 |
|  Home RE Ltd., Series 2021-2, Class M2, 6.91% (30 day avg SOFR US + 3.25%), 01/25/2034, (0.00% Floor) <sup>(a)</sup> | 3797669 | 3804544 |
|  HOMES Trust, Series 2026-NQM1, Class A3, 5.16%, 09/25/2070 <sup>(a)(k)</sup> | 958674 | 947885 |
|  Homeward Opportunities Fund I Trust, Series 2025-RRTL2, Class M1, 6.54%, 09/25/2040 <sup>(a)(f)</sup> | 1500000 | 1495388 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |
| &nbsp;&nbsp; Series 2022-NQM5, Class A1, 5.39%, 08/25/2067 <sup>(a)(k)</sup> | 457480 | 456422 |
| &nbsp;&nbsp; Series 2022-NQM5, Class A2, 6.12%, 08/25/2067 <sup>(a)(k)</sup> | 304986 | 304592 |
| &nbsp;&nbsp; Series 2022-NQM5, Class M1, 6.25%, 08/25/2067 <sup>(a)(k)</sup> | 1026000 | 1022310 |
| Indymac INDA Mortgage Loan Trust | Indymac INDA Mortgage Loan Trust | Indymac INDA Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2007-AR1, Class 1A1, 3.89%, 03/25/2037 <sup>(f)</sup> | 577096 | 438915 |
| &nbsp;&nbsp; Series 2007-AR3, Class 1A1, 4.93%, 07/25/2037 <sup>(f)</sup> | 1326487 | 1169724 |
|  Irwin Home Equity Loan Trust, Series 2006-1, Class 2A3, 6.27%, 09/25/2035 <sup>(a)(k)</sup> | 27880 | 27364 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2003-A1, Class B4, 5.33%, 10/25/2033 <sup>(f)</sup> | 82607 | 77528 |
| &nbsp;&nbsp; Series 2003-A2, Class B4, 5.91%, 11/25/2033 <sup>(f)</sup> | 73194 | 1 |
| &nbsp;&nbsp; Series 2007-A2, Class 3A2, 4.58%, 04/25/2037 <sup>(f)</sup> | 3202730 | 2559487 |
| &nbsp;&nbsp; Series 2021-INV1, Class B5, 2.96%, 10/25/2051 <sup>(a)(f)</sup> | 254000 | 124964 |
| &nbsp;&nbsp; Series 2021-INV1, Class B6, 2.96%, 10/25/2051 <sup>(a)(f)</sup> | 573000 | 237874 |
| &nbsp;&nbsp; Series 2022-DSC1, Class B2, 4.92%, 01/25/2063 <sup>(a)(f)</sup> | 2690000 | 2215334 |
| &nbsp;&nbsp; Series 2024-CES1, Class B2, 9.22%, 06/25/2054 <sup>(a)(f)</sup> | 1101000 | 1114296 |
| &nbsp;&nbsp; Series 2025-CES1, Class B1, 6.86%, 05/25/2055 <sup>(a)(f)</sup> | 1000000 | 998825 |
| &nbsp;&nbsp; Series 2025-NQM2, Class M1B, 6.90%, 09/25/2065 <sup>(a)(f)</sup> | 1750000 | 1760015 |
| &nbsp;&nbsp; Series 2025-VIS3, Class A3, 5.57%, 02/25/2066 <sup>(a)(k)</sup> | 958369 | 955295 |
| &nbsp;&nbsp; Series 2026-CES1, Class B2, 7.52%, 06/25/2056 <sup>(a)(f)</sup> | 1000000 | 986142 |
| JPMorgan Chase Bank NA | JPMorgan Chase Bank NA | JPMorgan Chase Bank NA |
| &nbsp;&nbsp; Series 2019-CL1, Class M3, 5.89% (1 mo. Term SOFR + 2.21%), 04/25/2047, (2.10% Floor) <sup>(a)</sup> | 137123 | 137988 |
| &nbsp;&nbsp; Series 2020-CL1, Class M3, 7.14% (1 mo. Term SOFR + 3.46%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> | 119934 | 124798 |
| &nbsp;&nbsp; Series 2020-CL1, Class M4, 8.14% (1 mo. Term SOFR + 4.46%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> | 137855 | 146172 |
| &nbsp;&nbsp; Series 2020-CL1, Class M5, 9.39% (1 mo. Term SOFR + 5.71%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> | 794268 | 825350 |
| &nbsp;&nbsp; Series 2021-CL1, Class M2, 5.21% (30 day avg SOFR US + 1.55%), 03/25/2051, (0.00% Floor) <sup>(a)</sup> | 126969 | 125239 |
| MASTR Asset Backed Securities Trust | MASTR Asset Backed Securities Trust | MASTR Asset Backed Securities Trust |
| &nbsp;&nbsp; Series 2006-NC2, Class A5, 4.27% (1 mo. Term SOFR + 0.59%), 08/25/2036, (0.48% Floor) | 336009 | 113011 |
| &nbsp;&nbsp; Series 2006-NC3, Class A3, 3.33% (1 mo. Term SOFR + 0.31%), 10/25/2036, (0.20% Floor) | 2337459 | 1015329 |
| &nbsp;&nbsp; Series 2006-NC3, Class A4, 3.33% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) | 3943582 | 1712986 |
| Mello Mortgage Capital Acceptance | Mello Mortgage Capital Acceptance | Mello Mortgage Capital Acceptance |
| &nbsp;&nbsp; Series 2021-INV1, Class B4, 2.95%, 06/25/2051 <sup>(a)(f)</sup> | 452508 | 353051 |
| &nbsp;&nbsp; Series 2021-INV1, Class B5, 2.95%, 06/25/2051 <sup>(a)(f)</sup> | 128000 | 62026 |
| &nbsp;&nbsp; Series 2021-INV1, Class B6, 2.78%, 06/25/2051 <sup>(a)(f)</sup> | 352021 | 144029 |
|  MFA Trust, Series 2021-INV1, Class B1, 3.29%, 01/25/2056 <sup>(a)(f)</sup> | 700000 | 662829 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2024-NQM3, Class B1A, 6.51%, 07/25/2069 <sup>(a)(f)</sup> | 1000000 | 982487 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A3, 5.14%, 01/26/2071 <sup>(a)(k)</sup> | 991943 | 979561 |
| Nomura Resecuritization Trust | Nomura Resecuritization Trust | Nomura Resecuritization Trust |
| &nbsp;&nbsp; Series 2014-1R, Class 2A11, 4.40% (1 mo. Term SOFR + 0.24%), 02/26/2037, (0.13% Floor) <sup>(a)</sup> | 18585255 | 15138597 |
| &nbsp;&nbsp; Series 2015-11R, Class 4A5, 3.87%, 06/26/2037 <sup>(a)(f)</sup> | 2828707 | 2461657 |
| &nbsp;&nbsp; Series 2015-1R, Class 3A7, 3.96%, 03/26/2037 <sup>(a)(f)</sup> | 3602868 | 1821216 |
| &nbsp;&nbsp; Series 2015-1R, Class 4A7, 5.71%, 12/26/2037 <sup>(a)(f)</sup> | 742622 | 675895 |
| NRZ Excess Spread-Collateralized Notes | NRZ Excess Spread-Collateralized Notes | NRZ Excess Spread-Collateralized Notes |
| &nbsp;&nbsp; Series 2021-FHT1, Class A, 3.10%, 07/25/2026 <sup>(a)</sup> | 482227 | 476974 |
| &nbsp;&nbsp; Series 2021-GNT1, Class A, 3.47%, 11/25/2026 <sup>(a)</sup> | 1537457 | 1510639 |
|  Oaktown Re Ltd., Series 2021-2, Class M1C, 7.01% (30 day avg SOFR US + 3.35%), 04/25/2034, (3.35% Floor) <sup>(a)</sup> | 3769000 | 3798462 |
|  Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A6, 5.66%, 01/25/2037 <sup>(k)</sup> | 93610 | 86801 |
| PRKCM Trust | PRKCM Trust | PRKCM Trust |
| &nbsp;&nbsp; Series 2021-AFC1, Class B2, 3.95%, 08/25/2056 <sup>(a)(f)</sup> | 350000 | 237450 |
| &nbsp;&nbsp; Series 2022-AFC2, Class B1, 6.11%, 08/25/2057 <sup>(a)(f)</sup> | 3000000 | 2969972 |
| &nbsp;&nbsp; Series 2023-AFC1, Class B1, 7.26%, 02/25/2058 <sup>(a)(f)</sup> | 1000000 | 1001159 |
| &nbsp;&nbsp; Series 2023-AFC1, Class B2, 7.26%, 02/25/2058 <sup>(a)(f)</sup> | 1000000 | 991797 |
| &nbsp;&nbsp; Series 2023-AFC2, Class B1, 8.14%, 06/25/2058 <sup>(a)(f)</sup> | 3000000 | 2976834 |
| &nbsp;&nbsp; Series 2023-AFC2, Class M1, 7.88%, 06/25/2058 <sup>(a)</sup> | 750000 | 746289 |
| &nbsp;&nbsp; Series 2023-AFC3, Class B1, 7.78%, 09/25/2058 <sup>(a)(f)</sup> | 4248000 | 4226325 |
| &nbsp;&nbsp; Series 2023-AFC3, Class B2, 7.78%, 09/25/2058 <sup>(a)(f)</sup> | 1005000 | 997015 |
| &nbsp;&nbsp; Series 2024-AFC1, Class B1, 8.06%, 03/25/2059 <sup>(a)(f)</sup> | 1638000 | 1641446 |
| &nbsp;&nbsp; Series 2024-HOME1, Class B1, 7.75%, 05/25/2059 <sup>(a)(f)</sup> | 1623000 | 1626073 |
| &nbsp;&nbsp; Series 2026-AFC1, Class B1, 6.53%, 02/25/2061 <sup>(a)(f)</sup> | 500000 | 489148 |
| &nbsp;&nbsp; Series 2026-AFC1, Class B2, 6.53%, 02/25/2061 <sup>(a)(f)</sup> | 500000 | 469579 |
| PRPM LLC | PRPM LLC | PRPM LLC |
| &nbsp;&nbsp; Series 2023-NQM1, Class B2, 6.17%, 01/25/2068 <sup>(a)(f)</sup> | 1000000 | 978702 |
| &nbsp;&nbsp; Series 2024-NQM1, Class B1, 7.39%, 12/25/2068 <sup>(a)(f)</sup> | 2000000 | 1989859 |
| &nbsp;&nbsp; Series 2024-NQM2, Class B1, 7.80%, 06/25/2069 <sup>(a)(f)</sup> | 1500000 | 1507717 |
| RALI Trust | RALI Trust | RALI Trust |
| &nbsp;&nbsp; Series 2006-QO7, Class 2A1, 4.71% (MTA + 0.85%), 09/25/2046, (0.85% Floor) | 4442005 | 4016927 |
| &nbsp;&nbsp; Series 2006-QS14, Class A30, 31.94% (-13 x 1 mo. Term SOFR + 79.76%), 11/25/2036, (0.00% Floor), (81.25% Cap) <sup>(l)</sup> | 37191 | 67051 |
| &nbsp;&nbsp; Series 2006-QS3, Class 1A10, 6.00%, 03/25/2036 | 1146587 | 1015740 |
| &nbsp;&nbsp; Series 2007-QO3, Class A1, 4.11% (1 mo. Term SOFR + 0.43%), 03/25/2047, (0.32% Floor) | 968959 | 866118 |
|  RCKT Mortgage Trust, Series 2024-CES3, Class M2, 7.01%, 05/25/2044 <sup>(a)(f)</sup> | 2000000 | 1999737 |
|  RFMSI Trust, Series 2007-S3, Class 1A5, 5.50%, 03/25/2037 | 988808 | 689330 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2024-NQM2, Class B1, 6.61%, 09/25/2064 <sup>(a)(f)</sup> | 500000 | 503235 |
| &nbsp;&nbsp; Series 2024-RTL1, Class M1, 9.30%, 03/25/2039 <sup>(a)(f)</sup> | 2500000 | 2502210 |
|  Saluda Grade Mortgage Funding LLC, Series 2024-RTL4, Class A2, 7.50%, 02/25/2030 <sup>(a)(k)</sup> | 1500000 | 1491718 |
|  Santander Holdings USA, Inc., Series 2023-MTG1, Class M1, 7.81% (30 day avg SOFR US + 4.15%), 02/26/2052, (2.50% Floor) <sup>(a)</sup> | 4345603 | 4777880 |
| Securitized Asset Backed Receivables LLC Trust | Securitized Asset Backed Receivables LLC Trust | Securitized Asset Backed Receivables LLC Trust |
| &nbsp;&nbsp; Series 2006-NC3, Class A2B, 4.09% (1 mo. Term SOFR + 0.41%), 09/25/2036, (0.30% Floor) | 4816113 | 1488586 |
| &nbsp;&nbsp; Series 2007-NC1, Class A2B, 4.09% (1 mo. Term SOFR + 0.41%), 12/25/2036, (0.30% Floor) | 2986624 | 1403477 |
|  SGR Residential Mortgage Trust, Series 2026-1, Class A3, 5.14%, 01/25/2066 <sup>(a)(k)</sup> | 994321 | 981811 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |
| &nbsp;&nbsp; Series 2020-INV1, Class B2, 4.26%, 11/25/2055 <sup>(a)</sup> | 400000 | 352330 |
| &nbsp;&nbsp; Series 2022-SFR3, Class E2, 7.37% (1 mo. Term SOFR + 3.70%), 05/17/2039, (3.70% Floor) <sup>(a)</sup> | 3750000 | 3747907 |
|  Toorak Mortgage Trust, Series 2024-RRTL1, Class M1, 9.16%, 02/25/2039 <sup>(a)(f)</sup> | 1500000 | 1500417 |
|  Towd Point Mortgage Trust, Series 2024-CES1, Class M2, 6.86%, 01/25/2064 <sup>(a)(f)</sup> | 1000000 | 1003971 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2022-1, Class B2, 3.97%, 01/25/2067 <sup>(a)(f)</sup> | 2199000 | 1605438 |
| &nbsp;&nbsp; Series 2022-2, Class B2, 4.27%, 02/25/2067 <sup>(a)(f)</sup> | 1500000 | 1155847 |
| &nbsp;&nbsp; Series 2023-4, Class B1, 8.02%, 05/25/2068 <sup>(a)(f)</sup> | 2000000 | 1982407 |
| &nbsp;&nbsp; Series 2023-INV2, Class A3, 7.08%, 08/25/2068 <sup>(a)(k)</sup> | 63242 | 63120 |
| &nbsp;&nbsp; Series 2023-INV2, Class B1, 8.00%, 08/25/2068 <sup>(a)(f)</sup> | 100000 | 99685 |
| &nbsp;&nbsp; Series 2023-INV2, Class M1, 7.35%, 08/25/2068 <sup>(a)(f)</sup> | 121000 | 120645 |
| &nbsp;&nbsp; Series 2024-1, Class B1, 7.91%, 01/25/2069 <sup>(a)(f)</sup> | 500000 | 502427 |
| &nbsp;&nbsp; Series 2024-2, Class B1, 7.86%, 02/25/2069 <sup>(a)(f)</sup> | 1000000 | 1002312 |
| &nbsp;&nbsp; Series 2024-INV1, Class B1, 8.09%, 03/25/2069 <sup>(a)(f)</sup> | 1000000 | 1005159 |
|  Vista Point Securitization Trust, Series 2024-CES3, Class B1, 7.83%, 01/25/2055 <sup>(a)(f)</sup> | 500000 | 505556 |
| Washington Mutual Mortgage Pass-Through Certificates Trust | Washington Mutual Mortgage Pass-Through Certificates Trust | Washington Mutual Mortgage Pass-Through Certificates Trust |
| &nbsp;&nbsp; Series 2007-HY1, Class 4A1, 4.09%, 02/25/2037 <sup>(f)</sup> | 4140831 | 3802903 |
| &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.86%, 03/25/2037 <sup>(f)</sup> | 3840316 | 3474870 |
| &nbsp;&nbsp; Series 2007-HY5, Class 1A1, 4.08%, 05/25/2037 <sup>(f)</sup> | 1430513 | 1292744 |
| &nbsp;&nbsp; Series 2007-HY5, Class 3A1, 3.87%, 05/25/2037 <sup>(f)</sup> | 496511 | 454860 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |
| &nbsp;&nbsp; Series 2006-AR1, Class 2A5, 5.79%, 03/25/2036 <sup>(f)</sup> | 699478 | 677232 |
| &nbsp;&nbsp; Series 2006-AR12, Class 2A1, 6.19%, 09/25/2036 <sup>(f)</sup> | 466449 | 440571 |
| Western Alliance Bancorp | Western Alliance Bancorp | Western Alliance Bancorp |
| &nbsp;&nbsp; Series 2021-CL2, Class M3, 7.76% (30 day avg SOFR US + 4.10%), 07/25/2059, (0.00% Floor) <sup>(a)</sup> | 823120 | 862688 |
| &nbsp;&nbsp; Series 2021-CL2, Class M4, 9.01% (30 day avg SOFR US + 5.35%), 07/25/2059, (0.00% Floor) <sup>(a)</sup> | 1415496 | 1537889 |
|  |  | 223941455 |
| **TOTAL SECURITIZED CREDIT** (Cost $348,234,777) | **TOTAL SECURITIZED CREDIT** (Cost $348,234,777) | 294881262 |
| **COMMON STOCKS - 8.5%** | **Shares**  | **Value**  |
| **Airports - 0.6%** | **Airports - 0.6%** |  |
| Aena SME SA <sup>(a)</sup> | 60288 | 1783654 |
| Grupo Aeroportuario del Pacifico SAB de CV - Class B | 68296 | 1682079 |
| Japan Airport Terminal Co. Ltd. | 27838 | 921641 |
|  |  | 4387374 |
| **Circular Economy - 0.2%** | **Circular Economy - 0.2%** |  |
| American Water Works Co., Inc. <sup>(b)</sup> | 601 | 81790 |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 1242 | 38026 |
| Guangdong Investment Ltd. | 955044 | 956568 |
| Hera SpA | 17508 | 80759 |
| Orizon Valorizacao de Residuos SA <sup>(m)</sup> | 5373 | 73917 |
| Republic Services, Inc. <sup>(b)</sup> | 611 | 133821 |
| Severn Trent PLC <sup>(b)</sup> | 1914 | 78500 |
| Waste Management, Inc. <sup>(b)</sup> | 700 | 160853 |
|  |  | 1604234 |
| **Data Centers - 0.2%** | **Data Centers - 0.2%** |  |
| Digital Core REIT Management Pte Ltd. | 315173 | 153780 |
| Equinix, Inc. <sup>(b)</sup> | 1088 | 1066501 |
|  |  | 1220281 |
| **Diversified - 0.0% <sup>(n)</sup>** | **Diversified - 0.0% <sup>(n)</sup>** |  |
| American Assets Trust, Inc. <sup>(b)</sup> | 1602 | 29493 |
| Merlin Properties Socimi SA | 7837 | 127683 |
|  |  | 157176 |
| **Electricity Infrastructure - 0.4%** | **Electricity Infrastructure - 0.4%** |  |
| Boralex, Inc. - Class A <sup>(b)</sup> | 1730 | 45566 |
| Cia Paranaense de Energia - Copel | 22765 | 67857 |
| Constellation Energy Corp. <sup>(b)</sup> | 282 | 78749 |
| E.ON SE <sup>(b)</sup> | 10279 | 225126 |
| EDP Renovaveis SA | 3899 | 62493 |
| Elia Group SA/NV | 4869 | 747878 |
| Fortis, Inc. <sup>(b)</sup> | 954 | 53224 |
| Grenergy Renovables SA <sup>(m)</sup> | 806 | 107273 |
| PG&E Corp. <sup>(b)</sup> | 97958 | 1721122 |
|  |  | 3109288 |
| **Electricity Transmission & Distribution - 0.9%** | **Electricity Transmission & Distribution - 0.9%** |  |
| CenterPoint Energy, Inc. <sup>(b)</sup> | 31288 | 1350390 |
| Equatorial SA | 135023 | 1066403 |
| Eversource Energy <sup>(b)</sup> | 14450 | 1001096 |
| National Grid PLC <sup>(b)</sup> | 107936 | 1821959 |
| Sempra <sup>(b)</sup> | 16749 | 1627500 |
|  |  | 6867348 |
| **Gas Utilities - 0.4%** | **Gas Utilities - 0.4%** |  |
| Italgas SpA <sup>(b)</sup> | 62983 | 733692 |
| NiSource, Inc. <sup>(b)</sup> | 27747 | 1294675 |
| Southwest Gas Holdings, Inc. <sup>(b)</sup> | 12900 | 1121010 |
|  |  | 3149377 |
| **Gathering & Processing - 0.5%** | **Gathering & Processing - 0.5%** |  |
| MPLX LP <sup>(b)</sup> | 14979 | 854852 |
| Williams Cos., Inc. <sup>(b)</sup> | 48022 | 3495041 |
|  |  | 4349893 |
| **Health Care - 0.0% <sup>(n)</sup>** | **Health Care - 0.0% <sup>(n)</sup>** |  |
| Healthcare Realty Trust, Inc. <sup>(b)</sup> | 430 | 7306 |
| **Hotel - 0.1%** | **Hotel - 0.1%** |  |
| Service Properties Trust <sup>(b)</sup> | 554784 | 751732 |
| **Integrated Utilities/Renewables - 1.4%** | **Integrated Utilities/Renewables - 1.4%** |  |
| American Electric Power Company, Inc. <sup>(b)</sup> | 876 | 114826 |
| Bloom Energy Corp. - Class A <sup>(b)(m)</sup> | 747 | 101211 |
| Clearway Energy, Inc. - Class C <sup>(b)</sup> | 3641 | 143055 |
| CMS Energy Corp. <sup>(b)</sup> | 17479 | 1356021 |
| Engie SA | 3603 | 116116 |
| Entergy Corp. <sup>(b)</sup> | 1080 | 121349 |
| Evergy, Inc. <sup>(b)</sup> | 13021 | 1066680 |
| First Solar, Inc. <sup>(b)(m)</sup> | 444 | 87583 |
| FirstEnergy Corp. <sup>(b)</sup> | 25745 | 1304242 |
| Iberdrola SA <sup>(b)</sup> | 10892 | 249364 |
| IDACORP, Inc. <sup>(b)</sup> | 5985 | 855675 |
| NextEra Energy, Inc. <sup>(b)</sup> | 39626 | 3680463 |
| Pinnacle West Capital Corp. <sup>(b)</sup> | 1204 | 121303 |
| RWE AG | 2302 | 154877 |
| SSE PLC <sup>(b)</sup> | 33165 | 1146461 |
| Talen Energy Corp. <sup>(b)(m)</sup> | 347 | 110773 |
|  |  | 10729999 |
| **Leisure - 0.1%** | **Leisure - 0.1%** |  |
| Six Flags Entertainment Corp. <sup>(m)</sup> | 25753 | 457116 |
| **Media - 0.0% <sup>(n)</sup>** | **Media - 0.0% <sup>(n)</sup>** |  |
| Comcast Corp. - Class A | 10575 | 303608 |
| **Midstream - 1.1%** | **Midstream - 1.1%** |  |
| Cheniere Energy, Inc. <sup>(b)</sup> | 7803 | 2214179 |
| Kunlun Energy Co. Ltd. | 395725 | 361593 |
| Targa Resources Corp. <sup>(b)</sup> | 10552 | 2645703 |
| TC Energy Corp. <sup>(b)</sup> | 29104 | 1822478 |
| TC Energy Corp. <sup>(b)</sup> | 20833 | 1304146 |
|  |  | 8348099 |
| **Office - 0.0% <sup>(n)</sup>** | **Office - 0.0% <sup>(n)</sup>** |  |
| COPT Defense Properties <sup>(b)</sup> | 992 | 30355 |
| Cousins Properties, Inc. <sup>(b)</sup> | 1114 | 25143 |
| Highwoods Properties, Inc. <sup>(b)</sup> | 1103 | 23615 |
| Kilroy Realty Corp. <sup>(b)</sup> | 192 | 5417 |
| Piedmont Realty Trust, Inc. - Class A <sup>(b)</sup> | 3465 | 22765 |
| Vornado Realty Trust <sup>(b)</sup> | 882 | 22923 |
|  |  | 130218 |
| **Other - 0.1%** | **Other - 0.1%** |  |
| Dycom Industries, Inc. <sup>(b)(m)</sup> | 260 | 88093 |
| MasTec, Inc. <sup>(b)(m)</sup> | 299 | 96201 |
| Siemens Energy AG | 777 | 133994 |
| Telecom Italia SpA/Milano <sup>(m)</sup> | 211109 | 148221 |
| Vertiv Holdings Co. - Class A <sup>(b)</sup> | 438 | 109754 |
|  |  | 576263 |
| **Pipeline Transportation / Natural Gas - 0.4%** | **Pipeline Transportation / Natural Gas - 0.4%** |  |
| DT Midstream, Inc. <sup>(b)</sup> | 6429 | 865793 |
| Energy Transfer LP <sup>(b)</sup> | 45373 | 875699 |
| Enterprise Products Partners LP <sup>(b)</sup> | 22494 | 851173 |
| Kinder Morgan, Inc. <sup>(b)</sup> | 25888 | 868025 |
|  |  | 3460690 |
| **Pipeline Transportation / Petroleum - 0.2%** | **Pipeline Transportation / Petroleum - 0.2%** |  |
| Enbridge, Inc. <sup>(b)</sup> | 16235 | 878963 |
| Plains All American Pipeline LP <sup>(b)</sup> | 39036 | 871674 |
|  |  | 1750637 |
| **Ports - 0.1%** | **Ports - 0.1%** |  |
| International Container Terminal Services, Inc. | 102736 | 1164754 |
| **Rail - 0.7%** | **Rail - 0.7%** |  |
| CSX Corp. <sup>(b)</sup> | 40976 | 1682065 |
| East Japan Railway Co. | 41376 | 946330 |
| Rumo SA | 195493 | 616311 |
| Union Pacific Corp. <sup>(b)</sup> | 9173 | 2225553 |
|  |  | 5470259 |
| **Real Estate - 0.3%** | **Real Estate - 0.3%** |  |
| Arbor Realty Trust, Inc. <sup>(b)</sup> | 3757 | 28966 |
| CBRE Group, Inc. - Class A <sup>(b)(m)</sup> | 52 | 7044 |
| Five Point Holdings LLC - Class A <sup>(b)(m)</sup> | 1306 | 6321 |
| Global Net Lease, Inc. | 75719 | 1615843 |
| Ladder Capital Corp. <sup>(b)</sup> | 5414 | 52895 |
| RLJ Lodging Trust | 25747 | 620503 |
| SL Green Realty Corp. <sup>(b)</sup> | 617 | 22792 |
| Starwood Property Trust, Inc. <sup>(b)</sup> | 6567 | 113084 |
|  |  | 2467448 |
| **Specialty - 0.0% <sup>(n)</sup>** | **Specialty - 0.0% <sup>(n)</sup>** |  |
| Jones Lang LaSalle, Inc. <sup>(b)(m)</sup> | 27 | 8217 |
| Lamar Advertising Co. - Class A <sup>(b)</sup> | 228 | 28878 |
| Weyerhaeuser Co. <sup>(b)</sup> | 287 | 7011 |
|  |  | 44106 |
| **Sustainable Solutions - 0.1%** | **Sustainable Solutions - 0.1%** |  |
| Carrier Global Corp. <sup>(b)</sup> | 834 | 46963 |
| GE Vernova, Inc. <sup>(b)</sup> | 213 | 185928 |
| Nextpower, Inc. - Class A <sup>(b)(m)</sup> | 645 | 77755 |
| Prysmian SpA | 362 | 42749 |
| Schneider Electric SE <sup>(b)</sup> | 283 | 77084 |
| Sunrun, Inc. <sup>(b)(m)</sup> | 1949 | 26428 |
| Trane Technologies PLC <sup>(b)</sup> | 190 | 79181 |
| Vestas Wind Systems AS | 6921 | 208813 |
|  |  | 744901 |
| **Telecommunication Services - 0.0% <sup>(n)</sup>** | **Telecommunication Services - 0.0% <sup>(n)</sup>** |  |
| Altice France Lux 3 <sup>(m)</sup> | 18839 | 315740 |
| **Toll Roads - 0.1%** | **Toll Roads - 0.1%** |  |
| Getlink SE <sup>(b)</sup> | 44317 | 956314 |
| **Towers - 0.3%** | **Towers - 0.3%** |  |
| Cellnex Telecom SA <sup>(a)(b)</sup> | 16497 | 530459 |
| Crown Castle, Inc. <sup>(b)</sup> | 18703 | 1520741 |
| Uniti Group, Inc. <sup>(b)(m)</sup> | 32074 | 300854 |
|  |  | 2352054 |
| **Water - 0.3%** | **Water - 0.3%** |  |
| Pennon Group PLC <sup>(b)</sup> | 289523 | 2041776 |
| **TOTAL COMMON STOCKS** (Cost $54,690,950) | **TOTAL COMMON STOCKS** (Cost $54,690,950) | 66917991 |
| **TERM LOANS - 7.7%** | **Par**  | **Value**  |
|  Apro LLC, First Lien, 7.43% (3 mo. Term SOFR + 3.75%), 07/09/2031 | 1970000 | 1972463 |
|  Blackfin Pipeline LLC, First Lien, 6.69% (1 mo. Term SOFR + 3.00%), 09/29/2032 | 1995000 | 2003100 |
|  Cogeco Communications USA II LP, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 09/30/2030 | 1559831 | 1475428 |
|  Coral-US Co.-Borrower LLC, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 01/30/2032 | 3000000 | 2943390 |
|  Crescent Midstream Intermediate Holdings LLC, 3.67% (1 mo. Term SOFR + 3.75%), 02/18/2033 | 2000000 | 2004160 |
|  Directv Financing LLC, 9.34% (1 mo. Term SOFR + 5.50%), 02/18/2031 | 8183511 | 8180728 |
|  Eagle Broadband Investments LLC, 6.93% (3 mo. Term SOFR + 3.00%), 11/12/2027 | 5976357 | 5683755 |
|  Jack Ohio Finance LLC, First Lien, 7.67% (1 mo. Term SOFR + 4.00%), 01/30/2032 | 5940000 | 5850900 |
|  Numericable US LLC, First Lien, 10.55% (1 mo. Term SOFR + 6.88%), 05/15/2031 | 11837390 | 11844848 |
|  OEG Borrower LLC, 7.19% (3 mo. Term SOFR + 3.50%), 06/30/2031 | 1477500 | 1479967 |
|  Third Coast Infrastructure LLC, 7.42% (1 mo. Term SOFR + 3.75%), 09/25/2030 | 2906953 | 2921488 |
|  WideOpenWest Finance LLC, First Lien, 11.17% (3 mo. Term SOFR + 7.00%), 12/11/2028 | 14377960 | 14611602 |
| **TOTAL TERM LOANS** (Cost $60,929,989) | **TOTAL TERM LOANS** (Cost $60,929,989) | 60971829 |
| **EXCHANGE TRADED FUNDS - 2.3%** | **Shares**  | **Value**  |
| Goldman Sachs Access Treasury 0-1 Year ETF | 36659 | 3672865 |
| iShares 0-1 Year Treasury Bond ETF | 63969 | 7061538 |
| iShares 0-3 Month Treasury Bond ETF | 70200 | 7066332 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $17,781,702) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $17,781,702) | 17800735 |
| **PREFERRED STOCKS - 1.8%** | **Shares**  | **Value**  |
| **Health Care - 0.0% <sup>(n)</sup>** | **Health Care - 0.0% <sup>(n)</sup>** |  |
|  Chiron Real Estate, Inc., Series A, 7.50%, Perpetual | 1196 | 29302 |
| **Hotel - 0.0% <sup>(n)</sup>** | **Hotel - 0.0% <sup>(n)</sup>** |  |
|  Chatham Lodging Trust, Series A, 6.63%, Perpetual | 2877 | 57540 |
| **Media - 0.1%** | **Media - 0.1%** |  |
|  Liberty Broadband Corp., Series A, 7.00%, Perpetual <sup>(m)</sup> | 41071 | 956954 |
| **Office - 0.1%** | **Office - 0.1%** |  |
|  SL Green Realty Corp., Series I, 6.50%, Perpetual | 12967 | 263230 |
| **Oil Gas Transportation & Distribution - 0.1%** | **Oil Gas Transportation & Distribution - 0.1%** |  |
|  Global Partners LP, Series B, 9.50%, Perpetual <sup>(m)</sup> | 32100 | 815019 |
| **Real Estate - 1.3%** | **Real Estate - 1.3%** |  |
|  Alpine Income Property Trust, Inc., Series A, 8.00%, Perpetual | 1193 | 29741 |
|  Arbor Realty Trust, Inc., Series F, 6.25% to 10/12/2026 then 3 mo. Term SOFR + 5.44%, Perpetual | 5324 | 116010 |
|  Diversified Healthcare Trust, 5.63%, 08/01/2042 | 95518 | 1545481 |
|  EPR Properties, Series E, 9.00%, Perpetual <sup>(m)</sup> | 222385 | 6756056 |
|  Gladstone Land Corp., Series B, 6.00%, Perpetual | 1518 | 30360 |
|  Global Net Lease, Inc., Series A, 7.25%, Perpetual | 2505 | 54384 |
|  Kimco Realty Corp., Series N, 7.25%, Perpetual | 23905 | 1428324 |
|  Pebblebrook Hotel Trust, Series F, 6.30%, Perpetual | 1536 | 29645 |
|  Summit Hotel Properties, Inc., Series F, 5.88%, Perpetual | 1573 | 27197 |
|  Vornado Realty Trust, Series O, 4.45%, Perpetual | 19955 | 284558 |
|  |  | 10301756 |
| **Retail - 0.0% <sup>(n)</sup>** | **Retail - 0.0% <sup>(n)</sup>** |  |
|  AH Realty Trust, Inc., Series A, 6.75%, Perpetual | 4123 | 89717 |
|  CTO Realty Growth, Inc., Series A, 6.38%, Perpetual | 2792 | 56454 |
|  |  | 146171 |
| **Telecommunication Services - 0.2%** | **Telecommunication Services - 0.2%** |  |
|  DigitalBridge Group, Inc., Series H, 7.13%, Perpetual | 7585 | 123029 |
|  Qwest Corp., 6.50%, 09/01/2056 <sup>(m)</sup> | 67823 | 1268290 |
|  |  | 1391319 |
| **TOTAL PREFERRED STOCKS** (Cost $13,846,749) | **TOTAL PREFERRED STOCKS** (Cost $13,846,749) | 13961291 |
| **MUNICIPAL BONDS - 1.2%** | **Par**  | **Value**  |
| **Alabama - 0.1%** | **Alabama - 0.1%** | **Alabama - 0.1%** |
|  Homewood Educational Building Authority, 7.42%, 10/01/2044 (Obligor: CHF Horizons II LLC) | 150000 | 157550 |
|  Troy Industrial Development Board, 5.00%, 11/01/2041 | 125000 | 108675 |
|  |  | 266225 |
| **Alaska - 0.0% <sup>(n)</sup>** | **Alaska - 0.0% <sup>(n)</sup>** | **Alaska - 0.0% <sup>(n)</sup>** |
|  Alaska Industrial Development & Export Authority, 5.25%, 03/01/2030 | 100000 | 100081 |
| **Arizona - 0.0% <sup>(n)</sup>** | **Arizona - 0.0% <sup>(n)</sup>** | **Arizona - 0.0% <sup>(n)</sup>** |
|  Maricopa County Industrial Development Authority, 7.38%, 10/01/2029 (Obligor: Grand Canyon University) <sup>(a)</sup> | 100000 | 105424 |
| **California - 0.1%** | **California - 0.1%** | **California - 0.1%** |
|  California Statewide Communities Development Authority, 7.14%, 08/15/2047 (Obligor: Enloe Medical Center Obligated Group) | 100000 | 104965 |
|  Golden State Tobacco Securitization Corp., 3.85%, 06/01/2050 | 180000 | 164479 |
|  |  | 269444 |
| **Colorado - 0.0% <sup>(n)</sup>** | **Colorado - 0.0% <sup>(n)</sup>** | **Colorado - 0.0% <sup>(n)</sup>** |
| Colorado Health Facilities Authority | Colorado Health Facilities Authority | Colorado Health Facilities Authority |
| &nbsp;&nbsp; 2.80%, 12/01/2026 (Obligor: Covenant Living Community) | 65000 | 64085 |
| &nbsp;&nbsp; 4.48%, 12/01/2040 (Obligor: Covenant Living Community) | 120000 | 105128 |
|  |  | 169213 |
| **Delaware - 0.0% <sup>(n)</sup>** | **Delaware - 0.0% <sup>(n)</sup>** | **Delaware - 0.0% <sup>(n)</sup>** |
|  Delaware State Economic Development Authority, 8.00%, 07/01/2030 (Obligor: Academia Antonia Alonso I) <sup>(a)</sup> | 100000 | 100552 |
| **Florida - 0.1%** | **Florida - 0.1%** | **Florida - 0.1%** |
|  Capital Projects Finance Authority, 7.00%, 06/01/2033 (Obligor: Prg Unionwest Properties) <sup>(a)</sup> | 225000 | 214388 |
|  Capital Trust Authority, 6.70%, 06/15/2028 (Obligor: St Johns Classical Academy) <sup>(a)</sup> | 105000 | 105532 |
|  City of Miami Gardens FL, 7.00%, 06/01/2040 | 50000 | 56550 |
|  |  | 376470 |
| **Illinois - 0.1%** | **Illinois - 0.1%** | **Illinois - 0.1%** |
|  Farmville Industrial Development Authority, 5.00%, 01/01/2034 (Obligor: Longwood Housing Foundation LLC) | 195000 | 180975 |
|  Illinois Finance Authority, 8.25%, 09/01/2039 (Obligor: Illinois Inst Of Tech) <sup>(a)</sup> | 300000 | 287936 |
| Illinois Municipal Electric Agency | Illinois Municipal Electric Agency | Illinois Municipal Electric Agency |
| &nbsp;&nbsp; 6.83%, 02/01/2035 | 35000 | 36858 |
| &nbsp;&nbsp; 7.29%, 02/01/2035 | 60000 | 64566 |
| Northern Illinois Municipal Power Agency | Northern Illinois Municipal Power Agency | Northern Illinois Municipal Power Agency |
| &nbsp;&nbsp; 6.86%, 01/01/2039 | 230000 | 245357 |
| &nbsp;&nbsp; 7.82%, 01/01/2040 | 30000 | 34744 |
|  State of Illinois, 6.73%, 04/01/2035 | 46154 | 48320 |
|  |  | 898756 |
| **Indiana - 0.0% <sup>(n)</sup>** | **Indiana - 0.0% <sup>(n)</sup>** | **Indiana - 0.0% <sup>(n)</sup>** |
|  Indiana Finance Authority, 5.93%, 07/01/2053 (Obligor: BPIU Partners LLC) | 125000 | 123765 |
| **Kentucky - 0.0% <sup>(n)</sup>** | **Kentucky - 0.0% <sup>(n)</sup>** | **Kentucky - 0.0% <sup>(n)</sup>** |
|  Louisville/Jefferson County Metropolitan Government, 4.29%, 05/01/2045 (Obligor: Louisville/Jefferson Med) | 200000 | 150786 |
| **Massachusetts - 0.0% <sup>(n)</sup>** | **Massachusetts - 0.0% <sup>(n)</sup>** | **Massachusetts - 0.0% <sup>(n)</sup>** |
| Massachusetts Development Finance Agency | Massachusetts Development Finance Agency | Massachusetts Development Finance Agency |
| &nbsp;&nbsp; 6.63%, 10/01/2030 (Obligor: Wellforce Obligated Group) | 100000 | 101965 |
| &nbsp;&nbsp; 6.75%, 10/01/2030 (Obligor: Wellforce Obligated Group) | 100000 | 101979 |
|  |  | 203944 |
| **Montana - 0.0% <sup>(n)</sup>** | **Montana - 0.0% <sup>(n)</sup>** | **Montana - 0.0% <sup>(n)</sup>** |
|  City of Kalispell MT, 6.75%, 05/15/2029 (Obligor: Immanuel Living Obligated Group) | 200000 | 200438 |
| **Nebraska - 0.0% <sup>(n)</sup>** | **Nebraska - 0.0% <sup>(n)</sup>** | **Nebraska - 0.0% <sup>(n)</sup>** |
|  Public Power Generation Agency, 7.24%, 01/01/2041 | 130000 | 143726 |
| **New Hampshire - 0.1%** | **New Hampshire - 0.1%** | **New Hampshire - 0.1%** |
|  New Hampshire Business Finance Authority, 6.89%, 04/01/2034 (Obligor: Wheeling Power Company) <sup>(a)</sup> | 275000 | 286764 |
| **New Jersey - 0.0% <sup>(n)</sup>** | **New Jersey - 0.0% <sup>(n)</sup>** | **New Jersey - 0.0% <sup>(n)</sup>** |
|  South Jersey Transportation Authority, 7.00%, 11/01/2038 | 120000 | 131386 |
| **New York - 0.1%** | **New York - 0.1%** | **New York - 0.1%** |
|  Dutchess County Local Development Corp., 5.92%, 07/01/2039 (Obligor: Bard College) | 250000 | 249680 |
| New York City Industrial Development Agency | New York City Industrial Development Agency | New York City Industrial Development Agency |
| &nbsp;&nbsp; 6.03%, 01/01/2046 (Obligor: Queens Ballpark Co. LLC) <sup>(a)</sup> | 150000 | 149565 |
| &nbsp;&nbsp; 5.90%, 03/01/2046 (Obligor: NY Yankees Partnership) <sup>(a)</sup> | 125000 | 124318 |
|  New York State Dormitory Authority, 5.10%, 08/01/2034 (Obligor: Montefiore Obligated Group) | 150000 | 141357 |
|  New York Transportation Development Corp., 6.97%, 06/30/2051 (Obligor: Elevated Accessibility) | 255000 | 256068 |
|  |  | 920988 |
| **Ohio - 0.0% <sup>(n)</sup>** | **Ohio - 0.0% <sup>(n)</sup>** | **Ohio - 0.0% <sup>(n)</sup>** |
|  Cleveland-Cuyahoga County Port Authority, 5.63%, 11/15/2039 | 100000 | 98054 |
|  County of Lucas OH, 4.00%, 11/15/2045 (Obligor: Promedica Healthcare Obligated) | 55000 | 46664 |
|  Summit County Development Finance Authority, 5.13%, 07/01/2030 (Obligor: Prg - Akron Properties) | 25000 | 24775 |
|  |  | 169493 |
| **Oklahoma - 0.3%** | **Oklahoma - 0.3%** | **Oklahoma - 0.3%** |
|  Oklahoma Development Finance Authority, 5.45%, 08/15/2028 (Obligor: OU Medicine Obligated Group) | 2500000 | 2486986 |
|  Sallisaw Economic Authority, 6.26%, 02/01/2053 | 125000 | 126531 |
|  |  | 2613517 |
| **Oregon - 0.0% <sup>(n)</sup>** | **Oregon - 0.0% <sup>(n)</sup>** | **Oregon - 0.0% <sup>(n)</sup>** |
|  Port of Morrow OR, 3.25%, 12/01/2036 | 150000 | 127363 |
| **Tennessee - 0.0% <sup>(n)</sup>** | **Tennessee - 0.0% <sup>(n)</sup>** | **Tennessee - 0.0% <sup>(n)</sup>** |
|  Metropolitan Government of Nashville & Davidson County Convention Center Auth, 7.43%, 07/01/2043 | 50000 | 56181 |
| **Texas - 0.3%** | **Texas - 0.3%** | **Texas - 0.3%** |
|  City of San Antonio TX Customer Facility Charge Revenue, 5.87%, 07/01/2045 | 100000 | 97174 |
|  Colony Community Development Corp., 7.25%, 10/01/2042 | 2050000 | 2026699 |
|  |  | 2123873 |
| **West Virginia - 0.0% <sup>(n)</sup>** | **West Virginia - 0.0% <sup>(n)</sup>** | **West Virginia - 0.0% <sup>(n)</sup>** |
|  Tobacco Settlement Finance Authority, 4.01%, 06/01/2040 | 125000 | 104182 |
| **Wisconsin - 0.0% <sup>(n)</sup>** | **Wisconsin - 0.0% <sup>(n)</sup>** | **Wisconsin - 0.0% <sup>(n)</sup>** |
|  Public Finance Authority, 5.45%, 07/01/2033 (Obligor: Prg - Oxford Properties) | 150000 | 148476 |
| **TOTAL MUNICIPAL BONDS** (Cost $9,762,105) | **TOTAL MUNICIPAL BONDS** (Cost $9,762,105) | 9791047 |
| **U.S. GOVERNMENT AGENCY ISSUES - 0.1%** | **Par**  | **Value**  |
| **U.S. Government Agency Collateralized Mortgage Obligations - 0.0% <sup>(n)</sup>** | **U.S. Government Agency Collateralized Mortgage Obligations - 0.0% <sup>(n)</sup>** | **U.S. Government Agency Collateralized Mortgage Obligations - 0.0% <sup>(n)</sup>** |
|  Federal National Mortgage Association, Series 1997-79, Class PL, 6.85%, 12/18/2027 | 5820 | 5878 |
| **U.S. Government Agency Pass-Through Certificates - 0.1%** | **U.S. Government Agency Pass-Through Certificates - 0.1%** | **U.S. Government Agency Pass-Through Certificates - 0.1%** |
| Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation |
| &nbsp;&nbsp; Pool C55167, 8.50%, 07/01/2031 | 16277 | 16597 |
| &nbsp;&nbsp; Pool C55169, 8.50%, 07/01/2031 | 27618 | 28676 |
| &nbsp;&nbsp; Pool C56878, 8.00%, 08/01/2031 | 24092 | 24910 |
| &nbsp;&nbsp; Pool C59641, 8.00%, 10/01/2031 | 19649 | 20302 |
| &nbsp;&nbsp; Pool C69047, 7.00%, 06/01/2032 | 89583 | 93959 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 255053, 7.50%, 12/01/2033 | 28038 | 29852 |
| &nbsp;&nbsp; Pool 545436, 9.00%, 10/01/2031 | 27304 | 29366 |
| &nbsp;&nbsp; Pool 545990, 7.50%, 04/01/2031 | 26798 | 27464 |
| &nbsp;&nbsp; Pool 636449, 8.50%, 04/01/2032 | 56524 | 60062 |
| &nbsp;&nbsp; Pool 645912, 7.00%, 06/01/2032 | 71689 | 75224 |
| &nbsp;&nbsp; Pool 645913, 7.00%, 06/01/2032 | 71772 | 74661 |
| &nbsp;&nbsp; Pool 650131, 7.00%, 07/01/2032 | 89789 | 94391 |
| &nbsp;&nbsp; Pool 735576, 7.50%, 11/01/2034 | 43828 | 46151 |
| &nbsp;&nbsp; Pool 735800, 8.00%, 01/01/2035 | 77130 | 82997 |
|  |  | 704612 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $680,256) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $680,256) | 710490 |
| **RIGHTS - 0.0% <sup>(n)</sup>** | **Shares**  | **Value**  |
| **Telecommunications *-* 0.0% <sup>(n)</sup>** | **Telecommunications *-* 0.0% <sup>(n)</sup>** |  |
| Telecom Italia SpA/Milano, Expires 04/02/2026, Exercise Price $0.51 <sup>(m)</sup> | 266683 | 19 |
| **TOTAL RIGHTS** (Cost $0) | **TOTAL RIGHTS** (Cost $0) | 19 |
| **SHORT-TERM INVESTMENTS - 5.4%** | **SHORT-TERM INVESTMENTS - 5.4%** | **SHORT-TERM INVESTMENTS - 5.4%** |
| **MONEY MARKET FUNDS - 4.0%** | **Shares**  | **Value**  |
| First American Treasury Obligations Fund - Class X, 3.59% <sup>(o)</sup> | 31177720 | 31177720 |
| **TOTAL MONEY MARKET FUNDS** (Cost $31,177,720) | **TOTAL MONEY MARKET FUNDS** (Cost $31,177,720) | 31177720 |
| **U.S. TREASURY BILLS - 1.4%** | **Par**  | **Value**  |
| 3.51%, 03/18/2027 <sup>(p)</sup> | 12000000 | 11587576 |
| **TOTAL U.S. TREASURY BILLS** (Cost $11,578,801) | **TOTAL U.S. TREASURY BILLS** (Cost $11,578,801) | 11587576 |
| **TOTAL INVESTMENTS - 130.9% (**Cost $1,070,994,439**)** | **TOTAL INVESTMENTS - 130.9% (**Cost $1,070,994,439**)** | 1031122742 |
| Liabilities in Excess of Other Assets - (30.9)% | Liabilities in Excess of Other Assets - (30.9)% | (243696258) |
| **TOTAL NET ASSETS - 100.0%** |  | $787426484 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| EURIBOR - Euro Interbank Offered Rate |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |
| SONIA - Sterling Overnight Index Average |
| EUR - Euro |
| GBP - British Pound |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of March 31, 2026, the value of these securities total $510,648,499 or 64.9% of the Fund's net assets.

(b) All or a portion of the security has been pledged as collateral for the Fund's credit facilities. The fair value of assets committed as collateral as of March 31, 2026 was $336,017,807.

(c) All or a portion of the security has been pledged as collateral for reverse repurchase agreements. The fair value of assets committed as collateral as of March 31, 2026 was $67,140,549.

(d) Restricted security purchased in a private placement transaction in which resale to the public may require registration. As of March 31, 2026, the value of these securities total $12,028,770 or
 1.5% of the Fund's net assets.

(e) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(f) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(g) Interest only security.

(h) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities
 represented $9,049,264 or 1.1% of net assets as of March 31, 2026.

(i) Rounds to zero.

(j) To the extent that the Fund invests more heavily in a particular industry or sector of the economy, its performance will be especially sensitive to developments that significantly affect those
 industries or sectors.

(k) Step coupon bond. The rate disclosed is as of March 31, 2026.

(l) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope.
 Interest rate may also be subject to a cap or floor.

(m) Non-income producing security.

(n) Represents less than 0.05% of net assets.

(o) The rate shown represents the 7-day annualized yield as of March 31, 2026.

(p) The rate shown is the annualized yield as of March 31, 2026.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  | **<u>Forward Currency Contracts:</u>**<br> ****  |
| <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: | <br> As of March 31, 2026, the following forward currency contracts were outstanding: |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Canadian Imperial Bank of Commerce | 04/23/2026 | USD | 5172351 | GBP | 3776955 | $173340 |
| J.P. Morgan Securities, Inc. | 04/30/2026 | USD | 5596033 | EUR | 4750000 | 97394 |
| State Street Bank & Trust Co. | 04/23/2026 | USD | 3898421 | EUR | 3289882 | 91414 |
| Canadian Imperial Bank of Commerce | 04/23/2026 | EUR | 114850 | USD | 135802 | (2899) |
| Canadian Imperial Bank of Commerce | 04/23/2026 | GBP | 130372 | USD | 175985 | (3429) |
| **Net Unrealized Appreciation** | **Net Unrealized Appreciation** | **Net Unrealized Appreciation** | **Net Unrealized Appreciation** | **Net Unrealized Appreciation** | **Net Unrealized Appreciation** | $355820 |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |

---

------

---

| |
|:---|
| **<u>Brookfield Real Assets Income Fund Inc.</u>**<br> **** <br>|
| The following table summarizes the Fund's investments valuation inputs categorized in the disclosure hierarchy as of March 31, 2026: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Credit | $– | $523322782 | $– | $523322782 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Securitized Credit | – | 285831998 | 9049264 | 294881262 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 50522340 | 16395651 | – | 66917991 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Term Loans | – | 60971829 | – | 60971829 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 17800735 | – | – | 17800735 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 13961291 | – | – | 13961291 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 9791047 | – | 9791047 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 710490 | – | 710490 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Rights | – | 19 | – | 19 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 31177720 | – | – | 31177720 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bills | – | 11587576 | – | 11587576 |
| Total Investments | $113462086 | $908611392 | $9049264 | $1031122742 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | $– | $362148 | $– | $362148 |
| Total Other Financial Instruments | $– | $362148 | $– | $362148 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | $– | $(6328) | $– | $(6328) |
| Total Other Financial Instruments | $– | $(6328) | $– | $(6328) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |

---

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1042972287.59

**Total Liabilities:** $255542595.82

**Net Assets:** $787429691.77

**Cash Not Reported:** $681271.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15459.019458000000 | **1-Year:** 10999.176045000000 | **5-Year:** 21110.747600000000 | **10-Year:** 24116.734261000000 | **30-Year:** 1768.330681000000

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

- **3-Month:** 116357.511711000000 | **1-Year:** 65733.273081000000 | **5-Year:** 43670.866002000000 | **10-Year:** 25340.283717000000 | **30-Year:** 11059.491673000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.37%                | 4.28%                | -3.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $543379.49               | $5443758.03                                |
| Month 2  | $1910037.90              | $6797558.65                                |
| Month 3  | $4343253.07              | $-19819235.48                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2828305.25   | 0.36%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     97958 | NS      | $1721122.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                      | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11409083.87  | 1.45%             | 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      | $237449.94    | 0.03%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2969972.10   | 0.38%             | 2057-08-25      | Variable      | 6.11%                 | 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      | $978702.30    | 0.12%             | 2068-01-25      | Variable      | 6.17%                 | 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      | $1989859.20   | 0.25%             | 2068-12-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001159.40   | 0.13%             | 2058-02-25      | Variable      | 7.26%                 | 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      | $1359968.06   | 0.17%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST        | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V704<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |      1536 | NS      | $29644.80     | 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      | $2882943.64   | 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        |      3465 | NS      | $22765.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1204 | NS      | $121303.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     39036 | NS      | $871673.88    | 0.11%             |  |  |  | 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      | $13734553.20  | 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      | $127363.28    | 0.02%             | 2036-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE       | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3068000 | PA      | $3182160.28   | 0.40%             | 2029-09-01      | Fixed         | 9.38%                 | 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      | $1507717.50   | 0.19%             | 2069-06-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Pennon Group PLC               | Pennon Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    289523 | NS      | $2041776.44   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada              | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       954 | NS      | $53224.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31287VBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89583 | PA      | $93959.47     | 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        |     16277 | PA      | $16597.33     | 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        |     27618 | PA      | $28675.84     | 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        |     24092 | PA      | $24910.01     | 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        |     19649 | PA      | $20301.57     | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     25745 | NS      | $1304241.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC        | Five Point Holdings LLC                                                          | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $6321.04      | 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      | $3284194.87   | 0.42%             | 2030-10-01      | Fixed         | 8.00%                 | 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        |   3885040 | PA      | $3756715.84   | 0.48%             | 2059-02-25      | Variable      | 4.50%                 | 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        |   1056176 | PA      | $525838.16    | 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        |   1657389 | PA      | $876940.06    | 0.11%             | 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        |    635798 | PA      | $809670.03    | 0.10%             | 2036-10-25      | Floating      | 40.03%                | 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        |   1185747 | PA      | $600878.75    | 0.08%             | 2036-08-25      | Floating      | 13.23%                | 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        |    949370 | PA      | $428724.15    | 0.05%             | 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        |   5903902 | PA      | $476901.26    | 0.06%             | 2037-01-25      | Floating      | 1.56%                 | 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        |   8780314 | PA      | $3961757.42   | 0.50%             | 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        |   1070104 | PA      | $482840.52    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | 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        |   1046480 | PA      | $472181.34    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | 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        |   2174243 | PA      | $753413.18    | 0.10%             | 2037-03-25      | Floating      | 4.19%                 | 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        |   2030611 | PA      | $1029046.46   | 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        |   1657005 | PA      | $633982.02    | 0.08%             | 2037-06-25      | Fixed         | 5.75%                 | 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        |   4796936 | PA      | $4159842.06   | 0.53%             | 2047-04-25      | Floating      | 4.07%                 | 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        |    785730 | PA      | $402305.66    | 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        |    723250 | PA      | $370314.77    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | 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        |   1658949 | PA      | $1393890.91   | 0.18%             | 2047-08-25      | Floating      | 4.21%                 | 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        |   3211999 | PA      | $1902552.65   | 0.24%             | 2037-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $7390579.17   | 0.94%             | 2032-01-15      | Fixed         | 10.88%                | 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        |   3395632 | PA      | $1114644.12   | 0.14%             | 2037-02-25      | Floating      | 4.44%                 | 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      | $2853237.60   | 0.36%             | 2067-03-25      | Variable      | 4.58%                 | 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        |     26106 | PA      | $26333.42     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | 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      | $2272533.57   | 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      | $2168056.00   | 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        |    256631 | PA      | $205401.93    | 0.03%             | 2036-10-25      | Floating      | 4.69%                 | 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        |    267215 | PA      | $260674.04    | 0.03%             | 2037-04-25      | Variable      | 4.81%                 | 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        |   4008974 | PA      | $1730185.92   | 0.22%             | 2037-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP          | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2595000.00   | 0.33%             | 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        |      3641 | NS      | $143054.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1756085.53   | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1350601.31   | 0.17%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2807844.52   | 0.36%             | 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      | $1480210.74   | 0.19%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | 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        |     10683 | PA      | $10555.97     | 0.00%             | 2037-01-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1232330.58   | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                 | EPR Properties                                                                   | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    222385 | NS      | $6756056.30   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                 | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3721479.51   | 0.47%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $837092.03    | 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      | $9474837.69   | 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      | $9385995.25   | 1.19%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP             | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     45373 | NS      | $875698.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1080 | NS      | $121348.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5743904.14   | 0.73%             | 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        |     22494 | NS      | $851172.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2851733.31   | 0.36%             | 2067-06-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1446861.46   | 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      | $4947765.50   | 0.63%             | 2078-02-15      | Variable      | 5.38%                 | 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      | $2726617.50   | 0.35%             | 2061-11-25      | 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        |   2066420 | PA      | $2020518.64   | 0.26%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2258000 | PA      | $2223033.06   | 0.28%             | 2067-11-25      | Variable      | 6.89%                 | 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        |    280643 | PA      | $270459.11    | 0.03%             | 2036-02-25      | Floating      | 4.29%                 | 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        |    251391 | PA      | $242268.50    | 0.03%             | 2036-02-25      | Floating      | 4.29%                 | 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        |    189234 | PA      | $186288.54    | 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        |    364543 | PA      | $359354.92    | 0.05%             | 2037-12-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       213 | NS      | $185927.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust           | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $747997.58    | 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      | $886790.03    | 0.11%             | 2058-09-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust           | CHNGE Mortgage Trust 2023-2                                                      | CUSIP: 169926AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3471174.70   | 0.44%             | 2058-06-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| CHIRON REAL ESTATE INC         | Chiron Real Estate Inc                                                           | CUSIP: 37957W203<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EP               | CORP              | US        |      1196 | NS      | $29302.00     | 0.00%             |  |  |  | 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      | $4919053.92   | 0.62%             | 2032-05-15      | Fixed         | 7.88%                 | 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      | $1463074.49   | 0.19%             | 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      | $815019.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $164479.30    | 0.02%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc               | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6429 | NS      | $865793.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2848746.95   | 0.36%             | 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      | $249680.15    | 0.03%             | 2039-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       260 | NS      | $88093.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                          | CUSIP: 437887JP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $157549.50    | 0.02%             | 2044-10-01      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1477027.85   | 0.19%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2306282.90   | 0.29%             | 2032-03-01      | Fixed         | 5.88%                 | 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        |    126969 | PA      | $125239.03    | 0.02%             | 2051-03-25      | Floating      | 5.21%                 | 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      | $77527.60     | 0.01%             | 2033-10-25      | Variable      | 5.33%                 | 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      | 5.91%                 | 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        |     11144 | PA      | $11213.31     | 0.00%             | 2051-02-15      | Variable      | 6.38%                 | 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      | $596073.00    | 0.08%             | 2036-03-15      | Floating      | 8.64%                 | 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      | $2215334.17   | 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      | $998825.40    | 0.13%             | 2055-05-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc         | Jones Lang LaSalle Inc                                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        27 | NS      | $8216.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                     | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $662828.81    | 0.08%             | 2056-01-25      | Variable      | 3.29%                 | 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        |    336009 | PA      | $113011.09    | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | 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        |   2337459 | PA      | $1015329.33   | 0.13%             | 2036-10-25      | Floating      | 3.99%                 | 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        |   3943582 | PA      | $1712985.76   | 0.22%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL               | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2800958.05   | 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        |     14979 | NS      | $854851.53    | 0.11%             |  |  |  | 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      | $2711984.82   | 0.34%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2847438.07   | 0.36%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |  43094781 | PA      | $211306.64    | 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        |    452508 | PA      | $353051.49    | 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      | $62025.70     | 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      | $144029.01    | 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      | $1475097.23   | 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      | $1482381.40   | 0.19%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County Convention Center Auth    | CUSIP: 592125AA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56181.29     | 0.01%             | 2043-07-01      | Fixed         | 7.43%                 | 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      | $56549.98     | 0.01%             | 2040-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                | Mid-State Trust X                                                                | CUSIP: 59549RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436427 | PA      | $434942.10    | 0.06%             | 2036-02-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   8135000 | PA      | $7568949.62   | 0.96%             | 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      | $1969165.08   | 0.25%             | 2030-08-01      | Fixed         | 6.38%                 | 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      | $937115.60    | 0.12%             | 2057-09-24      | Variable      | 4.31%                 | 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      | $2747539.80   | 0.35%             | 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      | $475.47       | 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      | $982486.80    | 0.12%             | 2069-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                         | CUSIP: 617949AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991943 | PA      | $979560.88    | 0.12%             | 2071-01-26      | Variable      | 5.14%                 | 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      | $1863455.22   | 0.24%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ICTSI                          | International Container Terminal Services Inc                                    | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |    102736 | NS      | $1164753.63   | 0.15%             |  |  |  | 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        |     27838 | NS      | $921641.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1641445.53   | 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      | $1626072.50   | 0.21%             | 2059-05-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $746289.38    | 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      | $2976834.30   | 0.38%             | 2058-06-25      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991797.00    | 0.13%             | 2058-02-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248000 | PA      | $4226325.43   | 0.54%             | 2058-09-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $997015.07    | 0.13%             | 2058-09-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2026-AFC1 Trust                                                            | CUSIP: 74277KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489148.35    | 0.06%             | 2061-02-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2026-AFC1 Trust                                                            | CUSIP: 74277KAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469578.70    | 0.06%             | 2061-02-25      | Variable      | 6.53%                 | 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      | $148475.61    | 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        |    130000 | PA      | $143725.60    | 0.02%             | 2041-01-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1631749.49   | 0.21%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                     | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     67823 | NS      | $1268290.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS14 Trust                                                      | CUSIP: 74922GBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37191 | PA      | $67050.57     | 0.01%             | 2036-11-25      | Floating      | 31.94%                | 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        |    968959 | PA      | $866118.07    | 0.11%             | 2047-03-25      | Floating      | 4.11%                 | 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      | $3885554.06   | 0.49%             | 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      | $1992768.34   | 0.25%             | 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        |    988808 | PA      | $689330.34    | 0.09%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST              | RLJ Lodging Trust                                                                | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     25747 | NS      | $620502.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4442005 | PA      | $4016926.51   | 0.51%             | 2046-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       611 | NS      | $133821.22    | 0.02%             |  |  |  | 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        |   1146587 | PA      | $1015739.86   | 0.13%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano      | Telecom Italia SpA/Milano                                                        | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |    211109 | NS      | $148221.13    | 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      | $2875491.58   | 0.37%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4365000 | PA      | $4460640.73   | 0.57%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                                                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     12900 | NS      | $1121010.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                      | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6321826.39   | 0.80%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                     | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      1949 | NS      | $26428.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp              | Talen Energy Corp                                                                | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $110772.81    | 0.01%             |  |  |  | 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      | $4315846.66   | 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        |     10552 | NS      | $2645702.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     20833 | NS      | $1304145.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $2976573.60   | 0.38%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   7007000 | PA      | $7153187.04   | 0.91%             | 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      | $4758562.51   | 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      | $104182.60    | 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      | $207873.91    | 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      | $1500417.00   | 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      | $1003971.40   | 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      | $6620193.17   | 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        |   2170000 | PA      | $2257351.18   | 0.29%             | 2030-02-15      | Fixed         | 8.75%                 | 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      | $108675.14    | 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        |      9173 | NS      | $2225553.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendee Mortgage Trust          | Vendee Mortgage Trust 1997-2                                                     | CUSIP: 911760KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    472745 | PA      | $0.47         | 0.00%             | 2027-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                                      | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11587575.00  | 1.47%             | 2027-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                | Uniti Group Inc                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     32074 | NS      | $300854.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5199000 | PA      | $5295803.35   | 0.67%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | 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      | $2878609.42   | 0.37%             | 2033-10-01      | Fixed         | 6.25%                 | 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      | $855047.50    | 0.11%             | 2036-06-16      | Floating      | 7.29%                 | 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      | $2753578.75   | 0.35%             | 2036-06-16      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1202295.06   | 0.15%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1418205.31   | 0.18%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1388343.76   | 0.18%             | 2030-01-15      | Fixed         | 7.00%                 | 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      | $1605438.22   | 0.20%             | 2067-01-25      | Variable      | 3.97%                 | 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      | $1155846.75   | 0.15%             | 2067-02-25      | Variable      | 4.27%                 | 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      | $502427.40    | 0.06%             | 2069-01-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3456317.50   | 0.44%             | 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      | $505555.70    | 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        |       882 | NS      | $22923.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST           | Vornado Realty Trust                                                             | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19955 | NS      | $284558.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP              | Vornado Realty LP                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2110469.57   | 0.27%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP              | Vornado Realty LP                                                                | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1992397.62   | 0.25%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     48022 | NS      | $3495041.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                       | Engie SA                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      3603 | NS      | $116116.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                   | Prysmian SpA                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       362 | NS      | $42749.18     | 0.01%             |  |  |  | No            |                  2 | 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        |      1242 | NS      | $38026.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     10892 | NS      | $249364.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     29104 | NS      | $1822478.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1686879 | PA      | $693175.25    | 0.09%             | 2036-08-25      | Floating      | 4.49%                 | 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        |      6921 | NS      | $208813.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA    | Merlin Properties Socimi SA                                                      | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |      7837 | NS      | $127683.74    | 0.02%             |  |  |  | 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      | $5545448.24   | 0.70%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano      | Telecom Italia SpA/Milano                                                        | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |    266683 | NS      | $18.49        | 0.00%             |  |  |  | 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        |    970895 | PA      | $693164.70    | 0.09%             | 2035-05-25      | Floating      | 4.29%                 | 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        |   6669476 | PA      | $6260009.07   | 0.79%             | 2036-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Rumo SA                        | Rumo SA                                                                          | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |    195493 | NS      | $616311.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $91414.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2899.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260430                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $97393.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON           | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $458131.02    | 0.06%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST       | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   7291000 | PA      | $6421625.39   | 0.82%             | 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      | $4800080.14   | 0.61%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       190 | NS      | $79180.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3429.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $173340.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC       | WideOpenWest Finance LLC                                                         | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |  14414453 | PA      | $14648687.46  | 1.86%             | 2028-12-11      | Floating      | 11.17%                | 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        |   4816113 | PA      | $1488585.74   | 0.19%             | 2036-09-25      | Floating      | 4.09%                 | 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        |   2986624 | PA      | $1403476.86   | 0.18%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Sempra                         | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     16749 | NS      | $1627500.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1551284.82   | 0.20%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4643550 | PA      | $-4643550.00  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1510650 | PA      | $-1510650.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC          | Jack Ohio Finance LLC                                                            | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |   5955000 | PA      | $5865675.00   | 0.74%             | 2032-01-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2541233 | PA      | $-2541233.34  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3972000 | PA      | $-3972000.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2593863 | PA      | $-2593863.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4372553 | PA      | $-4372552.80  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4478400 | PA      | $-4478400.00  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2526253 | PA      | $-2526252.61  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1124652 | PA      | $-1124652.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL       | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   3142192 | PA      | $2908569.73   | 0.37%             | 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      | $1512828.75   | 0.19%             | 2064-10-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2184477 | PA      | $-2184477.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3492764 | PA      | $-3492763.88  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1158120 | PA      | $-1158120.00  | -0.15%            |  |  |  | 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      | $499321.95    | 0.06%             | 2042-08-18      | Floating      | 6.72%                 | 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      | $248201.25    | 0.03%             | 2042-08-18      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4183683.35   | 0.53%             | 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        |    994028 | PA      | $997185.91    | 0.13%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7859009.06   | 1.00%             | 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        |    316591 | NS      | $428980.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA ST INDL DEV & EXPORT AU | Alaska Industrial Development & Export Authority                                 | CUSIP: 011903BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100080.73    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPINE INCOME PROPERTY T       | Alpine Income Property Trust Inc                                                 | CUSIP: 02083X202<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EP               | CORP              | US        |      1193 | NS      | $29741.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2026-1                                             | CUSIP: 818916AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994321 | PA      | $981811.05    | 0.12%             | 2066-01-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1059043.79   | 0.13%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                    | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   7197000 | PA      | $7296570.50   | 0.93%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc         | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      3757 | NS      | $28966.47     | 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      | $4832483.47   | 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      | $457115.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      5324 | NS      | $116009.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AH REALTY TRUST INC            | AH Realty Trust Inc                                                              | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               | CORP              | US        |      4123 | NS      | $89716.48     | 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      | $1091559.45   | 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      | $2936149.53   | 0.37%             | 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      | $1923362.66   | 0.24%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | 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      | $3517500.00   | 0.45%             | 2036-06-15      | Floating      | 8.59%                 | 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      | $4697553.50   | 0.60%             | 2038-09-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L       | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1903966.02   | 0.24%             | 2030-10-15      | 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        |   7698000 | PA      | $7783570.97   | 0.99%             | 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      | $1019095.10   | 0.13%             | 2034-08-25      | Floating      | 7.61%                 | 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      | $104964.81    | 0.01%             | 2047-08-15      | Fixed         | 7.14%                 | 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      | $214388.21    | 0.03%             | 2033-06-01      | Fixed         | 7.00%                 | 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      | $105531.46    | 0.01%             | 2028-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       834 | NS      | $46962.54     | 0.01%             |  |  |  | No            |                  1 | 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      | $433021.15    | 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      | $147453.26    | 0.02%             | 2056-11-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COPEL                          | Cia Paranaense de Energia - Copel                                                | CUSIP: N/A<br>LEI: 2549001AS1I9A71VG663       | Long             | EC               | CORP              | BR        |     22765 | NS      | $67857.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties        | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       992 | NS      | $30355.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-CES4                                                                   | CUSIP: 267954AE5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499873.90    | 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      | $495475.75    | 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      | $997504.10    | 0.13%             | 2069-10-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 26846MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1537703.08   | 0.20%             | 2060-12-25      | Variable      | 6.46%                 | 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      | $5108765.50   | 0.65%             | 2033-09-26      | Floating      | 7.61%                 | 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      | $1004731.90   | 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      | $10507313.10  | 1.33%             | 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      | $1653636.64   | 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      | $7610868.00   | 0.97%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC           | Emera US Finance LLC                                                             | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2798778.58   | 0.36%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     16235 | NS      | $878962.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                        | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     10279 | NS      | $225126.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC        | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   5128000 | PA      | $3325815.68   | 0.42%             | 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      | $2875250.00   | 0.37%             | 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      | $8627557.35   | 1.10%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP         | Liberty Broadband Corp                                                           | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |     41071 | NS      | $956954.30    | 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        |   1400000 | PA      | $1473500.00   | 0.19%             | 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      | $831736.03    | 0.11%             | 2032-06-01      | Fixed         | 10.00%                | 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      | $150786.00    | 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      | $46663.93     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3662010 | PA      | $-3662010.00  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2805008 | PA      | $-2805007.50  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                  | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0H4<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    307386 | PA      | $409371.52    | 0.05%             | 2034-05-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                  | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0J0<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |   1142938 | PA      | $1521962.68   | 0.19%             | 2034-05-17      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN       | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2908000 | PA      | $2914829.90   | 0.37%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                                                                 | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1914 | NS      | $78499.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG              | Siemens Energy AG                                                                | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       777 | NS      | $133993.96    | 0.02%             |  |  |  | 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      | $105423.64    | 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      | $101965.20    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | Massachusetts Development Finance Agency                                         | CUSIP: 57585BTG3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101979.08    | 0.01%             | 2030-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       299 | NS      | $96200.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co          | East Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     41376 | NS      | $946329.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 575 LEXINGTON SENIOR MEZZ      | 575 LEXINGTON SENIOR MEZZ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5639388 | PA      | $5639388.44   | 0.72%             | 2026-06-18      | Fixed         | 10.75%                | Yes           |                  3 | 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%             | 2026-04-09      | Variable      | 0.00%                 | 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        |  11239720 | PA      | $2079348.20   | 0.26%             | 2026-06-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Elia Group SA/NV               | Elia Group SA/NV                                                                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      4869 | NS      | $747877.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA              | EDP Renovaveis SA                                                                | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |      3899 | NS      | $62492.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                    | Aena SME SA                                                                      | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     60288 | NS      | $1783653.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVEST         | Eagle Broadband Investments LLC                                                  | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   5992126 | PA      | $5698751.49   | 0.72%             | 2027-11-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   4477387 | PA      | $4476267.59   | 0.57%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC       | Coral-US Co-Borrower LLC                                                         | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2943390.00   | 0.37%             | 2032-01-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC          | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2003099.70   | 0.25%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     17479 | NS      | $1356020.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP             | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2603275.55   | 0.33%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OH POR | Cleveland-Cuyahoga County Port Authority                                         | CUSIP: 186103MG9<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98054.34     | 0.01%             | 2039-11-15      | Fixed         | 5.62%                 | 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      | $2026698.68   | 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      | $64085.22     | 0.01%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US       | Cogeco Communications USA II LP                                                  | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1559831 | PA      | $1475428.12   | 0.19%             | 2030-09-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3081842.40   | 0.39%             | 2032-04-01      | Fixed         | 6.62%                 | 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        |     36659 | NS      | $3672865.21   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38376GWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177994 | PA      | $441.53       | 0.00%             | 2052-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY        | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3215875.00   | 0.41%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4272000 | PA      | $4235129.22   | 0.54%             | 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      | $286764.50    | 0.04%             | 2034-04-01      | Fixed         | 6.89%                 | 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      | $2502209.75   | 0.32%             | 2039-03-25      | Variable      | 9.30%                 | 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      | $1999737.20   | 0.25%             | 2044-05-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1703702.59   | 0.22%             | 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        |       438 | NS      | $109754.04    | 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      | $1982406.80   | 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        |     63242 | PA      | $63119.79     | 0.01%             | 2068-08-25      | Variable      | 7.08%                 | No            |                  2 | 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      | $8636705.30   | 1.10%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                         | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1441322.93   | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Grid PLC              | National Grid PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    107936 | NS      | $1821958.36   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA         | Grenergy Renovables SA                                                           | CUSIP: N/A<br>LEI: 959800M1FVPL5BMW3R13       | Long             | EC               | CORP              | ES        |       806 | NS      | $107272.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Assets Trust Inc      | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $29492.82     | 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      | $2738782.77   | 0.35%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1421249.58   | 0.18%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC       | Block Communications Inc                                                         | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2617094.89   | 0.33%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       747 | NS      | $101211.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS       | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470000.00   | 0.19%             | 2026-06-01      | Fixed         | 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        |    147181 | PA      | $55166.06     | 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      | $60776.30     | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | 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      | $779495.86    | 0.10%             | 2065-05-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Boralex Inc                    | Boralex Inc                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      1730 | NS      | $45566.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc         | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1114 | NS      | $25142.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE LAND CORP            | Gladstone Land Corp                                                              | CUSIP: 376549309<br>LEI: 54930002B3Q17H38FG74 | Long             | EP               | CORP              | US        |      1518 | NS      | $30360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |      2505 | NS      | $54383.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |     75719 | NS      | $1615843.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39185364 | PA      | $405901.60    | 0.05%             | 2051-10-25      | Variable      | 0.21%                 | 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        |   3202730 | PA      | $2559487.28   | 0.33%             | 2037-04-25      | Variable      | 4.58%                 | 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        |    419645 | PA      | $306.55       | 0.00%             | 2029-10-25      | Variable      | 0.03%                 | 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        |  28940922 | PA      | $184874.61    | 0.02%             | 2045-06-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| RWE AG                         | RWE AG                                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      2302 | NS      | $154876.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4251105.00   | 0.54%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742622 | PA      | $675895.27    | 0.09%             | 2037-12-26      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3342000 | PA      | $3251030.76   | 0.41%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1405000 | PA      | $1460274.11   | 0.19%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | 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      | $126531.34    | 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      | $1491717.90   | 0.19%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       876 | NS      | $114826.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3586206.41   | 0.46%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       601 | NS      | $81790.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2854356.20   | 0.36%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | 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      | $5381834.94   | 0.68%             | 2029-06-15      | 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      | $2742225.27   | 0.35%             | 2030-07-15      | Fixed         | 7.88%                 | 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      | $110546.88    | 0.01%             | 2036-03-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS       | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3083168.98   | 0.39%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS       | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1176785.68   | 0.15%             | 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      | $1206801.02   | 0.15%             | 2072-09-25      | Variable      | 6.76%                 | 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      | $998754.20    | 0.13%             | 2063-06-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC              | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    686000 | PA      | $693071.29    | 0.09%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3573951.54   | 0.45%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  18093000 | PA      | $10721949.80  | 1.36%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                       | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     40976 | NS      | $1682064.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                  | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $705823.60    | 0.09%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1967612.80   | 0.25%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CTO REALTY GROWTH INC          | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               | CORP              | US        |      2792 | NS      | $56454.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S JERSEY NJ TRANSPRTN AUTH TRA | South Jersey Transportation Authority                                            | CUSIP: 838536ER7<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |    120000 | PA      | $131385.91    | 0.02%             | 2038-11-01      | Fixed         | 7.00%                 | 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        |   4140831 | PA      | $3802902.67   | 0.48%             | 2037-02-25      | Variable      | 4.09%                 | 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        |    209123 | PA      | $208616.68    | 0.03%             | 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        |   3840316 | PA      | $3474870.22   | 0.44%             | 2037-03-25      | Variable      | 4.86%                 | 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      | $315739.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                     | Getlink SE                                                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     44317 | NS      | $956314.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP               | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2908786.22   | 0.37%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP           | SL Green Realty Corp                                                             | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |     12967 | NS      | $263230.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       617 | NS      | $22791.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                   | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1367276.07   | 0.17%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | 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      | $7030806.75   | 0.89%             | 2055-03-01      | Variable      | 7.50%                 | 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      | $2355907.16   | 0.30%             | 2031-08-17      | Floating      | 7.00%                 | 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        |   1179292 | PA      | $1358737.15   | 0.17%             | 2033-08-17      | Floating      | 4.70%                 | 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        |   1361993 | PA      | $1327350.43   | 0.17%             | 2027-12-30      | Fixed         | 2.75%                 | No            |                  2 | 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      | $2507064.30   | 0.32%             | 2067-03-25      | Variable      | 4.30%                 | 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      | $100552.00    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC        | DigitalBridge Group Inc                                                          | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      7585 | NS      | $123028.70    | 0.02%             |  |  |  | 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      | $5969797.65   | 0.76%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS       | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2888537.25   | 0.37%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  13401000 | PA      | $13808939.84  | 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        |     95518 | NS      | $1545481.24   | 0.20%             |  |  |  | No            |                  1 | 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      | $1760014.55   | 0.22%             | 2065-09-25      | Variable      | 6.90%                 | 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      | $124963.89    | 0.02%             | 2051-10-25      | Variable      | 2.96%                 | 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      | $237873.62    | 0.03%             | 2051-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| SSE PLC                        | SSE PLC                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     33165 | NS      | $1146460.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  10093000 | PA      | $5929269.11   | 0.75%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM2                                                                   | CUSIP: 12662EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1169852.32   | 0.15%             | 2066-02-25      | Variable      | 4.34%                 | 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      | $1003487.10   | 0.13%             | 2040-05-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     18703 | NS      | $1520740.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5985 | NS      | $855675.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR  | Illinois Municipal Electric Agency                                               | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36857.68     | 0.00%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR  | Illinois Municipal Electric Agency                                               | CUSIP: 452024HH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64565.91     | 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      | $287935.98    | 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      | $48320.30     | 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        |    457480 | PA      | $456422.37    | 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        |    304986 | PA      | $304591.90    | 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      | $1022309.79   | 0.13%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE        | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1488532.63   | 0.19%             | 2032-04-01      | Fixed         | 7.62%                 | 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      | $123765.00    | 0.02%             | 2053-07-01      | Fixed         | 5.93%                 | 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        |   1326487 | PA      | $1169724.42   | 0.15%             | 2037-07-25      | Variable      | 4.93%                 | 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        |    577096 | PA      | $438914.88    | 0.06%             | 2037-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU       | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1331602.41   | 0.17%             | 2034-02-01      | Fixed         | 5.62%                 | 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        |    958369 | PA      | $955294.91    | 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      | $1114295.68   | 0.14%             | 2054-06-25      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2869755.87   | 0.36%             | 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      | $3369550.12   | 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        |     27880 | PA      | $27364.37     | 0.00%             | 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      | $7061537.91   | 0.90%             |  |  |  | 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      | $7066332.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE          | Schneider Electric SE                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       283 | NS      | $77084.37     | 0.01%             |  |  |  | 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        |    482227 | PA      | $476973.75    | 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        |   1537457 | PA      | $1510639.10   | 0.19%             | 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        |    230000 | PA      | $245357.10    | 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      | $34743.85     | 0.00%             | 2040-01-01      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396292 | PA      | $143905.95    | 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      | $3798461.90   | 0.48%             | 2034-04-25      | Floating      | 7.01%                 | 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      | $2486986.25   | 0.32%             | 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        |   1401593 | PA      | $1401825.36   | 0.18%             | 2031-12-15      | Fixed         | 6.81%                 | No            |                  2 | 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        |     93610 | PA      | $86801.43     | 0.01%             | 2037-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC BEACON LLC             | Pacific Beacon LLC                                                               | CUSIP: 69403WAC1<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98410.24     | 0.01%             | 2036-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2026-CES1                                               | CUSIP: 46660BAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986141.80    | 0.13%             | 2056-06-25      | Variable      | 7.52%                 | 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      | $1476117.64   | 0.19%             | 2038-08-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3747907.13   | 0.48%             | 2039-05-17      | Floating      | 7.37%                 | 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      | $97174.26     | 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        |   4345603 | PA      | $4777880.12   | 0.61%             | 2052-02-26      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                                                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      6567 | NS      | $113083.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1421075.70   | 0.18%             | 2029-04-01      | Fixed         | 7.25%                 | 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      | $352329.80    | 0.04%             | 2055-11-25      | Fixed         | 4.26%                 | 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        |   1430513 | PA      | $1292743.78   | 0.16%             | 2037-05-25      | Variable      | 4.08%                 | 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        |    496511 | PA      | $454860.35    | 0.06%             | 2037-05-25      | Variable      | 3.87%                 | 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      | $3302593.10   | 0.42%             | 2038-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| KALISPELL MT REVENUE           | City of Kalispell MT                                                             | CUSIP: 48343AAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200437.86    | 0.03%             | 2029-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC             | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3360961.49   | 0.43%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp             | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       192 | NS      | $5416.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP              | Kimco Realty Corp                                                                | CUSIP: 49446R687<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |     23905 | NS      | $1428323.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     25888 | NS      | $868024.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4456050.60   | 0.57%             | 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      | $4226000.00   | 0.54%             | 2030-06-01      | Fixed         | 10.00%                | 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      | $2708173.48   | 0.34%             | 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        |      5414 | NS      | $52894.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       700 | NS      | $160853.00    | 0.02%             |  |  |  | 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        |    699478 | PA      | $677232.24    | 0.09%             | 2036-03-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co           | Lamar Advertising Co                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       228 | NS      | $28878.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1321395.00   | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd           | Kunlun Energy Co Ltd                                                             | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | HK        |    453803 | NS      | $414661.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Core REIT Management P | Digital Core REIT Management Pte Ltd                                             | CUSIP: Y2076L101<br>LEI: 254900RTT7SLEEJYGV92 | Long             | EC               | CORP              | SG        |    315173 | NS      | $153780.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING       | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1445289.26   | 0.18%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| APRO LLC                       | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1975000 | PA      | $1977468.75   | 0.25%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC          | Directv Financing LLC                                                            | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8472340 | PA      | $8469459.83   | 1.08%             | 2031-02-18      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    274000 | PA      | $272728.76    | 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      | $3137518.95   | 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      | $1931777.70   | 0.25%             | 2029-05-15      | Fixed         | 4.50%                 | 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        |    466449 | PA      | $440570.79    | 0.06%             | 2036-09-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank          | Western Alliance Bank                                                            | CUSIP: 95763PNE7<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    823120 | PA      | $862688.04    | 0.11%             | 2059-07-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank          | Western Alliance Bank                                                            | CUSIP: 95763PNF4<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1415496 | PA      | $1537889.25   | 0.20%             | 2059-07-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       287 | NS      | $7011.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3018709.42   | 0.38%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                    | Italgas SpA                                                                      | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     62983 | NS      | $733691.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orizon Valorizacao de Residuos | Orizon Valorizacao de Residuos SA                                                | CUSIP: N/A<br>LEI: 894500ACAMVLSLV62B28       | Long             | EC               | CORP              | BR        |      5373 | NS      | $73917.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG BORROWER LLC               | OEG Borrower LLC                                                                 | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1483723.69   | 0.19%             | 2031-06-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC             | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  11837390 | PA      | $11844847.96  | 1.50%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| CRESCENT MIDSTREAM INTER       | Crescent Midstream Intermediate Holdings LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $2004160.00   | 0.25%             | 2033-02-18      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -810600 | PA      | $-810600.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2013750 | PA      | $-2013750.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1974220 | PA      | $-1974220.20  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1444858 | PA      | $-1444857.75  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2131260 | PA      | $-2131259.85  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -5341950 | PA      | $-5341950.00  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1071878.70   | 0.14%             | 2055-06-25      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |  31049547 | NS      | $31049547.03  | 3.94%             |  |  |  | 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        |    990223 | PA      | $347783.19    | 0.04%             | 2035-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       444 | NS      | $87583.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST INFRASTRUCTU       | Third Coast Infrastructure LLC                                                   | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   2925469 | PA      | $2940096.09   | 0.37%             | 2030-09-25      | Floating      | 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      | $1002311.90   | 0.13%             | 2069-02-25      | Variable      | 7.86%                 | 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      | $120644.78    | 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      | $99684.67     | 0.01%             | 2068-08-25      | Variable      | 8.00%                 | 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      | $1005158.80   | 0.13%             | 2069-03-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2816094.69   | 0.36%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caister Finance                | Caister Finance DAC                                                              | CUSIP: BCC3NC4Z1<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1134000 | PA      | $1486320.20   | 0.19%             | 2035-08-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Caister Finance                | Caister Finance DAC                                                              | CUSIP: BCC3NC507<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1140000 | PA      | $1499945.28   | 0.19%             | 2035-08-17      | Floating      | 9.49%                 | 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        |   4908000 | PA      | $4649054.41   | 0.59%             | 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      | $5185479.81   | 0.66%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        52 | NS      | $7043.92      | 0.00%             |  |  |  | No            |                  1 | 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      | $148583.74    | 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      | $3289267.92   | 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      | $2965890.74   | 0.38%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     31288 | NS      | $1350390.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $7566142.83   | 0.96%             | 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      | $1698921.92   | 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        |    507600 | PA      | $433999.30    | 0.06%             | 2036-01-25      | Variable      | 4.05%                 | 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        |   1404699 | PA      | $1285247.61   | 0.16%             | 2037-03-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING                | Chatham Lodging Trust                                                            | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2877 | NS      | $57540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      7803 | NS      | $2214179.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5506619 | PA      | $1271127.09   | 0.16%             | 2037-01-25      | Floating      | 4.09%                 | 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        |   1586303 | PA      | $1397355.73   | 0.18%             | 2036-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                    | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397583 | PA      | $203419.92    | 0.03%             | 2036-06-25      | Floating      | 4.09%                 | 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      | $2142485.10   | 0.27%             | 2053-05-12      | Variable      | 2.45%                 | 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        |   2118121 | PA      | $1854311.61   | 0.24%             | 2062-05-25      | Variable      | 4.07%                 | 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      | $341866.84    | 0.04%             | 2062-05-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1418254.66   | 0.18%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       430 | NS      | $7305.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc       | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1103 | NS      | $23615.23     | 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      | $2865746.36   | 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      | $2887079.05   | 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      | $2816265.20   | 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      | $144886.88    | 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      | $194105.63    | 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      | $104812.50    | 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      | $10853778.10  | 1.38%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137123 | PA      | $137987.55    | 0.02%             | 2047-04-25      | Floating      | 5.89%                 | 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        |    119934 | PA      | $124797.97    | 0.02%             | 2057-10-25      | Floating      | 7.14%                 | 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        |    137855 | PA      | $146171.87    | 0.02%             | 2057-10-25      | Floating      | 8.14%                 | 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        |    794268 | PA      | $825349.80    | 0.10%             | 2057-10-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAK3<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |    996547 | PA      | $985690.38    | 0.13%             | 2061-02-25      | Variable      | 5.20%                 | 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      | $503235.00    | 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      | $124318.28    | 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      | $149564.76    | 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      | $141356.75    | 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      | $256067.97    | 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        |       645 | NS      | $77754.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     39626 | NS      | $3680462.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRAST OPERATING         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1517348.87   | 0.19%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     27747 | NS      | $1294675.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653465.60    | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | 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      | $105127.81    | 0.01%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     10575 | NS      | $303608.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1438403.73   | 0.18%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       282 | NS      | $78748.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-1R                                            | CUSIP: 65540EBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18585255 | PA      | $15138596.94  | 1.92%             | 2037-02-26      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3602868 | PA      | $1821216.45   | 0.23%             | 2037-03-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2828707 | PA      | $2461657.13   | 0.31%             | 2037-06-26      | Variable      | 3.87%                 | 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      | $1492042.50   | 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      | $1922326.20   | 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        |    955044 | NS      | $956567.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                       | Hera SpA                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |     17508 | NS      | $80759.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940282.24   | 0.37%             | 2028-02-15      | Fixed         | 4.50%                 | 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      | $4129569.28   | 0.52%             | 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      | $24774.75     | 0.00%             | 2030-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES        | Summit Hotel Properties Inc                                                      | CUSIP: 866082704<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |      1573 | NS      | $27197.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifi | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: P4959P100<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     68296 | NS      | $1682079.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA             | Cellnex Telecom SA                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     16497 | NS      | $530459.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1088 | NS      | $1066501.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     13021 | NS      | $1066680.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   4626000 | PA      | $4649416.81   | 0.59%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Equatorial SA                  | Equatorial SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    135023 | NS      | $1066402.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Equity Asset Trust        | Home Equity Asset Trust 2006-7                                                   | CUSIP: 43709NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2997732 | PA      | $2599974.56   | 0.33%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3797669 | PA      | $3804544.50   | 0.48%             | 2034-01-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2026-NQM1 Trust                                                            | CUSIP: 437922AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958674 | PA      | $947884.58    | 0.12%             | 2070-09-25      | Variable      | 5.16%                 | 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      | $1495388.10   | 0.19%             | 2040-09-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14450 | NS      | $1001096.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXCELERATE ENERGY LP           | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2911232.25   | 0.37%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1985799.60   | 0.25%             | 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      | $524453.35    | 0.07%             | 2055-01-25      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| FCC Home Improvement Trust     | FCC Home Improvement Trust 2026-HI1                                              | CUSIP: 30191XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5003659 | PA      | $5003658.00   | 0.64%             | 2036-04-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495340 | PA      | $493875.35    | 0.06%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495340 | PA      | $496770.56    | 0.06%             | 2043-02-15      | Floating      | 7.42%                 | 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        |    195000 | PA      | $180975.39    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31359RAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5820 | PA      | $5878.27      | 0.00%             | 2027-12-18      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31371LH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28038 | PA      | $29851.88     | 0.00%             | 2033-12-01      | Fixed         | 7.50%                 | 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      | $1185056.25   | 0.15%             | 2055-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31385H4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27304 | PA      | $29366.40     | 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        |     26798 | PA      | $27464.18     | 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        |     56524 | PA      | $60061.76     | 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        |     71689 | PA      | $75223.72     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31390GSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71772 | PA      | $74660.71     | 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        |     89789 | PA      | $94390.64     | 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        |     43828 | PA      | $46150.73     | 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        |     77130 | PA      | $82997.19     | 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      | $3216571.53   | 0.41%             | 2029-04-01      | Fixed         | 5.88%                 | 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      | $903504.06    | 0.11%             | 2040-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974394.00    | 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      | $1014885.10   | 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      | $501813.95    | 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      | $544471.25    | 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      | $483853.95    | 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      | $525081.25    | 0.07%             | 2054-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306432 | PA      | $312234.88    | 0.04%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $524139.85    | 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      | $518264.75    | 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      | $527326.20    | 0.07%             | 2054-05-25      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1826000 | PA      | $1804307.12   | 0.23%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

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

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

**Title:** Treasurer