# EDGAR Filing Document

**Accession Number:** 0001655099
**File Stem:** 0001145549-25-053929
**Filing Date:** 2025-8
**Character Count:** 249752
**Document Hash:** 834fe662939c1af08fac9baab24bdf27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053929.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001145549-25-053929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23157
- **FILM NUMBER:** 251257524

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** Brookfield Place

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1071582272.28

**Total Liabilities:** $266093016.22

**Net Assets:** $805489256.06

**Delayed Delivery Securities:** $1654760.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8447.532492000000 | **1-Year:** 12532.479322000000 | **5-Year:** 19860.805825000000 | **10-Year:** 23568.444053000000 | **30-Year:** 1153.256741000000

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

- **3-Month:** 110583.469307000000 | **1-Year:** 74680.249662000000 | **5-Year:** 45478.833962000000 | **10-Year:** 28520.089109000000 | **30-Year:** 11752.863054000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.70%               | 0.84%                | 4.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-493282.16              | $-8562854.37                               |
| Month 2  | $-168283.73              | $5138936.88                                |
| Month 3  | $329021.77               | $12234081.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Countrywide Alternative Loan T       | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2204321 | PA      | $784359.03    | 0.10%             | 2037-03-25      | Floating      | 4.83%                 | 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        |   5178285 | PA      | $4490880.43   | 0.56%             | 2047-04-25      | Floating      | 4.71%                 | 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        |    801546 | PA      | $441693.88    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737808 | PA      | $406570.88    | 0.05%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2007-HY6                                                  | CUSIP: 02151JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1796833 | PA      | $1509409.01   | 0.19%             | 2047-08-25      | Floating      | 4.85%                 | 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        |   3359062 | PA      | $2042633.33   | 0.25%             | 2037-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5275674.80   | 0.65%             | 2029-09-01      | Fixed         | 6.38%                 | 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        |   3500207 | PA      | $1206935.79   | 0.15%             | 2037-02-25      | Floating      | 5.08%                 | 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        |     28010 | PA      | $28305.39     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                      | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3030750.00   | 0.38%             | 2030-06-10      | Variable      | 7.20%                 | 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        |    338366 | PA      | $329783.83    | 0.04%             | 2037-01-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FARMVILLE VA INDL DEV AUTH FAC       | Farmville Industrial Development Authority                                       | CUSIP: 311617BD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $183529.74    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31359RAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10071 | PA      | $10229.43     | 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        |     30498 | PA      | $32835.00     | 0.00%             | 2033-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5250000 | PA      | $1307915.18   | 0.16%             | 2055-11-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31381D4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $17.73        | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31385H4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30292 | PA      | $32931.89     | 0.00%             | 2031-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31385JRK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41380 | PA      | $42708.14     | 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        |     71279 | PA      | $76269.60     | 0.01%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31390GR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79560 | PA      | $84089.67     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31390GSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85458 | PA      | $89674.70     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31390MHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98825 | PA      | $104627.38    | 0.01%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31402RFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52098 | PA      | $55339.81     | 0.01%             | 2034-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31402RNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86245 | PA      | $93724.31     | 0.01%             | 2035-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS             | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4920123.67   | 0.61%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelis Mortgage Trust               | Fidelis Mortgage Trust 2025-RTL1                                                 | CUSIP: 31575LAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $890091.45    | 0.11%             | 2040-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $959974.50    | 0.12%             | 2054-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490893.45    | 0.06%             | 2054-07-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $522879.95    | 0.06%             | 2054-07-25      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477056.85    | 0.06%             | 2054-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510657.15    | 0.06%             | 2054-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773495 | PA      | $794739.65    | 0.10%             | 2054-05-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386748 | PA      | $395399.70    | 0.05%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc             | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       337 | NS      | $10477.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4310930.60   | 0.54%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368892.98   | 0.17%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2903379.88   | 0.36%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1426353.38   | 0.18%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC              | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1531000 | PA      | $1029597.50   | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC              | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   7129000 | PA      | $4197287.15   | 0.52%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP             | LBJ Infrastructure Group LLC                                                     | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102029.76    | 0.01%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2742111.13   | 0.34%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                     | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2913653.38   | 0.36%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin       | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1282653 | PA      | $1281514.43   | 0.16%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $4711000.00   | 0.58%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3982000.00   | 0.49%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    274000 | PA      | $278745.52    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                 | LXP Industrial Trust                                                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1213 | NS      | $10019.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP               | Liberty Broadband Corp                                                           | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |     41071 | NS      | $1024721.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY COSTA RICA SR SF             | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1917000.00   | 0.24%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                 | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $3021676.25   | 0.38%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY       | Louisville/Jefferson County Metropolitan Government                              | CUSIP: 54675QCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $154250.00    | 0.02%             | 2045-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                 | Koninklijke Vopak NV                                                             | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     17244 | NS      | $856499.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                         | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1826000 | PA      | $1773210.34   | 0.22%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Link REIT                            | Link REIT                                                                        | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      2351 | NS      | $12593.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT                | LaSalle Logiport REIT                                                            | CUSIP: N/A<br>LEI: 353800II3DI1RPKBB314       | Long             | EC               | CORP              | JP        |        11 | NS      | $10631.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                 | Fastighets AB Balder                                                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |      1807 | NS      | $13469.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                   | Cellnex Telecom SA                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     30635 | NS      | $1192876.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1253873 | PA      | $1237108.37   | 0.15%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1253873 | PA      | $1236832.52   | 0.15%             | 2030-04-15      | Floating      | 6.79%                 | 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      | $2381355.20   | 0.30%             | 2031-08-17      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F       | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: BCC316NM6<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   1192955 | PA      | $1388052.62   | 0.17%             | 2033-08-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     40780 | NS      | $2100577.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL              | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2797456.15   | 0.35%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NTHRN IL MUNI PWR AGY PWR PROJ       | Northern Illinois Municipal Power Agency                                         | CUSIP: 665250BW5<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107613.00    | 0.01%             | 2039-01-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| NTHRN IL MUNI PWR AGY PWR PROJ       | Northern Illinois Municipal Power Agency                                         | CUSIP: 665250BY1<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34990.11     | 0.00%             | 2040-01-01      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| OAK LAWN IL                          | Village of Oak Lawn IL                                                           | CUSIP: 671409ZG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99651.79     | 0.01%             | 2025-12-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250807                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-136324.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The              | British Land Co PLC/The                                                          | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      6492 | NS      | $33694.42     | 0.00%             |  |  |  | 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        |   1058550 | PA      | $504985.42    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030603 | PA      | $1041020.29   | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653813 | PA      | $671232.46    | 0.08%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                 | Big Yellow Group PLC                                                             | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |       814 | NS      | $11315.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                 | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $677234.25    | 0.08%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                  | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $663671.88    | 0.08%             | 2036-03-15      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                  | Brightline East LLC                                                              | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5720000 | PA      | $4232800.00   | 0.53%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                    | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1621 | NS      | $38774.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE OPER PARTNERS             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4645106.31   | 0.58%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |   1341810 | PA      | $1354904.14   | 0.17%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus       | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995622.30    | 0.12%             | 2063-06-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc           | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       977 | NS      | $25441.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3589136.53   | 0.45%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975521.70    | 0.12%             | 2042-03-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD               | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |   2066000 | PA      | $2115842.25   | 0.26%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                        | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $5229265.60   | 0.65%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                        | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4730500.00   | 0.59%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966027.40    | 0.12%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5435339.02   | 0.67%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boralex Inc                          | Boralex Inc                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      1785 | NS      | $41474.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELAWARE ST ECON DEV AUTH CHRT       | Delaware State Economic Development Authority                                    | CUSIP: 246372BK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100716.00    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc             | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       186 | NS      | $32425.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC              | DigitalBridge Group Inc                                                          | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |       779 | NS      | $16304.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5672384.06   | 0.70%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  10358000 | PA      | $10676730.89  | 1.33%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     13653 | NS      | $1611054.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T       | EFMT 2024-INV2                                                                   | CUSIP: 26844LAE8<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989867.70    | 0.12%             | 2069-10-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                         | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5000000 | PA      | $5118536.50   | 0.64%             | 2033-09-26      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc             | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       211 | NS      | $35262.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASY 2025-RTL1                       | Easy Street Mortgage Loan Trust 2025-RTL1                                        | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003838.30   | 0.12%             | 2040-05-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                        | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  10405475 | PA      | $9495354.84   | 1.18%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERA INC                            | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   7600000 | PA      | $7644475.20   | 0.95%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     42849 | NS      | $1941916.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $848776.50    | 0.11%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8790000 | PA      | $9269160.48   | 1.15%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     19291 | NS      | $1329728.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3029322.10   | 0.38%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                 | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1158436.98   | 0.14%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc              | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $53520.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3475285.95   | 0.43%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Irwin Home Equity                    | Irwin Home Equity Loan Trust 2006-1                                              | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98609 | PA      | $97154.70     | 0.01%             | 2035-09-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| iShares Short Treasury Bond ET       | iShares Short Treasury Bond ETF                                                  | CUSIP: 464288679<br>LEI: 549300F8ZJ4IZLOOBP30 | Long             | EC               | RF                | US        |     63969 | NS      | $7063456.98   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-3 Month Treasury Bon       | iShares 0-3 Month Treasury Bond ETF                                              | CUSIP: 46436E718<br>LEI: 549300L2T50TTT4U6186 | Long             | EC               | RF                | US        |     70200 | NS      | $7068438.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                            | Itron Inc                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       520 | NS      | $68447.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                              | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      4283 | NS      | $78917.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                | East Japan Railway Co                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     35128 | NS      | $755636.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2021-AFC1 Trust                                                            | CUSIP: 69357TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $221426.52    | 0.03%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2960571.00   | 0.37%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995642.10    | 0.12%             | 2058-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L       | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    116600 | NS      | $2136112.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE             | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |  13765000 | PA      | $13794099.21  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc         | Plymouth Industrial REIT Inc                                                     | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $4769.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORT OF MORROW OR                    | Port of Morrow OR                                                                | CUSIP: 73473RDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $123718.23    | 0.02%             | 2036-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                          | Italgas SpA                                                                      | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     70160 | NS      | $595145.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                | Cablevision Lightpath LLC                                                        | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |   3457846 | PA      | $3466076.17   | 0.43%             | 2027-11-30      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7275000 | PA      | $6922162.50   | 0.86%             | 2031-02-18      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC             | Edgewater Generation LLC                                                         | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    994643 | PA      | $997487.54    | 0.12%             | 2030-08-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -773475 | PA      | $-773475.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3292575 | PA      | $-3292575.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1208700 | PA      | $-1208700.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1998157 | PA      | $-1998157.05  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1576306 | PA      | $-1576306.36  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3464111 | PA      | $-3464111.25  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -5835078 | PA      | $-5835078.00  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2241382 | PA      | $-2241382.50  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2191845 | PA      | $-2191844.81  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2057026 | PA      | $-2057026.35  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -842325 | PA      | $-842325.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2537062 | PA      | $-2537062.50  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1462242 | PA      | $-1462241.63  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                 | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3117920.94   | 0.39%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   4206000 | PA      | $4316103.03   | 0.54%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development        | Sumitomo Realty & Development Co Ltd                                             | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |       225 | NS      | $8689.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd          | Sun Hung Kai Properties Ltd                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      1324 | NS      | $15256.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management          | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2051260.20   | 0.25%             | 2044-05-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING             | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2744257.15   | 0.34%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                  | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        71 | NS      | $8980.79      | 0.00%             |  |  |  | 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      | $1922859.43   | 0.24%             | 2029-05-15      | Fixed         | 4.50%                 | 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      | $3960106.00   | 0.49%             | 2038-03-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4339000 | PA      | $4257640.80   | 0.53%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                 | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     17165 | NS      | $2988083.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                       | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     41028 | NS      | $2001756.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL               | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $2982019.04   | 0.37%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                           | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   2983000 | PA      | $3006359.66   | 0.37%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6778415.11   | 0.84%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV       | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $102168.85    | 0.01%             | 2040-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                  | Toledo Hospital/The                                                              | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201562.50    | 0.03%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515627.00   | 0.19%             | 2039-02-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust            | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001999.80   | 0.12%             | 2064-01-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       307 | NS      | $70247.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se       | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733657 | PA      | $708761.38    | 0.09%             | 2036-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se       | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust                           | CUSIP: 94984GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572720 | PA      | $546761.53    | 0.07%             | 2036-09-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                        | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       473 | NS      | $72714.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bank                | Western Alliance Bank                                                            | CUSIP: 95763PNE7<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    872376 | PA      | $895689.71    | 0.11%             | 2059-07-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                | Western Alliance Bank                                                            | CUSIP: 95763PNF4<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1500200 | PA      | $1624083.02   | 0.20%             | 2059-07-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2987907.62   | 0.37%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                 | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     62136 | NS      | $3902762.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS             | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1443355.90   | 0.18%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2878977.60   | 0.36%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                               | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1441880.93   | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     24300 | NS      | $1654830.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                         | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       339 | NS      | $43853.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                       | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     20687 | NS      | $1009929.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   9179000 | PA      | $7720263.96   | 0.96%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4636972.36   | 0.58%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1756805.23   | 0.22%             | 2065-09-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management        | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135424 | PA      | $134535.20    | 0.02%             | 2051-03-25      | Floating      | 5.86%                 | 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        |  40661994 | PA      | $412682.64    | 0.05%             | 2051-10-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $116282.17    | 0.01%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573000 | PA      | $208805.04    | 0.03%             | 2051-10-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-MBS          | CORP              | US        |   1695000 | PA      | $1711937.80   | 0.21%             | 2054-05-20      | Floating      | 6.80%                 | 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      | $82415.79     | 0.01%             | 2033-10-25      | Variable      | 5.62%                 | 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        |     73196 | PA      | $0.73         | 0.00%             | 2033-11-25      | Variable      | 6.32%                 | 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        |   3388987 | PA      | $2750926.17   | 0.34%             | 2037-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor       | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12                  | CUSIP: 46632HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17980 | PA      | $18097.61     | 0.00%             | 2051-02-15      | Variable      | 6.56%                 | 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        |    869080 | PA      | $1201.85      | 0.00%             | 2029-10-25      | Variable      | 0.12%                 | 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        |  32320648 | PA      | $248542.55    | 0.03%             | 2045-06-25      | Variable      | 0.24%                 | 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      | $705460.80    | 0.09%             | 2036-03-15      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust             | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2690000 | PA      | $2155160.48   | 0.27%             | 2063-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101000 | PA      | $1099372.39   | 0.14%             | 2054-06-25      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAG0<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003997.60   | 0.12%             | 2055-05-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF          | Janus Henderson AAA CLO ETF                                                      | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             | EC               | RF                | US        |    136369 | NS      | $6920726.75   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                | Schneider Electric SE                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       334 | NS      | $89674.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd        | Japan Airport Terminal Co Ltd                                                    | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     23398 | NS      | $747148.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $933786.30    | 0.12%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1640395.41   | 0.20%             | 2059-03-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2024-HOME1 Trust                                                           | CUSIP: 69391XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1623000 | PA      | $1621757.92   | 0.20%             | 2059-05-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2023-NQM1 Trust                                                             | CUSIP: 693965AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $970171.70    | 0.12%             | 2068-01-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1975840.80   | 0.25%             | 2068-12-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248000 | PA      | $4220436.43   | 0.52%             | 2058-09-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $996148.56    | 0.12%             | 2058-09-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust           | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1924935.60   | 0.24%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                         | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       252 | NS      | $26490.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC PWR GENERATION AGY NE R       | Public Power Generation Agency                                                   | CUSIP: 744434CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87650.35     | 0.01%             | 2041-01-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI EDUCTNL FAC       | Public Finance Authority                                                         | CUSIP: 74443DLW9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200303.84    | 0.02%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                    | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1516796.70   | 0.19%             | 2069-06-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou       | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1096 | NS      | $92261.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2006-QS14 Trust                                                      | CUSIP: 74922GBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40887 | PA      | $70489.86     | 0.01%             | 2036-11-25      | Floating      | 23.61%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2007-QO3 Trust                                                       | CUSIP: 74923TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998087 | PA      | $898106.95    | 0.11%             | 2047-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3919306.23   | 0.49%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1957000 | PA      | $2013255.92   | 0.25%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I        | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048859 | PA      | $744356.30    | 0.09%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                    | RLJ Lodging Trust                                                                | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14000 | NS      | $331240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In       | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4793158 | PA      | $4312141.24   | 0.54%             | 2046-09-25      | Floating      | 5.25%                 | 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        |   1260227 | PA      | $1101873.99   | 0.14%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4335000 | PA      | $4302470.51   | 0.53%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SCE TRUST V                          | SCE Trust V                                                                      | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92789 | NS      | $2115589.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp              | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6070 | NS      | $1425478.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLISAW OK ECON AUTH SALES TA       | Sallisaw Economic Authority/The                                                  | CUSIP: 795456AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125153.33    | 0.02%             | 2053-02-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX CUSTOMER FAC CH       | City of San Antonio TX Customer Facility Charge Revenue                          | CUSIP: 796246AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95798.38     | 0.01%             | 2045-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Santander Bank Mortgage Credit       | Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1                     | CUSIP: 80290CBM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4723323 | PA      | $5133076.54   | 0.64%             | 2052-02-26      | Floating      | 8.46%                 | 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        |   4951307 | PA      | $1598636.80   | 0.20%             | 2036-09-25      | Floating      | 4.73%                 | 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        |   3043288 | PA      | $1479722.57   | 0.18%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SEMPRA                               | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1544644.36   | 0.19%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                               | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7485678.20   | 0.93%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| S JERSEY NJ TRANSPRTN AUTH TRA       | South Jersey Transportation Authority                                            | CUSIP: 838536ER7<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82177.64     | 0.01%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp           | KDX Realty Investment Corp                                                       | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |        10 | NS      | $10850.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                        | Scentre Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11131 | NS      | $26143.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                | Jack Ohio Finance LLC                                                            | CUSIP: N/A<br>LEI: 5493002ERZW63JFJI167       | Long             | LON              | CORP              | US        |   6000000 | PA      | $5947500.00   | 0.74%             | 2032-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657437 | PA      | $901737.41    | 0.11%             | 2036-10-25      | Fixed         | 6.50%                 | 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      | $3448951.45   | 0.43%             | 2036-10-15      | Floating      | 9.08%                 | 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        |    263020 | PA      | $213403.22    | 0.03%             | 2036-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc          | Chubu Electric Power Co Inc                                                      | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     40946 | NS      | $506683.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       368 | NS      | $68743.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS NEVADA TRANSMISSION            | Texas Nevada Transmission LLC                                                    | CUSIP: N/A<br>LEI: 549300Y8E5GR8203FR30       | Long             | LON              | CORP              | US        |     25848 | PA      | $316.64       | 0.00%             | 2025-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNE             | Sunrise Financing Partnership                                                    | CUSIP: N9000DAB3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   4250000 | PA      | $4242052.50   | 0.53%             | 2028-04-30      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC              | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     20487 | PA      | $19637.27     | 0.00%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTU             | Third Coast Infrastructure LLC                                                   | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   2981250 | PA      | $2994307.88   | 0.37%             | 2030-09-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDI             | Thunder Generation Funding LLC                                                   | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |     17578 | PA      | $17577.89     | 0.00%             | 2031-10-03      | Floating      | 7.61%                 | 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      | $1897100.45   | 0.24%             | 2034-11-17      | Floating      | 7.18%                 | 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      | $2041702.48   | 0.25%             | 2034-11-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                 | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1506919.35   | 0.19%             | 2064-10-25      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                            | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494329.35    | 0.06%             | 2042-08-18      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                            | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248063.10    | 0.03%             | 2042-08-18      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                         | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8760000 | PA      | $8515786.09   | 1.06%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                     | ACHM Mortgage Trust 2024-HE1                                                     | CUSIP: 00449TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223960 | PA      | $1223617.59   | 0.15%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP             | American Assets Trust LP                                                         | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4258943.63   | 0.53%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER              | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1433793.78   | 0.18%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   9573000 | PA      | $10147810.79  | 1.26%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2          | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2546152.20   | 0.32%             | 2067-03-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                 | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $757382.25    | 0.09%             | 2058-09-25      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                 | CHNGE Mortgage Trust 2023-4                                                      | CUSIP: 12569QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891000 | PA      | $891089.72    | 0.11%             | 2058-09-25      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     26544 | NS      | $975226.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $7474226.38   | 0.93%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC             | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1661982.77   | 0.21%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | Chase Mortgage Finance Trust Series 2005-A2                                      | CUSIP: 16162WQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561842 | PA      | $489279.43    | 0.06%             | 2036-01-25      | Variable      | 4.64%                 | 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        |   1511459 | PA      | $1388332.96   | 0.17%             | 2037-03-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                  | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     14518 | NS      | $3535423.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust                 | CHNGE Mortgage Trust 2023-2                                                      | CUSIP: 169926AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3506522.25   | 0.44%             | 2058-06-25      | Variable      | 8.06%                 | 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      | $2238239.52   | 0.28%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1          | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2192942.50   | 0.27%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144090 | PA      | $144607.30    | 0.02%             | 2047-04-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133107 | PA      | $138019.34    | 0.02%             | 2057-10-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152997 | PA      | $161499.23    | 0.02%             | 2057-10-25      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881511 | PA      | $914399.51    | 0.11%             | 2057-10-25      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| 575 LEXINGTON SENIOR MEZZ            | 575 LEXINGTON SENIOR MEZZ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3256707 | PA      | $3256706.93   | 0.40%             | 2026-06-18      | Fixed         | 10.75%                | Yes           |                  3 | On Loan: No      |
| 111 Wall St-senior 5.0% 12/31/24 PVT | 111 Wall St-senior 5.0% 12/31/24 PVT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9549981 | PA      | $9473581.24   | 1.18%             | 2026-01-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 125 WEST END                         | 125 WEST END                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3654003 | PA      | $1439677.03   | 0.18%             | 2026-03-12      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 575 LEXINGTON JUNIOR MEZZ B          | 575 LEXINGTON JUNIOR MEZZ B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6583217 | PA      | $2883449.18   | 0.36%             | 2026-06-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC             | WideOpenWest Finance LLC                                                         | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |   5000000 | PA      | $5112500.00   | 0.63%             | 2028-12-11      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| Taurus CMBS                          | Taurus 2021-4 UK DAC                                                             | CUSIP: BCC31RC75<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |    644923 | PA      | $885736.60    | 0.11%             | 2031-08-17      | Floating      | 7.32%                 | 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        |    149749 | PA      | $61877.10     | 0.01%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans               | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148700 | PA      | $63617.05     | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  10093000 | PA      | $6967157.53   | 0.86%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  18284000 | PA      | $12872479.03  | 1.60%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust         | CSMC 2021-NQM1                                                                   | CUSIP: 126407AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $823227.46    | 0.10%             | 2065-05-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust         | CSMC 2021-NQM2                                                                   | CUSIP: 12662EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1208218.56   | 0.15%             | 2066-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CRIBS Mortgage Trust 2025-RTL1       | Cribs Mortgage Trust 2025-RTL1                                                   | CUSIP: 12704NAC7<br>LEI: 254900Y2C40FXLSY2W87 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009552.40   | 0.13%             | 2040-05-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                     | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      8905 | NS      | $914810.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2217063.75   | 0.28%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2636434.98   | 0.33%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                      | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4640511.21   | 0.58%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $647174.92    | 0.08%             | 2056-01-25      | Variable      | 3.29%                 | 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        |   4081860 | PA      | $1915721.59   | 0.24%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2832161.19   | 0.35%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta       | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44879370 | PA      | $219249.19    | 0.03%             | 2051-06-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta       | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462781 | PA      | $327271.78    | 0.04%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta       | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $56321.66     | 0.01%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta       | Mello Mortgage Capital Acceptance 2021-INV1                                      | CUSIP: 58549KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352021 | PA      | $126415.20    | 0.02%             | 2051-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                        | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1471940.46   | 0.18%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS               | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1443715.99   | 0.18%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIAMI GARDENS FL COPS                | City of Miami Gardens FL                                                         | CUSIP: 593563AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56709.57     | 0.01%             | 2040-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                      | Mid-State Trust X                                                                | CUSIP: 59549RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693276 | PA      | $694178.58    | 0.09%             | 2036-02-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI             | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2820415.18   | 0.35%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust       | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945542.20    | 0.12%             | 2057-09-24      | Variable      | 4.25%                 | 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      | $2609911.80   | 0.32%             | 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      | $108456.27    | 0.01%             | 2049-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor       | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983958.20    | 0.12%             | 2069-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD             | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1813880.76   | 0.23%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                | Mitsui Fudosan Co Ltd                                                            | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      3793 | NS      | $36720.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                    | Covivio SA/France                                                                | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |        91 | NS      | $5769.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                     | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3168275.00   | 0.39%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                          | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4073000 | PA      | $4156639.06   | 0.52%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                     | Bellemeade Re 2021-2 Ltd                                                         | CUSIP: 078777AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389000 | PA      | $1425802.81   | 0.18%             | 2031-09-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                     | Bellemeade Re Ltd                                                                | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1021472.60   | 0.13%             | 2034-08-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4749348.29   | 0.59%             | 2066-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    117160 | NS      | $2124110.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4597000 | PA      | $4682338.71   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Gold Pool                                                            | CUSIP: 31298WWA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22001 | PA      | $22860.60     | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                   | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                    | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2607612.00   | 0.32%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                   | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                    | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4108000 | PA      | $3930163.86   | 0.49%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                   | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                    | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2497269 | PA      | $2397078.37   | 0.30%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4499720.24   | 0.56%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2258000 | PA      | $2219950.22   | 0.28%             | 2067-11-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759719 | PA      | $758698.56    | 0.09%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GCAT                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379860 | PA      | $378740.03    | 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      | $248459.25    | 0.03%             | 2067-08-25      | Variable      | 5.74%                 | 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        |    347759 | PA      | $332202.41    | 0.04%             | 2036-02-25      | Floating      | 4.93%                 | 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        |    311512 | PA      | $297576.15    | 0.04%             | 2036-02-25      | Floating      | 4.93%                 | 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        |    221289 | PA      | $218240.14    | 0.03%             | 2037-12-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan       | GMACM Home Equity Loan Trust 2007-HE2                                            | CUSIP: 36186LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426295 | PA      | $421970.96    | 0.05%             | 2037-12-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       165 | NS      | $87309.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1486819.62   | 0.18%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL              | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1442248.11   | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                   | Global Partners LP/MA                                                            | CUSIP: 37946R307<br>LEI: 549300PCHWTW9P4DU444 | Long             | EP               | CORP              | US        |     32100 | NS      | $829823.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI       | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $163788.84    | 0.02%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enel SpA                             | Enel SpA                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     10413 | NS      | $98827.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                           | Getlink SE                                                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     46250 | NS      | $892813.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc       | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417820 | PA      | $176624.94    | 0.02%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                       | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3769000 | PA      | $3822599.70   | 0.47%             | 2034-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| OHIO CNTY WV CNTY COMMISSION S       | County of Ohio WV Special District Excise Tax Revenue                            | CUSIP: 67732PAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42788.08     | 0.01%             | 2035-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OHIO CNTY WV CNTY COMMISSION S       | County of Ohio WV Special District Excise Tax Revenue                            | CUSIP: 67732PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75233.61     | 0.01%             | 2035-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS       | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    500000 | PA      | $486484.15    | 0.06%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       422 | NS      | $15466.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors Inc       | Oakwood Mortgage Investors Inc                                                   | CUSIP: 68213KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770292 | PA      | $1733538.93   | 0.22%             | 2031-12-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                            | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     24999 | NS      | $2040668.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust       | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106656 | PA      | $98711.14     | 0.01%             | 2037-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1381711.30   | 0.17%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                        | Parkland Corp                                                                    | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   3247000 | PA      | $3121674.24   | 0.39%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkway Life Real Estate Inves       | Parkway Life Real Estate Investment Trust                                        | CUSIP: N/A<br>LEI: 549300I4DKVD2OF5LW91       | Long             | EC               | CORP              | SG        |      3349 | NS      | $10808.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orizon Valorizacao de Residuos       | Orizon Valorizacao de Residuos SA                                                | CUSIP: N/A<br>LEI: 894500ACAMVLSLV62B28       | Long             | EC               | CORP              | BR        |      6426 | NS      | $64034.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                     | Pennon Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    270330 | NS      | $1865066.68   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                     | OEG Borrower LLC                                                                 | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1483171.88   | 0.18%             | 2031-06-30      | Floating      | 7.81%                 | 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        |    633563 | PA      | $910696.93    | 0.11%             | 2036-10-25      | Floating      | 33.55%                | 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        |    968453 | PA      | $464072.75    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6022619 | PA      | $604037.95    | 0.07%             | 2037-01-25      | Floating      | 0.92%                 | 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        |   8881586 | PA      | $4236994.53   | 0.53%             | 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        |   1082446 | PA      | $516385.13    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER              | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3538351.48   | 0.44%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1803 | NS      | $398499.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc          | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5942 | NS      | $826591.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2857289.92   | 0.35%             | 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      | $5355503.46   | 0.66%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2946033.06   | 0.37%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EP               | CORP              | US        |    275000 | PA      | $305652.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029892.00   | 0.38%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA              | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   2596000 | PA      | $2482193.70   | 0.31%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc            | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       242 | NS      | $49247.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS 2021-AGW Mortgage Trust                                                    | CUSIP: 05493HAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3139194.80   | 0.39%             | 2036-06-15      | Floating      | 9.23%                 | 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      | $4272152.00   | 0.53%             | 2038-09-15      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz       | NRZ FHT Excess LLC                                                               | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602314 | PA      | $595907.31    | 0.07%             | 2025-11-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz       | NRZ Excess Spread-Collateralized Notes                                           | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552722 | PA      | $535869.96    | 0.07%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun       | Bayview Financing INV Trust 2021-6F                                              | CUSIP: 07290CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005090 | PA      | $957330.87    | 0.12%             | 2027-12-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                   | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   1362000 | PA      | $1365917.11   | 0.17%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH UTL REV         | New Hampshire Business Finance Authority                                         | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205816.00    | 0.03%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250807                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1939.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                    | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       922 | NS      | $44023.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                         | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     12999 | NS      | $1080476.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5816143.62   | 0.72%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006363.60   | 0.25%             | 2055-01-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500766.30    | 0.06%             | 2055-01-25      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Gold Pool                                                            | CUSIP: 31287VBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100674 | PA      | $106390.89    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250807                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-137017.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250807                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1544.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21276 | PA      | $21845.15     | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Gold Pool                                                            | CUSIP: 31298RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31258 | PA      | $32667.49     | 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        |     26659 | PA      | $27708.67     | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1036972.20   | 0.13%             | 2055-06-25      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga       | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |  22990466 | NS      | $22990466.49  | 2.85%             |  |  |  | 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        |   1023139 | PA      | $377957.72    | 0.05%             | 2035-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                      | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       457 | NS      | $75651.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE             | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   4098966 | PA      | $4170448.15   | 0.52%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                   | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1417801.82   | 0.18%             | 2028-03-01      | Fixed         | 5.00%                 | 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      | $1917396.95   | 0.24%             | 2053-05-12      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc         | American Healthcare REIT Inc                                                     | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       670 | NS      | $24615.80     | 0.00%             |  |  |  | No            |                  1 | 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        |    348424 | PA      | $120989.90    | 0.02%             | 2036-08-25      | Floating      | 4.91%                 | 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        |   2419420 | PA      | $1135495.91   | 0.14%             | 2036-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                      | Macerich Co/The                                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       624 | NS      | $10096.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH       | Maricopa County Industrial Development Authority                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103510.38    | 0.01%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APA Group                            | APA Group                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    122255 | NS      | $657336.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2862000 | PA      | $2929898.09   | 0.36%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd              | ENN Energy Holdings Ltd                                                          | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |      7935 | NS      | $63702.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc             | Nippon Building Fund Inc                                                         | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |         6 | NS      | $5540.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan        | New Residential Mortgage Loan Trust 2024-RTL1                                    | CUSIP: 64831PAC9<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2501813.25   | 0.31%             | 2039-03-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan        | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAG0<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482035.20    | 0.06%             | 2064-09-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY        | New York City Industrial Development Agency                                      | CUSIP: 64967BAA0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    125000 | PA      | $123947.15    | 0.02%             | 2046-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE       | New York Transportation Development Corp                                         | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $251260.83    | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                   | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     34413 | NS      | $2388950.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                         | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     28332 | NS      | $1142912.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643607.04    | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2014-1R                                            | CUSIP: 65540EBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500788 | PA      | $15909692.86  | 1.98%             | 2037-02-26      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3842063 | PA      | $2113486.35   | 0.26%             | 2037-03-26      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-1R                                            | CUSIP: 65540TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942732 | PA      | $871636.88    | 0.11%             | 2037-12-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust        | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2815750 | PA      | $2448871.90   | 0.30%             | 2037-06-26      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1405000 | PA      | $1483931.50   | 0.18%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust              | NYMT Loan Trust Series 2024-BPL3                                                 | CUSIP: 67119RAC1<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485672.60   | 0.18%             | 2039-09-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust              | NYMT Loan Trust Series 2024-BPL2                                                 | CUSIP: 67120TAC4<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   1919000 | PA      | $1928839.67   | 0.24%             | 2039-05-25      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                      | TXNM Energy Inc                                                                  | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1616 | NS      | $91013.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTAN                                 | TTAN 2021-MHC                                                                    | CUSIP: 87303TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3845223 | PA      | $3842872.21   | 0.48%             | 2038-03-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                           | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $3663459.62   | 0.45%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TROY AL INDL DEV BRD REVENUE         | Troy Industrial Development Board                                                | CUSIP: 897322CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $106141.18    | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | 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      | $821560.00    | 0.10%             | 2036-06-16      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4077864.73   | 0.51%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1382719.33   | 0.17%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru       | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506700.05    | 0.06%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi       | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: P4959P100<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     47916 | NS      | $1096900.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                    | National Grid PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    112121 | NS      | $1645781.56   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport       | Auckland International Airport Ltd                                               | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |    149422 | NS      | $705417.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APRO LLC                             | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1980885.80   | 0.25%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNER         | Greystar Real Estate Partners LLC                                                | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |   3419112 | PA      | $3423385.91   | 0.43%             | 2030-08-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC              | New Fortress Energy Inc                                                          | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |   1000000 | PA      | $537780.00    | 0.07%             | 2028-10-30      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets                  | RBC Capital Markets                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1342500 | PA      | $-1342500.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                        | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0H4<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | GB        |    504000 | PA      | $696553.15    | 0.09%             | 2034-05-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                        | UK Logistics 2024-1 DAC                                                          | CUSIP: BCC3FL0J0<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | GB        |   1874000 | PA      | $2578540.35   | 0.32%             | 2034-05-17      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3187521.56   | 0.40%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                       | EPR Properties                                                                   | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    138604 | NS      | $4321672.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                       | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2815415.94   | 0.35%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners L       | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     67221 | NS      | $2084523.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1443518.79   | 0.18%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8516000 | PA      | $8374600.34   | 1.04%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                          | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        81 | NS      | $64433.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr       | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       973 | NS      | $31048.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                     | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581000 | PA      | $145250.00    | 0.02%             | 2035-11-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                     | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $194105.63    | 0.02%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                     | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $104812.50    | 0.01%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                     | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10662272.50  | 1.32%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust              | Home Equity Asset Trust 2006-7                                                   | CUSIP: 43709NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3219671 | PA      | $2805483.43   | 0.35%             | 2037-01-25      | Floating      | 4.73%                 | 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      | $5395098.88   | 0.67%             | 2034-01-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH        | Homewood Educational Building Authority                                          | CUSIP: 437887JP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154528.50    | 0.02%             | 2044-10-01      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                   | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4251304.53   | 0.53%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                   | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1485661.95   | 0.18%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                    | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1604554.50   | 0.20%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                          | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      4076 | NS      | $470574.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE         | Illinois Finance Authority                                                       | CUSIP: 45204FN35<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    200000 | PA      | $199177.28    | 0.02%             | 2039-09-01      | Fixed         | 8.25%                 | 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        |    521480 | PA      | $519978.45    | 0.06%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                    | Imperial Fund Mortgage Trust 2022-NQM5                                           | CUSIP: 45276QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347654 | PA      | $348074.24    | 0.04%             | 2067-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                    | Imperial Fund Mortgage Trust 2022-NQM5                                           | CUSIP: 45276QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026000 | PA      | $1020341.51   | 0.13%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH UNIV HSG R       | Indiana Finance Authority                                                        | CUSIP: 45471MAC0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    125000 | PA      | $120001.88    | 0.01%             | 2053-07-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru       | IndyMac INDA Mortgage Loan Trust 2007-AR3                                        | CUSIP: 456673AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354085 | PA      | $1141926.90   | 0.14%             | 2037-07-25      | Variable      | 5.21%                 | 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        |    591390 | PA      | $442682.14    | 0.05%             | 2037-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2898505.39   | 0.36%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                   | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1545643.75   | 0.19%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                   | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1556894.00   | 0.19%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd           | Hongkong Land Holdings Ltd                                                       | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      2255 | NS      | $13018.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICTSI                                | International Container Terminal Services Inc                                    | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |     38550 | NS      | $281043.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753405.23    | 0.09%             | 2058-06-25      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2986233.60   | 0.37%             | 2058-06-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                          | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987409.80    | 0.12%             | 2058-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                   | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9439 | NS      | $2171725.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendee Mortgage Trust                | Vendee Mortgage Trust 1997-2                                                     | CUSIP: 911760KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    786918 | PA      | $0.79         | 0.00%             | 2027-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                      | Uniti Group Inc                                                                  | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     53200 | NS      | $229824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10400928.04  | 1.29%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3855898.95   | 0.48%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $454839.68    | 0.06%             | 2032-06-15      | Fixed         | 8.62%                 | 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      | $2765230.00   | 0.34%             | 2036-06-16      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV              | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3223000 | PA      | $2866350.56   | 0.36%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1171477.68   | 0.15%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4127601.06   | 0.51%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1958082.86   | 0.24%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2778604.90   | 0.34%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199000 | PA      | $1603041.09   | 0.20%             | 2067-01-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2022-2                                                | CUSIP: 92538XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1159465.05   | 0.14%             | 2067-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992084.70    | 0.12%             | 2068-03-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357440 | PA      | $356938.09    | 0.04%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995778.20   | 0.25%             | 2068-05-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAE0<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013643.60   | 0.13%             | 2069-02-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |     78385 | PA      | $78827.67     | 0.01%             | 2068-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAD1<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $121571.29    | 0.02%             | 2068-08-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2023-INV2                                             | CUSIP: 92540BAE9<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100275.18    | 0.01%             | 2068-08-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504006.05    | 0.06%             | 2069-01-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAE0<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018627.70   | 0.13%             | 2069-03-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       946 | NS      | $30839.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   4675000 | PA      | $4357508.88   | 0.54%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |   4410223 | PA      | $4080209.91   | 0.51%             | 2037-02-25      | Variable      | 4.26%                 | 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        |    533238 | PA      | $531919.50    | 0.07%             | 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        |   1497918 | PA      | $1336556.36   | 0.17%             | 2037-05-25      | Variable      | 4.16%                 | 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        |    520715 | PA      | $462302.53    | 0.06%             | 2037-05-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer       | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4151737 | PA      | $3716241.94   | 0.46%             | 2037-03-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| HYATT LOST PINES                     | HYATT LOST PINES                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.62%             | 2025-09-09      | Variable      | 9.40%                 | Yes           |                  3 | On Loan: No      |
| Invincible Investment Corp           | Invincible Investment Corp                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        24 | NS      | $10335.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equatorial Energia SA                | Equatorial Energia SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    151817 | NS      | $1014612.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                         | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      6489 | NS      | $124835.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                           | Vonovia SE                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       436 | NS      | $15457.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV         | Eurocommercial Properties NV                                                     | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |       470 | NS      | $14863.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel DC REIT                       | Keppel DC REIT                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |         1 | NS      | $1.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUR REAL              | Kennedy Wilson Europe Real Estate Ltd                                            | CUSIP: QJ7003289<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |    631579 | PA      | $739060.44    | 0.09%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP               | EPIC Crude Services LP                                                           | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   3990000 | PA      | $3999137.10   | 0.50%             | 2031-10-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2945012 | PA      | $-2945012.50  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1496250 | PA      | $-1496250.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3483141 | PA      | $-3483140.63  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -762225 | PA      | $-762225.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2167223 | PA      | $-2167223.18  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2642062 | PA      | $-2642062.50  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2153607 | PA      | $-2153607.38  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1147440 | PA      | $-1147440.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1617521 | PA      | $-1617521.10  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2673076 | PA      | $-2673076.50  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2139008 | PA      | $-2139007.50  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1082966 | PA      | $-1082966.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016590.10   | 0.13%             | 2054-07-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $528520.95    | 0.07%             | 2054-05-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508943.60    | 0.06%             | 2054-05-25      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                          | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $538645.15    | 0.07%             | 2054-05-25      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T       | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1056207 | PA      | $541144.03    | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | 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        |   1717725 | PA      | $745615.64    | 0.09%             | 2036-08-25      | Floating      | 5.13%                 | 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        |   1191559 | PA      | $647197.72    | 0.08%             | 2036-08-25      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9475000 | PA      | $9178286.59   | 1.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust       | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1023000.00   | 0.13%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                      | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     12101 | NS      | $838357.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2641855.68   | 0.33%             | 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        |   1045419 | PA      | $768890.71    | 0.10%             | 2035-05-25      | Floating      | 4.93%                 | 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        |   7182602 | PA      | $6815694.08   | 0.85%             | 2036-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2923506.20   | 0.36%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE &       | California Infrastructure & Economic Development Bank                            | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $947603.00    | 0.12%             | 2065-01-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4599175.14   | 0.57%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       246 | NS      | $27721.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL PROJS FL FIN AUTH STUD       | Capital Projects Finance Authority/FL                                            | CUSIP: 140427CJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $120575.40    | 0.01%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTH FL EDUCTNL        | Capital Trust Authority                                                          | CUSIP: 14054WBS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105760.60    | 0.01%             | 2028-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                  | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       718 | NS      | $52550.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade MH Asset Trust               | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $431288.30    | 0.05%             | 2046-02-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust               | Cascade MH Asset Trust 2024-MH1                                                  | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147000 | PA      | $147829.34    | 0.02%             | 2056-11-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust               | Cascade MH Asset Trust 2024-MH1                                                  | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $148694.67    | 0.02%             | 2056-11-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                 | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3252000 | PA      | $3272325.00   | 0.41%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust        | Citigroup Mortgage Loan Trust 2007-AR5                                           | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288132 | PA      | $269092.04    | 0.03%             | 2037-04-25      | Variable      | 5.06%                 | 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        |   4115202 | PA      | $1882378.72   | 0.23%             | 2037-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5421403.78   | 0.67%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2836187.88   | 0.35%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                  | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1432 | NS      | $45824.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1741773.42   | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997679.20   | 0.37%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1442249.18   | 0.18%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV       | Colorado Health Facilities Authority                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    120000 | PA      | $101376.38    | 0.01%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2887883.80   | 0.36%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties        | Canadian Apartment Properties REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |       346 | NS      | $11283.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust              | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5542550 | PA      | $1156141.53   | 0.14%             | 2037-01-25      | Floating      | 4.73%                 | 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        |   1723249 | PA      | $1524695.79   | 0.19%             | 2036-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                          | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416605 | PA      | $226203.86    | 0.03%             | 2036-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities        | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1544013 | PA      | $1244470.75   | 0.15%             | 2062-05-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Access Treasury        | Goldman Sachs Access Treasury 0-1 Year ETF                                       | CUSIP: 381430529<br>LEI: 549300Q2J4ZAD8E71F28 | Long             | EC               | RF                | US        |     35269 | NS      | $3532190.35   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38376GWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180108 | PA      | $449.17       | 0.00%             | 2052-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY              | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3136609.13   | 0.39%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION             | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2827673.75   | 0.35%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd             | Hang Lung Properties Ltd                                                         | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |     11732 | NS      | $11230.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commerci       | CapitaLand Integrated Commercial Trust                                           | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     12884 | NS      | $22000.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                             | Hera SpA                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |     14091 | NS      | $68065.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                        | Goodman Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       782 | NS      | $17629.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comforia Residential REIT Inc        | Comforia Residential REIT Inc                                                    | CUSIP: N/A<br>LEI: 353800BJ2SV3UPG9JU05       | Long             | EC               | CORP              | JP        |         3 | NS      | $5970.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                           | Kojamo Oyj                                                                       | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      1110 | NS      | $14419.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City L       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18277 | NS      | $1451959.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS US             | Cogeco Communications USA II LP                                                  | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1858871 | PA      | $1853071.29   | 0.23%             | 2030-09-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION L             | Cornerstone Generation LLC                                                       | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1506870.00   | 0.19%             | 2031-10-28      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT              | Herschend Entertainment Co LLC                                                   | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    500000 | PA      | $503020.00    | 0.06%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SSE PLC                              | SSE PLC                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     30755 | NS      | $774412.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2835879.08   | 0.35%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                 | KIND Trust 2021-KIND                                                             | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487782 | PA      | $1462928.90   | 0.18%             | 2038-08-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                 | KIND Trust 2021-KIND                                                             | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3331912 | PA      | $3293685.24   | 0.41%             | 2038-08-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                    | Kimco Realty Corp                                                                | CUSIP: 49446R687<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |     32735 | NS      | $1981776.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                    | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     74992 | NS      | $2204764.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                  | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4479076.44   | 0.56%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stockland                            | Stockland                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4566 | NS      | $16136.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                            | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     84434 | NS      | $1177009.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $10744882.22  | 1.33%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2856041.66   | 0.35%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN             | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2831831.12   | 0.35%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN             | Piedmont Operating Partnership LP                                                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3639867.77   | 0.45%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1658021.47   | 0.21%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                        | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |   1443000 | PA      | $1444481.24   | 0.18%             | 2033-12-27      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                 | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       227 | NS      | $16169.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       263 | NS      | $64858.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                 | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       417 | NS      | $25812.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2022-SFR3 Trust                 | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3749299.88   | 0.47%             | 2039-05-17      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust             | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    106426 | NS      | $254358.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc             | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        73 | NS      | $11735.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1409316.26   | 0.17%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT In       | Smartstop Self Storage REIT Inc                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       453 | NS      | $16412.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   6750000 | PA      | $6964292.25   | 0.86%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2875811.48   | 0.36%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1755153.10   | 0.22%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1527539.06   | 0.19%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS             | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4151526.57   | 0.52%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                    | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   6755000 | PA      | $6561068.41   | 0.81%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                       | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   2480000 | PA      | $2550293.12   | 0.32%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                     | Severn Trent PLC                                                                 | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1989 | NS      | $74730.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA               | Warehouses De Pauw CVA                                                           | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       929 | NS      | $22757.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC               | Trane Technologies PLC                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       177 | NS      | $77421.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     15075 | PA      | $15093.62     | 0.00%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC              | Kestrel Acquisition LLC                                                          | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1481792.40   | 0.18%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -898875 | PA      | $-898875.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -7884801 | PA      | $-7884801.45  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -4166250 | PA      | $-4166250.00  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3886875 | PA      | $-3886875.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2020915 | PA      | $-2020914.84  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase                       | JPMorgan Chase                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -714150 | PA      | $-714150.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL             | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1606951 | PA      | $1467146.64   | 0.18%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                    | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $8621.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAGAS LTD                          | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   7197000 | PA      | $7198590.54   | 0.89%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5161000 | PA      | $4343445.99   | 0.54%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart                            | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $12835.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp             | Curbline Properties Corp                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       417 | NS      | $9520.11      | 0.00%             |  |  |  | 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      | $2469596.10   | 0.31%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Transurban Group                     | Transurban Group                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     99611 | NS      | $916517.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2334286 | PA      | $2379082.99   | 0.30%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill                                                      | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4970097.71   | 0.62%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill                                                      | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4957550.00   | 0.62%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                               | CTP NV                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |       447 | NS      | $9417.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-26

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

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

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

**Title:** Treasurer