# EDGAR Filing Document

**Accession Number:** 0001655099
**File Stem:** 0000894189-25-016167
**Filing Date:** 2025-11
**Character Count:** 349453
**Document Hash:** 817ad0c057576341672bcaca37991425
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-016167.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000894189-25-016167

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23157
- **FILM NUMBER:** 251530996

**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.** | **Brookfield Real Assets Income Fund Inc.** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **CORPORATE CREDIT - 70.5%** | **CORPORATE CREDIT - 70.5%** | **Par** | **Value**  |
| **Basic Industrial - 1.3%** | **Basic Industrial - 1.3%** | **Basic Industrial - 1.3%** | **Basic Industrial - 1.3%** |
|  Clearwater Paper Corp., 4.75%, 08/15/2028 <sup>(a)(b)</sup> |  | $3000000 | $2822310 |
|  Methanex Corp., 5.25%, 12/15/2029 <sup>(c)</sup> |  | 1490000 | 1488025 |
|  Methanex US Operations, Inc., 6.25%, 03/15/2032 <sup>(a)(b)</sup> |  | 1450000 | 1475382 |
|  NOVA Chemicals Corp., 8.50%, 11/15/2028 <sup>(a)(b)</sup> |  | 1405000 | 1470264 |
| Tronox, Inc. | Tronox, Inc. | Tronox, Inc. | Tronox, Inc. |
| &nbsp;&nbsp; 4.63%, 03/15/2029 <sup>(a)(c)</sup> |  | 2102000 | 1370415 |
| &nbsp;&nbsp; 9.13%, 09/30/2030 <sup>(a)</sup> |  | 1660000 | 1626081 |
|  |  |  | 10252477 |
| **Capital Goods - 0.4%** | **Capital Goods - 0.4%** | **Capital Goods - 0.4%** | **Capital Goods - 0.4%** |
|  Cascades, Inc., 6.75%, 07/15/2030 <sup>(a)</sup> |  | 3252000 | 3312162 |
| **Construction & Building Materials - 0.5%** | **Construction & Building Materials - 0.5%** | **Construction & Building Materials - 0.5%** | **Construction & Building Materials - 0.5%** |
|  K Hovnanian Enterprises, Inc., 8.00%, 04/01/2031 <sup>(a)</sup> |  | 3578000 | 3667152 |
| **Diversified - 1.5%** | **Diversified - 1.5%** | **Diversified - 1.5%** | **Diversified - 1.5%** |
|  Five Point Operating Co. LP, 8.00%, 10/01/2030 <sup>(a)</sup> |  | 2300000 | 2333812 |
| Howard Hughes Corp. | Howard Hughes Corp. | Howard Hughes Corp. | Howard Hughes Corp. |
| &nbsp;&nbsp; 5.38%, 08/01/2028 <sup>(a)(b)</sup> |  | 4275000 | 4258081 |
| &nbsp;&nbsp; 4.38%, 02/01/2031 <sup>(a)</sup> |  | 1610000 | 1509386 |
|  Kennedy Wilson Europe Real Estate Ltd., 3.25%, 11/12/2025 | EUR | 631579 | 739600 |
| Kennedy-Wilson, Inc. | Kennedy-Wilson, Inc. | Kennedy-Wilson, Inc. | Kennedy-Wilson, Inc. |
| &nbsp;&nbsp; 4.75%, 02/01/2030 <sup>(b)(c)</sup> |  | 1700000 | 1587290 |
| &nbsp;&nbsp; 5.00%, 03/01/2031 <sup>(c)</sup> |  | 1715000 | 1595082 |
|  |  |  | 12023251 |
| **Energy - 5.1%** | **Energy - 5.1%** | **Energy - 5.1%** | **Energy - 5.1%** |
|  Antero Resources Corp., 5.38%, 03/01/2030 <sup>(a)(b)</sup> |  | 2840000 | 2856915 |
|  Ascent Resources Utica Holdings LLC, 6.63%, 10/15/2032 <sup>(a)(b)</sup> |  | 2895000 | 2954770 |
|  Civitas Resources, Inc., 8.38%, 07/01/2028 <sup>(a)(b)</sup> |  | 2745000 | 2845273 |
|  CNX Resources Corp., 7.38%, 01/15/2031 <sup>(a)(c)</sup> |  | 2533000 | 2612230 |
|  Comstock Resources, Inc., 6.75%, 03/01/2029 <sup>(a)(c)</sup> |  | 1457000 | 1454831 |
|  Crescent Energy Finance LLC, 7.63%, 04/01/2032 <sup>(a)(c)</sup> |  | 2765000 | 2746141 |
|  EQT Corp., 4.50%, 01/15/2029 |  | 3228000 | 3229044 |
|  Gulfport Energy Operating Corp., 6.75%, 09/01/2029 <sup>(a)</sup> |  | 1387000 | 1424156 |
|  Hilcorp Energy I LP, 6.25%, 11/01/2028 <sup>(a)(b)</sup> |  | 4300000 | 4316086 |
|  Matador Resources Co., 6.50%, 04/15/2032 <sup>(a)</sup> |  | 2819000 | 2845733 |
|  Moss Creek Resources Holdings, Inc., 8.25%, 09/01/2031 <sup>(a)</sup> |  | 1865000 | 1827526 |
| Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC |
| &nbsp;&nbsp; 5.88%, 07/01/2029 <sup>(a)(b)</sup> |  | 2825000 | 2838286 |
| &nbsp;&nbsp; 6.25%, 02/01/2033 <sup>(a)</sup> |  | 2830000 | 2882757 |
|  TGNR Intermediate Holdings LLC, 5.50%, 10/15/2029 <sup>(a)</sup> |  | 1455000 | 1423782 |
|  Transocean Titan Financing Ltd., 8.38%, 02/01/2028 (Acquired 2/22/2023 - 3/1/2023, Cost $2,099,670) <sup>(a)(b)(d)</sup> |  | 2088571 | 2139679 |
|  Transocean, Inc., 8.75%, 02/15/2030 <sup>(a)</sup> |  | 2325000 | 2446231 |
|  |  |  | 40843440 |
| **Health Facilities - 2.8%** | **Health Facilities - 2.8%** | **Health Facilities - 2.8%** | **Health Facilities - 2.8%** |
|  Community Health Systems, Inc., 10.88%, 01/15/2032 <sup>(a)(b)</sup> |  | 6486000 | 6865055 |
|  LifePoint Health, Inc., First Lien, 8.01% (3 mo. Term SOFR + 3.75%), 05/19/2031 |  | 4500000 | 4488300 |
|  LifePoint Health, Inc., 10.00%, 06/01/2032 <sup>(a)</sup> |  | 815000 | 855700 |
|  Prime Healthcare Services, Inc., 9.38%, 09/01/2029 <sup>(a)</sup> |  | 3068000 | 3190720 |
|  Tenet Healthcare Corp., 6.13%, 10/01/2028 <sup>(b)</sup> |  | 6770000 | 6775696 |
|  Toledo Hospital, 4.98%, 11/15/2045 |  | 250000 | 210817 |
|  |  |  | 22386288 |
| **Infrastructure Services - 1.0%** | **Infrastructure Services - 1.0%** | **Infrastructure Services - 1.0%** | **Infrastructure Services - 1.0%** |
|  Cemex SAB de CV, 7.20% to 09/10/2030 then 5 yr. CMT Rate + 3.52%, Perpetual <sup>(a)</sup> |  | 3000000 | 3115650 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 <sup>(a)(b)</sup> |  | 1610000 | 1667876 |
|  Wrangler Holdco Corp., 6.63%, 04/01/2032 <sup>(a)(b)</sup> |  | 3000000 | 3128580 |
|  |  |  | 7912106 |
| **Leisure - 4.1%** | **Leisure - 4.1%** | **Leisure - 4.1%** | **Leisure - 4.1%** |
|  Braemar Hotels & Resorts, Inc., 4.50%, 06/01/2026 |  | 1500000 | 1455000 |
| Caesars Entertainment, Inc. | Caesars Entertainment, Inc. | Caesars Entertainment, Inc. | Caesars Entertainment, Inc. |
| &nbsp;&nbsp; 7.00%, 02/15/2030 <sup>(a)(b)</sup> |  | 5250000 | 5398294 |
| &nbsp;&nbsp; 6.50%, 02/15/2032 <sup>(a)(b)</sup> |  | 2850000 | 2907031 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2031 <sup>(a)</sup> |  | 3085000 | 2918748 |
| &nbsp;&nbsp; 5.88%, 03/15/2033 <sup>(a)</sup> |  | 1400000 | 1429093 |
|  MGM Resorts International, 6.13%, 09/15/2029 <sup>(c)</sup> |  | 2785000 | 2834932 |
|  NCL Corp. Ltd., 6.75%, 02/01/2032 <sup>(a)(c)</sup> |  | 2862000 | 2942438 |
| RHP Hotel Properties LP | RHP Hotel Properties LP | RHP Hotel Properties LP | RHP Hotel Properties LP |
| &nbsp;&nbsp; 4.50%, 02/15/2029 <sup>(a)(b)(c)</sup> |  | 4010000 | 3932315 |
| &nbsp;&nbsp; 6.50%, 06/15/2033 <sup>(a)</sup> |  | 1957000 | 2015524 |
|  Six Flags Entertainment Corp., 7.25%, 05/15/2031 <sup>(a)</sup> |  | 1370000 | 1370375 |
|  Station Casinos LLC, 6.63%, 03/15/2032 <sup>(a)</sup> |  | 1490000 | 1530641 |
|  Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/2028 <sup>(a)</sup> |  | 1475000 | 1439942 |
|  Wynn Resorts Finance LLC, 7.13%, 02/15/2031 <sup>(a)(c)</sup> |  | 2700000 | 2907017 |
|  |  |  | 33081350 |
| **Media - 8.5%** | **Media - 8.5%** | **Media - 8.5%** | **Media - 8.5%** |
|  Cable One, Inc., 4.00%, 11/15/2030 (Acquired 12/4/2020 - 5/20/2025, Cost $5,741,921) <sup>(a)(c)(d)</sup> |  | 6640000 | 5625611 |
| CCO Holdings LLC | CCO Holdings LLC | CCO Holdings LLC | CCO Holdings LLC |
| &nbsp;&nbsp; 6.38%, 09/01/2029 <sup>(a)</sup> |  | 5170000 | 5241062 |
| &nbsp;&nbsp; 4.75%, 03/01/2030 <sup>(a)(b)</sup> |  | 9475000 | 9093830 |
| CSC Holdings LLC | CSC Holdings LLC | CSC Holdings LLC | CSC Holdings LLC |
| &nbsp;&nbsp; 3.38%, 02/15/2031 <sup>(a)(b)</sup> |  | 10093000 | 6509432 |
| &nbsp;&nbsp; 4.50%, 11/15/2031 <sup>(a)(b)</sup> |  | 18284000 | 11889634 |
|  Directv Financing LLC, 10.00%, 02/15/2031 <sup>(a)(b)</sup> |  | 5850000 | 5840630 |
|  DISH Network Corp., 11.75%, 11/15/2027 <sup>(a)(b)</sup> |  | 13401000 | 14181418 |
|  Midcontinent Communications, 8.00%, 08/15/2032 <sup>(a)(b)</sup> |  | 2665000 | 2745531 |
|  Virgin Media Secured Finance PLC, 4.50%, 08/15/2030 <sup>(a)(b)</sup> |  | 4675000 | 4407756 |
|  VZ Secured Financing BV, 5.00%, 01/15/2032 <sup>(a)</sup> |  | 3223000 | 2915794 |
|  |  |  | 68450698 |
| **Media Content - 0.5%** | **Media Content - 0.5%** | **Media Content - 0.5%** | **Media Content - 0.5%** |
|  Discovery Communications LLC, 4.13%, 05/15/2029 |  | 3000000 | 2887500 |
|  Warnermedia Holdings, Inc., 4.28%, 03/15/2032 <sup>(c)</sup> |  | 1500000 | 1374375 |
|  |  |  | 4261875 |
| **Metals & Mining - 0.8%** | **Metals & Mining - 0.8%** | **Metals & Mining - 0.8%** | **Metals & Mining - 0.8%** |
|  Champion Iron Canada, Inc., 7.88%, 07/15/2032 <sup>(a)</sup> |  | 1640000 | 1714581 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| &nbsp;&nbsp; 4.63%, 03/01/2029 <sup>(a)</sup> |  | 2950000 | 2841840 |
| &nbsp;&nbsp; 7.00%, 03/15/2032 <sup>(a)(c)</sup> |  | 1530000 | 1545378 |
|  |  |  | 6101799 |
| **Oil Gas Transportation & Distribution - 15.4%** | **Oil Gas Transportation & Distribution - 15.4%** | **Oil Gas Transportation & Distribution - 15.4%** | **Oil Gas Transportation & Distribution - 15.4%** |
|  AltaGas Ltd., 7.20% to 10/15/2034 then 5 yr. CMT Rate + 3.57%, 10/15/2054 <sup>(a)(b)</sup> |  | 7197000 | 7444670 |
|  Antero Midstream Partners LP, 5.38%, 06/15/2029 <sup>(a)(b)</sup> |  | 5400000 | 5381820 |
|  Beazer Homes USA, Inc., 7.50%, 03/15/2031 <sup>(a)(b)</sup> |  | 3125000 | 3166431 |
|  Buckeye Partners LP, 4.13%, 12/01/2027 <sup>(b)</sup> |  | 3655000 | 3613667 |
| Enbridge, Inc. | 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 | 857336 |
| &nbsp;&nbsp; 7.63% to 01/15/2033 then 5 yr. CMT Rate + 4.42%, 01/15/2083 <sup>(b)</sup> |  | 8790000 | 9526075 |
|  Energy Transfer LP, 7.58% (3 mo. Term SOFR + 3.28%), 11/01/2066 <sup>(b)</sup> |  | 9500000 | 9468894 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| &nbsp;&nbsp; 5.25% to 08/16/2027 then 3 mo. Term SOFR + 3.29%, 08/16/2077 |  | 1460000 | 1458376 |
| &nbsp;&nbsp; 5.38% to 02/15/2028 then 3 mo. Term SOFR + 2.83%, 02/15/2078 <sup>(c)</sup> |  | 8516000 | 8456908 |
|  Excelerate Energy LP, 8.00%, 05/15/2030 <sup>(a)</sup> |  | 2782000 | 2960994 |
|  Genesis Energy LP, 7.88%, 05/15/2032 <sup>(c)</sup> |  | 4783000 | 4986536 |
|  Kinetik Holdings LP, 5.88%, 06/15/2030 <sup>(a)(b)(c)</sup> |  | 4440000 | 4466391 |
|  Parkland Corp., 4.50%, 10/01/2029 <sup>(a)(b)</sup> |  | 3247000 | 3163528 |
|  Plains All American Pipeline LP, 8.58% (3 mo. Term SOFR + 4.37%), Perpetual <sup>(b)</sup> |  | 13765000 | 13787280 |
|  South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 <sup>(b)</sup> |  | 6750000 | 7166430 |
|  Suburban Propane Partners LP, 5.00%, 06/01/2031 <sup>(a)(b)(c)</sup> |  | 4389000 | 4175718 |
|  Summit Midstream Holdings LLC, 8.63%, 10/31/2029 <sup>(a)(b)</sup> |  | 2688000 | 2701271 |
| Sunoco LP | Sunoco LP | Sunoco LP | Sunoco LP |
| &nbsp;&nbsp; 4.50%, 05/15/2029 <sup>(b)(c)</sup> |  | 1981000 | 1933305 |
| &nbsp;&nbsp; 5.63%, 03/15/2031 <sup>(a)</sup> |  | 274000 | 272023 |
|  Tallgrass Energy Partners LP, 6.00%, 12/31/2030 <sup>(a)(b)</sup> |  | 4339000 | 4286455 |
|  Transcanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 <sup>(b)(c)</sup> |  | 6755000 | 6693521 |
|  USA Compression Partners LP, 6.25%, 10/01/2033 <sup>(a)</sup> |  | 2889000 | 2902462 |
|  Venture Global Calcasieu Pass LLC, 6.25%, 01/15/2030 <sup>(a)(b)</sup> |  | 4005000 | 4175084 |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. |
| &nbsp;&nbsp; 7.00%, 01/15/2030 <sup>(a)(c)</sup> |  | 2750000 | 2842221 |
| &nbsp;&nbsp; 8.38%, 06/01/2031 <sup>(a)(c)</sup> |  | 1885000 | 1978575 |
| Venture Global Plaquemines LNG LLC | 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 | 1208860 |
| &nbsp;&nbsp; 6.50%, 01/15/2034 <sup>(a)</sup> |  | 1636000 | 1721592 |
|  Whistler Pipeline LLC, 5.95%, 09/30/2034 <sup>(a)(c)</sup> |  | 2950000 | 3041235 |
|  |  |  | 123837658 |
| **Real Estate - 6.9%** | **Real Estate - 6.9%** | **Real Estate - 6.9%** | **Real Estate - 6.9%** |
|  American Assets Trust LP, 6.15%, 10/01/2034 <sup>(c)</sup> |  | 2762000 | 2811557 |
|  Arbor Realty SR, Inc., 7.88%, 07/15/2030 <sup>(a)</sup> |  | 1640000 | 1724336 |
| Brandywine Operating Partnership LP | Brandywine Operating Partnership LP | Brandywine Operating Partnership LP | Brandywine Operating Partnership LP |
| &nbsp;&nbsp; 8.88%, 04/12/2029 <sup>(b)(c)</sup> |  | 3038000 | 3297245 |
| &nbsp;&nbsp; 6.13%, 01/15/2031 |  | 1320000 | 1318350 |
|  EPR Properties, 3.60%, 11/15/2031 <sup>(c)</sup> |  | 3100000 | 2861653 |
|  Global Net Lease, Inc., 3.75%, 12/15/2027 <sup>(a)(b)</sup> |  | 1510000 | 1465778 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. |
| &nbsp;&nbsp; 4.88%, 09/15/2029 (Acquired 2/10/2021 - 2/11/2021, Cost $2,995,616) <sup>(a)(b)(d)</sup> |  | 2950000 | 2903967 |
| &nbsp;&nbsp; 6.25%, 01/15/2033 <sup>(a)(b)</sup> |  | 3380000 | 3448168 |
|  Ladder Capital Finance Corp., 7.00%, 07/15/2031 <sup>(a)</sup> |  | 2620000 | 2745582 |
|  Lamar Media Corp., 4.00%, 02/15/2030 <sup>(b)</sup> |  | 3050000 | 2919849 |
|  Millrose Properties, Inc., 6.38%, 08/01/2030 <sup>(a)</sup> |  | 1973000 | 2006521 |
| MPT Operating Partnership LP | MPT Operating Partnership LP | MPT Operating Partnership LP | MPT Operating Partnership LP |
| &nbsp;&nbsp; 0.99%, 10/15/2026 | EUR | 5000000 | 5596859 |
| &nbsp;&nbsp; 8.50%, 02/15/2032 <sup>(a)(b)</sup> |  | 2675000 | 2842554 |
|  Park Intermediate Holdings LLC, 7.00%, 02/01/2030 <sup>(a)(b)</sup> |  | 1344000 | 1385542 |
|  Piedmont Operating Partnership LP, 6.88%, 07/15/2029 <sup>(b)</sup> |  | 3456000 | 3657798 |
| Service Properties Trust | Service Properties Trust | Service Properties Trust | Service Properties Trust |
| &nbsp;&nbsp; 0.00%, 09/30/2027 <sup>(a)(e)</sup> |  | 1837000 | 1620980 |
| &nbsp;&nbsp; 4.95%, 10/01/2029 |  | 5315000 | 4686193 |
| &nbsp;&nbsp; 4.38%, 02/15/2030 <sup>(b)</sup> |  | 4456000 | 3792898 |
|  Starwood Property Trust, Inc., 7.25%, 04/01/2029 <sup>(a)(c)</sup> |  | 2735000 | 2874417 |
|  XHR LP, 4.88%, 06/01/2029 <sup>(a)</sup> |  | 1488000 | 1457485 |
|  |  |  | 55417732 |
| **Specialty Retail - 0.5%** | **Specialty Retail - 0.5%** | **Specialty Retail - 0.5%** | **Specialty Retail - 0.5%** |
|  Kohl's Corp., 10.00%, 06/01/2030 <sup>(a)</sup> |  | 4000000 | 4346204 |
| **Support-Services - 0.4%** | **Support-Services - 0.4%** | **Support-Services - 0.4%** | **Support-Services - 0.4%** |
|  Grand Canyon University, 5.13%, 10/01/2028 |  | 3250000 | 3198053 |
| **Telecommunication Services - 9.3%** | **Telecommunication Services - 9.3%** | **Telecommunication Services - 9.3%** | **Telecommunication Services - 9.3%** |
|  Altice France SA, 5.50%, 01/15/2028 <sup>(a)(b)</sup> |  | 4161000 | 3661680 |
|  Bell Telephone Co. of Canada, 6.88% to 09/15/2030 then 5 yr. CMT Rate + 2.39%, 09/15/2055 <sup>(b)(c)</sup> |  | 4073000 | 4225500 |
|  C&W Senior Finance Ltd., 9.00%, 01/15/2033 <sup>(a)(c)</sup> |  | 2066000 | 2160542 |
|  Cable One, Inc., 0.00%, 03/15/2026 <sup>(b)(e)</sup> |  | 5000000 | 4870023 |
|  EchoStar Corp., 6.75% 11/30/2025 <sup>(c)</sup> |  | 10405475 | 10740531 |
|  Frontier Communications Holdings LLC, 8.63%, 03/15/2031 <sup>(a)(b)</sup> |  | 4235000 | 4464800 |
|  Iliad Holding SASU, 8.50%, 04/15/2031 <sup>(a)(b)</sup> |  | 1500000 | 1608729 |
| LCPR Senior Secured Financing DAC | LCPR Senior Secured Financing DAC | LCPR Senior Secured Financing DAC | LCPR Senior Secured Financing DAC |
| &nbsp;&nbsp; 6.75%, 10/15/2027 <sup>(a)(b)</sup> |  | 1531000 | 918600 |
| &nbsp;&nbsp; 5.13%, 07/15/2029 <sup>(a)</sup> |  | 7129000 | 3956595 |
| Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. |
| &nbsp;&nbsp; 3.75%, 07/15/2029 <sup>(a)</sup> |  | 3100000 | 2642413 |
| &nbsp;&nbsp; 6.88%, 06/30/2033 <sup>(a)(b)</sup> |  | 8474000 | 8636794 |
|  Liberty Costa Rica Senior Secured Finance, 10.88%, 01/15/2031 <sup>(a)(b)</sup> |  | 1800000 | 1921086 |
|  Optics Bidco SpA, 6.38%, 11/15/2033 <sup>(a)(b)</sup> |  | 1826000 | 1812276 |
|  Rogers Communications, Inc., 7.13% to 04/15/2035 then 5 yr. CMT Rate + 2.62%, 04/15/2055 <sup>(c)</sup> |  | 4365000 | 4627572 |
|  Telecom Italia Capital SA, 6.38%, 11/15/2033 <sup>(b)</sup> |  | 2860000 | 3003706 |
|  TELUS Corp., 7.00% to 10/15/2035 then 5 yr. CMT Rate + 2.71%, 10/15/2055 |  | 3283000 | 3460292 |
| Uniti Group LP | Uniti Group LP | Uniti Group LP | Uniti Group LP |
| &nbsp;&nbsp; 10.50%, 02/15/2028 <sup>(a)</sup> |  | 1595348 | 1680221 |
| &nbsp;&nbsp; 6.50%, 02/15/2029 <sup>(a)</sup> |  | 2365000 | 2220880 |
|  Windstream Escrow LLC, 8.25%, 10/01/2031 <sup>(a)(b)</sup> |  | 8266000 | 8562394 |
|  |  |  | 75174634 |
| **Transportation - 0.1%** | **Transportation - 0.1%** | **Transportation - 0.1%** | **Transportation - 0.1%** |
|  BNSF Funding Trust I, 6.61% to 01/15/2026 then 3 mo. LIBOR US + 2.35%, 12/15/2055 <sup>(b)(f)</sup> |  | 675000 | 674148 |
| **Utility - 11.4%** | **Utility - 11.4%** | **Utility - 11.4%** | **Utility - 11.4%** |
|  AES Corp., 6.95% to 07/15/2030 then 5 yr. CMT Rate + 2.89%, 07/15/2055 <sup>(b)</sup> |  | 8760000 | 8587591 |
|  AES Panama Generation Holdings SRL, 4.38%, 05/31/2030 <sup>(a)</sup> |  | 1606951 | 1518569 |
| American Electric Power Co., Inc. | American Electric Power Co., Inc. | American Electric Power Co., Inc. | American Electric Power Co., Inc. |
| &nbsp;&nbsp; 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 <sup>(b)(c)</sup> |  | 3387000 | 3667981 |
| &nbsp;&nbsp; 7.05% to 12/15/2029 then 5 yr. CMT Rate + 2.75%, 12/15/2054 <sup>(b)</sup> |  | 1380000 | 1442996 |
|  Atlantica Sustainable Infrastructure Ltd., 4.13%, 06/15/2028 <sup>(a)(b)</sup> |  | 2596000 | 2538861 |
|  Calpine Corp., 5.13%, 03/15/2028 <sup>(a)(c)</sup> |  | 4605000 | 4607477 |
|  CenterPoint Energy, Inc., 6.85% to 02/15/2035 then 5 yr. CMT Rate + 2.95%, 02/15/2055 <sup>(b)</sup> |  | 7225000 | 7667654 |
|  Clearway Energy Operating LLC, 3.75%, 02/15/2031 <sup>(a)(b)</sup> |  | 1897000 | 1741442 |
|  Edison International, 7.88% to 06/15/2029 then 5 yr. CMT Rate + 3.66%, 06/15/2054 |  | 1616000 | 1648570 |
|  Emera, Inc., 6.75% to 06/15/2026 then 3 mo. LIBOR US + 5.44%, 06/15/2076 <sup>(b)(f)</sup> |  | 7600000 | 7639239 |
|  Entergy Corp., 7.13% to 12/01/2029 then 5 yr. CMT Rate + 2.67%, 12/01/2054 <sup>(c)</sup> |  | 5620000 | 5872271 |
|  Evergy, Inc., 6.65% to 06/01/2030 then 5 yr. CMT Rate + 2.56%, 06/01/2055 <sup>(b)</sup> |  | 2995000 | 3067129 |
|  Ferrellgas LP, 5.88%, 04/01/2029 <sup>(a)</sup> |  | 6315000 | 5877646 |
|  NiSource, Inc., 6.38% to 03/31/2035 then 5 yr. CMT Rate + 2.53%, 03/31/2055 |  | 640000 | 663095 |
|  NRG Energy, Inc., 6.00%, 02/01/2033 <sup>(a)(b)</sup> |  | 3000000 | 3046887 |
|  PG&E Corp., 7.38% to 03/15/2030 then 5 yr. CMT Rate + 3.88%, 03/15/2055 <sup>(b)</sup> |  | 11355000 | 11663073 |
| Sempra | Sempra | Sempra | Sempra |
| &nbsp;&nbsp; 6.88% to 10/01/2029 then 5 yr. CMT Rate + 2.79%, 10/01/2054 |  | 1535000 | 1589024 |
| &nbsp;&nbsp; 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 <sup>(c)</sup> |  | 7895000 | 8069740 |
|  Sierra Pacific Power Co., 6.20% to 12/15/2030 then 5 yr. CMT Rate + 2.55%, 12/15/2055 |  | 1089000 | 1090089 |
| Vistra Operations Company, LLC | Vistra Operations Company, LLC | Vistra Operations Company, LLC | Vistra Operations Company, LLC |
| &nbsp;&nbsp; 5.63%, 02/15/2027 <sup>(a)(b)</sup> |  | 4075000 | 4075308 |
| &nbsp;&nbsp; 7.75%, 10/15/2031 <sup>(a)(b)</sup> |  | 1300000 | 1375699 |
|  XPLR Infrastructure Operating Partners LP, 7.25%, 01/15/2029 <sup>(a)(b)</sup> |  | 4206000 | 4317505 |
|  |  |  | 91767846 |
| **TOTAL CORPORATE CREDIT** (Cost $556,443,342) | **TOTAL CORPORATE CREDIT** (Cost $556,443,342) | **TOTAL CORPORATE CREDIT** (Cost $556,443,342) | 566708873 |
| **SECURITIZED CREDIT - 38.8%** | **SECURITIZED CREDIT - 38.8%** | **Par** | **Value**  |
| **Commercial Mortgage-Backed Securities - 6.6%** | **Commercial Mortgage-Backed Securities - 6.6%** | **Commercial Mortgage-Backed Securities - 6.6%** | **Commercial Mortgage-Backed Securities - 6.6%** |
| ACAM Ltd. | ACAM Ltd. | ACAM Ltd. | ACAM Ltd. |
| &nbsp;&nbsp; Series 2019-FL1, Class D, 7.01% (1 mo. Term SOFR + 2.86%), 11/17/2034, (2.75% Floor) <sup>(a)</sup> |  | 1902000 | 1886319 |
| &nbsp;&nbsp; Series 2019-FL1, Class E, 7.26% (1 mo. Term SOFR + 3.11%), 11/17/2034, (3.00% Floor) <sup>(a)</sup> |  | 2098000 | 2071362 |
| ACREC Trust | ACREC Trust | ACREC Trust | ACREC Trust |
| &nbsp;&nbsp; Series 2025-FL3, Class D, 7.18% (1 mo. Term SOFR + 3.04%), 08/18/2042, (3.04% Floor) <sup>(a)</sup> |  | 500000 | 490797 |
| &nbsp;&nbsp; Series 2025-FL3, Class E, 7.93% (1 mo. Term SOFR + 3.79%), 08/18/2042, (3.79% Floor) <sup>(a)</sup> |  | 250000 | 243102 |
|  BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class F, 9.27% (1 mo. Term SOFR + 5.11%), 09/15/2038, (5.00% Floor) <sup>(a)</sup> |  | 5000000 | 4414262 |
|  BBCMS Mortgage Trust, Series 2021-AGW, Class G, 9.06% (1 mo. Term SOFR + 4.91%), 06/15/2036, (4.80% Floor) <sup>(a)</sup> |  | 4000000 | 3342907 |
|  Beast Mortgage Trust, Series 2021-1818, Class F, 8.72% (1 mo. Term SOFR + 4.56%), 03/15/2036, (4.70% Floor) <sup>(a)</sup> |  | 1250000 | 112500 |
|  BX Trust, Series 2025-VLT6, Class E, 7.34% (1 mo. Term SOFR + 3.19%), 03/15/2042, (3.19% Floor) <sup>(a)</sup> |  | 1000000 | 996570 |
|  Federal Home Loan Mortgage Corporation, Series K-152, Class X3, 4.48%, 11/25/2055 <sup>(g)(h)</sup> |  | 5250000 | 1275327 |
|  GS Mortgage Securities Corp. II, Series 2020-GC47, Class F, 2.57%, 05/12/2053 <sup>(a)(h)</sup> |  | 3500000 | 2049040 |
| Hilton USA Trust | Hilton USA Trust | Hilton USA Trust | Hilton USA Trust |
| &nbsp;&nbsp; Series 2016-HHV, Class E, 4.33%, 11/05/2038 <sup>(a)(h)</sup> |  | 11000000 | 10824177 |
| &nbsp;&nbsp; Series 2016-SFP, Class C, 4.12%, 11/05/2035 <sup>(a)</sup> |  | 581000 | 146702 |
| &nbsp;&nbsp; Series 2016-SFP, Class D, 4.93%, 11/05/2035 <sup>(a)</sup> |  | 1929000 | 197120 |
| &nbsp;&nbsp; Series 2016-SFP, Class E, 5.52%, 11/05/2035 <sup>(a)</sup> |  | 1300000 | 106844 |
| JP Morgan Chase Commercial Mortgage Securities Trust | 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, 6.56%, 02/15/2051 <sup>(h)</sup> |  | 15741 | 15879 |
| &nbsp;&nbsp; Series 2021-1440, Class F, 9.12% (1 mo. Term SOFR + 4.96%), 03/15/2036, (4.85% Floor) <sup>(a)(i)</sup> |  | 2586000 | 530647 |
| KIND Trust | KIND Trust | KIND Trust | KIND Trust |
| &nbsp;&nbsp; Series 2021-KIND, Class E, 7.52% (1 mo. Term SOFR + 3.36%), 08/15/2038, (3.25% Floor) <sup>(a)</sup> |  | 1487782 | 1470083 |
| &nbsp;&nbsp; Series 2021-KIND, Class F, 8.22% (1 mo. Term SOFR + 4.06%), 08/15/2038, (3.95% Floor) <sup>(a)</sup> |  | 3331912 | 3305917 |
|  Last Mile Logistics Pan Euro Finance, Series 1A, Class E, 4.73% (3 mo. EURIBOR + 2.70%), 08/17/2033, (2.70% Floor) <sup>(a)</sup> | EUR | 1192955 | 1401110 |
|  Last Mile Securities, Series 2021-1A, Class F, 7.03% (3 mo. EURIBOR + 5.00%), 08/17/2031, (5.00% Floor), (9.00% Cap) <sup>(a)</sup> | EUR | 2037581 | 2394912 |
|  Morgan Stanley ABS Capital I, Inc., Series 2024-NSTB, Class D, 4.27%, 09/24/2057 <sup>(a)(h)</sup> |  | 1000000 | 927625 |
|  Morgan Stanley Capital I Trust, Series 2017-HR2, Class D, 2.73%, 12/15/2050 |  | 3000000 | 2695965 |
|  Taurus CMBS, Series 2021-UK4X, Class E, 7.09% (SONIA + 3.10%), 08/17/2031, (3.10% Floor) | GBP | 644923 | 868384 |
|  TPG Real Estate Finance Issuer Ltd., Series 2021-FL4, Class E, 8.61% (1 mo. Term SOFR + 4.46%), 03/15/2038, (4.35% Floor) <sup>(a)</sup> |  | 4000000 | 3979093 |
| UK Logistics | UK Logistics | UK Logistics | UK Logistics |
| &nbsp;&nbsp; Series 2024-1A, Class D, 7.99% (SONIA + 4.00%), 05/17/2034, (4.00% Floor) <sup>(a)</sup> | GBP | 504000 | 681734 |
| &nbsp;&nbsp; Series 2024-1A, Class E, 8.99% (SONIA + 5.00%), 05/17/2034, (5.00% Floor) <sup>(a)</sup> | GBP | 1874000 | 2530620 |
| VMC Finance LLC | VMC Finance LLC | VMC Finance LLC | VMC Finance LLC |
| &nbsp;&nbsp; Series 2021-FL4, Class D, 7.75% (1 mo. Term SOFR + 3.61%), 06/16/2036, (3.06% Floor) <sup>(a)</sup> |  | 893000 | 837187 |
| &nbsp;&nbsp; Series 2021-FL4, Class E, 8.20% (1 mo. Term SOFR + 4.06%), 06/16/2036, (3.61% Floor) <sup>(a)</sup> |  | 3107000 | 2788532 |
|  Wachovia Bank Commercial Mortgage Trust, Series 2006-C28, Class E, 5.79%, 10/15/2048 <sup>(h)</sup> |  | 427053 | 426017 |
|  |  |  | 53010734 |
| **Commercial Real Estate - 2.3%** | **Commercial Real Estate - 2.3%** | **Commercial Real Estate - 2.3%** | **Commercial Real Estate - 2.3%** |
|  111 Wall Street, 5.00%, 01/31/2026 (Acquired 11/1/2024, Cost $9,461,985) <sup>(d)(i)</sup> |  | 9549981 | 9473581 |
|  125 West End Office Mezz LLC, 14.83% (1 mo. Term SOFR + 10.50%), 03/12/2026 (Acquired 3/11/2021 - 4/4/2025, Cost $3,648,430) <sup>(d)(e)(i)</sup> |  | 3654003 | 1439677 |
|  575 LEXINGTON JUNIOR MEZZ, 29.33%, 06/18/2026 (Acquired 3/17/2021 - 9/12/2025, Cost $4,879,127) <sup>(d)(e)(i)</sup> |  | 9467598 | 3058034 |
|  575 LEXINGTON SENIOR MEZZ, 10.75%, 06/18/2026 (Acquired 9/20/2023 - 8/29/2025, Cost $3,870,358) <sup>(d)(i)</sup> |  | 4053672 | 4053672 |
|  |  |  | 18024964 |
| **Interest-Only Securities - 0.1%** | **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>(g)(h)</sup> |  | 179416 | 447 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2014-5, Class AX4, 0.10%, 10/25/2029 <sup>(a)(g)(h)</sup> |  | 691413 | 809 |
| &nbsp;&nbsp; Series 2015-4, Class 2X1, 0.24%, 06/25/2045 <sup>(a)(g)(h)</sup> |  | 30828786 | 234185 |
| &nbsp;&nbsp; Series 2021-INV1, Class AX1, 0.22%, 10/25/2051 <sup>(a)(g)(h)</sup> |  | 40151642 | 439038 |
|  Mello Mortgage Capital Acceptance, Series 2021-INV1, Class AX1, 0.10%, 06/25/2051 <sup>(a)(g)(h)</sup> |  | 44336224 | 228234 |
|  Morgan Stanley Capital I, Inc., Series 2016-UBS9, Class XE, 1.25%, 03/15/2049 <sup>(a)(g)(h)</sup> |  | 14999000 | 52174 |
|  Vendee Mortgage Trust, Series 1997-2, Class IO, 0.00%, 06/15/2027 <sup>(e)(g)(h)</sup> |  | 669361 | 1 |
|  |  |  | 954888 |
| **Other - 0.9%** | **Other - 0.9%** | **Other - 0.9%** | **Other - 0.9%** |
| FIGRE Trust | FIGRE Trust | FIGRE Trust | FIGRE Trust |
| &nbsp;&nbsp; Series 2024-HE3, Class D, 6.53%, 07/25/2054 <sup>(a)(h)</sup> |  | 1000000 | 1013285 |
| &nbsp;&nbsp; Series 2024-HE3, Class E, 7.55%, 07/25/2054 <sup>(a)(h)</sup> |  | 500000 | 500682 |
| &nbsp;&nbsp; Series 2024-HE3, Class F, 9.26%, 07/25/2054 <sup>(a)(h)</sup> |  | 500000 | 540753 |
| &nbsp;&nbsp; Series 2024-HE4, Class E, 6.81%, 09/25/2054 <sup>(a)(h)</sup> |  | 500000 | 485308 |
| &nbsp;&nbsp; Series 2024-HE4, Class F, 8.48%, 09/25/2054 <sup>(a)(h)</sup> |  | 500000 | 518834 |
| &nbsp;&nbsp; Series 2025-PF1, Class E, 8.80%, 06/25/2055 <sup>(a)(h)</sup> |  | 1000000 | 1067810 |
|  Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1, 6.63%, 04/15/2040 <sup>(h)</sup> |  | 1044890 | 1044201 |
|  Mid-State Trust X, Series 10, Class B, 7.54%, 02/15/2036 |  | 608113 | 608840 |
| Oakwood Mortgage Investors, Inc. | 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>(h)</sup> |  | 411357 | 167672 |
| &nbsp;&nbsp; Series 2001-E, Class A4, 6.81%, 12/15/2031 |  | 1637118 | 1607241 |
|  |  |  | 7554626 |
| **Residential Mortgage-Backed Securities - 28.9%<sup>(j)</sup>** | **Residential Mortgage-Backed Securities - 28.9%<sup>(j)</sup>** | **Residential Mortgage-Backed Securities - 28.9%<sup>(j)</sup>** | **Residential Mortgage-Backed Securities - 28.9%<sup>(j)</sup>** |
|  ACRA Trust, Series 2024-NQM1, Class B1, 8.18%, 10/25/2064 <sup>(a)(h)</sup> |  | 1500000 | 1523533 |
| Alternative Loan Trust | Alternative Loan Trust | Alternative Loan Trust | Alternative Loan Trust |
| &nbsp;&nbsp; Series 2006-19CB, Class A9, 4.97% (1 mo. Term SOFR + 0.81%), 08/25/2036, (0.70% Floor), (6.00% Cap) |  | 1714875 | 723559 |
| &nbsp;&nbsp; Series 2006-23CB, Class 2A7, 11.31% (-4 x 1 mo. Term SOFR + 27.94%), 08/25/2036, (0.00% Floor), (28.40% Cap) <sup>(k)</sup> |  | 1193269 | 667895 |
| &nbsp;&nbsp; Series 2006-29T1, Class 2A5, 6.00%, 10/25/2036 |  | 1056207 | 544755 |
| &nbsp;&nbsp; Series 2006-29T1, Class 2A6, 6.50%, 10/25/2036 |  | 1657437 | 908602 |
| &nbsp;&nbsp; Series 2006-29T1, Class 3A3, 35.18% (-10 x 1 mo. Term SOFR + 77.24%), 10/25/2036, (0.00% Floor), (78.40% Cap) <sup>(k)</sup> |  | 635711 | 884197 |
| &nbsp;&nbsp; Series 2006-41CB, Class 1A14, 1.08% (-1 x 1 mo. Term SOFR + 5.24%), 01/25/2037, (0.00% Floor), (5.35% Cap) <sup>(g)(k)</sup> |  | 6013747 | 622799 |
| &nbsp;&nbsp; Series 2006-41CB, Class 1A7, 6.00%, 01/25/2037 |  | 967028 | 457199 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A12, 6.00%, 01/25/2037 |  | 8850400 | 4191517 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A14, 6.00%, 01/25/2037 |  | 1078646 | 510843 |
| &nbsp;&nbsp; Series 2006-41CB, Class 2A17, 6.00%, 01/25/2037 |  | 1054833 | 499565 |
| &nbsp;&nbsp; Series 2006-45T1, Class 2A5, 6.00%, 02/25/2037 |  | 2030603 | 1031362 |
| &nbsp;&nbsp; Series 2007-12T1, Class A22, 5.75%, 06/25/2037 |  | 1653582 | 660367 |
| &nbsp;&nbsp; Series 2007-15CB, Class A2, 5.75%, 07/25/2037 |  | 794787 | 425568 |
| &nbsp;&nbsp; Series 2007-15CB, Class A5, 5.75%, 07/25/2037 |  | 731587 | 391727 |
| &nbsp;&nbsp; Series 2007-16CB, Class 4A5, 4.77% (1 mo. Term SOFR + 0.61%), 08/25/2037, (0.50% Floor), (7.00% Cap) |  | 3325899 | 1993517 |
| &nbsp;&nbsp; Series 2007-2CB, Class 2A11, 4.67% (1 mo. Term SOFR + 0.51%), 03/25/2037, (0.40% Floor), (5.75% Cap) |  | 2191790 | 749437 |
| &nbsp;&nbsp; Series 2007-HY6, Class A1, 4.69% (1 mo. Term SOFR + 0.53%), 08/25/2047, (0.42% Floor) |  | 1758023 | 1469952 |
| &nbsp;&nbsp; Series 2007-OA3, Class 1A1, 4.55% (1 mo. Term SOFR + 0.39%), 04/25/2047, (0.28% Floor) |  | 5130638 | 4542744 |
|  Bellemeade Re Ltd., Series 2024-1, Class M1C, 8.31% (30 day avg SOFR US + 3.95%), 08/25/2034, (3.90% Floor) <sup>(a)</sup> |  | 1000000 | 1034561 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2022-NQM3, Class A3, 5.50%, 07/25/2062 <sup>(a)(h)</sup> |  | 1289493 | 1310672 |
| &nbsp;&nbsp; Series 2023-NQM5, Class B1, 7.31%, 06/25/2063 <sup>(a)(h)</sup> |  | 1000000 | 998388 |
|  BVRT LLC, Series 2021-6F, Class A1, 2.75%, 12/30/2027 <sup>(a)</sup> |  | 960014 | 925025 |
| Caister Finance DAC | Caister Finance DAC | Caister Finance DAC | Caister Finance DAC |
| &nbsp;&nbsp; Series 1A, Class D, 7.88% (SONIA + 3.90%), 08/17/2035, (0.00% Floor) <sup>(a)</sup> | GBP | 1134000 | 1525567 |
| &nbsp;&nbsp; Series 1A, Class E, 9.73% (SONIA + 5.75%), 08/17/2035, (0.00% Floor) <sup>(a)</sup> | GBP | 1140000 | 1526418 |
|  Cascade Funding Mortgage Trust, Series 2024-HB13, Class M2, 3.00%, 05/25/2034 <sup>(a)(h)</sup> |  | 1100000 | 1055743 |
| Cascade MH Asset Trust | 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 | 437982 |
| &nbsp;&nbsp; Series 2024-MH1, Class B1, 7.50%, 11/25/2056 <sup>(a)(h)</sup> |  | 147000 | 149610 |
| &nbsp;&nbsp; Series 2024-MH1, Class B2, 8.35%, 11/25/2056 <sup>(a)(h)</sup> |  | 154000 | 150504 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2005-A2, Class 3A2, 4.43%, 01/25/2036 <sup>(h)</sup> |  | 540734 | 463710 |
| &nbsp;&nbsp; Series 2007-A1, Class 11M1, 4.62%, 03/25/2037 <sup>(h)</sup> |  | 1475596 | 1355521 |
| CHNGE Mortgage Trust | CHNGE Mortgage Trust | CHNGE Mortgage Trust | CHNGE Mortgage Trust |
| &nbsp;&nbsp; Series 2022-1, Class B1, 4.55%, 01/25/2067 <sup>(a)(h)</sup> |  | 2500000 | 2241184 |
| &nbsp;&nbsp; Series 2022-1, Class M1, 3.99%, 01/25/2067 <sup>(a)(h)</sup> |  | 2700000 | 2282964 |
| &nbsp;&nbsp; Series 2022-2, Class B1, 4.59%, 03/25/2067 <sup>(a)(h)</sup> |  | 3000000 | 2658929 |
| &nbsp;&nbsp; Series 2023-2, Class M1, 8.02%, 06/25/2058 <sup>(a)(h)</sup> |  | 3500000 | 3501325 |
| &nbsp;&nbsp; Series 2023-4, Class B1, 8.41%, 09/25/2058 <sup>(a)(h)</sup> |  | 891000 | 892796 |
| &nbsp;&nbsp; Series 2023-4, Class M1, 8.41%, 09/25/2058 <sup>(a)(h)</sup> |  | 750000 | 756341 |
|  Citicorp Mortgage Securities, Inc., Series 2006-5, Class 1A11, 5.17% (1 mo. Term SOFR + 1.01%), 10/25/2036, (0.90% Floor), (7.00% Cap) |  | 262314 | 213607 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2007-AR5, Class 1A2A, 5.02%, 04/25/2037 <sup>(h)</sup> |  | 282218 | 266013 |
| &nbsp;&nbsp; Series 2009-8, Class 2A2, 6.10%, 04/25/2037 <sup>(a)(h)</sup> |  | 4063718 | 1838019 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |
| &nbsp;&nbsp; Series 2005-10CB, Class 1A1, 4.77% (1 mo. Term SOFR + 0.61%), 05/25/2035, (0.50% Floor), (5.50% Cap) |  | 1022020 | 741269 |
| &nbsp;&nbsp; Series 2005-84, Class 2A1, 5.12%, 02/25/2036 <sup>(h)</sup> |  | 6944722 | 6573853 |
| Countrywide Home Loan Mortgage Pass Through Trust | 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 |  | 27425 | 27777 |
| &nbsp;&nbsp; Series 2006-20, Class 1A18, 4.92% (1 mo. Term SOFR + 0.76%), 02/25/2037, (0.65% Floor), (6.00% Cap) |  | 3439105 | 1153031 |
| &nbsp;&nbsp; Series 2007-18, Class 1A1, 6.00%, 11/25/2037 |  | 149702 | 61605 |
| &nbsp;&nbsp; Series 2007-5, Class A29, 5.50%, 05/25/2037 |  | 147842 | 62713 |
| Credit Suisse Mortgage Capital Certificates | 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)(h)</sup> |  | 1100000 | 813887 |
| &nbsp;&nbsp; Series 2021-NQM2, Class B2, 4.34%, 02/25/2066 <sup>(a)(h)</sup> |  | 1600000 | 1177979 |
|  CRIBS Mortgage Trust, Series 2025-RTL1, Class M1, 7.92%, 05/25/2040 <sup>(a)(h)</sup> |  | 1000000 | 1013991 |
|  CWABS Asset-Backed Certificates, Series 2006-13, Class 1AF4, 3.94%, 01/25/2037 <sup>(h)</sup> |  | 281243 | 275262 |
|  Deephaven Residential Mortgage Trust, Series 2022-2, Class B1, 4.30%, 03/25/2067 <sup>(a)(h)</sup> |  | 3000000 | 2471986 |
|  Eagle Re Ltd., Series 2023-1, Class M1B, 8.31% (30 day avg SOFR US + 3.95%), 09/26/2033, (3.95% Floor) <sup>(a)</sup> |  | 5000000 | 5150342 |
|  EASY Trust, Series 2025-RTL1, Class A2, 8.30%, 05/25/2040 <sup>(a)(l)</sup> |  | 1000000 | 1005321 |
| Ellington Financial Mortgage Trust | 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)(h)</sup> |  | 1000000 | 1006518 |
| &nbsp;&nbsp; Series 2025-CES4, Class B1, 7.05%, 06/25/2060 <sup>(a)(h)</sup> |  | 500000 | 503368 |
| &nbsp;&nbsp; Series 2025-CES4, Class B2, 8.14%, 06/25/2060 <sup>(a)(h)</sup> |  | 500000 | 503571 |
|  Fidelis Mortgage Trust, Series 2025-RTL1, Class B, 8.95%, 02/27/2040 <sup>(a)(h)</sup> |  | 900000 | 903932 |
| FIGRE Trust | FIGRE Trust | FIGRE Trust | FIGRE Trust |
| &nbsp;&nbsp; Series 2024-HE2, Class B, 6.63%, 05/25/2054 <sup>(a)(h)</sup> |  | 718668 | 735996 |
| &nbsp;&nbsp; Series 2024-HE2, Class C, 6.72%, 05/25/2054 <sup>(a)(h)</sup> |  | 359334 | 366538 |
| &nbsp;&nbsp; Series 2024-HE2, Class D, 7.20%, 05/25/2054 <sup>(a)(h)</sup> |  | 500000 | 525136 |
| &nbsp;&nbsp; Series 2024-HE2, Class E, 8.20%, 05/25/2054 <sup>(a)(h)</sup> |  | 500000 | 518982 |
| &nbsp;&nbsp; Series 2024-HE2, Class F, 9.79%, 05/25/2054 <sup>(a)(h)</sup> |  | 500000 | 536458 |
| &nbsp;&nbsp; Series 2024-HE5, Class E, 7.01%, 10/25/2054 <sup>(a)(h)</sup> |  | 1000000 | 975931 |
| &nbsp;&nbsp; Series 2025-HE1, Class E, 7.36%, 01/25/2055 <sup>(a)(h)</sup> |  | 2000000 | 2085572 |
| &nbsp;&nbsp; Series 2025-HE1, Class F, 8.53%, 01/25/2055 <sup>(a)(h)</sup> |  | 500000 | 512687 |
|  First Horizon Alternative Mortgage Securities, Series 2005-FA8, Class 1A6, 4.92% (1 mo. Term SOFR + 0.76%), 11/25/2035, (0.65% Floor), (5.50% Cap) |  | 1019529 | 377354 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | 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)(h)</sup> |  | 4108000 | 3897474 |
| &nbsp;&nbsp; Series 2021-1, Class M, 4.25%, 09/25/2060 <sup>(a)</sup> |  | 2386994 | 2301864 |
| &nbsp;&nbsp; Series 2022-1, Class M, 4.50%, 11/25/2061 <sup>(a)(h)</sup> |  | 3000000 | 2650056 |
|  FREED Mortgage Trust, Series 2024-HE1, Class C, 6.55%, 05/25/2039 <sup>(a)</sup> |  | 1136377 | 1155978 |
| GCAT Trust | GCAT Trust | GCAT Trust | GCAT Trust |
| &nbsp;&nbsp; Series 2022-NQM4, Class A2, 5.73%, 08/25/2067 <sup>(a)(l)</sup> |  | 728846 | 729922 |
| &nbsp;&nbsp; Series 2022-NQM4, Class A3, 5.73%, 08/25/2067 <sup>(a)(l)</sup> |  | 364423 | 364489 |
| &nbsp;&nbsp; Series 2022-NQM4, Class M1, 5.73%, 08/25/2067 <sup>(a)(h)</sup> |  | 250000 | 249449 |
| &nbsp;&nbsp; Series 2023-NQM2, Class B1, 6.93%, 11/25/2067 <sup>(a)(h)</sup> |  | 2258000 | 2226782 |
| GMACM Home Equity Loan Trust | GMACM Home Equity Loan Trust | GMACM Home Equity Loan Trust | GMACM Home Equity Loan Trust |
| &nbsp;&nbsp; Series 2005-HE3, Class A1VN, 4.77% (1 mo. Term SOFR + 0.61%), 02/25/2036, (0.50% Floor) |  | 284052 | 272600 |
| &nbsp;&nbsp; Series 2005-HE3, Class A2, 4.77% (1 mo. Term SOFR + 0.61%), 02/25/2036, (0.50% Floor), (14.00% Cap) |  | 317104 | 304321 |
| &nbsp;&nbsp; Series 2007-HE2, Class A2, 6.05%, 12/25/2037 <sup>(h)</sup> |  | 211262 | 209443 |
| &nbsp;&nbsp; Series 2007-HE2, Class A3, 6.19%, 12/25/2037 <sup>(h)</sup> |  | 406977 | 404882 |
|  GS Mortgage-Backed Securities Trust, Series 2022-NQM1, Class B4, 4.08%, 05/25/2062 <sup>(a)(h)</sup> |  | 1534648 | 1250178 |
|  GSAMP Trust, Series 2006-NC2, Class A2C, 4.57% (1 mo. Term SOFR + 0.41%), 06/25/2036, (0.30% Floor) |  | 411930 | 219067 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2006-AR1, Class 2A4, 4.67%, 01/25/2036 <sup>(h)</sup> |  | 1668239 | 1482224 |
| &nbsp;&nbsp; Series 2007-1F, Class 4A1, 4.57% (1 mo. Term SOFR + 0.41%), 01/25/2037, (0.30% Floor), (7.00% Cap) |  | 5530491 | 1146621 |
|  Home Equity Asset Trust, Series 2006-7, Class 2A3, 4.57% (1 mo. Term SOFR + 0.41%), 01/25/2037, (0.30% Floor) |  | 3145253 | 2744638 |
|  Home RE Ltd., Series 2021-2, Class M2, 7.61% (30 day avg SOFR US + 3.25%), 01/25/2034, (0.00% Floor) <sup>(a)</sup> |  | 5331000 | 5381740 |
| Imperial Fund Mortgage Trust | 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)(l)</sup> |  | 503292 | 503182 |
| &nbsp;&nbsp; Series 2022-NQM5, Class A2, 6.12%, 08/25/2067 <sup>(a)(l)</sup> |  | 335528 | 336507 |
| &nbsp;&nbsp; Series 2022-NQM5, Class M1, 6.25%, 08/25/2067 <sup>(a)(l)</sup> |  | 1026000 | 1023732 |
| Indymac INDA Mortgage Loan Trust | Indymac INDA Mortgage Loan Trust | Indymac INDA Mortgage Loan Trust | Indymac INDA Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2007-AR1, Class 1A1, 4.11%, 03/25/2037 <sup>(h)</sup> |  | 589959 | 454570 |
| &nbsp;&nbsp; Series 2007-AR3, Class 1A1, 4.95%, 07/25/2037 <sup>(h)</sup> |  | 1346630 | 1189153 |
|  Irwin Home Equity Loan Trust, Series 2006-1, Class 2A3, 6.27%, 09/25/2035 <sup>(a)(l)</sup> |  | 69680 | 68502 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2003-A1, Class B4, 5.55%, 10/25/2033 <sup>(h)</sup> |  | 82607 | 83061 |
| &nbsp;&nbsp; Series 2003-A2, Class B4, 6.25%, 11/25/2033 <sup>(h)</sup> |  | 73194 | 1 |
| &nbsp;&nbsp; Series 2007-A2, Class 3A2, 4.83%, 04/25/2037 <sup>(h)</sup> |  | 3273394 | 2678789 |
| &nbsp;&nbsp; Series 2021-INV1, Class B5, 2.97%, 10/25/2051 <sup>(a)(h)</sup> |  | 254000 | 118941 |
| &nbsp;&nbsp; Series 2021-INV1, Class B6, 1.98%, 10/25/2051 <sup>(a)(h)</sup> |  | 573000 | 213206 |
| &nbsp;&nbsp; Series 2022-DSC1, Class B2, 4.93%, 01/25/2063 <sup>(a)(h)</sup> |  | 2690000 | 2232475 |
| &nbsp;&nbsp; Series 2023-HE3, Class M2, 6.89% (30 day avg SOFR US + 2.50%), 05/20/2054, (0.00% Floor) <sup>(a)</sup> |  | 1647471 | 1663604 |
| &nbsp;&nbsp; Series 2024-CES1, Class B2, 9.22%, 06/25/2054 <sup>(a)(h)</sup> |  | 1101000 | 1099603 |
| &nbsp;&nbsp; Series 2025-CES1, Class B1, 6.86%, 05/25/2055 <sup>(a)(h)</sup> |  | 1000000 | 997079 |
| &nbsp;&nbsp; Series 2025-NQM2, Class M1B, 6.90%, 09/25/2065 <sup>(a)(h)</sup> |  | 1750000 | 1767587 |
| &nbsp;&nbsp; Series 2025-VIS3, Class A3, 5.57%, 02/25/2066 <sup>(a)(l)</sup> |  | 1000000 | 1000703 |
| JPMorgan Chase Bank NA | JPMorgan Chase Bank NA | JPMorgan Chase Bank NA | JPMorgan Chase Bank NA |
| &nbsp;&nbsp; Series 2019-CL1, Class M3, 6.37% (1 mo. Term SOFR + 2.21%), 04/25/2047, (2.10% Floor) <sup>(a)</sup> |  | 141426 | 142345 |
| &nbsp;&nbsp; Series 2020-CL1, Class M3, 7.62% (1 mo. Term SOFR + 3.46%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> |  | 129190 | 134206 |
| &nbsp;&nbsp; Series 2020-CL1, Class M4, 8.62% (1 mo. Term SOFR + 4.46%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> |  | 148495 | 157011 |
| &nbsp;&nbsp; Series 2020-CL1, Class M5, 9.87% (1 mo. Term SOFR + 5.71%), 10/25/2057, (0.00% Floor) <sup>(a)</sup> |  | 855570 | 889140 |
| &nbsp;&nbsp; Series 2021-CL1, Class M2, 5.91% (30 day avg SOFR US + 1.55%), 03/25/2051, (0.00% Floor) <sup>(a)</sup> |  | 131895 | 128108 |
| MASTR Asset Backed Securities Trust | MASTR Asset Backed Securities Trust | MASTR Asset Backed Securities Trust | MASTR Asset Backed Securities Trust |
| &nbsp;&nbsp; Series 2006-NC2, Class A5, 4.75% (1 mo. Term SOFR + 0.59%), 08/25/2036, (0.48% Floor) |  | 343012 | 118162 |
| &nbsp;&nbsp; Series 2006-NC3, Class A3, 4.47% (1 mo. Term SOFR + 0.31%), 10/25/2036, (0.20% Floor) |  | 2382653 | 1090997 |
| &nbsp;&nbsp; Series 2006-NC3, Class A4, 4.59% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) |  | 4019829 | 1840647 |
| Mello Mortgage Capital Acceptance | 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)(h)</sup> |  | 459383 | 330599 |
| &nbsp;&nbsp; Series 2021-INV1, Class B5, 2.95%, 06/25/2051 <sup>(a)(h)</sup> |  | 128000 | 57567 |
| &nbsp;&nbsp; Series 2021-INV1, Class B6, 2.92%, 06/25/2051 <sup>(a)(h)</sup> |  | 352021 | 128999 |
|  MFA Trust, Series 2021-INV1, Class B1, 3.29%, 01/25/2056 <sup>(a)(h)</sup> |  | 700000 | 653246 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1A, 6.51%, 07/25/2069 <sup>(a)(h)</sup> |  | 1000000 | 986629 |
| New York Mortgage Trust, Inc. | New York Mortgage Trust, Inc. | New York Mortgage Trust, Inc. | New York Mortgage Trust, Inc. |
| &nbsp;&nbsp; Series 2024-BPL2, Class M, 8.41%, 05/25/2039 <sup>(a)</sup> |  | 1919000 | 1931043 |
| &nbsp;&nbsp; Series 2024-BPL3, Class M1, 6.90%, 09/25/2039 <sup>(a)(h)</sup> |  | 1500000 | 1490872 |
| Nomura Resecuritization Trust | Nomura Resecuritization Trust | Nomura Resecuritization Trust | Nomura Resecuritization Trust |
| &nbsp;&nbsp; Series 2014-1R, Class 2A11, 3.13% (1 mo. Term SOFR + 0.24%), 02/26/2037, (0.13% Floor) <sup>(a)</sup> |  | 19233896 | 15846803 |
| &nbsp;&nbsp; Series 2015-11R, Class 4A5, 4.01%, 06/26/2037 <sup>(a)(h)</sup> |  | 2828588 | 2492886 |
| &nbsp;&nbsp; Series 2015-1R, Class 3A7, 4.02%, 03/26/2037 <sup>(a)(h)</sup> |  | 3788629 | 1997407 |
| &nbsp;&nbsp; Series 2015-1R, Class 4A7, 6.09%, 12/26/2037 <sup>(a)(h)</sup> |  | 932338 | 866374 |
| NRZ Excess Spread-Collateralized Notes | NRZ Excess Spread-Collateralized Notes | NRZ Excess Spread-Collateralized Notes | NRZ Excess Spread-Collateralized Notes |
| &nbsp;&nbsp; Series 2020-FHT1, Class A, 4.21%, 11/25/2025 <sup>(a)</sup> |  | 576274 | 573175 |
| &nbsp;&nbsp; Series 2021-FHT1, Class A, 3.10%, 07/25/2026 <sup>(a)</sup> |  | 527884 | 515510 |
|  Oaktown Re Ltd., Series 2021-2, Class M1C, 7.71% (30 day avg SOFR US + 3.35%), 04/25/2034, (3.35% Floor) <sup>(a)</sup> |  | 3769000 | 3824715 |
|  Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A6, 5.66%, 01/25/2037 <sup>(l)</sup> |  | 104944 | 97676 |
| PRKCM Trust | PRKCM Trust | PRKCM Trust | PRKCM Trust |
| &nbsp;&nbsp; Series 2021-AFC1, Class B2, 3.95%, 08/25/2056 <sup>(a)(h)</sup> |  | 350000 | 237945 |
| &nbsp;&nbsp; Series 2022-AFC2, Class B1, 6.00%, 08/25/2057 <sup>(a)(h)</sup> |  | 3000000 | 2967372 |
| &nbsp;&nbsp; Series 2023-AFC1, Class B1, 7.42%, 02/25/2058 <sup>(a)(h)</sup> |  | 1000000 | 993924 |
| &nbsp;&nbsp; Series 2023-AFC1, Class B2, 7.42%, 02/25/2058 <sup>(a)(h)</sup> |  | 1000000 | 989976 |
| &nbsp;&nbsp; Series 2023-AFC2, Class B1, 8.17%, 06/25/2058 <sup>(a)(h)</sup> |  | 3000000 | 3000815 |
| &nbsp;&nbsp; Series 2023-AFC2, Class M1, 7.88%, 06/25/2058 <sup>(a)</sup> |  | 750000 | 752402 |
| &nbsp;&nbsp; Series 2023-AFC3, Class B1, 7.65%, 09/25/2058 <sup>(a)(h)</sup> |  | 4248000 | 4254601 |
| &nbsp;&nbsp; Series 2023-AFC3, Class B2, 7.65%, 09/25/2058 <sup>(a)(h)</sup> |  | 1005000 | 1000034 |
| &nbsp;&nbsp; Series 2024-AFC1, Class B1, 8.06%, 03/25/2059 <sup>(a)(h)</sup> |  | 1638000 | 1658305 |
| &nbsp;&nbsp; Series 2024-HOME1, Class B1, 7.76%, 05/25/2059 <sup>(a)(h)</sup> |  | 1623000 | 1642707 |
|  Progress Residential Trust, Series 2024-SFR2, Class E1, 3.40%, 04/17/2041 <sup>(a)(h)</sup> |  | 2100000 | 1949307 |
| PRPM LLC | PRPM LLC | PRPM LLC | PRPM LLC |
| &nbsp;&nbsp; Series 2023-NQM1, Class B2, 6.25%, 01/25/2068 <sup>(a)(h)</sup> |  | 1000000 | 974601 |
| &nbsp;&nbsp; Series 2024-NQM1, Class B1, 7.44%, 12/25/2068 <sup>(a)(h)</sup> |  | 2000000 | 1996293 |
| &nbsp;&nbsp; Series 2024-NQM2, Class B1, 7.84%, 06/25/2069 <sup>(a)(h)</sup> |  | 1500000 | 1529128 |
| &nbsp;&nbsp; Series 2024-RCF1, Class M1, 4.00%, 01/25/2054 <sup>(a)(l)</sup> |  | 1000000 | 949487 |
|  Radnor RE Ltd., Series 2021-1, Class M2, 7.51% (30 day avg SOFR US + 3.15%), 12/27/2033, (3.15% Floor) <sup>(a)</sup> |  | 1180455 | 1186597 |
| RALI Trust | RALI Trust | RALI Trust | RALI Trust |
| &nbsp;&nbsp; Series 2006-QO7, Class 2A1, 5.00% (MTA + 0.85%), 09/25/2046, (0.85% Floor) |  | 4672923 | 4262290 |
| &nbsp;&nbsp; Series 2006-QS14, Class A30, 25.71% (-13 x 1 mo. Term SOFR + 79.76%), 11/25/2036, (0.00% Floor), (81.25% Cap) <sup>(k)</sup> |  | 39732 | 76974 |
| &nbsp;&nbsp; Series 2006-QS3, Class 1A10, 6.00%, 03/25/2036 |  | 1232088 | 1075890 |
| &nbsp;&nbsp; Series 2007-QO3, Class A1, 4.59% (1 mo. Term SOFR + 0.43%), 03/25/2047, (0.32% Floor) |  | 983044 | 883044 |
|  RCKT Mortgage Trust, Series 2024-CES3, Class M2, 7.01%, 05/25/2044 <sup>(a)(h)</sup> |  | 2000000 | 2044084 |
|  RFMSI Trust, Series 2007-S3, Class 1A5, 5.50%, 03/25/2037 |  | 1040944 | 743293 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2024-NQM2, Class B1, 6.61%, 09/25/2064 <sup>(a)(h)</sup> |  | 500000 | 499663 |
| &nbsp;&nbsp; Series 2024-RTL1, Class M1, 9.30%, 03/25/2039 <sup>(a)(h)</sup> |  | 2500000 | 2506881 |
|  Santander Holdings USA, Inc., Series 2023-MTG1, Class M1, 8.51% (30 day avg SOFR US + 4.15%), 02/26/2052, (2.50% Floor) <sup>(a)</sup> |  | 4589653 | 4999062 |
| Securitized Asset Backed Receivables LLC Trust | 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, 4.57% (1 mo. Term SOFR + 0.41%), 09/25/2036, (0.30% Floor) |  | 4892641 | 1563378 |
| &nbsp;&nbsp; Series 2007-NC1, Class A2B, 4.57% (1 mo. Term SOFR + 0.41%), 12/25/2036, (0.30% Floor) |  | 3010476 | 1455057 |
|  STAR Trust, Series 2022-SFR3, Class E2, 7.85% (1 mo. Term SOFR + 3.70%), 05/17/2039, (3.70% Floor) <sup>(a)</sup> |  | 3750000 | 3757505 |
|  Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2, 4.26%, 11/25/2055 <sup>(a)</sup> |  | 400000 | 351421 |
|  Toorak Mortgage Trust, Series 2024-RRTL1, Class M1, 9.16%, 02/25/2039 <sup>(a)(h)</sup> |  | 1500000 | 1511706 |
|  Towd Point Mortgage Trust, Series 2024-CES1, Class M2, 6.86%, 01/25/2064 <sup>(a)(h)</sup> |  | 1000000 | 1004477 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2022-1, Class B1, 4.01%, 01/25/2067 <sup>(a)(h)</sup> |  | 360000 | 281742 |
| &nbsp;&nbsp; Series 2022-1, Class B2, 3.98%, 01/25/2067 <sup>(a)(h)</sup> |  | 2199000 | 1606393 |
| &nbsp;&nbsp; Series 2022-2, Class B2, 4.26%, 02/25/2067 <sup>(a)(h)</sup> |  | 1500000 | 1132270 |
| &nbsp;&nbsp; Series 2023-2, Class B1, 7.44%, 03/25/2068 <sup>(a)(h)</sup> |  | 1000000 | 992266 |
| &nbsp;&nbsp; Series 2023-4, Class B1, 8.06%, 05/25/2068 <sup>(a)(h)</sup> |  | 2000000 | 1993685 |
| &nbsp;&nbsp; Series 2023-INV2, Class A3, 7.08%, 08/25/2068 <sup>(a)(l)</sup> |  | 72575 | 72914 |
| &nbsp;&nbsp; Series 2023-INV2, Class B1, 8.04%, 08/25/2068 <sup>(a)(h)</sup> |  | 100000 | 100381 |
| &nbsp;&nbsp; Series 2023-INV2, Class M1, 7.35%, 08/25/2068 <sup>(a)(h)</sup> |  | 121000 | 121437 |
| &nbsp;&nbsp; Series 2024-1, Class B1, 7.91%, 01/25/2069 <sup>(a)(h)</sup> |  | 500000 | 505596 |
| &nbsp;&nbsp; Series 2024-2, Class B1, 7.86%, 02/25/2069 <sup>(a)(h)</sup> |  | 1000000 | 1012381 |
| &nbsp;&nbsp; Series 2024-INV1, Class B1, 8.09%, 03/25/2069 <sup>(a)(h)</sup> |  | 1000000 | 1016753 |
|  Vista Point Securitization Trust, Series 2024-CES3, Class B1, 7.83%, 01/25/2055 <sup>(a)(h)</sup> |  | 500000 | 506522 |
| Washington Mutual Mortgage Pass-Through Certificates Trust | 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, 4.20%, 02/25/2037 <sup>(h)</sup> |  | 4333342 | 3949045 |
| &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.99%, 03/25/2037 <sup>(h)</sup> |  | 4022322 | 3639117 |
| &nbsp;&nbsp; Series 2007-HY5, Class 1A1, 4.15%, 05/25/2037 <sup>(h)</sup> |  | 1485878 | 1341802 |
| &nbsp;&nbsp; Series 2007-HY5, Class 3A1, 3.88%, 05/25/2037 <sup>(h)</sup> |  | 516261 | 470379 |
| Wells Fargo Mortgage Backed Securities Trust | 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, 6.33%, 03/25/2036 <sup>(h)</sup> |  | 722843 | 705500 |
| &nbsp;&nbsp; Series 2006-AR12, Class 2A1, 6.17%, 09/25/2036 <sup>(h)</sup> |  | 536370 | 490961 |
| Western Alliance Bancorp | Western Alliance Bancorp | Western Alliance Bancorp | Western Alliance Bancorp |
| &nbsp;&nbsp; Series 2021-CL2, Class M3, 8.46% (30 day avg SOFR US + 4.10%), 07/25/2059, (0.00% Floor) <sup>(a)</sup> |  | 851626 | 891325 |
| &nbsp;&nbsp; Series 2021-CL2, Class M4, 9.71% (30 day avg SOFR US + 5.35%), 07/25/2059, (0.00% Floor) <sup>(a)</sup> |  | 1464518 | 1590156 |
|  |  |  | 232420460 |
| **TOTAL SECURITIZED CREDIT** (Cost $361,009,823) | **TOTAL SECURITIZED CREDIT** (Cost $361,009,823) | **TOTAL SECURITIZED CREDIT** (Cost $361,009,823) | 311965672 |
| **COMMON STOCKS - 8.7%** |  | **Shares** | **Value**  |
| **Airports - 0.4%** | **Airports - 0.4%** | **Airports - 0.4%** |  |
| Aeroports de Paris SA |  | 4929 | 652993 |
| Airports of Thailand PCL |  | 579286 | 724535 |
| Grupo Aeroportuario del Pacifico SAB de CV - Class B |  | 47916 | 1128519 |
| Japan Airport Terminal Co. Ltd. <sup>(b)</sup> |  | 23398 | 745673 |
|  |  |  | 3251720 |
| **Circular Economy - 0.0%<sup>(m)</sup>** | **Circular Economy - 0.0%<sup>(m)</sup>** | **Circular Economy - 0.0%<sup>(m)</sup>** |  |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP |  | 1872 | 46485 |
| Hera SpA |  | 15170 | 68304 |
| Orizon Valorizacao de Residuos SA <sup>(n)</sup> |  | 6426 | 67239 |
| Waste Management, Inc. <sup>(b)</sup> |  | 371 | 81928 |
|  |  |  | 263956 |
| **Clean Technology - 0.0%<sup>(m)</sup>** | **Clean Technology - 0.0%<sup>(m)</sup>** | **Clean Technology - 0.0%<sup>(m)</sup>** |  |
| Itron, Inc. <sup>(b)(n)</sup> |  | 552 | 68757 |
| Trane Technologies PLC <sup>(b)</sup> |  | 185 | 78063 |
|  |  |  | 146820 |
| **Data Centers - 0.0%<sup>(m)</sup>** | **Data Centers - 0.0%<sup>(m)</sup>** | **Data Centers - 0.0%<sup>(m)</sup>** |  |
| Digital Realty Trust, Inc. <sup>(b)</sup> |  | 230 | 39762 |
| Equinix, Inc. <sup>(b)</sup> |  | 83 | 65009 |
|  |  |  | 104771 |
| **Diversified - 0.0%<sup>(m)</sup>** | **Diversified - 0.0%<sup>(m)</sup>** | **Diversified - 0.0%<sup>(m)</sup>** |  |
| American Assets Trust, Inc. |  | 981 | 19934 |
| CapitaLand Integrated Commercial Trust |  | 13617 | 24183 |
| CapitaLand Investment Ltd. |  | 4830 | 10087 |
| Kennedy-Wilson, Inc. |  | 593 | 4934 |
| Stockland <sup>(b)</sup> |  | 4070 | 16460 |
| Sun Hung Kai Properties Ltd. |  | 1769 | 21160 |
|  |  |  | 96758 |
| **Electricity Infrastructure - 0.1%** | **Electricity Infrastructure - 0.1%** | **Electricity Infrastructure - 0.1%** |  |
| Constellation Energy Corp. |  | 246 | 80951 |
| EDP Renovaveis SA |  | 3853 | 50923 |
| Grenergy Renovables SA <sup>(n)</sup> |  | 757 | 57450 |
| SSE PLC <sup>(b)</sup> |  | 6017 | 141133 |
|  |  |  | 330457 |
| **Electricity Transmission & Distribution - 0.5%** | **Electricity Transmission & Distribution - 0.5%** | **Electricity Transmission & Distribution - 0.5%** |  |
| CenterPoint Energy, Inc. <sup>(b)</sup> |  | 26544 | 1029907 |
| PG&E Corp. <sup>(b)</sup> |  | 88200 | 1330056 |
| Sempra |  | 15414 | 1386952 |
|  |  |  | 3746915 |
| **Gas Utilities - 0.2%** | **Gas Utilities - 0.2%** | **Gas Utilities - 0.2%** |  |
| Italgas SpA <sup>(b)</sup> |  | 70158 | 646284 |
| NiSource, Inc. <sup>(b)</sup> |  | 18235 | 789575 |
|  |  |  | 1435859 |
| **Gathering & Processing - 0.4%** | **Gathering & Processing - 0.4%** | **Gathering & Processing - 0.4%** |  |
| MPLX LP <sup>(b)</sup> |  | 34910 | 1743755 |
| ONEOK, Inc. <sup>(b)</sup> |  | 23820 | 1738145 |
|  |  |  | 3481900 |
| **Health Care - 0.0%<sup>(m)</sup>** | **Health Care - 0.0%<sup>(m)</sup>** | **Health Care - 0.0%<sup>(m)</sup>** |  |
| American Healthcare REIT, Inc. <sup>(b)</sup> |  | 610 | 25626 |
| Omega Healthcare Investors, Inc. |  | 628 | 26514 |
| Parkway Life Real Estate Investment Trust |  | 3349 | 10703 |
| Ventas, Inc. |  | 239 | 16728 |
| Welltower, Inc. <sup>(b)</sup> |  | 441 | 78560 |
|  |  |  | 158131 |
| **Hotel - 0.0%<sup>(m)</sup>** | **Hotel - 0.0%<sup>(m)</sup>** | **Hotel - 0.0%<sup>(m)</sup>** |  |
| Invincible Investment Corp. |  | 24 | 10944 |
| **Industrial - 0.0%<sup>(m)</sup>** | **Industrial - 0.0%<sup>(m)</sup>** | **Industrial - 0.0%<sup>(m)</sup>** |  |
| CTP NV <sup>(a)(b)</sup> |  | 447 | 9975 |
| First Industrial Realty Trust, Inc. |  | 600 | 30882 |
| Goodman Group |  | 1085 | 23513 |
| LaSalle Logiport REIT <sup>(b)</sup> |  | 11 | 10672 |
| LXP Industrial Trust <sup>(b)</sup> |  | 1050 | 9408 |
| Prologis, Inc. <sup>(b)</sup> |  | 350 | 40082 |
| Tritax Big Box REIT PLC |  | 16448 | 32060 |
| Warehouses De Pauw CVA |  | 929 | 23290 |
|  |  |  | 179882 |
| **Integrated Utilities/Renewables - 1.1%** | **Integrated Utilities/Renewables - 1.1%** | **Integrated Utilities/Renewables - 1.1%** |  |
| Chubu Electric Power Co., Inc. |  | 40946 | 568659 |
| Duke Energy Corp. <sup>(b)</sup> |  | 12775 | 1580906 |
| Entergy Corp. <sup>(b)</sup> |  | 14859 | 1384710 |
| Evergy, Inc. <sup>(b)</sup> |  | 19291 | 1466502 |
| IDACORP, Inc. <sup>(b)</sup> |  | 4076 | 538643 |
| NextEra Energy, Inc. <sup>(b)</sup> |  | 38602 | 2914065 |
|  |  |  | 8453485 |
| **Midstream - 2.0%** | **Midstream - 2.0%** | **Midstream - 2.0%** |  |
| APA Group <sup>(b)</sup> |  | 122255 | 717715 |
| Cheniere Energy, Inc. <sup>(b)</sup> |  | 17251 | 4053640 |
| Enbridge, Inc. |  | 13101 | 660934 |
| Targa Resources Corp. <sup>(b)</sup> |  | 20882 | 3498570 |
| TC Energy Corp. <sup>(b)</sup> |  | 32915 | 1790905 |
| TC Energy Corp. <sup>(b)</sup> |  | 20687 | 1124801 |
| Williams Cos., Inc. <sup>(b)</sup> |  | 72054 | 4564621 |
|  |  |  | 16411186 |
| **Net Lease - 0.0%<sup>(m)</sup>** | **Net Lease - 0.0%<sup>(m)</sup>** | **Net Lease - 0.0%<sup>(m)</sup>** |  |
| Broadstone Net Lease, Inc. |  | 794 | 14189 |
| EPR Properties |  | 712 | 41303 |
| Essential Properties Realty Trust, Inc. <sup>(b)</sup> |  | 963 | 28659 |
| NETSTREIT Corp. |  | 580 | 10475 |
| VICI Properties, Inc. <sup>(b)</sup> |  | 884 | 28827 |
|  |  |  | 123453 |
| **Office - 0.0%<sup>(m)</sup>** | **Office - 0.0%<sup>(m)</sup>** | **Office - 0.0%<sup>(m)</sup>** |  |
| COPT Defense Properties |  | 679 | 19732 |
| Highwoods Properties, Inc. |  | 976 | 31056 |
| Hongkong Land Holdings Ltd. |  | 2105 | 13325 |
| KDX Realty Investment Corp. <sup>(b)</sup> |  | 10 | 11392 |
| Kilroy Realty Corp. |  | 114 | 4816 |
| Mitsui Fudosan Co. Ltd. <sup>(b)</sup> |  | 4613 | 50218 |
| Nippon Building Fund, Inc. |  | 6 | 5662 |
| Piedmont Office Realty Trust, Inc. - Class A |  | 2242 | 20178 |
| Vornado Realty Trust |  | 489 | 19819 |
|  |  |  | 176198 |
| **Pipeline Transportation / Natural Gas - 0.8%** | **Pipeline Transportation / Natural Gas - 0.8%** | **Pipeline Transportation / Natural Gas - 0.8%** |  |
| DT Midstream, Inc. |  | 16349 | 1848418 |
| Energy Transfer LP <sup>(b)</sup> |  | 149348 | 2562812 |
| Enterprise Products Partners LP <sup>(b)</sup> |  | 56386 | 1763190 |
|  |  |  | 6174420 |
| **Pipeline Transportation / Petroleum - 0.5%** | **Pipeline Transportation / Petroleum - 0.5%** | **Pipeline Transportation / Petroleum - 0.5%** |  |
| Enbridge, Inc. <sup>(b)</sup> |  | 53742 | 2711821 |
| Plains All American Pipeline LP <sup>(b)</sup> |  | 50481 | 861206 |
|  |  |  | 3573027 |
| **Ports - 0.1%** | **Ports - 0.1%** | **Ports - 0.1%** |  |
| International Container Terminal Services, Inc. |  | 99047 | 803262 |
| **Rail - 0.6%** | **Rail - 0.6%** | **Rail - 0.6%** |  |
| Canadian Pacific Kansas City Ltd. <sup>(b)</sup> |  | 14704 | 1095114 |
| CSX Corp. |  | 24105 | 855968 |
| East Japan Railway Co. <sup>(b)</sup> |  | 35128 | 859190 |
| Union Pacific Corp. <sup>(b)</sup> |  | 7937 | 1876069 |
|  |  |  | 4686341 |
| **Real Estate - 0.4%** | **Real Estate - 0.4%** | **Real Estate - 0.4%** |  |
| Arbor Realty Trust, Inc. |  | 5023 | 61331 |
| Five Point Holdings LLC - Class A <sup>(n)</sup> |  | 825 | 5057 |
| Global Net Lease, Inc. |  | 71214 | 1658574 |
| Ladder Capital Finance Corp. |  | 3546 | 38687 |
| RLJ Lodging Trust |  | 21699 | 547466 |
| Service Properties Trust |  | 156426 | 423915 |
| SL Green Realty Corp. |  | 767 | 45874 |
| Starwood Property Trust, Inc. |  | 2993 | 57974 |
|  |  |  | 2838878 |
| **Renewable Power & Infrastructure - 0.7%** | **Renewable Power & Infrastructure - 0.7%** | **Renewable Power & Infrastructure - 0.7%** |  |
| Boralex, Inc. - Class A <sup>(b)</sup> |  | 1785 | 34848 |
| E.ON SE <sup>(b)</sup> |  | 4307 | 81125 |
| Enel SpA <sup>(b)</sup> |  | 10922 | 103503 |
| Equatorial Energia SA |  | 147455 | 1022331 |
| First Solar, Inc. <sup>(n)</sup> |  | 264 | 58220 |
| Fortis, Inc. <sup>(b)</sup> |  | 922 | 46766 |
| Iberdrola SA <sup>(b)</sup> |  | 6875 | 130140 |
| National Grid PLC <sup>(b)</sup> |  | 111078 | 1596043 |
| Public Service Enterprise Group, Inc. <sup>(b)</sup> |  | 1096 | 91472 |
| Xcel Energy, Inc. <sup>(b)</sup> |  | 25133 | 2026976 |
|  |  |  | 5191424 |
| **Residential - 0.0%<sup>(m)</sup>** | **Residential - 0.0%<sup>(m)</sup>** | **Residential - 0.0%<sup>(m)</sup>** |  |
| AvalonBay Communities, Inc. <sup>(b)</sup> |  | 303 | 58530 |
| Canadian Apartment Properties REIT <sup>(b)</sup> |  | 69 | 2018 |
| Comforia Residential REIT, Inc. <sup>(b)</sup> |  | 3 | 6594 |
| Fastighets AB Balder <sup>(n)</sup> |  | 2881 | 20644 |
| Kojamo Oyj <sup>(n)</sup> |  | 1226 | 15617 |
| Mid-America Apartment Communities, Inc. |  | 157 | 21938 |
| Sun Communities, Inc. <sup>(b)</sup> |  | 50 | 6450 |
| Vonovia SE <sup>(b)</sup> |  | 341 | 10657 |
|  |  |  | 142448 |
| **Retail - 0.0%<sup>(m)</sup>** | **Retail - 0.0%<sup>(m)</sup>** | **Retail - 0.0%<sup>(m)</sup>** |  |
| Brixmor Property Group, Inc. <sup>(b)</sup> |  | 1040 | 28787 |
| Curbline Properties Corp. <sup>(b)</sup> |  | 701 | 15632 |
| Eurocommercial Properties NV <sup>(b)</sup> |  | 417 | 13089 |
| Hang Lung Properties Ltd. |  | 9971 | 11169 |
| Macerich Co. |  | 804 | 14633 |
| Scentre Group |  | 9852 | 26575 |
| Simon Property Group, Inc. <sup>(b)</sup> |  | 126 | 23646 |
| Wharf Real Estate Investment Company Ltd. |  | 1712 | 5055 |
|  |  |  | 138586 |
| **Self Storage - 0.0%<sup>(m)</sup>** | **Self Storage - 0.0%<sup>(m)</sup>** | **Self Storage - 0.0%<sup>(m)</sup>** |  |
| Big Yellow Group PLC <sup>(b)</sup> |  | 864 | 11321 |
| Extra Space Storage, Inc. <sup>(b)</sup> |  | 395 | 55671 |
| Smartstop Self Storage REIT, Inc. <sup>(b)</sup> |  | 233 | 8770 |
|  |  |  | 75762 |
| **Specialty - 0.0%<sup>(m)</sup>** | **Specialty - 0.0%<sup>(m)</sup>** | **Specialty - 0.0%<sup>(m)</sup>** |  |
| Lamar Advertising Co. - Class A |  | 163 | 19955 |
| **Sustainable Solutions - 0.0%<sup>(m)</sup>** | **Sustainable Solutions - 0.0%<sup>(m)</sup>** | **Sustainable Solutions - 0.0%<sup>(m)</sup>** |  |
| GE Vernova, Inc. <sup>(b)</sup> |  | 91 | 55956 |
| NEXTracker, Inc. - Class A <sup>(n)</sup> |  | 699 | 51719 |
| Schneider Electric SE <sup>(b)</sup> |  | 336 | 94575 |
|  |  |  | 202250 |
| **Toll Roads - 0.2%** | **Toll Roads - 0.2%** | **Toll Roads - 0.2%** |  |
| Getlink SE <sup>(b)</sup> |  | 46250 | 852827 |
| Transurban Group <sup>(b)</sup> |  | 99611 | 908836 |
|  |  |  | 1761663 |
| **Towers - 0.3%** | **Towers - 0.3%** | **Towers - 0.3%** |  |
| American Tower Corp. <sup>(b)</sup> |  | 1759 | 338291 |
| Cellnex Telecom SA <sup>(a)(b)</sup> |  | 16743 | 579936 |
| Crown Castle, Inc. <sup>(b)</sup> |  | 16489 | 1591023 |
| Uniti Group, Inc. <sup>(n)</sup> |  | 32074 | 196293 |
|  |  |  | 2705543 |
| **Utility - 0.2%** | **Utility - 0.2%** | **Utility - 0.2%** |  |
| Pennon Group PLC <sup>(b)</sup> |  | 282527 | 1782259 |
| **Water - 0.2%** | **Water - 0.2%** | **Water - 0.2%** |  |
| American Water Works Co., Inc. <sup>(b)</sup> |  | 5599 | 779325 |
| Guangdong Investment Ltd. |  | 670786 | 609675 |
|  |  |  | 1389000 |
| **Water & Waste Infrastructure - 0.0%<sup>(m)</sup>** | **Water & Waste Infrastructure - 0.0%<sup>(m)</sup>** | **Water & Waste Infrastructure - 0.0%<sup>(m)</sup>** |  |
| Republic Services, Inc. <sup>(b)</sup> |  | 251 | 57599 |
| Severn Trent PLC <sup>(b)</sup> |  | 1352 | 47140 |
| Waste Connections, Inc. <sup>(b)</sup> |  | 521 | 91591 |
| Xylem, Inc. <sup>(b)</sup> |  | 339 | 50003 |
|  |  |  | 246333 |
| **TOTAL COMMON STOCKS** (Cost $62,997,058) | **TOTAL COMMON STOCKS** (Cost $62,997,058) | **TOTAL COMMON STOCKS** (Cost $62,997,058) | 70103586 |
| **TERM LOANS - 7.2%** | **TERM LOANS - 7.2%** | **Par** | **Value**  |
|  Apro LLC, First Lien, 7.94% (3 mo. Term SOFR + 3.75%), 07/09/2031 |  | 1980000 | 1974555 |
|  Cablevision Lightpath LLC, 7.36% (1 mo. Term SOFR + 3.00%), 11/30/2027 |  | 5950667 | 5959355 |
|  Cogeco Communications USA II LP, First Lien, 7.61% (1 mo. Term SOFR + 3.25%), 09/30/2030 |  | 1570000 | 1566279 |
|  Cornerstone Generation LLC, First Lien, 7.48% (1 mo. Term SOFR + 3.25%), 10/28/2031 |  | 1500000 | 1509375 |
|  Directv Financing LLC, 9.81% (1 mo. Term SOFR + 5.50%), 02/18/2031 |  | 9050000 | 8835063 |
|  Edgewater Generation LLC, First Lien, 7.32% (1 mo. Term SOFR + 3.00%), 08/01/2030 |  | 955357 | 956551 |
|  EPIC Crude Services LP, 6.83% (3 mo. Term SOFR + 2.50%), 10/15/2031 |  | 3723333 | 3723333 |
|  Greystar Real Estate Partners LLC, 6.81% (1 mo. Term SOFR + 2.50%), 08/21/2030 |  | 3401973 | 3401973 |
|  Herschend Entertainment Co. LLC, First Lien, 7.57% (1 mo. Term SOFR + 3.25%), 05/27/2032 |  | 498750 | 500102 |
|  Jack Ohio Finance LLC, First Lien, 8.32% (1 mo. Term SOFR + 4.00%), 01/30/2032 |  | 5972500 | 5918748 |
|  Kestrel Acquisition LLC, 7.80% (3 mo. Term SOFR + 3.50%), 11/06/2031 |  | 1464987 | 1466511 |
| Lumen Technologies, Inc. First Lien | Lumen Technologies, Inc. First Lien | Lumen Technologies, Inc. First Lien | Lumen Technologies, Inc. First Lien |
| &nbsp;&nbsp; 6.78% (1 mo. Term SOFR + 2.35%), 04/16/2029 |  | 1250685 | 1241480 |
| &nbsp;&nbsp; 6.78% (1 mo. Term SOFR + 2.35%), 04/15/2030 |  | 1250685 | 1241480 |
|  OEG Borrower LLC, 7.64% (3 mo. Term SOFR + 3.50%), 06/30/2031 |  | 1488750 | 1492472 |
|  Third Coast Infrastructure LLC, 8.10% (1 mo. Term SOFR + 3.75%), 09/25/2030 |  | 2962500 | 2969906 |
|  Vistra Energy Corp., 0.00%, 10/31/2025 <sup>(e)(o)</sup> |  | 25848 | 317 |
|  WideOpenWest Finance LLC, First Lien, 11.50% (3 mo. Term SOFR + 7.00%), 12/11/2028 |  | 14487437 | 14770377 |
| **TOTAL TERM LOANS** (Cost $57,055,546) | **TOTAL TERM LOANS** (Cost $57,055,546) | **TOTAL TERM LOANS** (Cost $57,055,546) | 57527877 |
| **EXCHANGE TRADED FUNDS - 2.2%** |  | **Shares** | **Value**  |
| Goldman Sachs Access Treasury 0-1 Year ETF |  | 35269 | 3535012 |
| iShares 0-3 Month Treasury Bond ETF |  | 70200 | 7069140 |
| iShares Short Treasury Bond ETF |  | 63969 | 7067935 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $17,642,744) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $17,642,744) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $17,642,744) | 17672087 |
| **PREFERRED STOCKS - 1.5%** |  | **Shares** | **Value**  |
| **Diversified - 0.0%<sup>(m)</sup>** | **Diversified - 0.0%<sup>(m)</sup>** | **Diversified - 0.0%<sup>(m)</sup>** |  |
|  Armada Hoffler Properties, Inc., Series A, 6.75%, Perpetual |  | 2682 | 59084 |
| **Electricity Infrastructure - 0.0%<sup>(m)</sup>** | **Electricity Infrastructure - 0.0%<sup>(m)</sup>** | **Electricity Infrastructure - 0.0%<sup>(m)</sup>** |  |
|  Cia Paranaense de Energia - Copel, 0.00% |  | 21035 | 51103 |
| **Hotel - 0.0%<sup>(m)</sup>** | **Hotel - 0.0%<sup>(m)</sup>** | **Hotel - 0.0%<sup>(m)</sup>** |  |
|  Chatham Lodging Trust, Series A, 6.63%, Perpetual |  | 1868 | 39340 |
| **Office - 0.0%<sup>(m)</sup>** | **Office - 0.0%<sup>(m)</sup>** | **Office - 0.0%<sup>(m)</sup>** |  |
|  City Office REIT, Inc., Series A, 6.63%, Perpetual |  | 1587 | 39992 |
|  SL Green Realty Corp., Series I, 6.50%, Perpetual |  | 8870 | 194963 |
|  |  |  | 234955 |
| **Oil Gas Transportation & Distribution - 0.1%** | **Oil Gas Transportation & Distribution - 0.1%** | **Oil Gas Transportation & Distribution - 0.1%** |  |
|  Global Partners LP, Series B, 9.50%, Perpetual <sup>(n)</sup> |  | 32100 | 827008 |
| **Real Estate - 0.9%** | **Real Estate - 0.9%** | **Real Estate - 0.9%** |  |
| Arbor Realty Trust, Inc. |  | – | $– |
| &nbsp;&nbsp; Series E, 6.25%, Perpetual |  | 3232 | 59113 |
| &nbsp;&nbsp; Series F, 6.25% to 10/12/2026 then 3 mo. Term SOFR + 5.44%, Perpetual |  | 4373 | 98830 |
|  EPR Properties, Series E, 9.00%, Perpetual <sup>(n)</sup> |  | 168071 | 5304321 |
|  Kimco Realty Corp., Series N, 7.25%, Perpetual |  | 32735 | 1948714 |
|  Vornado Realty Trust, Series O, 4.45%, Perpetual |  | 13326 | 199224 |
|  |  |  | 7610202 |
| **Retail - 0.0%<sup>(m)</sup>** | **Retail - 0.0%<sup>(m)</sup>** | **Retail - 0.0%<sup>(m)</sup>** |  |
|  CTO Realty Growth, Inc., Series A, 6.38%, Perpetual |  | 1842 | 39235 |
| **Telecommunication Services - 0.2%** | **Telecommunication Services - 0.2%** | **Telecommunication Services - 0.2%** |  |
|  DigitalBridge Group, Inc., Series H, 7.13%, Perpetual |  | 9708 | 216974 |
|  Liberty Broadband Corp., Series A, 7.00%, Perpetual <sup>(n)</sup> |  | 41071 | 1021025 |
|  |  |  | 1237999 |
| **Utility - 0.3%** | **Utility - 0.3%** | **Utility - 0.3%** |  |
|  SCE Trust V, Series K, 5.45% to 03/15/2026 then 3 mo. Term SOFR + 4.05%, Perpetual <sup>(b)(n)</sup> |  | 92789 | 2194460 |
| **TOTAL PREFERRED STOCKS** (Cost $11,714,759) | **TOTAL PREFERRED STOCKS** (Cost $11,714,759) | **TOTAL PREFERRED STOCKS** (Cost $11,714,759) | 12293386 |
| **MUNICIPAL BONDS - 0.9%** | **MUNICIPAL BONDS - 0.9%** | **Par** | **Value**  |
| **Alabama - 0.1%** | **Alabama - 0.1%** | **Alabama - 0.1%** | **Alabama - 0.1%** |
|  Homewood Educational Building Authority, 7.42%, 10/01/2044 (Obligor: CHF Horizons II LLC) |  | 150000 | 155393 |
|  Troy Industrial Development Board, 5.00%, 11/01/2041 |  | 125000 | 108599 |
|  |  |  | 263992 |
| **Arizona - 0.0%<sup>(m)</sup>** | **Arizona - 0.0%<sup>(m)</sup>** | **Arizona - 0.0%<sup>(m)</sup>** | **Arizona - 0.0%<sup>(m)</sup>** |
|  Maricopa County Industrial Development Authority, 7.38%, 10/01/2029 (Obligor: Grand Canyon University) <sup>(a)</sup> |  | 100000 | 104884 |
| **California - 0.1%** | **California - 0.1%** | **California - 0.1%** | **California - 0.1%** |
|  California Statewide Communities Development Authority, 7.14%, 08/15/2047 (Obligor: Enloe Med Ctr Oblig Group) |  | 100000 | 105769 |
|  Golden State Tobacco Securitization Corp., 3.85%, 06/01/2050 |  | 180000 | 164003 |
|  |  |  | 269772 |
| **Colorado - 0.0%<sup>(m)</sup>** | **Colorado - 0.0%<sup>(m)</sup>** | **Colorado - 0.0%<sup>(m)</sup>** | **Colorado - 0.0%<sup>(m)</sup>** |
| Colorado Health Facilities Authority | Colorado Health Facilities Authority | Colorado Health Facilities Authority | Colorado Health Facilities Authority |
| &nbsp;&nbsp; 2.80%, 12/01/2026 (Obligor: Covenant Living Cmnty Obl) |  | 100000 | 98266 |
| &nbsp;&nbsp; 4.48%, 12/01/2040 (Obligor: Covenant Living Community) |  | 120000 | 102401 |
|  |  |  | 200667 |
| **Delaware - 0.0%<sup>(m)</sup>** | **Delaware - 0.0%<sup>(m)</sup>** | **Delaware - 0.0%<sup>(m)</sup>** | **Delaware - 0.0%<sup>(m)</sup>** |
|  Delaware State Economic Development Authority, 8.00%, 07/01/2030 (Obligor: Academia Antonia Alonso I) <sup>(a)</sup> |  | 100000 | 100898 |
| **Florida - 0.1%** | **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 | 215275 |
|  Capital Trust Authority, 6.70%, 06/15/2028 (Obligor: St Johns Classical Academy) <sup>(a)</sup> |  | 105000 | 105971 |
|  City of Miami Gardens FL, 7.00%, 06/01/2040 |  | 50000 | 57367 |
|  |  |  | 378613 |
| **Illinois - 0.1%** | **Illinois - 0.1%** | **Illinois - 0.1%** | **Illinois - 0.1%** |
|  Illinois Finance Authority, 8.25%, 09/01/2039 (Obligor: Illinois Inst Of Tech) <sup>(a)</sup> |  | 300000 | 301075 |
|  Illinois Municipal Electric Agency, 7.29%, 02/01/2035 |  | 75000 | 78973 |
| Northern Illinois Municipal Power Agency | Northern Illinois Municipal Power Agency | Northern Illinois Municipal Power Agency | Northern Illinois Municipal Power Agency |
| &nbsp;&nbsp; 6.86%, 01/01/2039 |  | 240000 | 259159 |
| &nbsp;&nbsp; 7.82%, 01/01/2040 |  | 30000 | 35355 |
|  State of Illinois, 6.73%, 04/01/2035 |  | 46154 | 49040 |
|  Village of Oak Lawn IL, 5.43%, 12/01/2025 |  | 100000 | 99901 |
|  |  |  | 823503 |
| **Indiana - 0.0%<sup>(m)</sup>** | **Indiana - 0.0%<sup>(m)</sup>** | **Indiana - 0.0%<sup>(m)</sup>** | **Indiana - 0.0%<sup>(m)</sup>** |
|  Indiana Finance Authority, 5.93%, 07/01/2053 (Obligor: BPIU Partners LLC) |  | 125000 | 124664 |
| **Kentucky - 0.0%<sup>(m)</sup>** | **Kentucky - 0.0%<sup>(m)</sup>** | **Kentucky - 0.0%<sup>(m)</sup>** | **Kentucky - 0.0%<sup>(m)</sup>** |
|  Louisville/Jefferson County Metropolitan Government, 4.29%, 05/01/2045 (Obligor: Louisville/Jefferson Med) |  | 200000 | 155678 |
| **Montana - 0.0%<sup>(m)</sup>** | **Montana - 0.0%<sup>(m)</sup>** | **Montana - 0.0%<sup>(m)</sup>** | **Montana - 0.0%<sup>(m)</sup>** |
|  City of Kalispell MT, 6.75%, 05/15/2029 (Obligor: Immanuel Living Oblig Grp) |  | 200000 | 201032 |
| **Nebraska - 0.0%<sup>(m)</sup>** | **Nebraska - 0.0%<sup>(m)</sup>** | **Nebraska - 0.0%<sup>(m)</sup>** | **Nebraska - 0.0%<sup>(m)</sup>** |
|  Public Power Generation Agency, 7.24%, 01/01/2041 |  | 140000 | 153868 |
| **New Hampshire - 0.1%** | **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 | 288679 |
| **New Jersey - 0.0%<sup>(m)</sup>** | **New Jersey - 0.0%<sup>(m)</sup>** | **New Jersey - 0.0%<sup>(m)</sup>** | **New Jersey - 0.0%<sup>(m)</sup>** |
|  South Jersey Transportation Authority, 7.00%, 11/01/2038 |  | 75000 | 83113 |
| **New York - 0.1%** | **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) |  | 150000 | 147797 |
| New York City Industrial Development Agency | 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 | 151007 |
| &nbsp;&nbsp; 5.90%, 03/01/2046 (Obligor: NY Yankees Partnership) <sup>(a)</sup> |  | 125000 | 126278 |
|  New York State Dormitory Authority, 5.10%, 08/01/2034 (Obligor: Montefiore Obligated Grp) |  | 150000 | 138979 |
|  New York Transportation Development Corp., 6.97%, 06/30/2051 (Obligor: Elevated Accessibility) |  | 255000 | 253180 |
|  |  |  | 817241 |
| **Oklahoma - 0.3%** | **Oklahoma - 0.3%** | **Oklahoma - 0.3%** | **Oklahoma - 0.3%** |
|  Oklahoma Development Finance Authority, 5.45%, 08/15/2028 (Obligor: OU Medicine Obligated Group) |  | 2500000 | 2466008 |
|  Sallisaw Economic Authority, 6.26%, 02/01/2053 |  | 125000 | 127243 |
|  |  |  | 2593251 |
| **Oregon - 0.0%<sup>(m)</sup>** | **Oregon - 0.0%<sup>(m)</sup>** | **Oregon - 0.0%<sup>(m)</sup>** | **Oregon - 0.0%<sup>(m)</sup>** |
|  Port of Morrow OR, 3.25%, 12/01/2036 |  | 150000 | 126730 |
| **Texas - 0.0%<sup>(m)</sup>** | **Texas - 0.0%<sup>(m)</sup>** | **Texas - 0.0%<sup>(m)</sup>** | **Texas - 0.0%<sup>(m)</sup>** |
|  City of San Antonio TX Customer Facility Charge Revenue, 5.87%, 07/01/2045 |  | 100000 | 98005 |
| **Virginia - 0.0%<sup>(m)</sup>** | **Virginia - 0.0%<sup>(m)</sup>** | **Virginia - 0.0%<sup>(m)</sup>** | **Virginia - 0.0%<sup>(m)</sup>** |
|  Farmville Industrial Development Authority, 5.00%, 01/01/2034 (Obligor: Longwood Housing Foundation LLC) |  | 200000 | 185140 |
| **West Virginia - 0.0%<sup>(m)</sup>** | **West Virginia - 0.0%<sup>(m)</sup>** | **West Virginia - 0.0%<sup>(m)</sup>** | **West Virginia - 0.0%<sup>(m)</sup>** |
|  County of Ohio WV Special District Excise Tax Revenue, 8.25%, 03/01/2035 |  | 110000 | 118718 |
|  Tobacco Settlement Finance Authority, 4.01%, 06/01/2040 |  | 125000 | 102824 |
|  |  |  | 221542 |
| **Wisconsin - 0.0%<sup>(m)</sup>** | **Wisconsin - 0.0%<sup>(m)</sup>** | **Wisconsin - 0.0%<sup>(m)</sup>** | **Wisconsin - 0.0%<sup>(m)</sup>** |
|  Public Finance Authority, 6.00%, 06/01/2027 (Obligor: Lindenwood Education Sys) <sup>(a)</sup> |  | 200000 | 200877 |
| **TOTAL MUNICIPAL BONDS** (Cost $7,335,361) | **TOTAL MUNICIPAL BONDS** (Cost $7,335,361) | **TOTAL MUNICIPAL BONDS** (Cost $7,335,361) | 7392149 |
| **U.S. GOVERNMENT AGENCY ISSUES - 0.1%** | **U.S. GOVERNMENT AGENCY ISSUES - 0.1%** | **Par** | **Value**  |
| **U.S. Government Agency Collateralized Mortgage Obligations - 0.0%<sup>(m)</sup>** | **U.S. Government Agency Collateralized Mortgage Obligations - 0.0%<sup>(m)</sup>** | **U.S. Government Agency Collateralized Mortgage Obligations - 0.0%<sup>(m)</sup>** | **U.S. Government Agency Collateralized Mortgage Obligations - 0.0%<sup>(m)</sup>** |
|  Federal National Mortgage Association, Series 1997-79, Class PL, 6.85%, 12/18/2027 |  | 8572 | 8708 |
| **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%** | **U.S. Government Agency Pass-Through Certificates - 0.1%** |
| Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation | Federal Home Loan Mortgage Corporation |
| &nbsp;&nbsp; Pool C55167, 8.50%, 07/01/2031 |  | 19650 | 20166 |
| &nbsp;&nbsp; Pool C55169, 8.50%, 07/01/2031 |  | 30075 | 31446 |
| &nbsp;&nbsp; Pool C56878, 8.00%, 08/01/2031 |  | 25823 | 26868 |
| &nbsp;&nbsp; Pool C59641, 8.00%, 10/01/2031 |  | 21234 | 22083 |
| &nbsp;&nbsp; Pool C69047, 7.00%, 06/01/2032 |  | 96912 | 102276 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 255053, 7.50%, 12/01/2033 |  | 29695 | 31894 |
| &nbsp;&nbsp; Pool 545436, 9.00%, 10/01/2031 |  | 29322 | 31861 |
| &nbsp;&nbsp; Pool 545990, 7.50%, 04/01/2031 |  | 34818 | 35920 |
| &nbsp;&nbsp; Pool 636449, 8.50%, 04/01/2032 |  | 63509 | 68104 |
| &nbsp;&nbsp; Pool 645912, 7.00%, 06/01/2032 |  | 76983 | 81231 |
| &nbsp;&nbsp; Pool 645913, 7.00%, 06/01/2032 |  | 78938 | 82580 |
| &nbsp;&nbsp; Pool 650131, 7.00%, 07/01/2032 |  | 95872 | 101338 |
| &nbsp;&nbsp; Pool 735576, 7.50%, 11/01/2034 |  | 49158 | 52161 |
| &nbsp;&nbsp; Pool 735800, 8.00%, 01/01/2035 |  | 82875 | 89984 |
|  |  |  | 777912 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $748,991) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $748,991) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $748,991) | 786620 |
| **SHORT-TERM INVESTMENTS – 3.2%** | **SHORT-TERM INVESTMENTS – 3.2%** | **SHORT-TERM INVESTMENTS – 3.2%** | **SHORT-TERM INVESTMENTS – 3.2%** |
| **MONEY MARKET FUNDS - 3.2%** | **MONEY MARKET FUNDS - 3.2%** | **Shares** | **Value**  |
| First American Treasury Obligations Fund - Class X, 4.02% <sup>(p)</sup> |  | 25666601 | 25666601 |
| **TOTAL MONEY MARKET FUNDS** (Cost $25,666,601) | **TOTAL MONEY MARKET FUNDS** (Cost $25,666,601) | **TOTAL MONEY MARKET FUNDS** (Cost $25,666,601) | 25666601 |
| **TOTAL INVESTMENTS - 133.1% (**Cost $1,100,614,225**)** | **TOTAL INVESTMENTS - 133.1% (**Cost $1,100,614,225**)** | **TOTAL INVESTMENTS - 133.1% (**Cost $1,100,614,225**)** | 1070116851 |
| Liabilities in Excess of Other Assets - (33.1)% | Liabilities in Excess of Other Assets - (33.1)% | Liabilities in Excess of Other Assets - (33.1)% | (265867983) |
| **TOTAL NET ASSETS - 100.0%** |  |  | $804248868 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | 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. | Percentages are stated as a percent of net assets. | –% |

---

---

| |
|:---|
| CMBS - Commercial Mortgage-Backed Security |
| CMT - Constant Maturity Treasury |
| EURIBOR - Euro Interbank Offered Rate |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PCL - Public Company Limited |
| 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 September 30, 2025, the value of these securities total $561,258,892 or 69.8% of the Fund's net assets.

(b) All or a portion of security has been pledged as collateral for the Fund's credit facilities. The fair value of assets committed as collateral as of September 30, 2025 is $308,550,175.

(c) All or a portion of security has been pledged as collateral for reverse repurchase agreements. The fair value of assets committed as collateral as of September 30, 2025 is $80,145,817.

(d) Restricted security purchased in a private placement transaction in which resale to the public may require registration. As of September 30, 2025, the value of these securities total $28,694,221
 or 3.6% of the Fund's net assets.

(e) Zero coupon bonds make no periodic interest payments.

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

(g) Interest only security.

(h) 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 September 30, 2025.

(i) 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 $18,555,611 or 2.3% of net assets as of September 30, 2025.

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

(k) 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.

(l) Step coupon bond. The rate disclosed is as of September 30, 2025.

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

(n) Non-income producing security.

(o) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate
 disclosed is as of September 30, 2025.

(p) The rate shown represents the 7-day annualized yield as of September 30, 2025.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** | **<u>Forward Currency Contracts:</u>** |
| As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: | As of September 30, 2025, the following forward currency contracts were outstanding: |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| J.P. Morgan Securities, Inc. | 10/31/2025 | USD | 5615165 | EUR | 4750000 | $27259 |
| State Street Bank & Trust Co. | 11/06/2025 | USD | 3749259 | EUR | 3208658 | (26610) |
| State Street Bank & Trust Co. | 11/06/2025 | USD | 7040971 | GBP | 5263999 | (39831) |
| **Net Unrealized Depreciation** | **Net Unrealized Depreciation** | **Net Unrealized Depreciation** | **Net Unrealized Depreciation** | **Net Unrealized Depreciation** | **Net Unrealized Depreciation** | $(39182) |
| 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 September 30, 2025: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Credit | $– | $566708873 | $– | $566708873 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Securitized Credit | – | 293410061 | 18555611 | 311965672 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 56902661 | 13200925 | – | 70103586 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Term Loans | – | 57527877 | – | 57527877 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 17672087 | – | – | 17672087 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 12293386 | – | – | 12293386 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 7392149 | – | 7392149 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 786620 | – | 786620 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 25666601 | – | – | 25666601 |
| Total Investments | $112534735 | $939026505 | $18555611 | $1070116851 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | $– | $27259 | $– | $27259 |
| Total Other Financial Instruments | $– | $27259 | $– | $27259 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | $– | $(66441) | $– | $(66441) |
| Total Other Financial Instruments | $– | $(66441) | $– | $(66441) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1081594358.95

**Total Liabilities:** $277403091.92

**Net Assets:** $804191267.04

**Cash Not Reported:** $348879.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10171.163905000000 | **1-Year:** 11571.264292000000 | **5-Year:** 19935.035615000000 | **10-Year:** 21120.324598000000 | **30-Year:** 1046.284769000000

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

- **3-Month:** 117550.043386000000 | **1-Year:** 75117.993422000000 | **5-Year:** 45805.636543000000 | **10-Year:** 26027.449359000000 | **30-Year:** 13312.076127000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.09%               | 3.02%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-96539.64               | $-3473500.54                               |
| Month 2  | $561310.40               | $4626461.37                                |
| Month 3  | $952834.31               | $4413190.97                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CAPITAL PROJS FL FIN AUTH STUD       | Capital Projects Finance Authority/FL                                            | CUSIP: 140427CJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $215275.16    | 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      | $105970.57    | 0.01%             | 2028-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commerci       | CapitaLand Integrated Commercial Trust                                           | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     13617 | NS      | $24183.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 111 Wall St-senior 5.0% 12/31/24 PVT | 111 Wall St-senior 5.0% 12/31/24 PVT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9549981 | PA      | $9473581.24   | 1.18%             | 2026-01-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 125 WEST END                         | 125 WEST END                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3654003 | PA      | $1439677.03   | 0.18%             | 2026-03-12      | 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        |   9467598 | PA      | $3058034.27   | 0.38%             | 2026-06-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Canadian Pacific Kansas City L       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14704 | NS      | $1095113.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $653245.53    | 0.08%             | 2056-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2834932.27   | 0.35%             | 2029-09-15      | Fixed         | 6.12%                 | 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      | $128999.38    | 0.02%             | 2051-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                        | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1488024.56   | 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      | $1475382.25   | 0.18%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIAMI GARDENS FL COPS                | City of Miami Gardens FL                                                         | CUSIP: 593563AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57367.09     | 0.01%             | 2040-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit       | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       157 | NS      | $21937.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-State Trust                      | Mid-State Trust X                                                                | CUSIP: 59549RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608113 | PA      | $608840.18    | 0.08%             | 2036-02-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI             | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2745530.97   | 0.34%             | 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      | $2006521.27   | 0.25%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                  | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1724336.23   | 0.21%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc               | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      5023 | NS      | $61330.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC               | Arbor Realty Trust Inc                                                           | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      4373 | NS      | $98829.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC               | Arbor Realty Trust Inc                                                           | CUSIP: 038923868<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      3232 | NS      | $59113.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIE             | Armada Hoffler Properties Inc                                                    | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               | CORP              | US        |      2682 | NS      | $59084.46     | 0.01%             |  |  |  | No            |                  1 | 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      | $2954770.17   | 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        |   2596000 | PA      | $2538861.26   | 0.32%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc            | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       303 | NS      | $58530.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS 2021-AGW Mortgage Trust                                                    | CUSIP: 05493HAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3342906.80   | 0.42%             | 2036-06-15      | Floating      | 9.06%                 | 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      | $4414262.50   | 0.55%             | 2038-09-15      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun       | Bayview Financing INV Trust 2021-6F                                              | CUSIP: 07290CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960014 | PA      | $925024.86    | 0.12%             | 2027-12-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                     | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3166431.25   | 0.39%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                          | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4073000 | PA      | $4225499.88   | 0.53%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                     | Bellemeade Re Ltd                                                                | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1034561.10   | 0.13%             | 2034-08-25      | Floating      | 8.31%                 | 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        |   3439105 | PA      | $1153030.82   | 0.14%             | 2037-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans               | CHL Mortgage Pass-Through Trust 2007-18                                          | CUSIP: 12544JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149702 | PA      | $61605.41     | 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        |    147842 | PA      | $62713.46     | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  10093000 | PA      | $6509431.90   | 0.81%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  18284000 | PA      | $11889634.32  | 1.48%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust         | CSMC 2021-NQM1                                                                   | CUSIP: 126407AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $813886.70    | 0.10%             | 2065-05-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CSX Corp                             | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     24105 | NS      | $855968.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust         | CSMC 2021-NQM2                                                                   | CUSIP: 12662EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1177978.72   | 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      | $1013991.00   | 0.13%             | 2040-05-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2838285.98   | 0.35%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                     | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     16489 | NS      | $1591023.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH INC                | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               | CORP              | US        |      1842 | NS      | $39234.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp             | Curbline Properties Corp                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       701 | NS      | $15632.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                    | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       922 | NS      | $46765.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage       | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2471985.60   | 0.31%             | 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      | $100898.00    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13101 | NS      | $660933.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc             | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       230 | NS      | $39762.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC              | DigitalBridge Group Inc                                                          | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      9708 | NS      | $216973.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     53742 | NS      | $2711821.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $857335.88    | 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      | $9526074.60   | 1.18%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2085571.80   | 0.26%             | 2055-01-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512687.35    | 0.06%             | 2055-01-25      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Gold Pool                                                            | CUSIP: 31287VBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96912 | PA      | $102275.55    | 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        |     19650 | PA      | $20166.15     | 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        |     30075 | PA      | $31445.71     | 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        |     25823 | PA      | $26867.83     | 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        |     21234 | PA      | $22082.48     | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975930.60    | 0.12%             | 2054-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518834.30    | 0.06%             | 2054-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1067810.10   | 0.13%             | 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        |  25181346 | NS      | $25181345.51  | 3.13%             |  |  |  | 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        |   1019529 | PA      | $377353.76    | 0.05%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust        | First Industrial Realty Trust Inc                                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $30882.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                      | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       264 | NS      | $58219.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC              | Five Point Holdings LLC                                                          | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $5057.25      | 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        |   2300000 | PA      | $2333812.30   | 0.29%             | 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        |   4108000 | PA      | $3897473.63   | 0.48%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                   | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                    | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386994 | PA      | $2301863.91   | 0.29%             | 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      | $2226782.25   | 0.28%             | 2067-11-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249449.03    | 0.03%             | 2067-08-25      | Variable      | 5.73%                 | 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        |    317104 | PA      | $304320.52    | 0.04%             | 2036-02-25      | Floating      | 4.77%                 | 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        |    284052 | PA      | $272600.46    | 0.03%             | 2036-02-25      | Floating      | 4.77%                 | 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        |    211262 | PA      | $209443.22    | 0.03%             | 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        |    406977 | PA      | $404882.32    | 0.05%             | 2037-12-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust              | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5530491 | PA      | $1146621.29   | 0.14%             | 2037-01-25      | Floating      | 4.57%                 | 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        |   1668239 | PA      | $1482223.55   | 0.18%             | 2036-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                          | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411930 | PA      | $219067.30    | 0.03%             | 2036-06-25      | Floating      | 4.57%                 | 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      | $2049039.65   | 0.25%             | 2053-05-12      | Variable      | 2.57%                 | 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        |   1534648 | PA      | $1250177.77   | 0.16%             | 2062-05-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        91 | NS      | $55955.90     | 0.01%             |  |  |  | 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      | $4986535.78   | 0.62%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                 | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3128580.00   | 0.39%             | 2032-04-01      | Fixed         | 6.62%                 | 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      | $1465777.99   | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                 | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |     71214 | NS      | $1658574.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PARTNERS LP                   | Global Partners LP/MA                                                            | CUSIP: 37946R307<br>LEI: 549300PCHWTW9P4DU444 | Long             | EP               | CORP              | US        |     32100 | NS      | $827008.35    | 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      | $164003.22    | 0.02%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Access Treasury        | Goldman Sachs Access Treasury 0-1 Year ETF                                       | CUSIP: 381430529<br>LEI: 549300Q2J4ZAD8E71F28 | Long             | EC               | RF                | US        |     35269 | NS      | $3535011.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38376GWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179416 | PA      | $447.34       | 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      | $3198052.98   | 0.40%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP              | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1424156.34   | 0.18%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2746141.32   | 0.34%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1767586.63   | 0.22%             | 2065-09-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40151642 | PA      | $439038.13    | 0.05%             | 2051-10-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $118940.53    | 0.01%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573000 | PA      | $213205.56    | 0.03%             | 2051-10-25      | Variable      | 1.98%                 | 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        |   1000000 | PA      | $1000702.60   | 0.12%             | 2066-02-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2003-A2                                                 | CUSIP: 466247BH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73194 | PA      | $0.73         | 0.00%             | 2033-11-25      | Variable      | 6.25%                 | 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        |   3273394 | PA      | $2678789.48   | 0.33%             | 2037-04-25      | Variable      | 4.83%                 | 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        |    691413 | PA      | $809.02       | 0.00%             | 2029-10-25      | Variable      | 0.10%                 | 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        |  30828786 | PA      | $234184.71    | 0.03%             | 2045-06-25      | Variable      | 0.24%                 | 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      | $1099602.94   | 0.14%             | 2054-06-25      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES              | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3667152.06   | 0.46%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KALISPELL MT REVENUE                 | City of Kalispell MT                                                             | CUSIP: 48343AAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201031.82    | 0.02%             | 2029-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings Inc          | Kennedy-Wilson Holdings Inc                                                      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       593 | NS      | $4933.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                   | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1595082.19   | 0.20%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                   | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1587290.00   | 0.20%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                   | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       114 | NS      | $4816.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     34910 | NS      | $1743754.50   | 0.22%             |  |  |  | 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      | $2842553.63   | 0.35%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374375.00   | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd             | Hang Lung Properties Ltd                                                         | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      9971 | NS      | $11169.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust       | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $927625.50    | 0.12%             | 2057-09-24      | Variable      | 4.27%                 | 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      | $2695965.30   | 0.34%             | 2050-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust       | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14999000 | PA      | $52174.02     | 0.01%             | 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      | $986629.00    | 0.12%             | 2069-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD             | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1827526.29   | 0.23%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transurban Group                     | Transurban Group                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     99611 | NS      | $908835.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2862000 | PA      | $2942438.23   | 0.37%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3046887.00   | 0.38%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz       | NRZ FHT Excess LLC                                                               | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576274 | PA      | $573174.88    | 0.07%             | 2025-11-25      | Fixed         | 4.21%                 | 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        |    527884 | PA      | $515510.30    | 0.06%             | 2026-07-25      | Fixed         | 3.10%                 | 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      | $288678.50    | 0.04%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc             | Nippon Building Fund Inc                                                         | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |         6 | NS      | $5661.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                       | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       580 | NS      | $10474.80     | 0.00%             |  |  |  | No            |                  1 | 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      | $2506880.75   | 0.31%             | 2039-03-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| SSE PLC                              | SSE PLC                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      6017 | NS      | $141132.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH        | Homewood Educational Building Authority                                          | CUSIP: 437887JP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $155392.50    | 0.02%             | 2044-10-01      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                   | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4258080.41   | 0.53%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                   | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1509386.22   | 0.19%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                          | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      4076 | NS      | $538643.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR        | Illinois Municipal Electric Agency                                               | CUSIP: 452024HH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78972.66     | 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      | $301074.81    | 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      | $49040.19     | 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        |    503292 | PA      | $503181.59    | 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        |    335528 | PA      | $336507.14    | 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      | $1023732.23   | 0.13%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH UNIV HSG R       | Indiana Finance Authority                                                        | CUSIP: 45471MAC0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    125000 | PA      | $124664.36    | 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        |   1346630 | PA      | $1189153.02   | 0.15%             | 2037-07-25      | Variable      | 4.95%                 | 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        |    589959 | PA      | $454570.40    | 0.06%             | 2037-03-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2903967.61   | 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      | $3448167.84   | 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        |     69680 | PA      | $68502.37     | 0.01%             | 2035-09-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd           | Hongkong Land Holdings Ltd                                                       | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      2105 | NS      | $13325.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICTSI                                | International Container Terminal Services Inc                                    | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |     99047 | NS      | $803262.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                            | Stockland                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4070 | NS      | $16459.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd          | Sun Hung Kai Properties Ltd                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      1769 | NS      | $21159.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                 | SL Green Realty Corp                                                             | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      8870 | NS      | $194962.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                 | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       767 | NS      | $45874.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2022-SFR3 Trust                 | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3757504.88   | 0.47%             | 2039-05-17      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc             | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       126 | NS      | $23646.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1370375.38   | 0.17%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT In       | Smartstop Self Storage REIT Inc                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       233 | NS      | $8770.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   6750000 | PA      | $7166429.51   | 0.89%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc          | Starwood Property Trust Inc                                                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      2993 | NS      | $57974.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2874416.63   | 0.36%             | 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      | $351420.76    | 0.04%             | 2055-11-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1530640.57   | 0.19%             | 2032-03-15      | Fixed         | 6.62%                 | 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      | $4175718.30   | 0.52%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING             | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2701270.49   | 0.34%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                  | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        50 | NS      | $6450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    274000 | PA      | $272023.13    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | 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      | $1933304.85   | 0.24%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp           | Invincible Investment Corp                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        24 | NS      | $10943.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                         | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      6875 | NS      | $130139.56    | 0.02%             |  |  |  | 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      | $499663.10    | 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      | $126278.41    | 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      | $151006.85    | 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      | $138978.89    | 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      | $253179.99    | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| NEXTracker Inc                       | NEXTracker Inc                                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $51719.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                   | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     38602 | NS      | $2914064.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRAST OPERATING               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   4206000 | PA      | $4317505.27   | 0.54%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                         | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     18235 | NS      | $789575.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    640000 | PA      | $663095.04    | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2014-1R                                            | CUSIP: 65540EBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19233896 | PA      | $15846803.19  | 1.97%             | 2037-02-26      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3788629 | PA      | $1997407.06   | 0.25%             | 2037-03-26      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932338 | PA      | $866374.42    | 0.11%             | 2037-12-26      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2828588 | PA      | $2492886.46   | 0.31%             | 2037-06-26      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                | Mitsui Fudosan Co Ltd                                                            | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      4613 | NS      | $50217.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTHRN IL MUNI PWR AGY PWR PROJ       | Northern Illinois Municipal Power Agency                                         | CUSIP: 665250BW5<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    240000 | PA      | $259159.20    | 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      | $35354.73     | 0.00%             | 2040-01-01      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1405000 | PA      | $1470263.81   | 0.18%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc       | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411357 | PA      | $167671.46    | 0.02%             | 2031-09-15      | Variable      | 6.93%                 | 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      | $1490872.20   | 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      | $1931042.88   | 0.24%             | 2039-05-25      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| OAK LAWN IL                          | Village of Oak Lawn IL                                                           | CUSIP: 671409ZG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99901.60     | 0.01%             | 2025-12-01      | Fixed         | 5.43%                 | 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      | $3824714.87   | 0.48%             | 2034-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| OHIO CNTY WV CNTY COMMISSION S       | County of Ohio WV Special District Excise Tax Revenue                            | CUSIP: 67732PAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43022.98     | 0.01%             | 2035-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OHIO CNTY WV CNTY COMMISSION S       | County of Ohio WV Special District Excise Tax Revenue                            | CUSIP: 67732PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75694.75     | 0.01%             | 2035-03-01      | Fixed         | 8.25%                 | 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      | $2466008.25   | 0.31%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       628 | NS      | $26514.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors Inc       | Oakwood Mortgage Investors Inc                                                   | CUSIP: 68213KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637118 | PA      | $1607241.02   | 0.20%             | 2031-12-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                            | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     23820 | NS      | $1738145.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust       | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104944 | PA      | $97676.29     | 0.01%             | 2037-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd             | Guangdong Investment Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    670786 | NS      | $609675.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                            | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     88200 | NS      | $1330056.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11663073.19  | 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      | $237944.63    | 0.03%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949487.30    | 0.12%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2967372.30   | 0.37%             | 2057-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1658305.47   | 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      | $1642707.28   | 0.20%             | 2059-05-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752402.25    | 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      | $3000815.40   | 0.37%             | 2058-06-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2023-NQM1 Trust                                                             | CUSIP: 693965AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974601.10    | 0.12%             | 2068-01-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996293.20   | 0.25%             | 2068-12-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993924.30    | 0.12%             | 2058-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989975.80    | 0.12%             | 2058-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248000 | PA      | $4254600.54   | 0.53%             | 2058-09-25      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $1000034.50   | 0.12%             | 2058-09-25      | Variable      | 7.65%                 | 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      | $1385541.70   | 0.17%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                        | Parkland Corp                                                                    | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   3247000 | PA      | $3163528.40   | 0.39%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2882756.80   | 0.36%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc            | Piedmont Realty Trust Inc                                                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $20178.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN             | Piedmont Operating Partnership LP                                                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3657797.81   | 0.45%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L       | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     50481 | NS      | $861205.86    | 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      | $13787279.89  | 1.71%             |  |  |  | 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      | $126729.66    | 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      | $3190720.00   | 0.40%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust           | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1949307.15   | 0.24%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                         | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       350 | NS      | $40082.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC PWR GENERATION AGY NE R       | Public Power Generation Agency                                                   | CUSIP: 744434CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $153867.81    | 0.02%             | 2041-01-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI EDUCTNL FAC       | Public Finance Authority                                                         | CUSIP: 74443DLW9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200877.14    | 0.02%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1529128.20   | 0.19%             | 2069-06-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou       | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1096 | NS      | $91472.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1667876.49   | 0.21%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2006-QS14 Trust                                                      | CUSIP: 74922GBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39732 | PA      | $76973.82     | 0.01%             | 2036-11-25      | Floating      | 25.71%                | 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        |    983044 | PA      | $883043.59    | 0.11%             | 2047-03-25      | Floating      | 4.59%                 | 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      | $2044084.20   | 0.25%             | 2044-05-25      | Variable      | 7.01%                 | 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        |   1040944 | PA      | $743292.53    | 0.09%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4672923 | PA      | $4262289.98   | 0.53%             | 2046-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                        | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |   1180455 | PA      | $1186596.83   | 0.15%             | 2033-12-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       251 | NS      | $57599.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2006-QS3 Trust                                                       | CUSIP: 761118XN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232088 | PA      | $1075889.82   | 0.13%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN             | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1423782.25   | 0.18%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance              | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3979092.80   | 0.49%             | 2038-03-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6775695.74   | 0.84%             | 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      | $102824.43    | 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      | $210817.50    | 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      | $1511706.15   | 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      | $1004476.70   | 0.12%             | 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      | $6693520.72   | 0.83%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                       | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   2325000 | PA      | $2446231.31   | 0.30%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2088571 | PA      | $2139678.77   | 0.27%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                           | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $1370415.40   | 0.17%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                           | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1626080.62   | 0.20%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TROY AL INDL DEV BRD REVENUE         | Troy Industrial Development Board                                                | CUSIP: 897322CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $108599.10    | 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        |      7937 | NS      | $1876068.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendee Mortgage Trust                | Vendee Mortgage Trust 1997-2                                                     | CUSIP: 911760KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    669361 | PA      | $0.67         | 0.00%             | 2027-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                      | Uniti Group Inc                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     32074 | NS      | $196292.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2220879.67   | 0.28%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595348 | PA      | $1680220.51   | 0.21%             | 2028-02-15      | Fixed         | 10.50%                | 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      | $2902461.67   | 0.36%             | 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      | $837187.50    | 0.10%             | 2036-06-16      | Floating      | 7.75%                 | 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      | $2788532.50   | 0.35%             | 2036-06-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV              | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3223000 | PA      | $2915793.63   | 0.36%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                           | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       239 | NS      | $16727.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1208860.15   | 0.15%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1721592.17   | 0.21%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4175084.34   | 0.52%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1978575.17   | 0.25%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2842221.25   | 0.35%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $281741.94    | 0.04%             | 2067-01-25      | Variable      | 4.01%                 | 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      | $1606393.47   | 0.20%             | 2067-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2022-2                                                | CUSIP: 92538XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1132270.50   | 0.14%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992265.50    | 0.12%             | 2068-03-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1993685.40   | 0.25%             | 2068-05-25      | Variable      | 8.06%                 | 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      | $1012381.30   | 0.13%             | 2069-02-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |     72575 | PA      | $72913.92     | 0.01%             | 2068-08-25      | Variable      | 7.08%                 | 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      | $121437.09    | 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      | $100380.54    | 0.01%             | 2068-08-25      | Variable      | 8.04%                 | 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      | $505596.20    | 0.06%             | 2069-01-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAE0<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016753.40   | 0.13%             | 2069-03-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       884 | NS      | $28827.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   4675000 | PA      | $4407755.96   | 0.55%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4075308.40   | 0.51%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1375699.00   | 0.17%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru       | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506522.20    | 0.06%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                 | Vornado Realty Trust                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $19819.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                 | Vornado Realty Trust                                                             | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13326 | NS      | $199223.70    | 0.02%             |  |  |  | No            |                  1 | 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        |   4333342 | PA      | $3949045.24   | 0.49%             | 2037-02-25      | Variable      | 4.20%                 | 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        |    427053 | PA      | $426017.05    | 0.05%             | 2048-10-15      | Variable      | 5.79%                 | 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        |   1485878 | PA      | $1341801.87   | 0.17%             | 2037-05-25      | Variable      | 4.15%                 | 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        |    516261 | PA      | $470378.84    | 0.06%             | 2037-05-25      | Variable      | 3.88%                 | 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        |   4022322 | PA      | $3639116.86   | 0.45%             | 2037-03-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       371 | NS      | $81927.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se       | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722843 | PA      | $705499.59    | 0.09%             | 2036-03-25      | Variable      | 6.33%                 | 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        |    536370 | PA      | $490961.09    | 0.06%             | 2036-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                        | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       441 | NS      | $78559.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bank                | Western Alliance Bank                                                            | CUSIP: 95763PNE7<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    851626 | PA      | $891324.58    | 0.11%             | 2059-07-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                | Western Alliance Bank                                                            | CUSIP: 95763PNF4<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1464518 | PA      | $1590156.05   | 0.20%             | 2059-07-25      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3041234.56   | 0.38%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                 | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     72054 | NS      | $4564620.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR             | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8266000 | PA      | $8562393.96   | 1.06%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS             | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1439941.61   | 0.18%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2907017.10   | 0.36%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                               | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1457484.69   | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     25133 | NS      | $2026976.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                         | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       339 | NS      | $50002.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                        | Goodman Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1085 | NS      | $23513.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp           | KDX Realty Investment Corp                                                       | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |        10 | NS      | $11392.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi       | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: P4959P100<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     47916 | NS      | $1128518.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkway Life Real Estate Inves       | Parkway Life Real Estate Investment Trust                                        | CUSIP: N/A<br>LEI: 549300I4DKVD2OF5LW91       | Long             | EC               | CORP              | SG        |      3349 | NS      | $10702.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                           | Getlink SE                                                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     46250 | NS      | $852827.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                           | Vonovia SE                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       341 | NS      | $10656.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                    | National Grid PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    111078 | NS      | $1596042.64   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C       | Wharf Real Estate Investment Co Ltd                                              | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | HK        |      1712 | NS      | $5055.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC              | Tritax Big Box REIT PLC                                                          | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     16448 | NS      | $32060.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA               | Warehouses De Pauw CVA                                                           | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       929 | NS      | $23289.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orizon Valorizacao de Residuos       | Orizon Valorizacao de Residuos SA                                                | CUSIP: N/A<br>LEI: 894500ACAMVLSLV62B28       | Long             | EC               | CORP              | BR        |      6426 | NS      | $67239.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                               | CTP NV                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |       447 | NS      | $9975.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                     | Pennon Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    282527 | NS      | $1782259.39   | 0.22%             |  |  |  | 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      | $5596859.05   | 0.70%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUR REAL              | Kennedy Wilson Europe Real Estate Ltd                                            | CUSIP: QJ7003289<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |    631579 | PA      | $739600.04    | 0.09%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       521 | NS      | $91591.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grenergy Renovables SA               | Grenergy Renovables SA                                                           | CUSIP: N/A<br>LEI: 959800M1FVPL5BMW3R13       | Long             | EC               | CORP              | ES        |       757 | NS      | $57449.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20251031                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27258.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20251106                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26609.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC               | Trane Technologies PLC                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       185 | NS      | $78062.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20251106                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39830.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS NEVADA TRANSMISSION            | Texas Nevada Transmission LLC                                                    | CUSIP: N/A<br>LEI: 549300Y8E5GR8203FR30       | Long             | LON              | CORP              | US        |     25848 | PA      | $316.64       | 0.00%             | 2025-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APRO LLC                             | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1979541.25   | 0.25%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                     | OEG Borrower LLC                                                                 | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1492471.88   | 0.19%             | 2031-06-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC             | WideOpenWest Finance LLC                                                         | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |  14487437 | PA      | $14770376.83  | 1.84%             | 2028-12-11      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC              | Kestrel Acquisition LLC                                                          | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   1464987 | PA      | $1466511.02   | 0.18%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNER         | Greystar Real Estate Partners LLC                                                | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |   3410500 | PA      | $3410499.65   | 0.42%             | 2030-08-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTU             | Third Coast Infrastructure LLC                                                   | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   2962500 | PA      | $2969906.25   | 0.37%             | 2030-09-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1149506 | PA      | $-1149505.50  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2083522 | PA      | $-2083522.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1072012 | PA      | $-1072012.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets                  | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1762900 | PA      | $-1762900.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets                  | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3213000 | PA      | $-3213000.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets                  | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1377000 | PA      | $-1377000.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets                  | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2547188 | PA      | $-2547187.50  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                        | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0H4<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    504000 | PA      | $681733.63    | 0.08%             | 2034-05-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                        | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0J0<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |   1874000 | PA      | $2530619.56   | 0.31%             | 2034-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2141178 | PA      | $-2141177.63  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1045912 | PA      | $-1045912.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1132028 | PA      | $-1132027.50  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3625678 | PA      | $-3625678.13  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -5656500 | PA      | $-5656500.00  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2237709 | PA      | $-2237708.63  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1164360 | PA      | $-1164360.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                      | Maya SAS/Paris France                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1608729.00   | 0.20%             | 2031-04-15      | 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      | $2845732.58   | 0.35%             | 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        |  44336224 | PA      | $228234.01    | 0.03%             | 2051-06-25      | Variable      | 0.10%                 | 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        |   1056207 | PA      | $544755.41    | 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        |   1657437 | PA      | $908601.69    | 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        |    635711 | PA      | $884196.57    | 0.11%             | 2036-10-25      | Floating      | 35.18%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714875 | PA      | $723558.64    | 0.09%             | 2036-08-25      | Floating      | 4.97%                 | 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        |   1193269 | PA      | $667895.09    | 0.08%             | 2036-08-25      | Floating      | 11.31%                | 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        |    967028 | PA      | $457198.96    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6013747 | PA      | $622799.30    | 0.08%             | 2037-01-25      | Floating      | 1.08%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8850400 | PA      | $4191516.92   | 0.52%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078646 | PA      | $510842.53    | 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        |   1054833 | PA      | $499565.18    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030603 | PA      | $1031361.52   | 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        |   1653582 | PA      | $660367.39    | 0.08%             | 2037-06-25      | Fixed         | 5.75%                 | 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        |    794787 | PA      | $425567.67    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6486000 | PA      | $6865054.81   | 0.85%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2          | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2658928.80   | 0.33%             | 2067-03-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                 | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $756341.33    | 0.09%             | 2058-09-25      | Variable      | 8.41%                 | 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      | $892796.43    | 0.11%             | 2058-09-25      | Variable      | 8.41%                 | 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        |   1022020 | PA      | $741268.66    | 0.09%             | 2035-05-25      | Floating      | 4.77%                 | 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        |   6944722 | PA      | $6573853.05   | 0.82%             | 2036-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING                      | Chatham Lodging Trust                                                            | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1868 | NS      | $39340.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                  | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     17251 | NS      | $4053639.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust                 | CHNGE Mortgage Trust 2023-2                                                      | CUSIP: 169926AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3501324.75   | 0.44%             | 2058-06-25      | Variable      | 8.02%                 | 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      | $2282963.94   | 0.28%             | 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      | $2241183.75   | 0.28%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,        | Citicorp Mortgage Securities Trust Series 2006-5                                 | CUSIP: 17310FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262314 | PA      | $213607.28    | 0.03%             | 2036-10-25      | Floating      | 5.17%                 | 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        |    282218 | PA      | $266012.75    | 0.03%             | 2037-04-25      | Variable      | 5.02%                 | 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        |   4063718 | PA      | $1838018.83   | 0.23%             | 2037-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CITY OFFICE REIT                     | City Office REIT Inc                                                             | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | US        |      1587 | NS      | $39992.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2845272.71   | 0.35%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2822310.00   | 0.35%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV       | Colorado Health Facilities Authority                                             | CUSIP: 19648FRX4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98266.32     | 0.01%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV       | Colorado Health Facilities Authority                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    120000 | PA      | $102401.15    | 0.01%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1454830.38   | 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        |       246 | NS      | $80951.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPEL                                | Cia Paranaense de Energia - Copel                                                | CUSIP: P30557139<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |     21035 | NS      | $51102.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties              | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       679 | NS      | $19731.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc             | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       976 | NS      | $31056.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4316086.30   | 0.54%             | 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      | $2918747.50   | 0.36%             | 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        |   1400000 | PA      | $1429093.40   | 0.18%             | 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      | $146702.50    | 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      | $197119.69    | 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      | $106843.75    | 0.01%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                     | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10824177.10  | 1.35%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust              | Home Equity Asset Trust 2006-7                                                   | CUSIP: 43709NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145253 | PA      | $2744637.75   | 0.34%             | 2037-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                          | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5331000 | PA      | $5381739.92   | 0.67%             | 2034-01-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4456000 | PA      | $3792898.18   | 0.47%             | 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      | $4686192.98   | 0.58%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| iShares Short Treasury Bond ET       | iShares Short Treasury Bond ETF                                                  | CUSIP: 464288679<br>LEI: 549300F8ZJ4IZLOOBP30 | Long             | EC               | RF                | US        |     63969 | NS      | $7067934.81   | 0.88%             |  |  |  | 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      | $7069140.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                            | Itron Inc                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       552 | NS      | $68757.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855570 | PA      | $889139.61    | 0.11%             | 2057-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                | Schneider Electric SE                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       336 | NS      | $94574.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc          | Chubu Electric Power Co Inc                                                      | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     40946 | NS      | $568658.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                             | Hera SpA                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |     15170 | NS      | $68303.72     | 0.01%             |  |  |  | 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        |   4892641 | PA      | $1563378.46   | 0.19%             | 2036-09-25      | Floating      | 4.57%                 | 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        |   3010476 | PA      | $1455057.12   | 0.18%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Sempra                               | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     15414 | NS      | $1386951.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                               | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1589023.53   | 0.20%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                               | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $8069740.04   | 1.00%             | 2055-04-01      | Variable      | 6.55%                 | 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        |      1872 | NS      | $46484.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comforia Residential REIT Inc        | Comforia Residential REIT Inc                                                    | CUSIP: N/A<br>LEI: 353800BJ2SV3UPG9JU05       | Long             | EC               | CORP              | JP        |         3 | NS      | $6593.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                          | Italgas SpA                                                                      | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     70158 | NS      | $646283.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US             | Cogeco Communications USA II LP                                                  | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1595806 | PA      | $1592024.39   | 0.20%             | 2030-09-30      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION L             | Cornerstone Generation LLC                                                       | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1509375.00   | 0.19%             | 2031-10-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT              | Herschend Entertainment Co LLC                                                   | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    500000 | PA      | $501355.00    | 0.06%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                       | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     32915 | NS      | $1790905.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL               | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $3003706.31   | 0.37%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                           | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   3283000 | PA      | $3460291.85   | 0.43%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                 | LXP Industrial Trust                                                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1050 | NS      | $9408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                 | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    815000 | PA      | $855700.29    | 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      | $155678.00    | 0.02%             | 2045-05-01      | Fixed         | 4.29%                 | 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        |    343012 | PA      | $118162.06    | 0.01%             | 2036-08-25      | Floating      | 4.75%                 | 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        |   2382653 | PA      | $1090997.29   | 0.14%             | 2036-10-25      | Floating      | 4.47%                 | 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        |   4019829 | PA      | $1840646.94   | 0.23%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                      | Macerich Co/The                                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       804 | NS      | $14632.80     | 0.00%             |  |  |  | No            |                  1 | 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      | $104884.32    | 0.01%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1250685 | PA      | $1241480.11   | 0.15%             | 2029-04-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1250685 | PA      | $1241480.11   | 0.15%             | 2030-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                 | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4488300.00   | 0.56%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2612229.71   | 0.32%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1741441.83   | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2841840.02   | 0.35%             | 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      | $1545378.03   | 0.19%             | 2032-03-15      | Fixed         | 7.00%                 | 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      | $3932314.67   | 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      | $2015524.09   | 0.25%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                    | RLJ Lodging Trust                                                                | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     21699 | NS      | $547465.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4365000 | PA      | $4627571.73   | 0.58%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SCE TRUST V                          | SCE Trust V                                                                      | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92789 | NS      | $2194459.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLISAW OK ECON AUTH SALES TA       | Sallisaw Economic Authority/The                                                  | CUSIP: 795456AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127243.23    | 0.02%             | 2053-02-01      | Fixed         | 6.26%                 | 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      | $98005.38     | 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        |   4589653 | PA      | $4999062.45   | 0.62%             | 2052-02-26      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| S JERSEY NJ TRANSPRTN AUTH TRA       | South Jersey Transportation Authority                                            | CUSIP: 838536ER7<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83112.83     | 0.01%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group                        | Scentre Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9852 | NS      | $26574.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -415388 | PA      | $-415387.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -782100 | PA      | $-782100.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2122875 | PA      | $-2122875.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1997397 | PA      | $-1997397.15  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1653316 | PA      | $-1653316.50  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3462039 | PA      | $-3462039.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -749325 | PA      | $-749325.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4592700 | PA      | $-4592700.00  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1222709 | PA      | $-1222709.25  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1452512 | PA      | $-1452512.25  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2238585 | PA      | $-2238584.85  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2097452 | PA      | $-2097451.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1526567 | PA      | $-1526567.25  | -0.19%            |  |  |  | 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      | $1470082.75   | 0.18%             | 2038-08-15      | Floating      | 7.52%                 | 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      | $3305917.02   | 0.41%             | 2038-08-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                    | Kimco Realty Corp                                                                | CUSIP: 49446R687<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |     32735 | NS      | $1948714.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                  | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4466391.36   | 0.56%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                   | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4346204.00   | 0.54%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC              | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1531000 | PA      | $918600.00    | 0.11%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC              | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   7129000 | PA      | $3956595.00   | 0.49%             | 2029-07-15      | Fixed         | 5.12%                 | 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      | $2745581.81   | 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        |      3546 | NS      | $38686.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                 | Lamar Advertising Co                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       163 | NS      | $19954.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                     | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2919849.49   | 0.36%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin       | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044890 | PA      | $1044201.32   | 0.13%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2642412.81   | 0.33%             | 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      | $8636794.01   | 1.07%             | 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      | $1021025.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY COSTA RICA SR SF             | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1921086.00   | 0.24%             | 2031-01-15      | Fixed         | 10.88%                | 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        |    459383 | PA      | $330598.64    | 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      | $57567.09     | 0.01%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT                | LaSalle Logiport REIT                                                            | CUSIP: N/A<br>LEI: 353800II3DI1RPKBB314       | Long             | EC               | CORP              | JP        |        11 | NS      | $10671.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                           | Kojamo Oyj                                                                       | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      1226 | NS      | $15617.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Last Mile Securities                 | Last Mile Securities PE 2021 DAC                                                 | CUSIP: BCC2R5UH5<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   2037581 | PA      | $2394912.48   | 0.30%             | 2031-08-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F       | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: BCC316NM6<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   1192955 | PA      | $1401110.09   | 0.17%             | 2033-08-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust             | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    156426 | NS      | $423914.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1620979.82   | 0.20%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO              | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1090088.54   | 0.14%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | 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      | $4286455.36   | 0.53%             | 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        |     20882 | NS      | $3498570.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                     | Severn Trent PLC                                                                 | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1352 | NS      | $47139.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                       | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     20687 | NS      | $1124800.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus CMBS                          | Taurus 2021-4 UK DAC                                                             | CUSIP: BCC31RC75<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |    644923 | PA      | $868384.10    | 0.11%             | 2031-08-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                  | ACAM 2019-FL1 ltd                                                                | CUSIP: 000825AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1902000 | PA      | $1886318.77   | 0.23%             | 2034-11-17      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                  | ACAM 2019-FL1 ltd                                                                | CUSIP: 000825AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2098000 | PA      | $2071362.11   | 0.26%             | 2034-11-17      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL             | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1606951 | PA      | $1518569.08   | 0.19%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                 | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1523533.20   | 0.19%             | 2064-10-25      | Variable      | 8.18%                 | 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      | $490796.80    | 0.06%             | 2042-08-18      | Floating      | 7.18%                 | 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      | $243101.58    | 0.03%             | 2042-08-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                         | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8760000 | PA      | $8587590.94   | 1.07%             | 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        |   1136377 | PA      | $1155977.56   | 0.14%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                          | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   7197000 | PA      | $7444670.36   | 0.93%             | 2054-10-15      | Variable      | 7.20%                 | 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        |   2191790 | PA      | $749436.75    | 0.09%             | 2037-03-25      | Floating      | 4.67%                 | 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        |   5130638 | PA      | $4542743.99   | 0.56%             | 2047-04-25      | Floating      | 4.55%                 | 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        |    731587 | PA      | $391727.01    | 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        |   1758022 | PA      | $1469951.70   | 0.18%             | 2047-08-25      | Floating      | 4.69%                 | 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        |   3325899 | PA      | $1993517.42   | 0.25%             | 2037-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4161000 | PA      | $3661680.00   | 0.46%             | 2028-01-15      | None          | 5.50%                 | No            |                  2 | On Loan: No      |
| American Assets Trust Inc            | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $19933.92     | 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      | $2811557.41   | 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      | $1442995.62   | 0.18%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER              | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3667981.39   | 0.46%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                 | Big Yellow Group PLC                                                             | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |       864 | NS      | $11320.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1759 | NS      | $338290.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc          | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5599 | NS      | $779324.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2856915.04   | 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      | $5381819.82   | 0.67%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                 | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $674147.54    | 0.08%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                  | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $112500.00    | 0.01%             | 2036-03-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS             | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1455000.00   | 0.18%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3297244.69   | 0.41%             | 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      | $1318350.00   | 0.16%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus       | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289493 | PA      | $1310672.25   | 0.16%             | 2062-07-25      | Variable      | 5.50%                 | 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      | $998387.90    | 0.12%             | 2063-06-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc           | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1040 | NS      | $28787.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc             | Broadstone Net Lease Inc                                                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       794 | NS      | $14188.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3613667.43   | 0.45%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996569.70    | 0.12%             | 2042-03-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9475000 | PA      | $9093830.23   | 1.13%             | 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      | $5241061.65   | 0.65%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust       | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1055742.82   | 0.13%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD               | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |   2066000 | PA      | $2160542.23   | 0.27%             | 2033-01-15      | Fixed         | 9.00%                 | 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        |     27425 | PA      | $27777.31     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                        | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $5625611.18   | 0.70%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                        | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4870023.35   | 0.61%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5398294.23   | 0.67%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2907031.35   | 0.36%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT       | California Statewide Communities Development Authority                           | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105769.09    | 0.01%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4607477.49   | 0.57%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust               | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $437982.20    | 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      | $149610.18    | 0.02%             | 2056-11-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust               | Cascade MH Asset Trust 2024-MH1                                                  | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $150503.74    | 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      | $3312162.00   | 0.41%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                      | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3115650.00   | 0.39%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     26544 | NS      | $1029907.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $7667654.08   | 0.95%             | 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      | $1714580.64   | 0.21%             | 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        |    540734 | PA      | $463709.84    | 0.06%             | 2036-01-25      | Variable      | 4.43%                 | 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        |   1475596 | PA      | $1355520.91   | 0.17%             | 2037-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Boralex Inc                          | Boralex Inc                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      1785 | NS      | $34848.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties        | Canadian Apartment Properties REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |        69 | NS      | $2017.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Asset-Backed Certi       | CWABS Asset-Backed Certificates Trust 2006-12                                    | CUSIP: 23242EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281243 | PA      | $275262.04    | 0.03%             | 2037-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                     | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16349 | NS      | $1848417.94   | 0.23%             |  |  |  | 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      | $5840630.06   | 0.73%             | 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      | $2887500.00   | 0.36%             | 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      | $14181418.09  | 1.76%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12775 | NS      | $1580906.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCHESS CNTY NY LOCAL DEV COR       | Dutchess County Local Development Corp                                           | CUSIP: 267045NL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147796.52    | 0.02%             | 2039-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T       | EFMT 2025-CES4                                                                   | CUSIP: 267954AE5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503368.35    | 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      | $503571.40    | 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      | $1006518.10   | 0.13%             | 2069-10-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3229044.32   | 0.40%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                       | EPR Properties                                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       712 | NS      | $41303.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                       | EPR Properties                                                                   | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    164751 | NS      | $5199541.56   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                       | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2861653.03   | 0.36%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                         | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5000000 | PA      | $5150341.50   | 0.64%             | 2033-09-26      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| EASY 2025-RTL1                       | Easy Street Mortgage Loan Trust 2025-RTL1                                        | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005320.50   | 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      | $10740531.43  | 1.34%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                 | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1648570.48   | 0.20%             | 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      | $7639238.88   | 0.95%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9468894.15   | 1.18%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    149348 | NS      | $2562811.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                         | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     14859 | NS      | $1384710.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5872270.56   | 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        |     56386 | NS      | $1763190.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1458375.90   | 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        |   8516000 | PA      | $8456907.48   | 1.05%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                          | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        83 | NS      | $65008.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr       | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       963 | NS      | $28658.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     19291 | NS      | $1466501.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3067128.59   | 0.38%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                 | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2960993.88   | 0.37%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc              | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $55671.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMVILLE VA INDL DEV AUTH FAC       | Farmville Industrial Development Authority                                       | CUSIP: 311617BD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $185139.78    | 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        |      8572 | PA      | $8708.70      | 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        |     29695 | PA      | $31893.74     | 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      | $1275326.85   | 0.16%             | 2055-11-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31385H4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29322 | PA      | $31861.28     | 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        |     34818 | PA      | $35920.32     | 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        |     63509 | PA      | $68104.40     | 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        |     76983 | PA      | $81230.93     | 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        |     78938 | PA      | $82580.01     | 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        |     95872 | PA      | $101337.93    | 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        |     49158 | PA      | $52160.90     | 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        |     82875 | PA      | $89984.48     | 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        |   6315000 | PA      | $5877645.83   | 0.73%             | 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      | $903931.92    | 0.11%             | 2040-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013285.00   | 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      | $500682.15    | 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      | $540753.15    | 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      | $485307.55    | 0.06%             | 2054-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718668 | PA      | $735996.12    | 0.09%             | 2054-05-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359334 | PA      | $366537.73    | 0.05%             | 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      | $525136.15    | 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      | $518981.50    | 0.06%             | 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      | $536457.95    | 0.07%             | 2054-05-25      | Variable      | 9.79%                 | 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      | $2650056.30   | 0.33%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4464799.57   | 0.56%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728846 | PA      | $729922.15    | 0.09%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364423 | PA      | $364488.60    | 0.05%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc         | American Healthcare REIT Inc                                                     | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       610 | NS      | $25626.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141426 | PA      | $142345.06    | 0.02%             | 2047-04-25      | Floating      | 6.37%                 | 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        |    129190 | PA      | $134206.20    | 0.02%             | 2057-10-25      | Floating      | 7.62%                 | 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        |    148494 | PA      | $157010.79    | 0.02%             | 2057-10-25      | Floating      | 8.62%                 | 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        |    131895 | PA      | $128108.05    | 0.02%             | 2051-03-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-MBS          | CORP              | US        |   1647471 | PA      | $1663603.95   | 0.21%             | 2054-05-20      | Floating      | 6.89%                 | 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      | $83060.75     | 0.01%             | 2033-10-25      | Variable      | 5.55%                 | 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        |     15741 | PA      | $15878.80     | 0.00%             | 2051-02-15      | Variable      | 6.56%                 | 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      | $530647.20    | 0.07%             | 2036-03-15      | Floating      | 9.12%                 | 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      | $2232474.58   | 0.28%             | 2063-01-25      | Variable      | 4.93%                 | 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      | $997079.50    | 0.12%             | 2055-05-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| E.ON SE                              | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      4307 | NS      | $81124.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                            | APA Group                                                                        | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |    122255 | NS      | $717715.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                | East Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     35128 | NS      | $859189.99    | 0.11%             |  |  |  | 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        |     23398 | NS      | $745673.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                         | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1826000 | PA      | $1812276.35   | 0.23%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enel SpA                             | Enel SpA                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     10922 | NS      | $103503.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 575 LEXINGTON SENIOR MEZZ            | 575 LEXINGTON SENIOR MEZZ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4053672 | PA      | $4053671.63   | 0.50%             | 2026-06-18      | Fixed         | 10.75%                | Yes           |                  3 | On Loan: No      |
| Equatorial Energia SA                | Equatorial Energia SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    147455 | NS      | $1022331.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                | Aeroports de Paris SA                                                            | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      4929 | NS      | $652993.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                    | EDP Renovaveis SA                                                                | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |      3853 | NS      | $50923.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL             | Airports of Thailand PCL                                                         | CUSIP: N/A<br>LEI: 5299006VS4CU6LW0TY22       | Long             | EC               | CORP              | TH        |    579286 | NS      | $724534.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV         | Eurocommercial Properties NV                                                     | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |       417 | NS      | $13088.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Sing       | CapitaLand Investment Ltd/Singapore                                              | CUSIP: Y1091P105<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      4830 | NS      | $10087.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                 | Fastighets AB Balder                                                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |      2881 | NS      | $20643.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                   | Cellnex Telecom SA                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     16743 | NS      | $579935.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                | Cablevision Lightpath LLC                                                        | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |   5950667 | PA      | $5959355.08   | 0.74%             | 2027-11-30      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                | Jack Ohio Finance LLC                                                            | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |   5985000 | PA      | $5931135.00   | 0.74%             | 2032-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9050000 | PA      | $8835062.50   | 1.10%             | 2031-02-18      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC             | Edgewater Generation LLC                                                         | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    992143 | PA      | $993383.04    | 0.12%             | 2030-08-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP               | EPIC Crude Services LP                                                           | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   3723333 | PA      | $3723333.33   | 0.46%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2620779 | PA      | $-2620778.94  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2617020 | PA      | $-2617020.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4464445 | PA      | $-4464444.60  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4505400 | PA      | $-4505400.00  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -745125 | PA      | $-745125.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1494300 | PA      | $-1494300.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1141500 | PA      | $-1141500.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2844567 | PA      | $-2844567.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2202188 | PA      | $-2202187.50  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Caister Finance                      | Caister Finance DAC                                                              | CUSIP: BCC3NC4Z1<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1134000 | PA      | $1525567.43   | 0.19%             | 2035-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Caister Finance                      | Caister Finance DAC                                                              | CUSIP: BCC3NC507<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1140000 | PA      | $1526417.91   | 0.19%             | 2035-08-17      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

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

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

**Title:** Treasurer