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
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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