# EDGAR Filing Document

**Accession Number:** 0001655099
**File Stem:** 0001145549-23-013709
**Filing Date:** 2023-2
**Character Count:** 199410
**Document Hash:** f20f3b0826b0ac0a74eae850a081f8bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013709.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013709

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brookfield Real Assets Income Fund Inc.
- **CENTRAL INDEX KEY:** 0001655099
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23157
- **FILM NUMBER:** 23684143

**BUSINESS ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 855-777-8001

**MAIL ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** Brookfield Place

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10281

  - **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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1186505356.45

**Total Liabilities:** $318588875.77

**Net Assets:** $867916480.68

**Cash Not Reported:** $6936067.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23339.370000000000 | **1-Year:** 12094.620000000000 | **5-Year:** 23535.750000000000 | **10-Year:** 9390.620000000000 | **30-Year:** 2197.400000000000

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

- **3-Month:** 112160.880000000000 | **1-Year:** 86219.240000000000 | **5-Year:** 61609.260000000000 | **10-Year:** 14539.800000000000 | **30-Year:** 13836.930000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.45%                | 4.93%                | -8.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7286794.00             | $25915032.32                               |
| Month 2  | $-1327399.00             | $24244151.36                               |
| Month 3  | $-1563958.51             | $-16024719.06                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352021 | PA      | $77831.10     | 0.01%             | 2051-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2162477.96   | 0.25%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1321923.98   | 0.15%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     16427 | NS      | $2578874.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QO3 Trust                                                       | CUSIP: 74923TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151944 | PA      | $1039547.90   | 0.12%             | 2047-03-25      | Floating      | 4.71%                 | 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        |   5610000 | PA      | $4839149.76   | 0.56%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294958 | PA      | $987242.71    | 0.11%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $4488389.49   | 0.52%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor RE 2020-1 Ltd                                                             | CUSIP: 750493AB4<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |   1781000 | PA      | $1765905.67   | 0.20%             | 2030-01-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor Re 2018-1 Ltd                                                             | CUSIP: 750496AC5<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-MBS          | CORP              | BM        |   2285000 | PA      | $2266150.81   | 0.26%             | 2028-03-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor RE 2019-1 Ltd                                                             | CUSIP: 75049SAC7<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |   2769000 | PA      | $2682757.83   | 0.31%             | 2029-02-25      | Floating      | 7.59%                 | 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        |   5418739 | PA      | $4480395.76   | 0.52%             | 2046-09-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $979531.70    | 0.11%             | 2033-12-27      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1443000 | PA      | $1266852.99   | 0.15%             | 2033-12-27      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP           | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1803278.75   | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                       | Hera SpA                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    380921 | NS      | $1027421.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS3 Trust                                                       | CUSIP: 761118XN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677507 | PA      | $1432048.62   | 0.16%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc  | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     34447 | NS      | $1882184.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                      | Gecina SA                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |     16579 | NS      | $1689062.68   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      9008 | NS      | $736674.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST V                    | SCE Trust V                                                                      | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     74689 | NS      | $1451954.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6860 | NS      | $1922926.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Starvest Emerging Markets CBO  | STAR 2021-SFR2 Trust                                                             | CUSIP: 78474LAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2870163.60   | 0.33%             | 2024-01-17      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3702770.25   | 0.43%             | 2024-05-17      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-NC3                          | CUSIP: 81377CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5488359 | PA      | $1889460.89   | 0.22%             | 2036-09-25      | Floating      | 4.69%                 | 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        |   3411102 | PA      | $1742675.69   | 0.20%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                  | Sempra Energy                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     13083 | NS      | $2021846.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                  | Sempra Energy                                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   7424000 | PA      | $6864824.32   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP          | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2990400.00   | 0.34%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     14135 | NS      | $1660579.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT        | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2568892.75   | 0.30%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                 | SLIDE 2018-FUN                                                                   | CUSIP: 831350AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2727217 | PA      | $2666177.41   | 0.31%             | 2031-06-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    875000 | PA      | $875000.00    | 0.10%             | 2057-03-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO         | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $3898287.30   | 0.45%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc      | Spirit Realty Capital Inc                                                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     41506 | NS      | $1657334.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   7272000 | PA      | $6363000.00   | 0.73%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4164338.63   | 0.48%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    654000 | PA      | $524621.33    | 0.06%             | 2031-12-01      | Fixed         | 4.62%                 | 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      | $3730573.24   | 0.43%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc            | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     14671 | NS      | $2097953.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1732780.70   | 0.20%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                     | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     22400 | NS      | $538048.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9037000 | PA      | $7800634.47   | 0.90%             | 2031-04-15      | Fixed         | 3.50%                 | 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      | $3654185.60   | 0.42%             | 2038-03-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| TTAN                           | TTAN 2021-MHC                                                                    | CUSIP: 87303TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4934150 | PA      | $4391960.02   | 0.51%             | 2038-03-15      | Floating      | 8.52%                 | 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        |   6169000 | PA      | $5334519.37   | 0.61%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6282940.93   | 0.72%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     60882 | NS      | $4474827.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4440560.78   | 0.51%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     65363 | NS      | $2605369.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2261000 | PA      | $-2261000.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets            | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3179000 | PA      | $-3179000.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets            | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3146000 | PA      | $-3146000.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5209125 | PA      | $4873706.97   | 0.56%             | 2037-02-25      | Variable      | 3.27%                 | 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        |   1502432 | PA      | $1498347.51   | 0.17%             | 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        |   1826579 | PA      | $1649555.62   | 0.19%             | 2037-05-25      | Variable      | 2.98%                 | 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        |    727902 | PA      | $641448.09    | 0.07%             | 2037-05-25      | Variable      | 3.34%                 | 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        |   5408808 | PA      | $4877881.25   | 0.56%             | 2037-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4820 | NS      | $756161.60    | 0.09%             |  |  |  | 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        |   1053302 | PA      | $992402.47    | 0.11%             | 2036-03-25      | Variable      | 2.82%                 | 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        |    710072 | PA      | $662809.19    | 0.08%             | 2036-09-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     39454 | NS      | $2586209.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bank          | Western Mortgage Reference Notes Series 2021-CL2                                 | CUSIP: 95763PER8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762490 | PA      | $1747927.81   | 0.20%             | 2059-07-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3726000.00   | 0.43%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Partners LP  | Western Midstream Partners LP                                                    | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52849 | NS      | $1418995.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     91745 | NS      | $3018410.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 125 WEST END                   | 125 WEST END                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2171936 | PA      | $2171936.21   | 0.25%             | 2026-03-12      | Variable      | 10.50%                | Yes           |                  3 | On Loan: No      |
| 575 LEXINGTON                  | 575 LEXINGTON                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4824484 | PA      | $4824484.21   | 0.56%             | 2023-06-18      | Variable      | 10.00%                | Yes           |                  3 | On Loan: No      |
| 111 WALL HOLDINGS, LLC         | 111 WALL HOLDINGS, LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4379523 | PA      | $4379523.25   | 0.50%             | 2023-07-01      | Variable      | 9.25%                 | Yes           |                  3 | On Loan: No      |
| HYATT LOST PINES               | HYATT LOST PINES                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.58%             | 2024-09-09      | Variable      | 9.40%                 | Yes           |                  3 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                                             | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6183000 | PA      | $5172326.82   | 0.60%             | 2067-05-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2325897.60   | 0.27%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2658292.00   | 0.31%             | 2043-05-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $5204557.60   | 0.60%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4420000 | PA      | $3797266.20   | 0.44%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada              | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      7000 | NS      | $280103.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Properties Real Estate  | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               | CORP              | CA        |     30941 | NS      | $584999.70    | 0.07%             |  |  |  | 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      | $2066530.50   | 0.24%             | 2067-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    118383 | NS      | $4626904.25   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     23372 | NS      | $2343510.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5010096.00   | 0.58%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3200192.00   | 0.37%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $987216.62    | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |    785000 | PA      | $686875.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |    910000 | PA      | $830375.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2417526.72   | 0.28%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                 | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $3916854.84   | 0.45%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   8660000 | PA      | $7273700.27   | 0.84%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489630.00    | 0.06%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.           | Eagle RE 2018-1 Ltd                                                              | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |    830565 | PA      | $827451.10    | 0.10%             | 2028-11-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.           | Eagle RE 2018-1 Ltd                                                              | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |   4346000 | PA      | $4340515.35   | 0.50%             | 2028-11-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.           | Eagle RE 2018-1 Ltd                                                              | CUSIP: 269826AC7<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501998.30    | 0.06%             | 2028-11-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28404 | NS      | $2117713.29   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA INC                      | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   7160000 | PA      | $6875175.20   | 0.79%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     71137 | NS      | $2781456.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     40200 | NS      | $980880.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $5095860.00   | 0.59%             | 2066-11-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP             | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    261090 | NS      | $3099138.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4219000 | PA      | $3649435.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   2297000 | PA      | $1917995.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC           | EnLink Midstream LLC                                                             | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4603271.18   | 0.53%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER       | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | EP               | CORP              | US        |   4025000 | PA      | $3347632.75   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1480 | NS      | $392140.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     30035 | NS      | $3378937.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    122466 | NS      | $2953879.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $564025.97    | 0.06%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2141 | NS      | $1402419.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp                                                         | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    402118 | NS      | $2694190.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     35884 | NS      | $842197.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                                                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     12800 | NS      | $610944.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     39300 | NS      | $3294912.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     22700 | NS      | $981321.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $10564776.00  | 1.22%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2019-FL1 Issuer, Ltd | FS Rialto 2019-FL1                                                               | CUSIP: 30312UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1908676.60   | 0.22%             | 2036-12-16      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31287VBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131309 | PA      | $138474.81    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                     | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1285212.50   | 0.15%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7180000 | PA      | $5643555.75   | 0.65%             | 2067-05-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69265 | PA      | $70105.04     | 0.01%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35539 | PA      | $35838.10     | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD         | Transocean Proteus Ltd                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   3524800 | PA      | $3472186.61   | 0.40%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808000 | PA      | $1607682.82   | 0.19%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                     | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $3528656.25   | 0.41%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UDR Inc                        | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     78950 | NS      | $3057733.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41563 | PA      | $42037.64     | 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        |     34009 | PA      | $33991.39     | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298VN94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27388 | PA      | $27373.59     | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31298WWA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28867 | PA      | $28849.31     | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV         | UPC Broadband Finco BV                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1698000 | PA      | $1426320.00   | 0.16%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust          | Vendee Mortgage Trust 1997-2                                                     | CUSIP: 911760KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2164827 | PA      | $2.16         | 0.00%             | 2027-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31359RAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27770 | PA      | $28322.28     | 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        |     40361 | PA      | $43290.58     | 0.00%             | 2033-12-01      | Fixed         | 7.50%                 | 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      | $841394.87    | 0.10%             | 2036-06-16      | Floating      | 7.84%                 | 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      | $2867312.04   | 0.33%             | 2036-06-16      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                | VMC Finance 2021-HT1 LLC                                                         | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4714077.00   | 0.54%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV        | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2010000 | PA      | $1633369.03   | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31402RNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121655 | PA      | $131233.38    | 0.02%             | 2035-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31407DWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9325 | PA      | $9314.86      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     48383 | NS      | $2179654.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485056 | PA      | $482347.11    | 0.06%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31410S2Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73688 | PA      | $73525.75     | 0.01%             | 2036-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS       | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1705588.13   | 0.20%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $455982.15    | 0.05%             | 2067-08-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8150000 | PA      | $7478660.13   | 0.86%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28432439 | NS      | $28432438.71  | 3.28%             |  |  |  | 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        |   1124753 | PA      | $536620.73    | 0.06%             | 2035-11-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     68757 | NS      | $2227726.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1465000 | PA      | $1234874.84   | 0.14%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1168008.26   | 0.13%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     57200 | NS      | $2398968.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE       | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1416446.44   | 0.16%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC             | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4602980.13   | 0.53%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   5050000 | PA      | $4690149.32   | 0.54%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2022-1                                | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2317113.90   | 0.27%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2019-4                                | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617000 | PA      | $1350929.12   | 0.16%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2021-1                                | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1714918.00   | 0.20%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS        | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5166000 | PA      | $4485741.12   | 0.52%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2910000 | PA      | $2558362.88   | 0.29%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973600 | PA      | $972447.42    | 0.11%             | 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        |    486800 | PA      | $470306.32    | 0.05%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $219218.63    | 0.03%             | 2067-08-25      | Variable      | 5.76%                 | 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        |    627253 | PA      | $582914.38    | 0.07%             | 2036-02-25      | Floating      | 4.89%                 | 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        |    561873 | PA      | $522155.81    | 0.06%             | 2036-02-25      | Floating      | 4.89%                 | 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        |    328056 | PA      | $313738.85    | 0.04%             | 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        |    631973 | PA      | $605893.91    | 0.07%             | 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        |   5965664 | PA      | $1730263.16   | 0.20%             | 2037-01-25      | Floating      | 4.69%                 | 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        |   2415791 | PA      | $2250268.59   | 0.26%             | 2036-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                    | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477405 | PA      | $258243.65    | 0.03%             | 2036-06-25      | Floating      | 4.69%                 | 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      | $1786630.65   | 0.21%             | 2053-05-12      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-RENT                                      | CUSIP: 36260XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899787 | PA      | $830589.17    | 0.10%             | 2035-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-RENT                                      | CUSIP: 36260XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2039865 | PA      | $1858295.37   | 0.21%             | 2035-11-21      | Floating      | 10.05%                | 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        |   4510000 | PA      | $3749381.10   | 0.43%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP             | Global Partners LP/MA                                                            | CUSIP: 37946R307<br>LEI: 549300PCHWTW9P4DU444 | Long             | EP               | CORP              | US        |     23600 | NS      | $596608.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE        | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2611474.39   | 0.30%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Thunderbird Resources Equity I | Thunderbird Resources Equity Inc                                                 | CUSIP: 38011M603<br>LEI: 84JNOWGT1R2BJT129V65 | Long             | EC               | CORP              | US        |        11 | NS      | $11.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38376GWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186393 | PA      | $474.59       | 0.00%             | 2052-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1892554.40   | 0.22%             | 2036-12-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2812455.90   | 0.32%             | 2036-12-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR       | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2443131.25   | 0.28%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                                                          | CUSIP: F9686M107<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     37533 | NS      | $964385.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    110846 | NS      | $2778909.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc       | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     36639 | NS      | $1025159.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3200500.00   | 0.37%             | 2029-05-01      | Fixed         | 3.75%                 | 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      | $1224988.70   | 0.14%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3303000 | PA      | $3075377.39   | 0.35%             | 2035-11-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16000000 | PA      | $13801795.20  | 1.59%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP       | Holly Energy Partners LP / Holly Energy Finance Corp                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9257000 | PA      | $8428557.00   | 0.97%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |   4047934 | PA      | $3274825.36   | 0.38%             | 2037-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Home Re 2018-1 Ltd.            | Home Re 2018-1 Ltd                                                               | CUSIP: 43730MAB4<br>LEI: 254900E6IUAJSN9WD709 | Long             | ABS-MBS          | CORP              | BM        |   2286712 | PA      | $2271366.79   | 0.26%             | 2028-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    885000 | PA      | $864686.77    | 0.10%             | 2034-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4472000 | PA      | $3924611.10   | 0.45%             | 2034-01-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN       | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   4675000 | PA      | $3905611.88   | 0.45%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     25848 | NS      | $599673.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $874625.58    | 0.10%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Voyager CNTYW Delaware Trust   | Voyager CNTYW Delaware Trust                                                     | CUSIP: 929091AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335689 | PA      | $1260712.89   | 0.15%             | 2030-03-16      | Variable      | 45.32%                | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31390GSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131851 | PA      | $138453.82    | 0.02%             | 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        |    135213 | PA      | $142557.89    | 0.02%             | 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        |    105431 | PA      | $111083.08    | 0.01%             | 2034-11-01      | Fixed         | 7.50%                 | 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      | $4552460.76   | 0.52%             | 2034-01-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home RE 2019-1 Ltd                                                               | CUSIP: 43731AAB9<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |   4681000 | PA      | $4606150.81   | 0.53%             | 2029-05-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST       | Service Properties Trust                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2499946.68   | 0.29%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     51872 | NS      | $832545.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $5607044.25   | 0.65%             | 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        |   3000000 | PA      | $2427206.55   | 0.28%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                      | iStar Inc                                                                        | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $2944413.36   | 0.34%             | 2026-02-15      | Fixed         | 5.50%                 | 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        |    717874 | PA      | $712832.69    | 0.08%             | 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        |    478582 | PA      | $480801.59    | 0.06%             | 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      | $914008.41    | 0.11%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE        | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2954235.90   | 0.34%             | 2026-05-01      | Fixed         | 7.25%                 | 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        |   1747020 | PA      | $1552482.26   | 0.18%             | 2037-07-25      | Variable      | 3.77%                 | 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        |    682436 | PA      | $546101.72    | 0.06%             | 2037-03-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH        | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   3694000 | PA      | $3442288.70   | 0.40%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4142950.00   | 0.48%             | 2029-09-15      | Fixed         | 4.88%                 | 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        |    401258 | PA      | $399662.60    | 0.05%             | 2035-09-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Itron Inc                      | Itron Inc                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     10600 | NS      | $536890.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Wealth Management  | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263656 | PA      | $232119.96    | 0.03%             | 2051-03-25      | Floating      | 5.23%                 | 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        |  47194614 | PA      | $505053.17    | 0.06%             | 2051-10-25      | Variable      | 0.24%                 | 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      | $73740.47     | 0.01%             | 2051-10-25      | Variable      | 2.99%                 | 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      | $127391.25    | 0.01%             | 2051-10-25      | Variable      | 2.99%                 | 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      | $74267.12     | 0.01%             | 2033-10-25      | Variable      | 3.01%                 | 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        |     73207 | PA      | $0.73         | 0.00%             | 2033-11-25      | Variable      | 3.51%                 | 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        |   3948271 | PA      | $3157483.44   | 0.36%             | 2037-04-25      | Variable      | 3.23%                 | 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        |   2510549 | PA      | $8861.23      | 0.00%             | 2029-10-25      | Variable      | 0.29%                 | 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        |  38362612 | PA      | $292745.10    | 0.03%             | 2045-06-25      | Variable      | 0.25%                 | 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      | $2498745.52   | 0.29%             | 2036-03-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $2896713.26   | 0.33%             | 2038-11-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| RWE AG                         | RWE AG                                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     33342 | NS      | $1473968.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND           | KIND Trust 2021-KIND                                                             | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1489237 | PA      | $1360038.34   | 0.16%             | 2038-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND           | KIND Trust 2021-KIND                                                             | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2978474 | PA      | $2678517.44   | 0.31%             | 2038-08-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3886760.00   | 0.45%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRC Interim Corp               | KRC Interim Corp                                                                 | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     97173 | NS      | $2058124.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4163756.52   | 0.48%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust        | Kite Realty Group Trust                                                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78740 | NS      | $1657477.00   | 0.19%             |  |  |  | No            |                  1 | 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        |   3976466 | PA      | $3892734.72   | 0.45%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2649284.35   | 0.31%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $9781875.00   | 1.13%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP         | Liberty Broadband Corp                                                           | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |     40985 | NS      | $954950.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC               | MDC Holdings Inc                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1316358.02   | 0.15%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                | MEG Energy Corp                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3339517.50   | 0.38%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $535199.77    | 0.06%             | 2056-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities  | Mastr Asset Backed Securities Trust 2006-NC2                                     | CUSIP: 55275BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7799111 | PA      | $2968945.29   | 0.34%             | 2036-08-25      | Floating      | 4.69%                 | 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        |    385416 | PA      | $146719.00    | 0.02%             | 2036-08-25      | Floating      | 4.87%                 | 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        |   2719821 | PA      | $1373391.44   | 0.16%             | 2036-10-25      | Floating      | 4.59%                 | 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        |   4588673 | PA      | $2317083.43   | 0.27%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   5992000 | PA      | $5323652.32   | 0.61%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     94162 | NS      | $3092280.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |   7500000 | PA      | $7387500.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP | Magellan Midstream Partners LP                                                   | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |     57418 | NS      | $2882957.78   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50695988 | PA      | $277580.81    | 0.03%             | 2051-06-25      | Variable      | 0.12%                 | 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        |    495084 | PA      | $292692.40    | 0.03%             | 2051-06-25      | Variable      | 2.97%                 | 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      | $36956.72     | 0.00%             | 2051-06-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                | Mid-State Trust X                                                                | CUSIP: 59549RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675512 | PA      | $1672415.30   | 0.19%             | 2036-02-15      | Fixed         | 7.54%                 | 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      | $2011959.60   | 0.23%             | 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      | $507548.16    | 0.06%             | 2049-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD       | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1550234.42   | 0.18%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| City Developments Ltd          | City Developments Ltd                                                            | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |    216882 | NS      | $1333243.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group               | Transurban Group                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    653957 | NS      | $5753429.31   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2140756.45   | 0.25%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $1820356.51   | 0.21%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co          | East Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     33107 | NS      | $1885707.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd        | ENN Energy Holdings Ltd                                                          | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |    118719 | NS      | $1658273.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commerci | CapitaLand Integrated Commercial Trust                                           | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |    900066 | NS      | $1372791.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-RTL1                                    | CUSIP: 64831LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977872.40   | 0.23%             | 2026-12-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio | NewRez Warehouse Securitization Trust 2021-1                                     | CUSIP: 65246PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $959588.60    | 0.11%             | 2055-05-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                 | Orix JREIT Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       943 | NS      | $1337789.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84330 | NS      | $7049988.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP     | NextEra Energy Partners LP                                                       | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      7400 | NS      | $518666.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd  | China Resources Gas Group Ltd                                                    | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | HK        |    525205 | NS      | $1959304.49   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     96011 | NS      | $2632621.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-1R                                            | CUSIP: 65540EBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23751393 | PA      | $17254845.59  | 1.99%             | 2037-02-26      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4302054 | PA      | $2824879.54   | 0.33%             | 2037-03-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357150 | PA      | $1216889.16   | 0.14%             | 2037-12-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906286 | PA      | $2844914.14   | 0.33%             | 2037-06-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd          | Mitsui Fudosan Co Ltd                                                            | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    113181 | NS      | $2068606.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   2665000 | PA      | $2178637.53   | 0.25%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR ENERGY LP               | NuStar Energy LP                                                                 | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     59051 | NS      | $1203459.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP            | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3043307.27   | 0.35%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP            | NuStar Logistics LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1975344.81   | 0.23%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516462 | PA      | $295250.74    | 0.03%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400753 | PA      | $2390223.62   | 0.28%             | 2062-08-25      | Variable      | 5.70%                 | 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      | $3455038.91   | 0.40%             | 2034-04-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re II Ltd                                                                | CUSIP: 67400CAB4<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |   5156000 | PA      | $5080120.18   | 0.59%             | 2028-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re III Ltd                                                               | CUSIP: 67400KAC4<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |   2084000 | PA      | $2064383.31   | 0.24%             | 2029-07-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  15937000 | PA      | $17992944.72  | 2.07%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc | Oakwood Mortgage Investors Inc                                                   | CUSIP: 68213KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2904254 | PA      | $2977130.12   | 0.34%             | 2031-12-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191692 | PA      | $183618.73    | 0.02%             | 2037-01-25      | Variable      | 5.66%                 | 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        |    146924 | NS      | $2006889.53   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    234785 | NS      | $3817604.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC        | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   6113000 | PA      | $5254123.50   | 0.61%             | 2067-03-30      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-1 LLC                                                                  | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630771 | PA      | $3342890.06   | 0.39%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-1 LLC                                                                  | CUSIP: 693577AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1710801.20   | 0.20%             | 2026-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-3 LLC                                                                  | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463243 | PA      | $416610.25    | 0.05%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2022-1 LLC                                                                  | CUSIP: 693582AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289479 | PA      | $1193839.89   | 0.14%             | 2027-02-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2022-1 LLC                                                                  | CUSIP: 693582AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $466929.55    | 0.05%             | 2027-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2020-6 LLC                                                                  | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590864 | PA      | $541152.95    | 0.06%             | 2025-11-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2020-6 LLC                                                                  | CUSIP: 693587AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1112935.01   | 0.13%             | 2025-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-5 LLC                                                                  | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771537 | PA      | $701437.24    | 0.08%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-5 LLC                                                                  | CUSIP: 69358DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2194031.00   | 0.25%             | 2026-06-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3203631 | PA      | $2955693.02   | 0.34%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1642533.26   | 0.19%             | 2026-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-10 LLC                                                                 | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1326743 | PA      | $1216843.21   | 0.14%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-10 LLC                                                                 | CUSIP: 69360HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2589716.70   | 0.30%             | 2026-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-7 LLC                                                                  | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124572 | PA      | $1903388.41   | 0.22%             | 2026-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2022-2 LLC                                                                  | CUSIP: 69377AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2680773 | PA      | $2505847.18   | 0.29%             | 2027-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co          | West Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |     22379 | NS      | $971681.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4129152.79   | 0.48%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                  | Parkland Corp/Alberta                                                            | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   3247000 | PA      | $2709263.81   | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT       | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3140555.18   | 0.36%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nexans SA                      | Nexans SA                                                                        | CUSIP: F65277109<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |      7900 | NS      | $715020.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    262741 | NS      | $3089834.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE       | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   4995000 | PA      | $4295700.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     64205 | NS      | $7237829.65   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     48930 | NS      | $2997941.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     14591 | NS      | $4088252.29   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                 | PulteGroup Inc                                                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1624591.15   | 0.19%             | 2032-06-15      | Fixed         | 7.88%                 | 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        |     53000 | PA      | $82856.98     | 0.01%             | 2036-11-25      | Floating      | 24.20%                | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     55800 | NS      | $3912138.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3386 | NS      | $374390.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC        | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $2926282.65   | 0.34%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV               | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1790000 | PA      | $1445425.00   | 0.17%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ferrovial SA                   | Ferrovial SA                                                                     | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |     93923 | NS      | $2459151.65   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                   | Grainger PLC                                                                     | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | EC               | CORP              | GB        |    191231 | NS      | $584151.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                       | Engie SA                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     77915 | NS      | $1114654.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Equatorial Energia SA          | Equatorial Energia SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    350191 | NS      | $1793712.43   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Co | Japan Hotel REIT Investment Corp                                                 | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |      2347 | NS      | $1380279.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                                                                 | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     50800 | NS      | $1622973.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Energia SA               | Omega Energia SA                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    152250 | NS      | $276497.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S        | Vestas Wind Systems A/S                                                          | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |     14400 | NS      | $420057.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA    | Merlin Properties Socimi SA                                                      | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     46229 | NS      | $433575.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovabl | Corp ACCIONA Energias Renovables SA                                              | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        |     11100 | NS      | $428909.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                    | Aena SME SA                                                                      | CUSIP: E526K0106<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     17900 | NS      | $2243907.78   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA             | Cellnex Telecom SA                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    112310 | NS      | $3725449.62   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      4270 | NS      | $566011.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                      | Orsted AS                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      9105 | NS      | $823143.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL NL BV                | Ferrovial Netherlands BV                                                         | CUSIP: AP9096748<br>LEI: 72450048UYBX1IY3XM22 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $84030.02     | 0.01%             | 2023-02-14      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park  | Mitsui Fudosan Logistics Park Inc                                                | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |       255 | NS      | $932150.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ribbon Finance 2018 PLC        | Ribbon Finance 2018 PLC                                                          | CUSIP: BCC2GETY3<br>LEI: 635400EVD1H7N4C6DK21 | Long             | ABS-MBS          | CORP              | GB        |    307228 | PA      | $350206.83    | 0.04%             | 2028-04-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA         | Grenergy Renovables SA                                                           | CUSIP: N/A<br>LEI: 959800M1FVPL5BMW3R13       | Long             | EC               | CORP              | ES        |     17409 | NS      | $515911.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-200962.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastr | Atlantica Sustainable Infrastructure PLC                                         | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |     34300 | NS      | $888370.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-76060.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS NEVADA TRANSMISSION      | Texas Nevada Transmission LLC                                                    | CUSIP: N/A<br>LEI: 549300Y8E5GR8203FR30       | Long             | LON              | CORP              | US        |     25848 | PA      | $310.18       | 0.00%             | 2025-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP         | GIP II Blue Holding LP                                                           | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6312924 | PA      | $6248468.78   | 0.72%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4433000 | PA      | $-4433000.00  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                 | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2548000 | PA      | $-2548000.00  | -0.29%            |  |  |  | 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      | $1778909.22   | 0.20%             | 2034-11-17      | Floating      | 7.19%                 | 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      | $1923000.58   | 0.22%             | 2034-11-17      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     58914 | NS      | $1027460.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28570 | NS      | $2026470.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                 | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5133689.80   | 0.59%             | 2027-06-01      | Fixed         | 4.65%                 | 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        |   1114297 | PA      | $685163.64    | 0.08%             | 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        |   1748594 | PA      | $1126036.60   | 0.13%             | 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        |    631284 | PA      | $1096863.56   | 0.13%             | 2036-10-25      | Floating      | 34.00%                | 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        |   1892727 | PA      | $1010393.57   | 0.12%             | 2036-08-25      | Floating      | 5.09%                 | 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        |   1193883 | PA      | $722899.01    | 0.08%             | 2036-08-25      | Floating      | 10.85%                | 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        |   1057564 | PA      | $622947.08    | 0.07%             | 2037-01-25      | Fixed         | 6.00%                 | 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        |   9342793 | PA      | $5371941.49   | 0.62%             | 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        |   1138656 | PA      | $654707.18    | 0.08%             | 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        |   1113519 | PA      | $640253.87    | 0.07%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390054 | PA      | $1119350.95   | 0.13%             | 2037-03-25      | Floating      | 4.79%                 | 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        |   2011042 | PA      | $1188457.80   | 0.14%             | 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        |   1746535 | PA      | $897268.92    | 0.10%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-OA3                                                  | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6210450 | PA      | $5713121.09   | 0.66%             | 2047-04-25      | Floating      | 4.67%                 | 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        |    881984 | PA      | $549530.52    | 0.06%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Tower Corp Ltd           | China Tower Corp Ltd                                                             | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |  17398509 | NS      | $1866980.86   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                    | Taurus 2018-1 IT SRL                                                             | CUSIP: BCC2GADT9<br>LEI: 8156000571844ED04411 | Long             | ABS-MBS          | CORP              | IT        |     65205 | PA      | $62116.14     | 0.01%             | 2030-05-18      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| National Storage REIT          | National Storage REIT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    488277 | NS      | $769453.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport | Auckland International Airport Ltd                                               | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |    416500 | NS      | $2065671.03   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| European Loan Conduit          | European Loan Conduit No 36 DAC                                                  | CUSIP: BCC2LM3F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    938792 | PA      | $932551.29    | 0.11%             | 2030-02-17      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities           | Last Mile Securities PE 2021 DAC                                                 | CUSIP: BCC2R5UH5<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   2037581 | PA      | $1920026.89   | 0.22%             | 2031-08-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| InterRent Real Estate Investme | InterRent Real Estate Investment Trust                                           | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    163762 | NS      | $1548119.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                 | Drax Group PLC                                                                   | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    228568 | NS      | $1938822.62   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                       | Vinci SA                                                                         | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     11000 | NS      | $1096553.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    112809 | NS      | $1316871.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA              | EDP Renovaveis SA                                                                | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |     21100 | NS      | $464948.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd                    | AltaGas Ltd                                                                      | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |     49086 | NS      | $847585.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LONGYUAN                 | China Longyuan Power Group Corp Ltd                                              | CUSIP: N/A<br>LEI: 5299008UYLF3O6V9T464       | Long             | EC               | CORP              | CN        |    397000 | NS      | $482588.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Pan Asia Commercial  | Mapletree Pan Asia Commercial Trust                                              | CUSIP: Y5759T101<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               | CORP              | SG        |    994275 | NS      | $1242287.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital & Counties Properties  | Capital & Counties Properties PLC                                                | CUSIP: N/A<br>LEI: 549300TTXXZ1SHUI0D54       | Long             | EC               | CORP              | GB        |    717903 | NS      | $926805.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd           | Swire Properties Ltd                                                             | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |    254977 | NS      | $645829.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenia Communities Group      | Ingenia Communities Group                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    399249 | NS      | $1208141.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Comforia Residential REIT Inc  | Comforia Residential REIT Inc                                                    | CUSIP: N/A<br>LEI: 353800BJ2SV3UPG9JU05       | Long             | EC               | CORP              | JP        |       370 | NS      | $833569.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                 | Mercury NZ Ltd                                                                   | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               | CORP              | NZ        |    139100 | NS      | $491404.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                     | Vonovia SE                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     68556 | NS      | $1614929.01   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC              | National Grid PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    282416 | NS      | $3383178.84   | 0.39%             |  |  |  | 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        |    403957 | NS      | $2352702.09   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE       | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   2800000 | PA      | $2520000.00   | 0.29%             | 2028-03-01      | Fixed         | 5.50%                 | 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        |    811850 | PA      | $505832.48    | 0.06%             | 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        |   2204369 | PA      | $1813606.17   | 0.21%             | 2047-08-25      | Floating      | 4.81%                 | 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        |   3890820 | PA      | $2812141.08   | 0.32%             | 2037-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA               | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   7610000 | PA      | $5959543.20   | 0.69%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     29300 | NS      | $2605356.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     47203 | NS      | $4481924.85   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC             | Derwent London PLC                                                               | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | EC               | CORP              | GB        |     69797 | NS      | $1997688.09   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent          | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     67754 | NS      | $2042105.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4800 | NS      | $1016928.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc     | Americold Realty Trust Inc                                                       | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     65971 | NS      | $1867639.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3893862.00   | 0.45%             | 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      | $4936896.00   | 0.57%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                    | Apache Corp                                                                      | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2530833.42   | 0.29%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2613065.28   | 0.30%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA        | Atlantica Sustainable Infrastructure PLC                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   4845000 | PA      | $4292861.96   | 0.49%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2018-BXH                                                             | CUSIP: 05491RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2739795.90   | 0.32%             | 2037-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2021-AGW Mortgage Trust                                                    | CUSIP: 05493HAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3546817.20   | 0.41%             | 2036-06-15      | Floating      | 9.12%                 | 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      | $4403710.00   | 0.51%             | 2038-09-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC         | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $713125.00    | 0.08%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2019-RP                                                                 | CUSIP: 05607VAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1494743.04   | 0.17%             | 2034-06-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The            | UNITE Group PLC/The                                                              | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    140603 | NS      | $1542520.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP             | Baytex Energy Corp                                                               | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $839412.75    | 0.10%             | 2027-04-01      | Fixed         | 8.75%                 | 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      | $1038981.75   | 0.12%             | 2036-03-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA               | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $2912784.30   | 0.34%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2018-1 Ltd                                                         | CUSIP: 078768AE8<br>LEI: 549300O2GEH6GH9NO762 | Long             | ABS-MBS          | CORP              | BM        |   1643071 | PA      | $1636069.04   | 0.19%             | 2028-04-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                                | CUSIP: 07876AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2353000 | PA      | $2093602.46   | 0.24%             | 2031-06-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2019-4 Ltd                                                         | CUSIP: 07876LAD1<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |   3798000 | PA      | $3723138.76   | 0.43%             | 2029-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389000 | PA      | $1181655.08   | 0.14%             | 2031-09-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2019-2 Ltd                                                         | CUSIP: 07877BAG5<br>LEI: 254900I4ZKD8IMM1O953 | Long             | ABS-MBS          | CORP              | BM        |   1715000 | PA      | $1675593.59   | 0.19%             | 2029-04-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881130 | PA      | $1884723.35   | 0.22%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2018-3 Ltd                                                         | CUSIP: 07877TAC5<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |   3922000 | PA      | $3883391.83   | 0.45%             | 2028-10-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SSE PLC                        | SSE PLC                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    112915 | NS      | $2322327.62   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1243707.00   | 0.14%             | 2051-10-10      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     26464 | NS      | $505991.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RACER MID LLC/FINAN       | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1180923.40   | 0.14%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC          | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $5691241.86   | 0.66%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc          | Boston Properties Inc                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      8046 | NS      | $543748.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP               | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   4662000 | PA      | $4342093.56   | 0.50%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP               | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1087500.00   | 0.13%             | 2031-06-15      | Fixed         | 4.75%                 | 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        |   1921545 | PA      | $1862767.95   | 0.21%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2236750.00   | 0.26%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3197758.07   | 0.37%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $2916800.23   | 0.34%             | 2078-01-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1418002.72   | 0.16%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust            | BWAY 2022-26BW Mortgage Trust                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1923896.70   | 0.22%             | 2044-02-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4577575.00   | 0.53%             | 2034-09-15      | Floating      | 8.35%                 | 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        |  20350000 | PA      | $17349494.25  | 2.00%             | 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        |   3360000 | PA      | $3157526.40   | 0.36%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4869000 | PA      | $4483852.85   | 0.52%             | 2036-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2050254.58   | 0.24%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2064800.88   | 0.24%             | 2031-02-15      | Fixed         | 4.75%                 | 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        |   3848466 | PA      | $1861730.49   | 0.21%             | 2037-02-25      | Floating      | 5.04%                 | 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        |    201682 | PA      | $117214.78    | 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        |    170864 | PA      | $97292.75     | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | 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      | $2216448.00   | 0.26%             | 2067-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd             | CLNC 2019-FL1 Ltd                                                                | CUSIP: 12565DAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2761986.90   | 0.32%             | 2035-08-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1115797.47   | 0.13%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1919142.90   | 0.22%             | 2051-11-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6245000 | PA      | $3450709.10   | 0.40%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7092000 | PA      | $4920529.10   | 0.57%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                       | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     63400 | NS      | $1964132.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP             | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2427855.17   | 0.28%             | 2031-01-15      | Fixed         | 7.38%                 | 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        |   1365368 | PA      | $1038201.16   | 0.12%             | 2035-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5894231 | PA      | $5283186.23   | 0.61%             | 2035-11-20      | Floating      | 5.01%                 | 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        |  10252442 | PA      | $9462702.77   | 1.09%             | 2036-02-25      | Variable      | 2.92%                 | 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        |     39097 | PA      | $35393.10     | 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        |   4650000 | PA      | $3648928.28   | 0.42%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH          | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $3733208.98   | 0.43%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2115906.00   | 0.24%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP       | California Resources Corp                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $3312704.88   | 0.38%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO            | Callon Petroleum Co                                                              | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1110066.55   | 0.13%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                   | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   7405000 | PA      | $6611988.18   | 0.76%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc             | CareTrust REIT Inc                                                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     36338 | NS      | $675160.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM CO            | Callon Petroleum Co                                                              | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1303450.01   | 0.15%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC           | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5174400.24   | 0.60%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI       | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4895550.00   | 0.56%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    100650 | NS      | $3018493.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |    955000 | PA      | $897700.00    | 0.10%             |  |  |  | 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        |    813569 | PA      | $693888.21    | 0.08%             | 2036-01-25      | Variable      | 3.50%                 | 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        |   1999347 | PA      | $1747636.04   | 0.20%             | 2037-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     34066 | NS      | $5108537.36   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6030000 | PA      | $4681374.46   | 0.54%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP         | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1529484.34   | 0.18%             | 2026-02-01      | Fixed         | 5.50%                 | 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      | $2265512.22   | 0.26%             | 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      | $1889065.00   | 0.22%             | 2067-01-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2021-KEYS                                    | CUSIP: 17291GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3321464.30   | 0.38%             | 2036-10-15      | Floating      | 8.97%                 | 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        |    336568 | PA      | $293165.40    | 0.03%             | 2036-10-25      | Floating      | 5.29%                 | 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        |    459642 | PA      | $407489.29    | 0.05%             | 2037-04-25      | Variable      | 3.56%                 | 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        |   4518115 | PA      | $2911411.26   | 0.34%             | 2037-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     31900 | NS      | $1016653.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   5297000 | PA      | $4399153.79   | 0.51%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005000.00   | 0.23%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR       | Cogent Communications Group Inc                                                  | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3079620.08   | 0.35%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $4072982.50   | 0.47%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI       | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $4126192.53   | 0.48%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boralex Inc                    | Boralex Inc                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     28800 | NS      | $851237.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   8009000 | PA      | $7457795.23   | 0.86%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD EQUITY PARTNER       | Crestwood Equity Partners LP                                                     | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |    147286 | NS      | $1275496.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $325500.00    | 0.04%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5734441.56   | 0.66%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     37790 | NS      | $5125835.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                      | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18503 | NS      | $744745.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aguas Andinas SA               | Aguas Andinas SA                                                                 | CUSIP: N/A<br>LEI: 894500KC50BSHRL3SK15       | Long             | EC               | CORP              | CL        |   4194145 | NS      | $966047.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-12                                    | CUSIP: 23242EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160296 | PA      | $1114135.79   | 0.13%             | 2037-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DBCCRE Mortgage Trust          | DBCCRE 2014-ARCP Mortgage Trust                                                  | CUSIP: 23305MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1779886.60   | 0.21%             | 2034-01-10      | Variable      | 4.93%                 | 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      | $1462284.60   | 0.17%             | 2055-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31381D4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6576 | PA      | $6547.18      | 0.00%             | 2031-03-15      | Fixed         | 8.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31385H4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112405 | PA      | $121382.38    | 0.01%             | 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        |    110035 | PA      | $114611.96    | 0.01%             | 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        |    129257 | PA      | $138007.52    | 0.02%             | 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        |    126606 | PA      | $133048.72    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

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

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

**Title:** Treasurer