0001145549-23-027296.txt : 20230510 0001145549-23-027296.hdr.sgml : 20230510 20230509195723 ACCESSION NUMBER: 0001145549-23-027296 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20230510 DATE AS OF CHANGE: 20230509 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Brookfield Real Assets Income Fund Inc. CENTRAL INDEX KEY: 0001655099 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-23157 FILM NUMBER: 23903910 BUSINESS ADDRESS: STREET 1: BROOKFIELD PLACE STREET 2: 250 VESEY STREET CITY: NEW YORK STATE: NY ZIP: 10281 BUSINESS PHONE: 855-777-8001 MAIL ADDRESS: STREET 1: BROOKFIELD PLACE STREET 2: 250 VESEY STREET CITY: NEW YORK STATE: NY ZIP: 10281 NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001145549-22-048038 0001655099 XXXXXXXX Brookfield Real Assets Income Fund Inc. 811-23157 0001655099 5493007NX94W3HSQTJ60 Brookfield Place 250 Vesey Street, 15th Floor New York 10281 855-777-8001 Brookfield Real Assets Income Fund Inc. 5493007NX94W3HSQTJ60 2022-12-31 2022-06-30 N 1268094374.300000000000 370092357.230000000000 898002017.070000000000 0.000000000000 0.000000000000 367451950.320000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1229688.490000000000 EUR GBP USD N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 Caesars Resort Collection LLC 12769LAB5 5968831.170000000000 PA USD 5736285.510000000000 0.6387831431 Long LON CORP US N 2 2024-12-22 Floating 3.809600000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 11823LAH8 1960187.500000000000 PA USD 1870763.750000000000 0.2083251167 Long LON CORP US N 2 2026-11-01 Floating 3.311710000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906EAR1 4950000.000000000000 PA USD 4620825.000000000000 0.5145673297 Long LON CORP US N 2 2027-10-08 Floating 4.500000000000 N N N N N N DIRECTV FINANCING LLC N/A Directv Financing LLC 25460HAB8 5730000.000000000000 PA USD 5259681.600000000000 0.5857093303 Long LON CORP US N 2 2027-08-02 Floating 6.059570000000 N N N N N N GIP II BLUE HOLDING LP N/A GIP II Blue Holding LP N/A 6453427.290000000000 PA USD 6240980.460000000000 0.6949851271 Long LON CORP US N 2 2028-09-29 Floating 5.506000000000 N N N N N N PARKWAY GENERATION LLC 254900ATQHHVKF65MT32 Parkway Generation LLC N/A 368421.050000000000 PA USD 353916.310000000000 0.0394115273 Long LON CORP US N 2 2029-02-18 Floating 5.809570000000 N N N N N N PARKWAY GENERATION LLC 254900ATQHHVKF65MT32 Parkway Generation LLC N/A 2631578.950000000000 PA USD 2519736.840000000000 0.2805936726 Long LON CORP US N 2 2029-02-18 Floating 5.809570000000 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 WideOpenWest Finance, LLC, Senior Secured First Lien Term Loan N/A 2743125.000000000000 PA USD 2639764.050000000000 0.2939597016 Long LON CORP US N 2 2028-12-20 Floating 4.509140000000 N N N N N N FERTITTA ENTERTAINMENT L 984500A0805D8V551D35 Fertitta Entertainment LLC/NV N/A 2000000.000000000000 PA USD 1839260.000000000000 0.2048169119 Long LON CORP US N 2 2029-01-27 Floating 5.534090000000 N N N N N N JPMorgan Chase N/A J.P. Morgan Chase 1.05% 08/09/22 OPEN 06/08/22 N/A -4428735.000000000000 PA USD -4428735.000000000000 -0.4931765092 Short RA CORP US N 2 Reverse repurchase Y 1.050000000000 2022-08-09 5800000 USD 4596500 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.15% 07/11/22 OPEN 05/10/22 N/A -1340784.000000000000 PA USD -1340784.000000000000 -0.1493074597 Short RA CORP US N 2 Reverse repurchase Y 1.150000000000 2022-07-11 1800000 USD 1595250 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.08% 07/11/22 OPEN 05/10/22 N/A -749009.450000000000 PA USD -749009.450000000000 -0.0834084374 Short RA CORP US N 2 Reverse repurchase Y 1.080000000000 2022-07-11 815000 USD 710184.27 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1% 07/11/22 OPEN 05/10/22 N/A -1694562.400000000000 PA USD -1694562.400000000000 -0.1887036296 Short RA CORP US N 2 Reverse repurchase Y 1.000000000000 2022-07-11 2330000 USD 1794123.3 USD CDS N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2006-AR12 Trust 94984GAD9 897358.910000000000 PA USD 847272.370000000000 0.0943508315 Long ABS-MBS CORP US N 2 2036-09-25 Variable 2.865501000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 Welltower Inc 95040Q104 43015.000000000000 NS USD 3542285.250000000000 0.3944629503 Long EC CORP US N 1 N N N Western Alliance Bank N/A Western Mortgage Reference Notes Series 2021-CL2 95763PER8 1838758.990000000000 PA USD 1819633.690000000000 0.2026313589 Long ABS-MBS CORP US N 2 2059-07-25 Floating 6.275660000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AK0 4050000.000000000000 PA USD 3698217.000000000000 0.4118272487 Long DBT CORP US N 2 2028-08-15 Fixed 4.750000000000 N N N N N N Western Midstream Partners LP N/A Western Midstream Partners LP 958669103 117351.000000000000 NS USD 2852802.810000000000 0.3176833410 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 84647.000000000000 NS USD 2641832.870000000000 0.2941900820 Long EC CORP US N 1 N N N 125 WEST END N/A 125 WEST END N/A 1779068.700000000000 PA USD 1779068.700000000000 0.1981141096 Long DBT CORP US N 3 2026-03-12 Variable 11.000000000000 N N N N N N 575 LEXINGTON N/A 575 LEXINGTON N/A 4824281.380000000000 PA USD 4824281.380000000000 0.5372238913 Long DBT CORP US N 3 2023-06-18 Variable 10.500000000000 N N N N N N 111 WALL HOLDINGS, LLC N/A 111 WALL HOLDINGS, LLC N/A 4143455.080000000000 PA USD 4143455.080000000000 0.4614082153 Long DBT CORP US N 3 2023-07-01 Variable 10.250000000000 N N N N N N HYATT LOST PINES N/A HYATT LOST PINES N/A 5000000.000000000000 PA USD 5000000.000000000000 0.5567916224 Long DBT CORP US N 3 2024-09-09 Variable 6.783000000000 N N N N N N WINDSTREAM ESCROW LLC N/A Windstream Escrow LLC / Windstream Escrow Finance Corp 97382WAA1 3465000.000000000000 PA USD 2789325.000000000000 0.3106145584 Long DBT CORP US N 2 2028-08-15 Fixed 7.750000000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 WEC Energy Group Inc 976657AH9 6183000.000000000000 PA USD 4772841.770000000000 0.5314956625 Long DBT CORP US N 2 2067-05-15 Variable 3.523790000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 983130AV7 2450000.000000000000 PA USD 2241750.000000000000 0.2496375239 Long DBT CORP US N 2 2025-03-01 Fixed 5.500000000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AA7 2175000.000000000000 PA USD 1701937.500000000000 0.1895249084 Long DBT CORP US N 2 2029-10-01 Fixed 5.125000000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389B100 76400.000000000000 NS USD 5406064.000000000000 0.6020102291 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 Xylem Inc/NY 98419M100 4900.000000000000 NS USD 383082.000000000000 0.0426593697 Long EC CORP US N 1 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Front Range BidCo Inc 98919VAA3 5550000.000000000000 PA USD 4585854.000000000000 0.5106730177 Long DBT CORP US N 2 2027-03-01 Fixed 4.000000000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 Ziggo Bond Co BV 98953GAD7 1790000.000000000000 PA USD 1404095.550000000000 0.1563577279 Long DBT CORP NL N 2 2030-02-28 Fixed 5.125000000000 N N N N N N Invincible Investment Corp 353800JY6M2692VAV685 Invincible Investment Corp J2442V103 4018.000000000000 NS 1183541.550000000000 0.1317972040 Long EC CORP JP N 2 N N N Ferrovial SA 95980020140005757903 Ferrovial SA E49512119 136096.000000000000 NS 3462809.290000000000 0.3856126405 Long EC CORP ES N 2 N N N Engie SA LAXUQCHT4FH58LRZDY46 Engie SA F7629A107 193200.000000000000 NS 2237065.040000000000 0.2491158146 Long EC CORP FR N 2 N N N Grupo Aeroportuario del Pacifi 4469000001BZ368XFI90 Grupo Aeroportuario del Pacifico SAB de CV P4959P100 204542.000000000000 NS 2859488.920000000000 0.3184278950 Long EC CORP MX N 1 N N N Japan Hotel REIT Investment Co 353800L8KG849FP1JI68 Japan Hotel REIT Investment Corp J2761Q107 2608.000000000000 NS 1307721.550000000000 0.1456256807 Long EC CORP JP N 2 N N N Severn Trent PLC 213800RPBXRETY4A4C59 Severn Trent PLC G8056D159 18700.000000000000 NS 620843.350000000000 0.0691360752 Long EC CORP GB N 2 N N N InterRent Real Estate Investme N/A InterRent Real Estate Investment Trust 46071W205 230276.000000000000 NS 2144973.000000000000 0.2388605993 Long EC CORP CA N 1 N N N Vinci SA 213800WFQ334R8UXUG83 Vinci SA F5879X108 29700.000000000000 NS 2665927.640000000000 0.2968732352 Long EC CORP FR N 2 N N N JPMorgan Chase N/A J.P. Morgan Chase 1.15% 08/09/22 OPEN 06/08/22 N/A -1359300.000000000000 PA USD -1359300.000000000000 -0.1513693705 Short RA CORP US N 2 Reverse repurchase Y 1.150000000000 2022-08-09 2000000 USD 1712151.1 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -3160473.750000000000 PA USD -3160473.750000000000 -0.3519450614 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 5025000 USD 3930856.5 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.1% 07/11/22 OPEN 05/10/22 N/A -2289390.000000000000 PA USD -2289390.000000000000 -0.2549426345 Short RA CORP US N 2 Reverse repurchase Y 1.100000000000 2022-07-11 3400000 USD 3017245 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -1634029.500000000000 PA USD -1634029.500000000000 -0.1819627873 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 2290000 USD 1946649.49 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.1% 07/11/22 OPEN 05/10/22 N/A -1915650.000000000000 PA USD -1915650.000000000000 -0.2133235743 Short RA CORP US N 2 Reverse repurchase Y 1.100000000000 2022-07-11 3000000 USD 2418660 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -3463276.200000000000 PA USD -3463276.200000000000 -0.3856646348 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 4513000 USD 4041075.59 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -3348547.130000000000 PA USD -3348547.130000000000 -0.3728885978 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 4895000 USD 4119142.5 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.1% 07/11/22 OPEN 05/10/22 N/A -2063889.900000000000 PA USD -2063889.900000000000 -0.2298313212 Short RA CORP US N 2 Reverse repurchase Y 1.100000000000 2022-07-11 2570000 USD 2143548.13 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -3373598.250000000000 PA USD -3373598.250000000000 -0.3756782486 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 5115000 USD 4152766.2 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -3566382.800000000000 PA USD -3566382.800000000000 -0.3971464131 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 4555000 USD 3985993.18 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.05% 08/09/22 OPEN 06/08/22 N/A -2879517.200000000000 PA USD -2879517.200000000000 -0.3206582107 Short RA CORP US N 2 Reverse repurchase Y 1.050000000000 2022-08-09 3665000 USD 3380962.5 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -1795500.000000000000 PA USD -1795500.000000000000 -0.1999438716 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 2500000 USD 2141100 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.15% 08/09/22 OPEN 06/08/22 N/A -2564887.500000000000 PA USD -2564887.500000000000 -0.2856215745 Short RA CORP US N 2 Reverse repurchase Y 1.150000000000 2022-08-09 3500000 USD 3169250 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -1673818.730000000000 PA USD -1673818.730000000000 -0.1863936493 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 2159000 USD 2114473.86 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.15% 08/09/22 OPEN 06/08/22 N/A -1550484.530000000000 PA USD -1550484.530000000000 -0.1726593594 Short RA CORP US N 2 Reverse repurchase Y 1.150000000000 2022-08-09 2393000 USD 1876088.07 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -1335900.000000000000 PA USD -1335900.000000000000 -0.1487635857 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 2000000 USD 1689220 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.15% 08/09/22 OPEN 06/08/22 N/A -2275158.480000000000 PA USD -2275158.480000000000 -0.2533578363 Short RA CORP US N 2 Reverse repurchase Y 1.150000000000 2022-08-09 3129000 USD 2720665.5 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 07/11/22 OPEN 05/10/22 N/A -1797315.000000000000 PA USD -1797315.000000000000 -0.2001459870 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-07-11 2600000 USD 2158000 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -1927875.000000000000 PA USD -1927875.000000000000 -0.2146849298 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 2500000 USD 2304275 USD CDS N N N JPMorgan Chase N/A J.P. Morgan Chase 1.2% 08/09/22 OPEN 06/08/22 N/A -1905865.500000000000 PA USD -1905865.500000000000 -0.2122339888 Short RA CORP US N 2 Reverse repurchase Y 1.200000000000 2022-08-09 2845000 USD 2289631.13 USD CDS N N N RBC Capital Markets N/A RBC BARBADOS 1.23% 07/12/22 OPEN 04/12/22 N/A -3136000.000000000000 PA USD -3136000.000000000000 -0.3492197056 Short RA CORP US N 2 Reverse repurchase Y 1.230000000000 2022-07-12 4000000 USD 3424302.2 USD CDS N N N RBC Capital Markets N/A RBC BARBADOS 1.75% 09/02/22 OPEN 06/03/22 N/A -3226000.000000000000 PA USD -3226000.000000000000 -0.3592419548 Short RA CORP US N 2 Reverse repurchase Y 1.750000000000 2022-09-02 5000000 USD 3350000 USD CDS N N N RBC Capital Markets N/A RBC BARBADOS 1.23% 07/13/22 OPEN 04/13/22 N/A -3614000.000000000000 PA USD -3614000.000000000000 -0.4024489847 Short RA CORP US N 2 Reverse repurchase Y 1.230000000000 2022-07-13 5000000 USD 3843500 USD CDS N N N RBC Capital Markets N/A RBC BARBADOS 1.75% 09/02/22 OPEN 06/03/22 N/A -3382000.000000000000 PA USD -3382000.000000000000 -0.3766138534 Short RA CORP US N 2 Reverse repurchase Y 1.750000000000 2022-09-02 4050000 USD 3698217 USD CDS N N N Azure Power Global Ltd 54930085G5UQETD7JX48 Azure Power Global Ltd V0393H103 19000.000000000000 NS USD 216600.000000000000 0.0241202131 Long EC CORP IN N 1 N N N Last Mile Securities 635400UJZKP57EXKMQ33 Last Mile Securities PE 2021 DAC BCC2R5UH5 2037580.540000000000 PA 2087247.420000000000 0.2324323755 Long ABS-MBS CORP IE N 2 2031-08-17 Floating 5.000000000000 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAJ1 3665000.000000000000 PA USD 3380962.500000000000 0.3764983191 Long DBT CORP US N 2 2025-10-01 Fixed 6.500000000000 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAM4 674000.000000000000 PA USD 596490.000000000000 0.0664241270 Long DBT CORP US N 2 2027-01-15 Fixed 8.000000000000 N N N N N N GLOBAL NET LEASE/GLOBAL N/A Global Net Lease Inc / Global Net Lease Operating Partnership LP 37892AAA8 4510000.000000000000 PA USD 3774882.000000000000 0.4203645346 Long DBT CORP US N 2 2027-12-15 Fixed 3.750000000000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 Global Partners LP/MA 37946R307 23600.000000000000 NS USD 597080.000000000000 0.0664898284 Long EP CORP US N 1 N N N GLOBAL PART/GLP FINANCE N/A Global Partners LP / GLP Finance Corp 37954FAG9 2750000.000000000000 PA USD 2475000.000000000000 0.2756118531 Long DBT CORP US N 2 2027-08-01 Fixed 7.000000000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAA8 2550000.000000000000 PA USD 2429168.250000000000 0.2705081062 Long DBT CORP US N 2 2030-06-15 Fixed 5.875000000000 N N N N N N Kite Realty Group Trust N/A Kite Realty Group Trust 49803T300 97136.000000000000 NS USD 1679481.440000000000 0.1870242392 Long EC CORP US N 1 N N N Lehman ABS Manufactured Housin N/A Lehman ABS Manufactured Housing Contract Trust 2001-B 52519SAL7 4690720.900000000000 PA USD 4702847.350000000000 0.5237012012 Long ABS-O CORP US N 2 2040-04-15 Variable 6.630000000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BN2 11750000.000000000000 PA USD 10016875.000000000000 1.1154624165 Long DBT CORP US N 2 2027-09-15 Fixed 4.625000000000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 Liberty Broadband Corp 530307503 27533.000000000000 NS USD 715032.010000000000 0.0796247666 Long EP CORP US N 1 N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AE8 3275000.000000000000 PA USD 3280240.000000000000 0.3652820303 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125000000000 N N N N N N MFRA Trust N/A MFA 2021-INV1 Trust 552747AE7 700000.000000000000 PA USD 647675.630000000000 0.0721240730 Long ABS-MBS CORP US N 2 2056-01-25 Variable 3.292000000000 N N N N N N MASTR Asset Backed Securities N/A Mastr Asset Backed Securities Trust 2006-NC2 55275BAD9 7976706.820000000000 PA USD 3248973.310000000000 0.3618002241 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.923570000000 N N N N N N MASTR Asset Backed Securities N/A Mastr Asset Backed Securities Trust 2006-NC2 55275BAE7 394191.980000000000 PA USD 160714.990000000000 0.0178969520 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.103570000000 N N N N N N MASTR Asset Backed Securities N/A Mastr Asset Backed Securities Trust 2006-NC3 55275RAC6 2785114.240000000000 PA USD 1484196.010000000000 0.1652775809 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.823570000000 N N N N N N MASTR Asset Backed Securities N/A Mastr Asset Backed Securities Trust 2006-NC3 55275RAD4 4698831.090000000000 PA USD 2507091.870000000000 0.2791855500 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.943570000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 M/I Homes Inc 55305BAS0 5992000.000000000000 PA USD 5093466.220000000000 0.5671998641 Long DBT CORP US N 2 2028-02-01 Fixed 4.950000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336V100 89190.000000000000 NS USD 2599888.500000000000 0.2895192272 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAU4 7500000.000000000000 PA USD 7122600.000000000000 0.7931608019 Long EP CORP US N 2 N N N MED Trust N/A Med Trust 2021-MDLN 58403YAX4 3000000.000000000000 PA USD 2876838.300000000000 0.3203598929 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.325000000000 N N N N N N Accor SA 969500QZC2Q0TK11NV07 Accor SA F00189120 38778.000000000000 NS 1057928.610000000000 0.1178091574 Long EC CORP FR N 2 N N N Mello Mortgage Capital Accepta N/A Mello Mortgage Capital Acceptance 2021-INV1 58549KBQ3 52421604.080000000000 PA USD 295710.270000000000 0.0329298002 Long ABS-MBS CORP US N 2 2051-06-25 Variable .129050000000 N N N N N N Mello Mortgage Capital Accepta N/A Mello Mortgage Capital Acceptance 2021-INV1 58549KBX8 501185.450000000000 PA USD 323682.900000000000 0.0360447854 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.979050000000 N N N N N N Mello Mortgage Capital Accepta N/A Mello Mortgage Capital Acceptance 2021-INV1 58549KBY6 128000.000000000000 PA USD 47391.320000000000 0.0052774180 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.979050000000 N N N N N N Mello Mortgage Capital Accepta N/A Mello Mortgage Capital Acceptance 2021-INV1 58549KBZ3 352020.670000000000 PA USD 89004.770000000000 0.0099114221 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.808980000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 Meritage Homes Corp 59001ABA9 2300000.000000000000 PA USD 2104308.780000000000 0.2343322999 Long DBT CORP US N 2 2027-06-06 Fixed 5.125000000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 Methanex Corp 59151KAL2 1490000.000000000000 PA USD 1259497.000000000000 0.1402554756 Long DBT CORP CA N 2 2029-12-15 Fixed 5.250000000000 N N N N N N Mid-America Apartment Communit 549300FQZKFR5YNSHZ21 Mid-America Apartment Communities Inc 59522J103 23064.000000000000 NS USD 4028588.880000000000 0.4486169077 Long EC CORP US N 1 N N N Mid-State Trust N/A Mid-State Trust X 59549RAE4 1938210.080000000000 PA USD 1958666.530000000000 0.2181138230 Long ABS-O CORP US N 2 2036-02-15 Fixed 7.540000000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I 2017-HR2 61691NAN5 3000000.000000000000 PA USD 2300956.800000000000 0.2562306939 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 2.730000000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2007-TOP25 61751XAG5 4311283.960000000000 PA USD 3173342.120000000000 0.3533780615 Long ABS-MBS CORP US N 2 2049-11-12 Variable 5.574000000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2016-UBS9 61766CAP4 14999000.000000000000 PA USD 629038.560000000000 0.0700486801 Long ABS-MBS CORP US N 2 2049-03-15 Variable 1.250000000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 Moss Creek Resources Holdings Inc 61965RAB1 1640000.000000000000 PA USD 1549800.000000000000 0.1725831313 Long DBT CORP US N 2 2027-05-15 Fixed 10.500000000000 N N N N N N City Developments Ltd 254900BPLPJS0RJ72373 City Developments Ltd V23130111 361791.000000000000 NS 2124982.680000000000 0.2366345108 Long EC CORP SG N 2 N N N Transurban Group 549300ZR71SUQ4VUTM79 Transurban Group Q9194A106 922997.000000000000 NS 9183183.370000000000 1.0226239135 Long EC CORP AU N 2 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CC4 2159000.000000000000 PA USD 2114473.860000000000 0.2354642662 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CR1 2393000.000000000000 PA USD 1876088.070000000000 0.2089180241 Long DBT CORP US N 2 2031-02-15 Fixed 3.625000000000 N N N N N N East Japan Railway Co 353800SENYJ2DSM6PS44 East Japan Railway Co J1257M109 55800.000000000000 NS 2854124.120000000000 0.3178304799 Long EC CORP JP N 2 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 ENN Energy Holdings Ltd G3066L101 114283.000000000000 NS 1888951.840000000000 0.2103505119 Long EC CORP CN N 2 N N N GPT Group/The N/A GPT Group/The Q4252X155 388877.000000000000 NS 1136565.540000000000 0.1265660342 Long EC CORP AU N 2 N N N CapitaLand Integrated Commerci 54930031292WUTXF0L29 CapitaLand Integrated Commercial Trust Y1100L160 1556066.000000000000 NS 2432475.120000000000 0.2708763537 Long EC CORP SG N 2 N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2022-RTL1 64831LAD6 2000000.000000000000 PA USD 1999608.800000000000 0.2226730856 Long ABS-MBS CORP US N 2 2026-12-25 Floating 3.675660000000 N N N N N N NewRez Warehouse Securitizatio N/A NewRez Warehouse Securitization Trust 2021-1 65246PAE1 1000000.000000000000 PA USD 994549.100000000000 0.1107513214 Long ABS-MBS CORP US N 2 2055-05-25 Floating 4.873570000000 N N N N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 115600.000000000000 NS USD 8954376.000000000000 0.9971443081 Long EC CORP US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KCB4 2055000.000000000000 PA USD 1651901.110000000000 0.1839529398 Long DBT CORP US N 2 2082-03-15 Variable 3.800000000000 N N N N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 NextEra Energy Partners LP 65341B106 7100.000000000000 NS USD 526536.000000000000 0.0586341667 Long EC CORP US N 1 N N N China Resources Gas Group Ltd 529900A0E1J5JSOKEK83 China Resources Gas Group Ltd G2113B108 616022.000000000000 NS 2871537.240000000000 0.3197695757 Long EC CORP HK N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473P105 143611.000000000000 NS USD 4235088.390000000000 0.4716123471 Long EC CORP US N 1 N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2014-1R 65540EBK4 24862013.670000000000 PA USD 22885543.250000000000 2.5484957511 Long ABS-MBS CORP US N 2 2037-02-26 Floating 1.732780000000 N N N N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2015-1R 65540TAV8 4485592.270000000000 PA USD 3382299.850000000000 0.3766472442 Long ABS-MBS CORP US N 2 2037-03-26 Variable 2.736380000000 N N N N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2015-1R 65540TBC9 1516587.860000000000 PA USD 1405489.910000000000 0.1565130015 Long ABS-MBS CORP US N 2 2037-12-26 Variable 2.894769000000 N N N N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2015-11R 65541HAM3 2896913.110000000000 PA USD 2759084.070000000000 0.3072469791 Long ABS-MBS CORP US N 2 2037-06-26 Variable 3.221136000000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 Mitsui Fudosan Co Ltd J4509L101 167513.000000000000 NS 3598991.350000000000 0.4007776466 Long EC CORP JP N 2 N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 NOVA Chemicals Corp 66977WAS8 2665000.000000000000 PA USD 2101619.400000000000 0.2340328151 Long DBT CORP CA N 2 2029-05-15 Fixed 4.250000000000 N N N N N N NUSTAR ENERGY LP 5493003BMLTUIEG2LG44 NuStar Energy LP 67058H300 59051.000000000000 NS USD 1215860.090000000000 0.1353961424 Long EP CORP US N 1 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAE5 3255000.000000000000 PA USD 2898797.210000000000 0.3228052003 Long DBT CORP US N 2 2027-04-28 Fixed 5.625000000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAG0 2052000.000000000000 PA USD 1918620.000000000000 0.2136543085 Long DBT CORP US N 2 2025-10-01 Fixed 5.750000000000 N N N N N N Oakwood Mortgage Investors Inc N/A Oakwood Mortgage Investors Inc 67087TCW9 538719.230000000000 PA USD 348590.830000000000 0.0388184908 Long ABS-O CORP US N 2 2031-09-15 Variable 6.930000000000 N N N N N N United Urban Investment Corp 353800GYZWBD7BDCN841 United Urban Investment Corp J9427E105 1062.000000000000 NS 1116416.430000000000 0.1243222631 Long EC CORP JP N 2 N N N Oaktown Re Ltd N/A Oaktown Re VII Ltd 67389JAC2 3769000.000000000000 PA USD 3493946.290000000000 0.3890800047 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 4.275660000000 N N N N N N Oaktown Re Ltd 254900KOPN6EP9T3LD85 Oaktown Re II Ltd 67400CAB4 5156000.000000000000 PA USD 5016451.310000000000 0.5586236127 Long ABS-MBS CORP US N 2 2028-07-25 Floating 4.473570000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 Oaktown Re III Ltd 67400KAC4 2084000.000000000000 PA USD 2033008.060000000000 0.2263923712 Long ABS-MBS CORP US N 2 2029-07-25 Floating 4.173570000000 N N N N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 Rexford Industrial Realty Inc 76169C100 38630.000000000000 NS USD 2224701.700000000000 0.2477390538 Long EC CORP US N 1 N N N Atlantia SpA 8156008DEC771409C487 Atlantia SpA T05404107 82971.000000000000 NS 1947709.180000000000 0.2168936309 Long EC CORP IT N 2 N N N Gecina SA 9695003E4MMA10IBTR26 Gecina SA F4268U171 14879.000000000000 NS 1396399.670000000000 0.1555007276 Long EC CORP FR N 2 N N N SCE TRUST V N/A SCE Trust V 78409W201 62389.000000000000 NS USD 1358208.530000000000 0.1512478262 Long EP CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410G104 8800.000000000000 NS USD 2816440.000000000000 0.3136340394 Long EC CORP US N 1 N N N Starvest Emerging Markets CBO N/A STAR 2021-SFR2 Trust 78474LAL0 3000000.000000000000 PA USD 2838781.500000000000 0.3161219514 Long ABS-O CORP US N 2 2024-01-17 Floating 4.373430000000 N N N N N N STAR 2022-SFR3 Trust N/A STAR 2022-SFR3 Trust 78474PAL1 3750000.000000000000 PA USD 3703014.750000000000 0.4123615181 Long ABS-O CORP US N 2 2024-05-17 Floating 5.209140000000 N N N N N N ACAM 2019-FL1, Ltd. N/A ACAM 2019-FL1 ltd 000825AJ8 1902000.000000000000 PA USD 1835221.350000000000 0.2043671746 Long ABS-CBDO CORP KY N 2 2034-11-17 Floating 4.198300000000 N N N N N N ACAM 2019-FL1, Ltd. N/A ACAM 2019-FL1 ltd 000825AL3 2098000.000000000000 PA USD 1961059.550000000000 0.2183803057 Long ABS-CBDO CORP KY N 2 2034-11-17 Floating 4.448300000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206R706 51933.000000000000 NS USD 994516.950000000000 0.1107477412 Long EP CORP US N 1 N N N Agree Realty Corp N/A Agree Realty Corp 008492100 29290.000000000000 NS USD 2112687.700000000000 0.2352653624 Long EC CORP US N 1 N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271109 12230.000000000000 NS USD 1773716.900000000000 0.1975181421 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-29T1 02147PAN4 1137794.150000000000 PA USD 773017.690000000000 0.0860819548 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-29T1 02147PAP9 1785467.250000000000 PA USD 1269437.220000000000 0.1413624019 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.500000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-29T1 02147PBG8 639609.690000000000 PA USD 1380029.350000000000 0.1536777561 Long ABS-MBS CORP US N 2 2036-10-25 Floating 61.975278000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-19CB 02147QAJ1 1955271.440000000000 PA USD 1026950.600000000000 0.1143594981 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.323570000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-23CB 02147RAU4 1206268.670000000000 PA USD 984730.070000000000 0.1096578907 Long ABS-MBS CORP US N 2 2036-08-25 Floating 21.905720000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-41CB 02149CAG6 1096061.510000000000 PA USD 724262.430000000000 0.0806526507 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-41CB 02149CBC4 9650187.750000000000 PA USD 6180688.560000000000 0.6882711222 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-41CB 02149CBE0 1176119.880000000000 PA USD 753273.500000000000 0.0838832748 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-41CB 02149CBH3 1150155.880000000000 PA USD 736644.250000000000 0.0820314694 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-2CB 02149HBB5 2452213.750000000000 PA USD 1113353.110000000000 0.1239811369 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.023570000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-45T1 02149JAU0 2088954.160000000000 PA USD 1344437.320000000000 0.1497142873 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.000000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-12T1 02150LBG1 1820468.090000000000 PA USD 923681.300000000000 0.1028596019 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.750000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-OA3 02150TAA8 6568698.280000000000 PA USD 5875255.250000000000 0.6542585805 Long ABS-MBS CORP US N 2 2047-04-25 Floating 1.903570000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-15CB 02151CAB2 919188.310000000000 PA USD 625013.860000000000 0.0696004962 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.750000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-15CB 02151CAE6 846095.500000000000 PA USD 575313.470000000000 0.0640659441 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.750000000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-HY6 02151JAA9 2283975.560000000000 PA USD 1949932.260000000000 0.2171411893 Long ABS-MBS CORP US N 2 2047-08-25 Floating 2.043570000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-16CB 02152AAW9 4102090.090000000000 PA USD 3077600.880000000000 0.3427164774 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.123570000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAC5 6800000.000000000000 PA USD 5389000.000000000000 0.6001100106 Long DBT CORP FR N 2 2028-01-15 Fixed 5.500000000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 Ameren Corp 023608102 42100.000000000000 NS USD 3804156.000000000000 0.4236244382 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537101 54303.000000000000 NS USD 5209829.820000000000 0.5801579196 Long EC CORP US N 1 N N N Derwent London PLC 213800BXKQ9KZNUR1M61 Derwent London PLC G27300105 40946.000000000000 NS 1305509.450000000000 0.1453793449 Long EC CORP GB N 2 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 American Homes 4 Rent 02665T306 48065.000000000000 NS USD 1703423.600000000000 0.1896903980 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027X100 5900.000000000000 NS USD 1507981.000000000000 0.1679262375 Long EC CORP US N 1 N N N Americold Realty Trust Inc 549300R7N1V5YV8MWH02 Americold Realty Trust 03064D108 121708.000000000000 NS USD 3656108.320000000000 0.4071380966 Long EC CORP US N 1 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAS5 1500000.000000000000 PA USD 1367730.000000000000 0.1523081211 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAH9 4400000.000000000000 PA USD 3940464.000000000000 0.4388034687 Long DBT CORP US N 2 2029-06-15 Fixed 5.375000000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BF1 2860000.000000000000 PA USD 2534675.000000000000 0.2822571611 Long DBT CORP US N 2 2030-01-15 Fixed 4.250000000000 N N N N N N ASHTON WOODS USA/FINANCE N/A Ashton Woods USA LLC / Ashton Woods Finance Co 045086AK1 2970000.000000000000 PA USD 2524500.000000000000 0.2811240901 Long DBT CORP US N 2 2028-01-15 Fixed 6.625000000000 N N N N N N ATLANTICA SUSTAIN INFRA 549300ITBBGKJ651R879 Atlantica Sustainable Infrastructure PLC 04916WAA2 4845000.000000000000 PA USD 4218934.280000000000 0.4698134525 Long DBT CORP GB N 2 2028-06-15 Fixed 4.125000000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560105 30900.000000000000 NS USD 3463890.000000000000 0.3857329866 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A BBCMS Trust 05493HAS4 4000000.000000000000 PA USD 3765087.200000000000 0.4192738021 Long ABS-MBS CORP US N 2 2036-06-15 Floating 6.124000000000 N N N N N N Banc of America Merrill Lynch N/A BAMLL Commercial Mortgage Securities Trust 2021-JACX 05493LAQ9 5000000.000000000000 PA USD 4931825.000000000000 0.5491997686 Long ABS-MBS CORP US N 2 2038-09-15 Floating 6.324000000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDV7 815000.000000000000 PA USD 710184.270000000000 0.0790849304 Long DBT CORP GB N 2 2030-03-22 Variable 4.875000000000 N N N N N N BX Trust N/A BX Trust 2019-RP 05607VAJ6 1600000.000000000000 PA USD 1544751.520000000000 0.1720209410 Long ABS-MBS CORP US N 2 2034-06-15 Floating 4.959000000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAQ2 2800386.140000000000 PA USD 2551537.390000000000 0.2841349286 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.214000000000 N N N N N N UNITE Group PLC/The 213800BBUUWVDH9YI827 UNITE Group PLC/The G9283N101 120203.000000000000 NS 1562468.680000000000 0.1739938943 Long EC CORP GB N 2 N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 Baytex Energy Corp 07317QAH8 825000.000000000000 PA USD 827062.500000000000 0.0921002942 Long DBT CORP CA N 2 2027-04-01 Fixed 8.750000000000 N N N N N N BSST Mortgage Trust N/A Beast 2021-1818 Mortgage Trust 07403PAQ5 1250000.000000000000 PA USD 1235408.880000000000 0.1375730629 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.774000000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 Beazer Homes USA Inc 07556QBR5 3330000.000000000000 PA USD 2564133.300000000000 0.2855375880 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N BELLEMEADE RE LT 549300O2GEH6GH9NO762 Bellemeade Re 2018-1 Ltd 078768AE8 4214763.050000000000 PA USD 4162759.620000000000 0.4635579365 Long ABS-MBS CORP BM N 2 2028-04-25 Floating 4.523570000000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re Ltd 07876AAD5 2353000.000000000000 PA USD 2040713.130000000000 0.2272503949 Long ABS-MBS CORP BM N 2 2031-06-25 Floating 3.825660000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 Bellemeade Re 2019-4 Ltd 07876LAD1 3798000.000000000000 PA USD 3674059.870000000000 0.4091371512 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 4.473570000000 N N N N N N BELLEMEADE RE LT N/A Bellemeade RE 2021-3 Ltd 078777AE9 1389000.000000000000 PA USD 1218895.000000000000 0.1357341049 Long ABS-MBS CORP US N 2 2031-09-25 Floating 4.075660000000 N N N N N N BELLEMEADE RE LT 254900I4ZKD8IMM1O953 Bellemeade Re 2019-2 Ltd 07877BAG5 1715000.000000000000 PA USD 1653915.990000000000 0.1841773135 Long ABS-MBS CORP BM N 2 2029-04-25 Floating 4.723570000000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re 2020-3 Ltd 07877KAE0 1965000.000000000000 PA USD 1966491.240000000000 0.2189851696 Long ABS-MBS CORP US N 2 2030-10-25 Floating 5.323570000000 N N N N N N BELLEMEADE RE LT 2549009SOTYJD2MZFC61 Bellemeade Re 2018-3 Ltd 07877TAC5 1922000.000000000000 PA USD 1892342.580000000000 0.2107280990 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 4.373570000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 SSE PLC G8842P102 181671.000000000000 NS 3585339.290000000000 0.3992573760 Long EC CORP GB N 2 N N N Shaftesbury PLC 213800N7LHKFNTDKAT98 Shaftesbury PLC G80603106 232988.000000000000 NS 1476327.790000000000 0.1644013891 Long EC CORP GB N 2 N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B6 Mortgage Trust 08162CAN0 2000000.000000000000 PA USD 1414064.800000000000 0.1574678868 Long ABS-MBS CORP US N 2 2051-10-10 Variable 3.259514000000 N N N N N N BLUE RACER MID LLC/FINAN N/A Blue Racer Midstream LLC / Blue Racer Finance Corp 095796AE8 1220000.000000000000 PA USD 1098078.020000000000 0.1222801285 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Bonanza Creek Energy Inc 097793AE3 2525000.000000000000 PA USD 2266187.500000000000 0.2523588430 Long DBT CORP US N 2 2026-10-15 Fixed 5.000000000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BU4 4662000.000000000000 PA USD 4230531.900000000000 0.4711049440 Long DBT CORP US N 2 2027-12-01 Fixed 4.750000000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BV2 1250000.000000000000 PA USD 1056275.000000000000 0.1176250142 Long DBT CORP US N 2 2031-06-15 Fixed 4.750000000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AR2 2750000.000000000000 PA USD 2337500.000000000000 0.2603000835 Long DBT CORP US N 2 2027-12-01 Fixed 4.125000000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AS0 3435000.000000000000 PA USD 2716190.220000000000 0.3024703919 Long DBT CORP US N 2 2078-01-22 Variable 6.375000000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 Builders FirstSource Inc 12008RAN7 1600000.000000000000 PA USD 1355920.000000000000 0.1509929793 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000 N N N N N N BWAY Mortgage Trust N/A BWAY 2022-26BW Mortgage Trust 12429EAL1 3000000.000000000000 PA USD 2296904.400000000000 0.2557794255 Long ABS-MBS CORP US N 2 2044-02-10 Variable 5.028572000000 N N N N N N BX Trust N/A BX Trust 2021-SDMF 12434CAU8 5000000.000000000000 PA USD 4689757.000000000000 0.5222434817 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.357000000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 19350000.000000000000 PA USD 16565061.890000000000 1.8446575370 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N CGDB Commercial Mortgage Trust N/A CGDB Commercial Mortgage Trust 2019-MOB 125284AN9 4869000.000000000000 PA USD 4538497.640000000000 0.5053994928 Long ABS-MBS CORP US N 2 2036-11-15 Floating 4.315740000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBK5 9995000.000000000000 PA USD 7317696.420000000000 0.8148864124 Long DBT CORP US N 2 2031-02-15 Fixed 4.750000000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2006-20 12544AAT2 3927798.960000000000 PA USD 1861566.960000000000 0.2073009776 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.273570000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2007-18 12544JAA4 212104.930000000000 PA USD 133951.560000000000 0.0149166213 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.000000000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2007-5 12544VBE8 173891.820000000000 PA USD 108503.260000000000 0.0120827412 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.500000000000 N N N N N N CHNGE Mortgage Trust 2022-2 N/A CHNGE Mortgage Trust 2022-2 12546YAC5 3000000.000000000000 PA USD 2454242.100000000000 0.2733002881 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.660187000000 N N N N N N CLNC 2019-FL1, Ltd N/A CLNC 2019-FL1 Ltd 12565DAL7 3000000.000000000000 PA USD 2863746.000000000000 0.3189019563 Long ABS-CBDO CORP KY N 2 2035-08-20 Floating 4.823620000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BU3 1290000.000000000000 PA USD 1130323.800000000000 0.1258709645 Long DBT CORP US N 2 2050-06-01 Variable 4.750000000000 N N N N N N CSAIL Commercial Mortgage Trus N/A CSAIL 2018-C14 Commercial Mortgage Trust 12596GAJ8 3000000.000000000000 PA USD 2400486.000000000000 0.2673140989 Long ABS-MBS CORP US N 2 2051-11-15 Variable 5.087160000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BD8 5545000.000000000000 PA USD 3715150.000000000000 0.4137128792 Long DBT CORP US N 2 2030-12-01 Fixed 4.625000000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BH9 7092000.000000000000 PA USD 5451620.400000000000 0.6070833134 Long DBT CORP US N 2 2031-11-15 Fixed 4.500000000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 CSX Corp 126408103 96000.000000000000 NS USD 2789760.000000000000 0.3106629993 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-10CB 12667GAW3 1454827.950000000000 PA USD 1203064.880000000000 0.1339712893 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.123570000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-59 12668AEV3 6337444.290000000000 PA USD 5760101.850000000000 0.6414352908 Long ABS-MBS CORP US N 2 2035-11-20 Floating 2.272290000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-84 12668BAV5 11569660.140000000000 PA USD 10870790.190000000000 1.2105529813 Long ABS-MBS CORP US N 2 2036-02-25 Variable 2.678443000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2004-21 12669GAR2 41938.440000000000 PA USD 40697.340000000000 0.0045319876 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.000000000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAC9 4650000.000000000000 PA USD 3813000.000000000000 0.4246092912 Long DBT CORP US N 2 2030-11-15 Fixed 4.000000000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC 12687GAB5 5025000.000000000000 PA USD 3930856.500000000000 0.4377335936 Long DBT CORP US N 2 2028-09-15 Fixed 5.625000000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 12769GAA8 2600000.000000000000 PA USD 2008500.000000000000 0.2236631947 Long DBT CORP US N 2 2029-10-15 Fixed 4.625000000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 California Resources Corp 13057QAH0 3447000.000000000000 PA USD 3370580.010000000000 0.3753421424 Long DBT CORP US N 2 2026-02-01 Fixed 7.125000000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XAZ5 1191000.000000000000 PA USD 1098697.500000000000 0.1223491127 Long DBT CORP US N 2 2026-07-01 Fixed 6.375000000000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 Emera Inc 290876AD3 6200000.000000000000 PA USD 5983547.770000000000 0.6663178541 Long DBT CORP CA N 2 2076-06-15 Variable 6.750000000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250N105 62850.000000000000 NS USD 2656041.000000000000 0.2957722755 Long EC CORP CA N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250N477 40200.000000000000 NS USD 995754.000000000000 0.1108854970 Long EP CORP CA N 1 N N N ENDEAVOR ENERGY RESOURCE N/A Endeavor Energy Resources LP / EER Finance Inc 29260FAF7 3285000.000000000000 PA USD 3301098.140000000000 0.3676047578 Long DBT CORP US N 2 2025-07-15 Fixed 6.625000000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CN4 7405000.000000000000 PA USD 6571382.130000000000 0.7317781035 Long DBT CORP US N 2 2028-03-15 Fixed 5.125000000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Co 144577AJ2 1310000.000000000000 PA USD 1276866.650000000000 0.1421897307 Long DBT CORP US N 2 2025-07-15 Fixed 8.250000000000 N N N N N N CASCADES INC/USA INC N/A Cascades Inc/Cascades USA Inc 14739LAB8 5915000.000000000000 PA USD 5028136.130000000000 0.5599248147 Long DBT CORP US N 2 2028-01-15 Fixed 5.375000000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op 150190AK2 5060000.000000000000 PA USD 4802833.140000000000 0.5348354512 Long DBT CORP US N 2 2028-10-01 Fixed 6.500000000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189T107 141500.000000000000 NS USD 4185570.000000000000 0.4660980622 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAS6 955000.000000000000 PA USD 812312.120000000000 0.0904577166 Long EP CORP US N 2 N N N Chase Mortgage Finance Corpora N/A Chase Mortgage Finance Trust Series 2005-A2 16162WQJ1 887536.360000000000 PA USD 766501.340000000000 0.0853563049 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.839299000000 N N N N N N Chase Mortgage Finance Corpora N/A Chase Mortgage Finance Trust Series 2007-A1 161630BD9 2193307.230000000000 PA USD 2091570.240000000000 0.2329137575 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.342017000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411R208 51870.000000000000 NS USD 6900266.100000000000 0.7684020714 Long EC CORP US N 1 N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAL9 6030000.000000000000 PA USD 4780800.240000000000 0.5323819044 Long DBT CORP US N 2 2039-12-31 Fixed 2.742000000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 165167DF1 1585000.000000000000 PA USD 1505750.000000000000 0.1676777971 Long DBT CORP US N 2 2026-02-01 Fixed 5.500000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer Operating LP 29273RBA6 6600000.000000000000 PA USD 4661250.000000000000 0.5190689900 Long DBT CORP US N 2 2066-11-01 Floating 4.303500000000 N N N N N N CHNGE Mortgage Trust 2022-1 N/A CHNGE Mortgage Trust 2022-1 17030JAB2 2700000.000000000000 PA USD 2328391.170000000000 0.2592857394 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.990000000000 N N N N N N CHNGE Mortgage Trust 2022-1 N/A CHNGE Mortgage Trust 2022-1 17030JAC0 2500000.000000000000 PA USD 2046190.500000000000 0.2278603456 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.560618000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2021-KEYS 17291GAN6 3500000.000000000000 PA USD 3449817.350000000000 0.3841658799 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.974000000000 N N N N N N Citicorp Mortgage Securities, N/A Citicorp Mortgage Securities Trust Series 2006-5 17310FAL9 343478.600000000000 PA USD 297983.140000000000 0.0331829032 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.523570000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer Equity LP 29273V100 261090.000000000000 NS USD 2605678.200000000000 0.2901639585 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAL4 4219000.000000000000 PA USD 3520496.240000000000 0.3920365626 Long EP CORP US N 2 N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 2007-AR5 17311LAB7 512493.040000000000 PA USD 460761.480000000000 0.0513096264 Long ABS-MBS CORP US N 2 2037-04-25 Variable 3.109473000000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 2009-8 17315NAE3 4667948.490000000000 PA USD 3506459.280000000000 0.3904734303 Long ABS-MBS CORP US N 2 2037-04-25 Variable 6.100000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 2297000.000000000000 PA USD 1971174.060000000000 0.2195066406 Long EP CORP US N 2 N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAA8 4975000.000000000000 PA USD 4353527.130000000000 0.4848014868 Long DBT CORP US N 2 2029-06-01 Fixed 5.375000000000 N N N N N N Clearway Energy Inc 549300LHAZ9HA9G3XC48 Clearway Energy Inc 18539C204 31900.000000000000 NS USD 1111396.000000000000 0.1237631964 Long EC CORP US N 1 N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAD7 5297000.000000000000 PA USD 4270547.340000000000 0.4755609964 Long DBT CORP US N 2 2031-02-15 Fixed 3.750000000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 Cleveland-Cliffs Inc 185899AG6 2000000.000000000000 PA USD 1985000.000000000000 0.2210462741 Long DBT CORP US N 2 2026-03-15 Fixed 6.750000000000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 Cogent Communications Group Inc 19240CAC7 3390000.000000000000 PA USD 3097815.900000000000 0.3449675882 Long DBT CORP US N 2 2026-05-01 Fixed 3.500000000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 Comstock Resources Inc 205768AS3 4513000.000000000000 PA USD 4041075.590000000000 0.4500074068 Long DBT CORP US N 2 2029-03-01 Fixed 6.750000000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 Consolidated Communications Inc 20903XAF0 5310000.000000000000 PA USD 4468365.000000000000 0.4975896396 Long DBT CORP US N 2 2028-10-01 Fixed 6.500000000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AT8 3059000.000000000000 PA USD 2947927.710000000000 0.3282762905 Long DBT CORP US N 2 2031-01-15 Fixed 5.750000000000 N N N N N N CRESTWOOD EQUITY PARTNER 549300CUY0F1TYDLDL45 Crestwood Equity Partners LP 226344307 147286.000000000000 NS USD 1340302.600000000000 0.1492538518 Long EP CORP US N 1 N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 226373AR9 5250000.000000000000 PA USD 4581045.000000000000 0.5101374956 Long DBT CORP US N 2 2029-02-01 Fixed 6.000000000000 N N N N N N Crown Castle International Cor 54930012H97VSM0I2R19 Crown Castle International Corp 22822V101 38900.000000000000 NS USD 6549982.000000000000 0.7293950209 Long EC CORP US N 1 N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAH0 3825000.000000000000 PA USD 2551296.340000000000 0.2841080857 Long EP CORP US N 2 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 Enphase Energy Inc 29355A107 3400.000000000000 NS USD 663816.000000000000 0.0739214375 Long EC CORP US N 1 N N N Aguas Andinas SA N/A Aguas Andinas SA P4171M125 8438095.000000000000 NS 1357690.540000000000 0.1511901437 Long EC CORP CL N 1 N N N Countrywide Asset-Backed Certi N/A Countrywide Asset-Backed Certificates 23242EAD1 1467485.150000000000 PA USD 1418785.920000000000 0.1579936228 Long ABS-MBS CORP US N 2 2037-01-25 Variable 4.026966000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 Entergy Corp 29364G103 46155.000000000000 NS USD 5198899.200000000000 0.5789407040 Long EC CORP US N 1 N N N Enterprise Products Partners L K4CDIF4M54DJZ6TB4Q48 Enterprise Products Partners LP 293792107 110418.000000000000 NS USD 2690886.660000000000 0.2996526298 Long EC CORP US N 1 N N N Equitrans Midstream Corp 549300RH0NLJNZ5SXU64 Equitrans Midstream Corp 294600101 406821.000000000000 NS USD 2587381.560000000000 0.2881264753 Long EC CORP US N 1 N N N Essential Utilities Inc 549300ILTEOF3E3QY357 Essential Utilities Inc 29670G102 13000.000000000000 NS USD 596050.000000000000 0.0663751293 Long EC CORP US N 1 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 Essex Property Trust Inc 297178105 14429.000000000000 NS USD 3773327.790000000000 0.4201914604 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 Exelon Corp 30161N101 20800.000000000000 NS USD 942656.000000000000 0.1049725927 Long EC CORP US N 1 N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 DCP Midstream LP 23311PAA8 5025000.000000000000 PA USD 4399324.890000000000 0.4899014486 Long EP CORP US N 2 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311RAH9 2725000.000000000000 PA USD 2289403.030000000000 0.2549440855 Long DBT CORP US N 2 2043-05-21 Variable 5.850000000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 302570AX4 1914000.000000000000 PA USD 1435497.110000000000 0.1598545530 Long DBT CORP US N 2 2067-06-15 Variable 3.953860000000 N N N N N N FS Rialto 2019-FL1 Issuer, Ltd N/A FS Rialto 2019-FL1 30312UAG8 2000000.000000000000 PA USD 1956195.200000000000 0.2178386198 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 4.009290000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31287VBQ2 136414.530000000000 PA USD 150468.410000000000 0.0167559100 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298RW36 72049.480000000000 PA USD 72974.490000000000 0.0081263169 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298RW44 38227.240000000000 PA USD 38581.060000000000 0.0042963222 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298RW69 43326.380000000000 PA USD 43846.100000000000 0.0048826282 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298TUB6 35281.950000000000 PA USD 35266.560000000000 0.0039272250 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298VN94 28447.560000000000 PA USD 28434.610000000000 0.0031664305 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.000000000000 N N N N N N DT Midstream Inc N/A DT Midstream Inc 23345M107 26027.000000000000 NS USD 1275843.540000000000 0.1420757989 Long EC CORP US N 1 N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 4420000.000000000000 PA USD 3734900.000000000000 0.4159122061 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 Fortis Inc/Canada 349553107 10200.000000000000 NS 482186.140000000000 0.0536954406 Long EC CORP CA N 1 N N N Allied Properties Real Estate 549300AMZMPKVHA0MY77 Allied Properties Real Estate Investment Trust 019456102 35941.000000000000 NS 926726.060000000000 0.1031986613 Long EC CORP CA N 1 N N N Deephaven Residential Mortgage N/A Deephaven Residential Mortgage Trust 2022-2 24380XAE7 3000000.000000000000 PA USD 2394104.700000000000 0.2666034880 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.337880000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250N105 178583.000000000000 NS 7541774.300000000000 0.8398393496 Long EC CORP CA N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 Digital Realty Trust Inc 253868103 23190.000000000000 NS USD 3010757.700000000000 0.3352729329 Long EC CORP US N 1 N N N DISH DBS CORP N/A DISH DBS Corp 25470XBD6 4960000.000000000000 PA USD 2996705.720000000000 0.3337081279 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBE4 1172000.000000000000 PA USD 914458.860000000000 0.1018326065 Long DBT CORP US N 2 2026-12-01 Fixed 5.250000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746U109 96500.000000000000 NS USD 7701665.000000000000 0.8576445101 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDD8 785000.000000000000 PA USD 697581.240000000000 0.0776814781 Long EP CORP US N 2 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBG9 910000.000000000000 PA USD 828100.000000000000 0.0922158285 Long EP CORP US N 2 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAG4 2331000.000000000000 PA USD 2488272.570000000000 0.2770898642 Long DBT CORP US N 2 2030-02-01 Fixed 7.500000000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884U109 51400.000000000000 NS USD 2412202.000000000000 0.2686187730 Long EC CORP US N 1 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 EPR Properties 26884UAF6 4990000.000000000000 PA USD 4161986.450000000000 0.4634718376 Long DBT CORP US N 2 2029-08-15 Fixed 3.750000000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAK6 8660000.000000000000 PA USD 7030880.800000000000 0.7829471055 Long DBT CORP US N 2 2029-01-15 Fixed 4.500000000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAM2 500000.000000000000 PA USD 483325.000000000000 0.0538222622 Long DBT CORP US N 2 2027-06-01 Fixed 7.500000000000 N N N N N N Eagle Re 2018-1 Ltd. 549300BLEDGL5R7YKU33 Eagle RE 2018-1 Ltd 269826AB9 4346000.000000000000 PA USD 4292983.580000000000 0.4780594585 Long ABS-MBS CORP US N 2 2028-11-25 Floating 4.623570000000 N N N N N N Canadian Pacific Railway Ltd N/A Canadian Pacific Railway Ltd 13645T100 63400.000000000000 NS 4428444.690000000000 0.4931441807 Long EC CORP CA N 1 N N N CCR SA N/A CCR SA P2170M104 1015857.000000000000 NS 2439943.530000000000 0.2717080233 Long EC CORP BR N 1 N N N First Horizon Alternative Mort N/A First Horizon Alternative Mortgage Securities Trust 2005-FA8 32051GYL3 1207229.430000000000 PA USD 609124.270000000000 0.0678310581 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.273570000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AL9 1200000.000000000000 PA USD 1134556.550000000000 0.1263423164 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 FirstEnergy Corp 337932107 88100.000000000000 NS USD 3382159.000000000000 0.3766315594 Long EC CORP US N 1 N N N FIVE POINT OP CO LP/FIVE N/A Five Point Operating Co LP / Five Point Capital Corp 33834YAA6 4750000.000000000000 PA USD 3984062.500000000000 0.4436585246 Long DBT CORP US N 2 2025-11-15 Fixed 7.875000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31298WWA9 30058.260000000000 PA USD 30042.990000000000 0.0033455370 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 8.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359RAQ5 34718.050000000000 PA USD 36590.130000000000 0.0040746156 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 6.850000000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 Forestar Group Inc 346232AE1 5965000.000000000000 PA USD 4871786.040000000000 0.5425139306 Long DBT CORP US N 2 2028-03-01 Fixed 5.000000000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2022-1 35563PC80 3000000.000000000000 PA USD 2634149.100000000000 0.2933344302 Long ABS-MBS CORP US N 2 2061-11-25 Variable 4.500000000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2021-1 35563PWQ8 2000000.000000000000 PA USD 1807017.800000000000 0.2012264745 Long ABS-MBS CORP US N 2 2060-09-25 Fixed 4.250000000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35908MAB6 2745000.000000000000 PA USD 2120512.500000000000 0.2361367190 Long DBT CORP US N 2 2030-01-15 Fixed 6.000000000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAM6 2910000.000000000000 PA USD 2495325.000000000000 0.2778752110 Long DBT CORP CA N 2 2028-09-01 Fixed 3.500000000000 N N N N N N GMAC Mortgage Corporation Loan N/A GMACM Home Equity Loan Trust 2005-HE3 361856EH6 671181.870000000000 PA USD 622112.770000000000 0.0692774357 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.123570000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371LH69 41989.770000000000 PA USD 47148.010000000000 0.0052503234 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 7.500000000000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 Federal Realty Investment Trust 313745101 28958.000000000000 NS USD 2772438.920000000000 0.3087341529 Long EC CORP US N 1 N N N GMAC Mortgage Corporation Loan N/A GMACM Home Equity Loan Trust 2005-HE3 361856EK9 601222.960000000000 PA USD 557268.450000000000 0.0620564809 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.123570000000 N N N N N N GMAC Mortgage Corporation Loan N/A GMACM Home Equity Loan Trust 2007-HE2 36186LAB9 390025.750000000000 PA USD 381405.130000000000 0.0424726362 Long ABS-MBS CORP US N 2 2037-12-25 Variable 6.054000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31381D4R3 9544.410000000000 PA USD 9651.810000000000 0.0010748094 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 8.772000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385H4V1 118220.600000000000 PA USD 132077.050000000000 0.0147078790 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 9.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385JRK6 126239.330000000000 PA USD 136495.270000000000 0.0151998846 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31389VBS5 138794.750000000000 PA USD 153435.380000000000 0.0170863068 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 8.500000000000 N N N N N N GMAC Mortgage Corporation Loan N/A GMACM Home Equity Loan Trust 2007-HE2 36186LAC7 751351.290000000000 PA USD 829649.830000000000 0.0923884150 Long ABS-MBS CORP US N 2 2037-12-25 Variable 6.193000000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2007-1F 3622MPBG2 6134680.060000000000 PA USD 1982900.370000000000 0.2208124628 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.923570000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2006-AR1 3623414D8 2569576.230000000000 PA USD 2512422.690000000000 0.2797791811 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.866701000000 N N N N N N GSAMP Trust N/A GSAMP Trust 2006-NC2 362463AD3 494990.560000000000 PA USD 285327.710000000000 0.0317736157 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.923570000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31390GR90 132217.330000000000 PA USD 145658.460000000000 0.0162202821 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31390GSA6 170481.020000000000 PA USD 188087.120000000000 0.0209450665 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GC47 36258RAJ2 3500000.000000000000 PA USD 2237735.500000000000 0.2491904759 Long ABS-MBS CORP US N 2 2053-05-12 Variable 2.569889000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2021-RENT 36260XAW6 2039864.970000000000 PA USD 1929138.450000000000 0.2148256255 Long ABS-MBS CORP US N 2 2035-11-21 Floating 7.312300000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31390MHG2 140383.320000000000 PA USD 155444.050000000000 0.0173099890 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RFR5 132028.430000000000 PA USD 145351.000000000000 0.0161860438 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 7.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RNR6 128582.500000000000 PA USD 144417.820000000000 0.0160821265 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 8.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31407DWN1 11077.560000000000 PA USD 11411.050000000000 0.0012707154 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410S2Y2 75162.660000000000 PA USD 79937.640000000000 0.0089017217 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 7.500000000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp 315289AA6 1875000.000000000000 PA USD 1632600.000000000000 0.1818036005 Long DBT CORP US N 2 2026-04-01 Fixed 5.375000000000 N N N N N N First American Treasury Obliga N/A First American Treasury Obligations Fund 31846V328 34009147.240000000000 NS USD 34009147.240000000000 3.7872016536 Long STIV RF US N 1 N N N Thunderbird Resources Equity I 84JNOWGT1R2BJT129V65 Thunderbird Resources Equity Inc 38011M603 11.410000000000 NS USD 11.410000000000 0.0000012706 Long EC CORP US N 3 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376GWP1 187521.720000000000 PA USD 21724.240000000000 0.0024191750 Long ABS-MBS USGA US N 2 2052-11-16 Variable .405000000000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 2019-WOLF 39152TAQ3 3000000.000000000000 PA USD 2724581.700000000000 0.3034048530 Long ABS-MBS CORP US N 2 2036-12-15 Floating 4.455000000000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 Greystar Real Estate Partners LLC 39807UAB2 2500000.000000000000 PA USD 2366375.000000000000 0.2635155551 Long DBT CORP US N 2 2025-12-01 Fixed 5.750000000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 Veolia Environnement SA F9686M107 30433.000000000000 NS 746016.790000000000 0.0830751798 Long EC CORP FR N 2 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 42250P103 80000.000000000000 NS USD 2072800.000000000000 0.2308235350 Long EC CORP US N 1 N N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 Highwoods Properties Inc 431284108 51157.000000000000 NS USD 1749057.830000000000 0.1947721494 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AJ0 3700000.000000000000 PA USD 3135166.620000000000 0.3491269018 Long DBT CORP US N 2 2029-05-01 Fixed 3.750000000000 N N N N N N Hilton USA Trust N/A Hilton USA Trust 2016-SFP 43289VAS2 2503000.000000000000 PA USD 2399565.780000000000 0.2672116247 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 6.155223000000 N N N N N N Hilton USA Trust N/A Hilton USA Trust 2016-HHV 43300LAN0 16000000.000000000000 PA USD 14460964.800000000000 1.6103488105 Long ABS-MBS CORP US N 2 2038-11-05 Variable 4.333283000000 N N N N N N HOLLY NRG PRTNR/FIN CORP N/A Holly Energy Partners LP / Holly Energy Finance Corp 435765AH5 9257000.000000000000 PA USD 7928065.080000000000 0.8828560437 Long DBT CORP US N 2 2028-02-01 Fixed 5.000000000000 N N N N N N Home Equity Asset Trust N/A Home Equity Asset Trust 2006-7 43709NAD5 4352394.600000000000 PA USD 3989219.040000000000 0.4442327483 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.923570000000 N N N N N N Home Re 2018-1 Ltd. 254900E6IUAJSN9WD709 Home Re 2018-1 Ltd 43730MAB4 1579000.000000000000 PA USD 1547184.410000000000 0.1722918636 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 4.623570000000 N N N N N N Home Re Ltd N/A Home RE 2021-2 Ltd 43730VAC2 4472000.000000000000 PA USD 4147856.920000000000 0.4618983968 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 3.725660000000 N N N N N N Home Re Ltd N/A Home RE 2021-2 Ltd 43730VAD0 5331000.000000000000 PA USD 4733132.610000000000 0.5270737170 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 4.175660000000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 Home RE 2019-1 Ltd 43731AAB9 4681000.000000000000 PA USD 4586188.690000000000 0.5107102883 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 4.873570000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 44106MAZ5 2750000.000000000000 PA USD 2230002.500000000000 0.2483293420 Long DBT CORP US N 2 2024-10-01 Fixed 4.350000000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 44106MBB7 2555000.000000000000 PA USD 1750175.000000000000 0.1948965555 Long DBT CORP US N 2 2029-10-01 Fixed 4.950000000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAD9 6225000.000000000000 PA USD 5213437.500000000000 0.5805596648 Long DBT CORP US N 2 2028-08-01 Fixed 5.375000000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAF4 3000000.000000000000 PA USD 2222971.560000000000 0.2475463883 Long DBT CORP US N 2 2031-02-01 Fixed 4.375000000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 Hudbay Minerals Inc 443628AJ1 2410000.000000000000 PA USD 2016639.800000000000 0.2245696292 Long DBT CORP CA N 2 2026-04-01 Fixed 4.500000000000 N N N N N N Hufvudstaden AB 213800UEV5ZAFFVQ4J85 Hufvudstaden AB W30061126 19825.000000000000 NS 219415.340000000000 0.0244337246 Long EC CORP SE N 2 N N N ISTAR INC QFFLKWYYS3UPWD86E794 iStar Inc 45031UCJ8 7105000.000000000000 PA USD 6684702.020000000000 0.7443972166 Long DBT CORP US N 2 2026-02-15 Fixed 5.500000000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 Crescent Energy Finance LLC 45344LAA1 3135000.000000000000 PA USD 2852850.000000000000 0.3176885960 Long DBT CORP US N 2 2026-05-01 Fixed 7.250000000000 N N N N N N IndyMac INDA Mortgage Loan Tru N/A IndyMac INDA Mortgage Loan Trust 2007-AR3 456673AA0 1776922.510000000000 PA USD 1621653.240000000000 0.1805845877 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.623538000000 N N N N N N IndyMac INDA Mortgage Loan Tru N/A IndyMac INDA Mortgage Loan Trust 2007-AR1 45669AAA2 717684.540000000000 PA USD 624355.190000000000 0.0695271478 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.006531000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AE3 3500000.000000000000 PA USD 3169250.000000000000 0.3529223699 Long DBT CORP GB N 2 2029-01-15 Fixed 5.250000000000 N N N N N N Invitation Homes Inc N/A Invitation Homes Inc 46187W107 98912.000000000000 NS USD 3519288.960000000000 0.3919021219 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAF8 4750000.000000000000 PA USD 4069847.500000000000 0.4532113985 Long DBT CORP US N 2 2029-09-15 Fixed 4.875000000000 N N N N N N Irwin Home Equity N/A Irwin Home Equity Loan Trust 2006-1 464126CZ2 489682.300000000000 PA USD 489196.050000000000 0.0544760525 Long ABS-MBS CORP US N 2 2035-09-25 Variable 6.270000000000 N N N N N N Itron Inc 24F6LSZD18II6ICG6S41 Itron Inc 465741106 9800.000000000000 NS USD 484414.000000000000 0.0539435314 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A JPMMT 2021-INV1 AX1 N/A 48484847.570000000000 PA USD 519073.930000000000 0.0578032031 Long ABS-MBS CORP US N 2 2051-10-25 Variable .240657000000 N N N N N N JP Morgan Mortgage Trust N/A JPMMT 2021-INV1 B5 N/A 254000.000000000000 PA USD 94545.990000000000 0.0105284830 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.990657000000 N N N N N N JP Morgan Mortgage Trust N/A JPMMT 2021-INV1 B6 N/A 573000.000000000000 PA USD 145640.960000000000 0.0162183333 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.990657000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2003-A1 466247AP8 103555.080000000000 PA USD 97255.280000000000 0.0108301850 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.066116000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2003-A2 466247BH5 73260.860000000000 PA USD .730000000000 0.0000000813 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.205972000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2007-A2 46630PAQ8 4072979.530000000000 PA USD 3499841.660000000000 0.3897365032 Long ABS-MBS CORP US N 2 2037-04-25 Variable 2.859290000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2014-5 46643KBJ9 3008141.120000000000 PA USD 12843.860000000000 0.0014302707 Long ABS-MBS CORP US N 2 2029-10-25 Variable .339441000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2015-4 46644VBN5 40530018.730000000000 PA USD 303042.950000000000 0.0337463552 Long ABS-MBS CORP US N 2 2045-06-25 Variable .257455000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 46653DAL8 2586000.000000000000 PA USD 2502319.110000000000 0.2786540634 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.174000000000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 46654PAQ9 3201000.000000000000 PA USD 3026755.810000000000 0.3370544556 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.590000000000 N N N N N N RWE AG 529900GB7KCA94ACC940 RWE AG D6629K109 38472.000000000000 NS 1422933.630000000000 0.1584555049 Long EC CORP DE N 2 N N N KNDR Trust 2021-KIND N/A N/A 482606AS9 3000000.000000000000 PA USD 2800842.900000000000 0.3118971725 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.274000000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 KB Home 48666KBA6 4000000.000000000000 PA USD 3789443.160000000000 0.4219860410 Long DBT CORP US N 2 2030-07-15 Fixed 7.250000000000 N N N N N N Kilroy Realty Corp 549300CXXI18B214UN80 Kilroy Realty Corp 49427F108 19618.000000000000 NS USD 1026609.940000000000 0.1143215628 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan Inc/DE 49456B101 150871.000000000000 NS USD 2528597.960000000000 0.2815804321 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EA9 13737000.000000000000 PA USD 15771140.620000000000 1.7562477946 Long DBT CORP US N 2 2030-07-15 Fixed 8.875000000000 N N N N N N Oakwood Mortgage Investors Inc N/A Oakwood Mortgage Investors Inc 68213KAD7 3196912.310000000000 PA USD 3355800.770000000000 0.3736963510 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.810000000000 N N N N N N Option One Mortgage Loan Trust N/A Option One Mortgage Loan Trust 2007-FXD1 68402VAH5 225001.550000000000 PA USD 215285.020000000000 0.0239737791 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.662000000000 N N N N N N Sun Hung Kai Properties Ltd 529900LUMD393RD3S874 Sun Hung Kai Properties Ltd Y82594121 360154.000000000000 NS 4264245.760000000000 0.4748592630 Long EC CORP HK N 2 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 Tokyo Gas Co Ltd J87000113 63398.000000000000 NS 1313863.400000000000 0.1463096268 Long EC CORP JP N 2 N N N Guangdong Investment Ltd N/A Guangdong Investment Ltd Y2929L100 191292.000000000000 NS 202201.770000000000 0.0225168503 Long EC CORP HK N 2 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331C108 299924.000000000000 NS USD 2993241.520000000000 0.3333223604 Long EC CORP US N 1 N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 PNM Resources Inc 69349H107 38600.000000000000 NS USD 1844308.000000000000 0.2053790487 Long EC CORP US N 1 N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 PPL Capital Funding Inc 69352PAC7 5913000.000000000000 PA USD 4360837.500000000000 0.4856155573 Long DBT CORP US N 2 2067-03-30 Variable 4.915430000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-1 LLC 693577AA6 4098596.860000000000 PA USD 3885855.500000000000 0.4327223576 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.115000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-1 LLC 693577AB4 2000000.000000000000 PA USD 1872837.400000000000 0.2085560349 Long ABS-MBS CORP US N 2 2026-01-25 Variable 3.720000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-3 LLC 69357PAA6 523211.500000000000 PA USD 490403.420000000000 0.0546105032 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.867000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2022-1 LLC 693582AA6 1398094.290000000000 PA USD 1364874.030000000000 0.1519900851 Long ABS-MBS CORP US N 2 2027-02-25 Variable 3.720000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2022-1 LLC 693582AB4 500000.000000000000 PA USD 481935.550000000000 0.0536675354 Long ABS-MBS CORP US N 2 2027-02-25 Variable 6.291000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2020-6 LLC 693587AA5 658091.300000000000 PA USD 629752.770000000000 0.0701282133 Long ABS-MBS CORP US N 2 2025-11-25 Variable 2.363000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2020-6 LLC 693587AB3 1350000.000000000000 PA USD 1290017.880000000000 0.1436542297 Long ABS-MBS CORP US N 2 2025-11-25 Variable 4.703000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-5 LLC 69358DAA2 820732.940000000000 PA USD 762455.320000000000 0.0849057469 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.793000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-5 LLC 69358DAB0 2500000.000000000000 PA USD 2303613.000000000000 0.2565264839 Long ABS-MBS CORP US N 2 2026-06-25 Variable 3.721000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-2 LLC 69359UAA3 3702384.360000000000 PA USD 3488472.440000000000 0.3884704459 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.115000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-2 LLC 69359UAB1 1935000.000000000000 PA USD 1800275.430000000000 0.2004756555 Long ABS-MBS CORP US N 2 2026-03-25 Variable 3.770000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-10 LLC 69360HAA9 1439227.650000000000 PA USD 1357821.480000000000 0.1512047250 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.487000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-10 LLC 69360HAB7 3000000.000000000000 PA USD 2799476.700000000000 0.3117450347 Long ABS-MBS CORP US N 2 2026-10-25 Variable 4.826000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2021-7 LLC 69360LAA0 2365234.550000000000 PA USD 2198557.180000000000 0.2448276438 Long ABS-MBS CORP US N 2 2026-08-25 Variable 1.867000000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM 2022-2 LLC 69377AAA5 2879646.480000000000 PA USD 2881732.500000000000 0.3209049028 Long ABS-MBS CORP US N 2 2027-03-25 Variable 5.000000000000 N N N N N N West Japan Railway Co 353800QGUXHZ7EBCR121 West Japan Railway Co J95094108 40179.000000000000 NS 1478123.360000000000 0.1646013407 Long EC CORP JP N 2 N N N PARK INTERMED HOLDINGS N/A Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 70052LAB9 4585000.000000000000 PA USD 4184683.650000000000 0.4659993597 Long DBT CORP US N 2 2028-10-01 Fixed 5.875000000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 Parkland Corp/Canada 70137WAG3 3247000.000000000000 PA USD 2633727.230000000000 0.2932874515 Long DBT CORP CA N 2 2029-10-01 Fixed 4.500000000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A Pattern Energy Operations LP / Pattern Energy Operations Inc 70339PAA7 3500000.000000000000 PA USD 3066000.000000000000 0.3414246229 Long DBT CORP US N 2 2028-08-15 Fixed 4.500000000000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 Pebblebrook Hotel Trust 70509V100 134209.000000000000 NS USD 2223843.130000000000 0.2476434449 Long EC CORP US N 1 N N N Nexans SA 96950015FU78G84UIV14 Nexans SA F65277109 7100.000000000000 NS 553158.330000000000 0.0615987848 Long EC CORP FR N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 Enel SpA T3679P115 242700.000000000000 NS 1331026.270000000000 0.1482208553 Long EC CORP IT N 2 N N N Plains All American Pipeline L 5521FA2ITF25TVH63740 Plains All American Pipeline LP 726503105 262741.000000000000 NS USD 2580116.620000000000 0.2873174638 Long EC CORP US N 1 N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 Plains All American Pipeline LP 726503AE5 4645000.000000000000 PA USD 3297950.000000000000 0.3672541862 Long EP CORP US N 2 N N N Plains GP Holdings LP 549300O56BSKRD8FAM12 Plains GP Holdings LP 72651A207 203000.000000000000 NS USD 2094960.000000000000 0.2332912355 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 Prologis Inc 74340W103 53269.000000000000 NS USD 6267097.850000000000 0.6978935159 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 15167.000000000000 NS USD 4742265.890000000000 0.5280907837 Long EC CORP US N 1 N N N Residential Accredit Loans, In N/A RALI Series 2006-QS14 Trust 74922GBF0 56606.040000000000 PA USD 112283.330000000000 0.0125036835 Long ABS-MBS CORP US N 2 2036-11-25 Floating 60.143494000000 N N N N N N Residential Accredit Loans, In N/A RALI Series 2007-QO3 Trust 74923TAA3 1239874.800000000000 PA USD 1205892.810000000000 0.1342862028 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.943570000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AG0 5610000.000000000000 PA USD 4756713.390000000000 0.5296996331 Long DBT CORP US N 2 2029-02-15 Fixed 4.500000000000 N N N N N N Residential Funding Mtg Sec I N/A RFMSI Series 2007-S3 Trust 74958BAL6 1329206.110000000000 PA USD 1114092.440000000000 0.1240634674 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.500000000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 RLJ Lodging Trust LP 74965LAA9 5045000.000000000000 PA USD 4367828.670000000000 0.4863940823 Long DBT CORP US N 2 2026-07-01 Fixed 3.750000000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 Radnor RE 2020-1 Ltd 750493AB4 1781000.000000000000 PA USD 1736510.090000000000 0.1933748541 Long ABS-MBS CORP BM N 2 2030-01-25 Floating 3.073570000000 N N N N N N Radnor Re LTD 549300ED4YNDE7SVU538 Radnor Re 2018-1 Ltd 750496AC5 2285000.000000000000 PA USD 2243567.470000000000 0.2498399143 Long ABS-MBS CORP BM N 2 2028-03-25 Floating 5.423570000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 Radnor RE 2019-1 Ltd 75049SAC7 2769000.000000000000 PA USD 2648706.060000000000 0.2949554689 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 4.823570000000 N N N N N N Radnor Re LTD N/A Radnor RE 2020-2 Ltd 75049UAD0 783162.570000000000 PA USD 780443.980000000000 0.0869089340 Long ABS-MBS CORP US N 2 2030-10-25 Floating 7.223570000000 N N N N N N Residential Accredit Loans, In N/A RALI Series 2006-QO7 Trust 751150AD5 5511339.200000000000 PA USD 4909324.050000000000 0.5466941005 Long ABS-MBS CORP US N 2 2046-09-25 Floating 1.325902000000 N N N N N N Radnor Re LTD N/A Radnor RE 2021-1 Ltd 75279YAD3 1443000.000000000000 PA USD 1286187.170000000000 0.1432276482 Long ABS-MBS CORP BM N 2 2033-12-27 Floating 4.075660000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABJ7 1750000.000000000000 PA USD 1786225.000000000000 0.1989110231 Long DBT CORP US N 2 2029-01-15 Fixed 8.250000000000 N N N N N N Hera SpA 8156009414FD99443B48 Hera SpA T5250M106 739495.000000000000 NS 2142873.220000000000 0.2386267714 Long EC CORP IT N 2 N N N Residential Accredit Loans, In N/A RALI Series 2006-QS3 Trust 761118XN3 1790241.650000000000 PA USD 1620780.780000000000 0.1804874320 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.000000000000 N N N N N N VMC Finance LLC N/A VMC Finance 2021-FL4 LLC 91835RAJ9 893000.000000000000 PA USD 861119.010000000000 0.0958927701 Long ABS-MBS CORP US N 2 2036-06-16 Floating 5.112290000000 N N N N N N VMC Finance LLC N/A VMC Finance 2021-FL4 LLC 91835RAL4 3107000.000000000000 PA USD 2997972.880000000000 0.3338492368 Long ABS-MBS CORP US N 2 2036-06-16 Floating 5.562290000000 N N N N N N VMC Finance LLC N/A VMC Finance 2021-HT1 LLC 91835TAC0 5000000.000000000000 PA USD 4803648.000000000000 0.5349261927 Long ABS-MBS CORP US N 2 2037-01-18 Floating 6.112290000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 VZ Secured Financing BV 91845AAA3 1270000.000000000000 PA USD 1054100.000000000000 0.1173828098 Long DBT CORP NL N 2 2032-01-15 Fixed 5.000000000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 Ventas Inc 92276F100 66060.000000000000 NS USD 3397465.800000000000 0.3783360990 Long EC CORP US N 1 N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAK1 4800000.000000000000 PA USD 4377488.060000000000 0.4874697358 Long DBT CORP US N 2 2028-01-15 Fixed 4.500000000000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 VICI Properties Inc 925652109 112523.000000000000 NS USD 3352060.170000000000 0.3732798041 Long EC CORP US N 1 N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 Videotron Ltd 92660FAN4 1465000.000000000000 PA USD 1191384.670000000000 0.1326706007 Long DBT CORP CA N 2 2029-06-15 Fixed 3.625000000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAR6 4675000.000000000000 PA USD 3841566.100000000000 0.4277903643 Long DBT CORP GB N 2 2030-08-15 Fixed 4.500000000000 N N N N N N Vistra Corp 549300KP43CPCUJOOG15 Vistra Energy Corp 92840M102 25848.000000000000 NS USD 590626.800000000000 0.0657712108 Long EC CORP US N 1 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBQ2 875000.000000000000 PA USD 853440.000000000000 0.0950376484 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N Voyager CNTYW Delaware Trust N/A Voyager CNTYW Delaware Trust 929091AA4 1545736.740000000000 PA USD 1453205.070000000000 0.1618264817 Long ABS-MBS CORP US N 2 2030-03-16 Variable 22.294027000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 92925VAM2 5502728.280000000000 PA USD 5232753.430000000000 0.5827106544 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.144697000000 N N N N N N Wachovia Bank Commercial Mortg N/A Wachovia Bank Commercial Mortgage Trust Series 2006-C28 92978MAN6 1653134.110000000000 PA USD 1650619.360000000000 0.1838102063 Long ABS-MBS CORP US N 2 2048-10-15 Variable 5.789000000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust 92990GAA1 1904986.960000000000 PA USD 1774156.080000000000 0.1975670484 Long ABS-MBS CORP US N 2 2037-05-25 Variable 2.974961000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust 92990GAJ2 751948.430000000000 PA USD 688877.630000000000 0.0767122586 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.201082000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust 933634AJ6 5826355.920000000000 PA USD 5489895.520000000000 0.6113455667 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.108049000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 Waste Management Inc 94106L109 3200.000000000000 NS USD 489536.000000000000 0.0545139087 Long EC CORP US N 1 N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2006-AR1 Trust 94983JAG7 1158815.930000000000 PA USD 1068145.420000000000 0.1189468843 Long ABS-MBS CORP US N 2 2036-03-25 Variable 2.820490000000 N N N N N N Securitized Asset Backed Recei N/A Securitized Asset Backed Receivables LLC Trust 2006-NC3 81377CAB4 5546459.820000000000 PA USD 2102401.120000000000 0.2341198661 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.923570000000 N N N N N N Securitized Asset Backed Recei N/A Securitized Asset Backed Receivables LLC Trust 2007-NC1 81378AAC5 3533888.120000000000 PA USD 1954951.500000000000 0.2177001235 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.773570000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 20683.000000000000 NS USD 3108034.410000000000 0.3461055043 Long EC CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 4140000.000000000000 PA USD 3808720.720000000000 0.4241327578 Long EP CORP US N 2 N N N SHEA HOMES LP/FNDG CP N/A Shea Homes LP / Shea Homes Funding Corp 82088KAG3 3560000.000000000000 PA USD 2790790.800000000000 0.3107777875 Long DBT CORP US N 2 2029-04-01 Fixed 4.750000000000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 Simon Property Group Inc 828806109 22727.000000000000 NS USD 2157246.840000000000 0.2402273936 Long EC CORP US N 1 N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 Six Flags Entertainment Corp 83001AAC6 2845000.000000000000 PA USD 2563189.950000000000 0.2854325382 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N Slide 2018-Fun N/A SLIDE 2018-FUN 831350AN3 2752039.860000000000 PA USD 2628948.550000000000 0.2927553057 Long ABS-MBS CORP US N 2 2031-06-15 Floating 3.874000000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587CY1 875000.000000000000 PA USD 847463.750000000000 0.0943721433 Long DBT CORP US N 2 2057-03-15 Variable 5.458860000000 N N N N N N Southwest Gas Holdings Inc N/A Southwest Gas Holdings Inc 844895102 21900.000000000000 NS USD 1907052.000000000000 0.2123661154 Long EC CORP US N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AR0 4205000.000000000000 PA USD 3900558.000000000000 0.4343596034 Long DBT CORP US N 2 2029-02-01 Fixed 5.375000000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 Starwood Property Trust Inc 85571BAU9 7272000.000000000000 PA USD 6181200.000000000000 0.6883280753 Long DBT CORP US N 2 2026-07-15 Fixed 3.625000000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 Station Casinos LLC 857691AG4 4790000.000000000000 PA USD 4045681.900000000000 0.4505203578 Long DBT CORP US N 2 2028-02-15 Fixed 4.500000000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 Station Casinos LLC 857691AH2 654000.000000000000 PA USD 510120.000000000000 0.0568061085 Long DBT CORP US N 2 2031-12-01 Fixed 4.625000000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AL9 4389000.000000000000 PA USD 3682466.720000000000 0.4100733239 Long DBT CORP US N 2 2031-06-01 Fixed 5.000000000000 N N N N N N Sun Communities Inc 549300H5GEOJYN41ZG57 Sun Communities Inc 866674104 14582.000000000000 NS USD 2323787.520000000000 0.2587730847 Long EC CORP US N 1 N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAT4 1981000.000000000000 PA USD 1632906.230000000000 0.1818377018 Long DBT CORP US N 2 2029-05-15 Fixed 4.500000000000 N N N N N N Sunrun Inc 54930007SJ77CI66U531 Sunrun Inc 86771W105 25200.000000000000 NS USD 588672.000000000000 0.0655535276 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABW4 9037000.000000000000 PA USD 7857671.500000000000 0.8750171325 Long DBT CORP US N 2 2031-04-15 Fixed 3.500000000000 N N N N N N TPG Real Estate Finance N/A TPG Real Estate Finance Issuer LTD 87276WAL7 4000000.000000000000 PA USD 3912353.600000000000 0.4356731417 Long ABS-CBDO CORP KY N 2 2038-03-15 Floating 5.873430000000 N N N N N N TTAN N/A TTAN 2021-MHC 87303TAS6 4987272.150000000000 PA USD 4471308.920000000000 0.4979174696 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.525000000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAJ0 6169000.000000000000 PA USD 5120270.000000000000 0.5701846881 Long DBT CORP US N 2 2030-12-31 Fixed 6.000000000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBS0 5000000.000000000000 PA USD 4558012.500000000000 0.5075726350 Long DBT CORP US N 2 2031-02-01 Fixed 4.875000000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 Targa Resources Corp 87612G101 103996.000000000000 NS USD 6205441.320000000000 0.6910275481 Long EC CORP US N 1 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAA0 4625000.000000000000 PA USD 4262908.750000000000 0.4747103758 Long DBT CORP US N 2 2027-06-15 Fixed 5.875000000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDJ6 11800000.000000000000 PA USD 10207000.000000000000 1.1366344180 Long DBT CORP US N 2 2028-10-01 Fixed 6.125000000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 Terex Corp 880779BA0 1430000.000000000000 PA USD 1215500.000000000000 0.1353560434 Long DBT CORP US N 2 2029-05-15 Fixed 5.000000000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAC3 7180000.000000000000 PA USD 5262940.000000000000 0.5860721802 Long DBT CORP CA N 2 2067-05-15 Variable 3.621290000000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 Transocean Proteus Ltd 893829AA9 3965400.000000000000 PA USD 3727476.000000000000 0.4150854819 Long DBT CORP KY N 2 2024-12-01 Fixed 6.250000000000 N N N N N N Tricon American Homes N/A Tricon American Homes 2020-SFR1 89613GAF3 1808000.000000000000 PA USD 1742485.310000000000 0.1940402446 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.882000000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 Tronox Inc 897051AC2 4245000.000000000000 PA USD 3416338.900000000000 0.3804377758 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 UDR Inc 902653104 79883.000000000000 NS USD 3677813.320000000000 0.4095551291 Long EC CORP US N 1 N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 UPC Broadband Finco BV 90320BAA7 1698000.000000000000 PA USD 1383870.000000000000 0.1541054445 Long DBT CORP NL N 2 2031-07-15 Fixed 4.875000000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust 1997-2 911760KU9 2633967.490000000000 PA USD 2.630000000000 0.0000002929 Long ABS-MBS USGA US N 2 2027-06-15 Variable .000000000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 Iberdrola SA E6165F166 99109.000000000000 NS 1031869.020000000000 0.1149072051 Long EC CORP ES N 2 N N N EDP Renovaveis SA 529900MUFAH07Q1TAX06 EDP Renovaveis SA E3847K101 19400.000000000000 NS 458280.290000000000 0.0510333252 Long EC CORP ES N 2 N N N CHINA LONGYUAN 5299008UYLF3O6V9T464 China Longyuan Power Group Corp Ltd Y1501T101 240300.000000000000 NS 465693.520000000000 0.0518588501 Long EC CORP CN N 2 N N N Capital & Counties Properties 549300TTXXZ1SHUI0D54 Capital & Counties Properties PLC G19406100 932009.000000000000 NS 1591265.620000000000 0.1772006732 Long EC CORP GB N 2 N N N Swire Properties Ltd 5299001L12PHYVQ92465 Swire Properties Ltd Y83191109 527977.000000000000 NS 1314470.020000000000 0.1463771790 Long EC CORP HK N 2 N N N Ingenia Communities Group N/A Ingenia Communities Group Q4912D185 527300.000000000000 NS 1452373.650000000000 0.1617338962 Long EC CORP AU N 2 N N N Mercury NZ Ltd 254900XLT925U953KK55 Mercury NZ Ltd Q5971Q108 132800.000000000000 NS 467604.630000000000 0.0520716681 Long EC CORP NZ N 2 N N N Vonovia SE 5299005A2ZEP6AP7KM81 Vonovia SE D9581T100 141050.000000000000 NS 4364172.200000000000 0.4859869039 Long EC CORP DE N 2 N N N Tokyu Fudosan Holdings Corp N/A Tokyu Fudosan Holdings Corp J88764105 281800.000000000000 NS 1482960.770000000000 0.1651400266 Long EC CORP JP N 2 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 National Grid PLC G6S9A7120 203416.000000000000 NS 2614086.640000000000 0.2911003083 Long EC CORP GB N 2 N N N Wharf Real Estate Investment C 529900QLPKS8U9QOPB59 Wharf Real Estate Investment Co Ltd G9593A104 337825.000000000000 NS 1613190.450000000000 0.1796421856 Long EC CORP HK N 2 N N N Greencoat Renewables PLC 635400TVSIFFQOB8RB67 Greencoat Renewables PLC G4081F103 594700.000000000000 NS 739486.740000000000 0.0823480043 Long EC CORP IE N 2 N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 Telenet Finance Luxembourg Notes Sarl AQ2322842 2800000.000000000000 PA USD 2470720.000000000000 0.2751352395 Long DBT CORP LU N 2 2028-03-01 Fixed 5.500000000000 N N N N N N China Tower Corp Ltd 300300T6BNNP0L7O7H91 China Tower Corp Ltd Y15076105 17787468.000000000000 NS 2291951.110000000000 0.2552278354 Long EC CORP CN N 2 N N N Taurus CMBS 8156000571844ED04411 Taurus 2018-1 IT SRL BCC2GADT9 744264.000000000000 PA 757999.000000000000 0.0844094986 Long ABS-MBS CORP IT N 2 2030-05-18 Floating 3.350000000000 N N N N N N Tritax EuroBox PLC 213800HK59N7H979QU33 Tritax EuroBox PLC G9101X109 774384.000000000000 NS 808913.560000000000 0.0900792587 Long EC CORP GB N 2 N N N National Storage REIT N/A National Storage REIT Q6605D109 406400.000000000000 NS 602909.930000000000 0.0671390396 Long EC CORP AU N 2 N N N Neoen SA 969500C0AIAGQWZGJO13 Neoen SA F6517R107 6294.000000000000 NS 237264.750000000000 0.0264214050 Long EC CORP FR N 2 N N N Hammerson PLC 213800G1C9KKVVDN1A60 Hammerson PLC G4273Q164 1509119.000000000000 NS 349526.500000000000 0.0389226854 Long EC CORP GB N 2 N N N Omega Energia SA N/A Omega Energia SA N/A 171049.984600000000 NS 391227.260000000000 0.0435664122 Long EC CORP BR N 1 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 Vestas Wind Systems A/S K9773J201 11400.000000000000 NS 242386.820000000000 0.0269917902 Long EC CORP DK N 2 N N N Merlin Properties Socimi SA 959800L8KD863DP30X04 Merlin Properties Socimi SA E7390Z100 246227.000000000000 NS 2384557.180000000000 0.2655402922 Long EC CORP ES N 2 N N N Corp ACCIONA Energias Renovabl 254900UPX0OEHTKB9Y44 Corp ACCIONA Energias Renovables SA N/A 15700.000000000000 NS 608760.870000000000 0.0677905905 Long EC CORP ES N 2 N N N RAI Way SpA 815600303CCB3CFD2264 RAI Way SpA T7S1AC112 118900.000000000000 NS 635946.290000000000 0.0708179133 Long EC CORP IT N 2 N N N Aena SME SA 959800R7QMXKF0NFMT29 Aena SME SA E526K0106 27100.000000000000 NS 3458001.550000000000 0.3850772587 Long EC CORP ES N 2 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 Cellnex Telecom SA E2R41M104 96100.000000000000 NS 3740054.510000000000 0.4164862037 Long EC CORP ES N 2 N N N Vicinity Centres N/A Vicinity Centres Q9395F102 1506200.000000000000 NS 1913419.300000000000 0.2130751673 Long EC CORP AU N 2 N N N Orsted AS W9NG6WMZIYEU8VEDOG48 Orsted AS K7653Q105 15155.000000000000 NS 1596183.990000000000 0.1777483747 Long EC CORP DK N 2 N N N Mitsui Fudosan Logistics Park 353800DN63EIYS760S59 Mitsui Fudosan Logistics Park Inc J44788107 326.000000000000 NS 1233371.990000000000 0.1373462383 Long EC CORP JP N 2 N N N Ribbon Finance 2018 PLC 635400EVD1H7N4C6DK21 Ribbon Finance 2018 PLC BCC2GETY3 1354056.370000000000 PA 1609006.120000000000 0.1791762256 Long ABS-MBS CORP GB N 2 2028-04-20 Floating 3.730200000000 N N N N N N Grenergy Renovables SA 959800M1FVPL5BMW3R13 Grenergy Renovables SA N/A 15609.000000000000 NS 557360.430000000000 0.0620667236 Long EC CORP ES N 2 N N N N/A N/A EUR/USD FWD 20220721 N/A 1.000000000000 NC USD 118643.400000000000 0.0132119302 N/A DFE US N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -2734260.740000000000 EUR 2988057.280000000000 USD 2022-07-21 118643.400000000000 N N N Atlantica Sustainable Infrastr 549300ITBBGKJ651R879 Atlantica Sustainable Infrastructure PLC G0751N103 30900.000000000000 NS USD 996834.000000000000 0.1110057640 Long EC CORP GB N 1 N N N N/A N/A GBP/USD FWD 20220721 N/A 1.000000000000 NC USD 127242.720000000000 0.0141695361 N/A DFE US N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -1344392.330000000000 GBP 1764352.400000000000 USD 2022-07-21 127242.720000000000 N N N A10 Capital, LLC N/A St. Louis Holiday Inn N/A 1773731.260000000000 PA USD 1685044.700000000000 0.1876437545 Long ABS-MBS USGSE US Y 3 2023-06-30 Variable 10.080000000000 N N N N N N A10 Capital, LLC N/A Moreland Avenue N/A 207584.000000000000 PA USD 207168.830000000000 0.0230699738 Long ABS-CBDO CORP US Y 3 2022-11-01 Variable 9.500000000000 N N N N N N A10 Capital, LLC N/A NORTH RIVER N/A 168552.230000000000 PA USD 168215.130000000000 0.0187321550 Long ABS-MBS USGSE US Y 3 2022-11-01 Variable 9.500000000000 N N N N N N A10 Capital, LLC N/A TOWN AND COUNTRY N/A 352355.860000000000 PA USD 351651.150000000000 0.0391592829 Long ABS-MBS USGSE US Y 3 2022-11-01 Variable 9.500000000000 N N N N N N Vistra Corp 549300Y8E5GR8203FR30 VISTRA ENERGY CORP RIGHTS N/A 25848.000000000000 PA USD 327.490000000000 0.0000364687 Long LON CORP US N 2 2025-10-31 Floating .000000000000 N N N N N N 2023-05-04 Brookfield Real Assets Income Fund Inc. /s/ Casey P. Tushaus Casey P. Tushaus Treasurer