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Form NPORT-P Brookfield Real Assets For: Mar 31

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May 31, 2022 12:12 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          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
      2022-03-31
      N
    
    
      1417984865.660000000000
      410318880.280000000000
      1007665985.380000000000
      0.000000000000
      0.000000000000
      400821757.460000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAS8
        
          
        
        2665000.000000000000
        PA
        USD
        2454571.600000000000
        0.2435898041
        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
        
          
          
        
        41662.000000000000
        NS
        USD
        883651.020000000000
        0.0876928499
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAG0
        
          
        
        2052000.000000000000
        PA
        USD
        2090475.000000000000
        0.2074571366
        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
        
          
          
        
        554260.370000000000
        PA
        USD
        388247.690000000000
        0.0385294032
        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
        
        1224004.350000000000
        0.1214692535
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAC2
        
          
        
        3769000.000000000000
        PA
        USD
        3739285.200000000000
        0.3710837970
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2034-04-25
          Floating
          3.449000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re IV Ltd
        67389KAH8
        
          
        
        525665.960000000000
        PA
        USD
        526383.440000000000
        0.0522378891
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2030-07-25
          Floating
          7.456570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        254900KOPN6EP9T3LD85
        Oaktown Re II Ltd
        67400CAB4
        
          
        
        5156000.000000000000
        PA
        USD
        5031979.640000000000
        0.4993698024
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2028-07-25
          Floating
          3.306570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        2549008N2FD0KB1Y5E03
        Oaktown Re III Ltd
        67400KAC4
        
          
        
        2084000.000000000000
        PA
        USD
        2082888.190000000000
        0.2067042274
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2029-07-25
          Floating
          3.006570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CS2
        
          
          
        
        10045000.000000000000
        PA
        USD
        9904420.230000000000
        0.9829070718
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EA9
        
          
        
        7222000.000000000000
        PA
        USD
        9244160.000000000000
        0.9173833526
        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
        
          
          
        
        3338169.890000000000
        PA
        USD
        3545353.400000000000
        0.3518381539
        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
        
          
          
        
        248710.990000000000
        PA
        USD
        250394.910000000000
        0.0248489989
        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
        
          
          
        
        234299.000000000000
        NS
        
        2787568.710000000000
        0.2766361821
        Long
        EC
        CORP
        HK
        N
        2
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        J87000113
        
          
          
        
        132798.000000000000
        NS
        
        2431160.500000000000
        0.2412665045
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Guangdong Investment Ltd
        N/A
        Guangdong Investment Ltd
        Y2929L100
        
          
          
        
        2070192.000000000000
        NS
        
        2820515.490000000000
        0.2799057953
        Long
        EC
        CORP
        HK
        
        N
        2
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
          
        
        449424.000000000000
        NS
        USD
        5366122.560000000000
        0.5325298897
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PPL CAPITAL FUNDING INC
        549300MROK5WY0D2NU17
        PPL Capital Funding Inc
        69352PAC7
        
          
        
        3550000.000000000000
        PA
        USD
        3115125.000000000000
        0.3091426172
        Long
        DBT
        CORP
        US
        N
        2
        
          2067-03-30
          Variable
          3.661290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-1 LLC
        693577AA6
        
          
        
        1423141.660000000000
        PA
        USD
        1376458.060000000000
        0.1365986428
        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
        1897635.600000000000
        0.1883199024
        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
        
          
        
        553782.020000000000
        PA
        USD
        531178.850000000000
        0.0527137819
        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
        
          
        
        1500000.000000000000
        PA
        USD
        1485740.250000000000
        0.1474437236
        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
        493994.300000000000
        0.0490236157
        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
        
          
        
        706492.250000000000
        PA
        USD
        694140.150000000000
        0.0688859364
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2025-11-25
          Variable
          2.363000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-15CB
        02151CAE6
        
          
          
        
        892887.010000000000
        PA
        USD
        648552.050000000000
        0.0643618083
        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
        
          
          
        
        2355416.170000000000
        PA
        USD
        2048592.590000000000
        0.2033007584
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-08-25
          Floating
          .876570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-16CB
        02152AAW9
        
          
          
        
        4426332.610000000000
        PA
        USD
        3288612.420000000000
        0.3263593758
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-08-25
          Floating
          .956570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-5 LLC
        69358DAA2
        
          
        
        857764.600000000000
        PA
        USD
        824205.850000000000
        0.0817935568
        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
        2346260.500000000000
        0.2328410936
        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
        
          
        
        1688529.420000000000
        PA
        USD
        1629070.390000000000
        0.1616676968
        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
        1829989.680000000000
        0.1816067731
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-03-25
          Variable
          3.770000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAC5
        
          
        
        5800000.000000000000
        PA
        USD
        5378340.000000000000
        0.5337423390
        Long
        DBT
        CORP
        FR
        N
        2
        
          2028-01-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
          
        
        28344.000000000000
        NS
        USD
        2657533.440000000000
        0.2637315816
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-10 LLC
        69360HAA9
        
          
        
        1537033.800000000000
        PA
        USD
        1484185.810000000000
        0.1472894621
        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
        2869416.900000000000
        0.2847587337
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-10-25
          Variable
          4.826000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Derwent London PLC
        213800BXKQ9KZNUR1M61
        Derwent London PLC
        G27300105
        
          
          
        
        40946.000000000000
        NS
        
        1718755.850000000000
        0.1705680131
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        American Homes 4 Rent
        02665T306
        
          
          
        
        48065.000000000000
        NS
        USD
        1924041.950000000000
        0.1909404483
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
          
        
        5700.000000000000
        NS
        USD
        943521.000000000000
        0.0936343008
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Americold Realty Trust
        549300R7N1V5YV8MWH02
        Americold Realty Trust
        03064D108
        
          
          
        
        75429.000000000000
        NS
        USD
        2102960.520000000000
        0.2086961901
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-7 LLC
        69360LAA0
        
          
        
        2497979.150000000000
        PA
        USD
        2385698.980000000000
        0.2367549381
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-08-25
          Variable
          1.867000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        West Japan Railway Co
        353800QGUXHZ7EBCR121
        West Japan Railway Co
        J95094108
        
          
          
        
        52479.000000000000
        NS
        
        2174510.730000000000
        0.2157967781
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAS5
        
          
        
        1500000.000000000000
        PA
        USD
        1533750.000000000000
        0.1522081744
        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
        4395512.000000000000
        0.4362072417
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Hotels & Resorts Inc
        5493005UZ5TQN0H6HS73
        Park Hotels & Resorts Inc
        700517105
        
          
          
        
        165122.000000000000
        NS
        USD
        3224832.660000000000
        0.3200299213
        Long
        EC
        CORP
        US
        N
        1
        
          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
        4562075.000000000000
        0.4527368261
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BF1
        
          
        
        2860000.000000000000
        PA
        USD
        2902900.000000000000
        0.2880815709
        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
        3042913.500000000000
        0.3019764033
        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
        4668932.700000000000
        0.4633413024
        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
        
          
          
        
        49900.000000000000
        NS
        USD
        5962551.000000000000
        0.5917189909
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        Parkland Corp/Canada
        70137WAG3
        
          
        
        3247000.000000000000
        PA
        USD
        3010439.820000000000
        0.2987537402
        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
        3395000.000000000000
        0.3369171977
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Trust
        05493HAS4
        
          
        
        4000000.000000000000
        PA
        USD
        3994288.800000000000
        0.3963901588
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-15
          Floating
          5.197000000000
          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
        4978005.000000000000
        0.4940134005
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-09-15
          Floating
          5.397000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDV7
        
          
        
        815000.000000000000
        PA
        USD
        817037.500000000000
        0.0810821752
        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
        1544028.000000000000
        0.1532281552
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-06-15
          Floating
          4.032000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust
        70509V100
        
          
          
        
        125545.000000000000
        NS
        USD
        3073341.600000000000
        0.3049960646
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Fraport AG Frankfurt Airport S
        5299001ERX0K10IZUL40
        Fraport AG Frankfurt Airport Services Worldwide
        D3856U108
        
          
          
        
        21664.000000000000
        NS
        
        1200916.010000000000
        0.1191779843
        Long
        EC
        CORP
        DE
        N
        2
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-XL2
        05609KAQ2
        
          
        
        2927891.570000000000
        PA
        USD
        2810796.700000000000
        0.2789413100
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-10-15
          Floating
          4.287000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITE Group PLC/The
        213800BBUUWVDH9YI827
        UNITE Group PLC/The
        G9283N101
        
          
          
        
        132215.000000000000
        NS
        
        2002713.360000000000
        0.1987477387
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        Nexans SA
        96950015FU78G84UIV14
        Nexans SA
        F65277109
        
          
          
        
        6800.000000000000
        NS
        
        636349.940000000000
        0.0631508803
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        T3679P115
        
          
          
        
        204800.000000000000
        NS
        
        1367406.750000000000
        0.1357003977
        Long
        EC
        CORP
        IT
        N
        2
        
          N
          N
          N
        
      
      
        BAYTEX ENERGY CORP
        549300R5LTV2H7I1I079
        Baytex Energy Corp
        07317QAH8
        
          
        
        825000.000000000000
        PA
        USD
        884812.500000000000
        0.0878081143
        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
        1245908.000000000000
        0.1236429549
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          4.847000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBR5
        
          
        
        2330000.000000000000
        PA
        USD
        2251362.500000000000
        0.2234234888
        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
        
          
        
        5306269.850000000000
        PA
        USD
        5283296.890000000000
        0.5243103336
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2028-04-25
          Floating
          3.356570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline L
        5521FA2ITF25TVH63740
        Plains All American Pipeline LP
        726503105
        
          
          
        
        231104.000000000000
        NS
        USD
        2486679.040000000000
        0.2467761219
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PLAINS ALL AMERICAN PIPE
        5521FA2ITF25TVH63740
        Plains All American Pipeline LP
        726503AE5
        
          
          
        
        2645000.000000000000
        PA
        USD
        2242960.000000000000
        0.2225896311
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        Plains GP Holdings LP
        549300O56BSKRD8FAM12
        Plains GP Holdings LP
        72651A207
        
          
          
        
        348200.000000000000
        NS
        USD
        4021710.000000000000
        0.3991114177
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        50145.000000000000
        NS
        USD
        8097414.600000000000
        0.8035812181
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876AAD5
        
          
        
        2353000.000000000000
        PA
        USD
        2105935.940000000000
        0.2089914685
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2031-06-25
          Floating
          2.999000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900KXN235YISGF415
        Bellemeade Re 2019-4 Ltd
        07876LAD1
        
          
        
        3798000.000000000000
        PA
        USD
        3754913.210000000000
        0.3726347088
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2029-10-25
          Floating
          3.306570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        13067.000000000000
        NS
        USD
        5099788.760000000000
        0.5060991275
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS14 Trust
        74922GBF0
        
          
          
        
        59157.440000000000
        PA
        USD
        137022.720000000000
        0.0135980297
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-25
          Floating
          75.314466000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade RE 2021-3 Ltd
        078777AE9
        
          
        
        1389000.000000000000
        PA
        USD
        1248867.960000000000
        0.1239366991
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2031-09-25
          Floating
          3.249000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900I4ZKD8IMM1O953
        Bellemeade Re 2019-2 Ltd
        07877BAG5
        
          
        
        1715000.000000000000
        PA
        USD
        1706422.430000000000
        0.1693440540
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2029-04-25
          Floating
          3.556570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-3 Ltd
        07877KAE0
        
          
        
        1965000.000000000000
        PA
        USD
        1994651.650000000000
        0.1979477008
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2030-10-25
          Floating
          4.156570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        2549009SOTYJD2MZFC61
        Bellemeade Re 2018-3 Ltd
        07877TAC5
        
          
        
        1202000.000000000000
        PA
        USD
        1192562.740000000000
        0.1183490122
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2028-10-25
          Floating
          3.206570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QO3 Trust
        74923TAA3
        
          
          
        
        1272992.690000000000
        PA
        USD
        1253711.050000000000
        0.1244173236
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-03-25
          Floating
          .776570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE TRUST V
        N/A
        SCE Trust V
        78409W201
        
          
          
        
        40700.000000000000
        NS
        USD
        1017093.000000000000
        0.1009355297
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        G8842P102
        
          
          
        
        241071.000000000000
        NS
        
        5508225.650000000000
        0.5466320914
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        Shaftesbury PLC
        213800N7LHKFNTDKAT98
        Shaftesbury PLC
        G80603106
        
          
          
        
        232988.000000000000
        NS
        
        1880052.840000000000
        0.1865750028
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        14600.000000000000
        NS
        USD
        5023860.000000000000
        0.4985640155
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Starvest Emerging Markets CBO
        N/A
        STAR 2021-SFR2 Trust
        78474LAL0
        
          
        
        3000000.000000000000
        PA
        USD
        2859378.000000000000
        0.2837624810
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2024-01-17
          Floating
          3.291430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2018-B6 Mortgage Trust
        08162CAN0
        
          
        
        2000000.000000000000
        PA
        USD
        1580424.200000000000
        0.1568400862
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-10-10
          Variable
          3.106648000000
          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
        1239154.000000000000
        0.1229726931
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
        
        3200000.000000000000
        PA
        USD
        3332000.000000000000
        0.3306651260
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Asset Backed Recei
        N/A
        Securitized Asset Backed Receivables LLC Trust 2006-NC3
        81377CAB4
        
          
          
        
        5700460.740000000000
        PA
        USD
        2377392.540000000000
        0.2359306134
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-25
          Floating
          .756570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Asset Backed Recei
        N/A
        Securitized Asset Backed Receivables LLC Trust 2007-NC1
        81378AAC5
        
          
          
        
        3598991.530000000000
        PA
        USD
        2162555.190000000000
        0.2146103194
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-25
          Floating
          .606570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        62283.000000000000
        NS
        USD
        10471017.960000000000
        1.0391357962
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CIVITAS RESOURCES INC
        IIVIHPH28S64K95M2381
        Bonanza Creek Energy Inc
        097793AE3
        
          
        
        2525000.000000000000
        PA
        USD
        2502982.000000000000
        0.2483940151
        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
        4625310.060000000000
        0.4590122250
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-12-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BK4
        
          
          
        
        2240000.000000000000
        PA
        USD
        2251200.000000000000
        0.2234073624
        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
        3329472.200000000000
        0.3304142690
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BV2
        
          
        
        1250000.000000000000
        PA
        USD
        1204687.500000000000
        0.1195522641
        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
        2626250.000000000000
        0.2606270369
        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
        
          
        
        1260000.000000000000
        PA
        USD
        1045800.000000000000
        0.1037843904
        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
        1582736.000000000000
        0.1570695075
        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
        2582931.300000000000
        0.2563281224
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2044-02-10
          Variable
          4.866360000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-SDMF
        12434CAU8
        
          
        
        5000000.000000000000
        PA
        USD
        4955814.000000000000
        0.4918111827
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-09-15
          Floating
          4.430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        34337.000000000000
        NS
        USD
        4517375.720000000000
        0.4483009038
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAC6
        
          
        
        2845000.000000000000
        PA
        USD
        2846820.800000000000
        0.2825163141
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-84
        12668BAV5
        
          
          
        
        12290577.640000000000
        PA
        USD
        11897577.820000000000
        1.1807065032
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Variable
          2.663731000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-21
        12669GAR2
        
          
          
        
        43803.840000000000
        PA
        USD
        44214.200000000000
        0.0043877833
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slide 2018-Fun
        N/A
        SLIDE 2018-FUN
        831350AN3
        
          
        
        2764451.340000000000
        PA
        USD
        2684085.980000000000
        0.2663666353
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2031-06-15
          Floating
          2.947000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AR0
        
          
        
        4205000.000000000000
        PA
        USD
        4273331.250000000000
        0.4240821177
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLE ONE INC
        549300648QS85T0XSH18
        Cable One Inc
        12685JAC9
        
          
        
        4650000.000000000000
        PA
        USD
        4288323.000000000000
        0.4255698875
        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
        4585312.500000000000
        0.4550428978
        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
        2439814.000000000000
        0.2421252712
        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
        3582363.690000000000
        0.3555110267
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AH0
        
          
        
        2510000.000000000000
        PA
        USD
        2199387.500000000000
        0.2182655296
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-01-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAU9
        
          
        
        7272000.000000000000
        PA
        USD
        6943814.640000000000
        0.6890988423
        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
        4561038.000000000000
        0.4526339150
        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
        598213.800000000000
        0.0593662790
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-12-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XAZ5
        
          
        
        1191000.000000000000
        PA
        USD
        1184300.630000000000
        0.1175290867
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
        
        7405000.000000000000
        PA
        USD
        7053854.900000000000
        0.7000191534
        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
        1323100.000000000000
        0.1313034298
        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
        
          
          
        
        2290000.000000000000
        PA
        USD
        2287137.500000000000
        0.2269737724
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AL9
        
          
        
        3389000.000000000000
        PA
        USD
        3177187.500000000000
        0.3153016521
        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
        
          
          
        
        15282.000000000000
        NS
        USD
        2678781.780000000000
        0.2658402505
        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
        1868944.740000000000
        0.1854726434
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        Sunrun Inc
        86771W105
        
          
          
        
        20000.000000000000
        NS
        USD
        607400.000000000000
        0.0602779104
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
        
        4415000.000000000000
        PA
        USD
        4348863.300000000000
        0.4315778604
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189T107
        
          
          
        
        223900.000000000000
        NS
        USD
        6860296.000000000000
        0.6808105165
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABW4
        
          
        
        9037000.000000000000
        PA
        USD
        8517372.500000000000
        0.8452575182
        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
        3972326.400000000000
        0.3942106271
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2038-03-15
          Floating
          4.791430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAS6
        
          
          
        
        580000.000000000000
        PA
        USD
        571300.000000000000
        0.0566953741
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2005-A2
        16162WQJ1
        
          
          
        
        916366.520000000000
        PA
        USD
        795658.510000000000
        0.0789605406
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-01-25
          Variable
          2.834146000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-A1
        161630BD9
        
          
          
        
        2266696.150000000000
        PA
        USD
        2195696.200000000000
        0.2178992079
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Variable
          3.147346000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
          
        
        72877.000000000000
        NS
        USD
        10104396.050000000000
        1.0027525189
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TTAN
        N/A
        TTAN 2021-MHC
        87303TAS6
        
          
        
        4992588.750000000000
        PA
        USD
        4995986.710000000000
        0.4957978916
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-03-15
          Floating
          4.597000000000
          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
        5986088.530000000000
        0.5940548373
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-12-31
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
        
        1585000.000000000000
        PA
        USD
        1623947.410000000000
        0.1611592962
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHNGE Mortgage Trust 2022-1
        N/A
        CHNGE Mortgage Trust 2022-1
        17030JAB2
        
          
        
        2700000.000000000000
        PA
        USD
        2574521.010000000000
        0.2554934916
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2067-01-25
          Variable
          3.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G101
        
          
          
        
        129793.000000000000
        NS
        USD
        9795477.710000000000
        0.9720956996
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G606
        
          
          
        
        10000.000000000000
        NS
        USD
        10795286.980000000000
        1.0713160052
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        CHNGE Mortgage Trust 2022-1
        N/A
        CHNGE Mortgage Trust 2022-1
        17030JAC0
        
          
        
        2500000.000000000000
        PA
        USD
        2356574.750000000000
        0.2338646718
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2067-01-25
          Variable
          4.570004000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2021-KEYS
        17291GAN6
        
          
        
        3500000.000000000000
        PA
        USD
        3482806.600000000000
        0.3456310574
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-15
          Floating
          5.047000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        4625000.000000000000
        PA
        USD
        4810000.000000000000
        0.4773407131
        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
        
          
        
        10300000.000000000000
        PA
        USD
        10467375.000000000000
        1.0387742716
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-5
        17310FAL9
        
          
          
        
        376020.180000000000
        PA
        USD
        330264.650000000000
        0.0327752107
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          1.356570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2007-AR5
        17311LAB7
        
          
          
        
        546716.690000000000
        PA
        USD
        495970.120000000000
        0.0492196945
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Variable
          3.037263000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEREX CORP
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779BA0
        
          
        
        1430000.000000000000
        PA
        USD
        1371756.100000000000
        0.1361320239
        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
        
          
        
        6215000.000000000000
        PA
        USD
        5142912.500000000000
        0.5103786944
        Long
        DBT
        CORP
        CA
        N
        2
        
          2067-05-15
          Variable
          2.716430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN PROTEUS LTD
        5493000CTMQ2LH21VM89
        Transocean Proteus Ltd
        893829AA9
        
          
        
        4406000.000000000000
        PA
        USD
        4372955.000000000000
        0.4339687023
        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
        1721796.370000000000
        0.1708697520
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2038-07-17
          Fixed
          4.882000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2009-8
        17315NAE3
        
          
          
        
        4969750.420000000000
        PA
        USD
        4047300.630000000000
        0.4016510122
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Variable
          6.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C204
        
          
          
        
        31700.000000000000
        NS
        USD
        1157367.000000000000
        0.1148562139
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
        
        4245000.000000000000
        PA
        USD
        3969075.000000000000
        0.3938879607
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
          
        
        74204.000000000000
        NS
        USD
        4257083.480000000000
        0.4224697014
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        UPC BROADBAND FINCO BV
        213800MNFBDEQRS6HZ22
        UPC Broadband Finco BV
        90320BAA7
        
          
        
        1698000.000000000000
        PA
        USD
        1605102.420000000000
        0.1592891338
        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
        
          
          
        
        2802168.570000000000
        PA
        USD
        2.800000000000
        0.0000002779
        Long
        ABS-MBS
        USGA
        US
        N
        2
        
          2027-06-15
          Variable
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        VMC Finance 2021-FL4 LLC
        91835RAJ9
        
          
        
        893000.000000000000
        PA
        USD
        872943.040000000000
        0.0866301982
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-16
          Floating
          3.967570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        VMC Finance 2021-FL4 LLC
        91835RAL4
        
          
        
        3107000.000000000000
        PA
        USD
        3085781.360000000000
        0.3062305769
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-16
          Floating
          4.417570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        VMC Finance 2021-HT1 LLC
        91835TAC0
        
          
        
        2500000.000000000000
        PA
        USD
        2468922.750000000000
        0.2450140012
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-18
          Floating
          4.967570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VZ SECURED FINANCING BV
        549300MG611MYCOWY949
        VZ Secured Financing BV
        91845AAA3
        
          
        
        1145000.000000000000
        PA
        USD
        1070575.000000000000
        0.1062430424
        Long
        DBT
        CORP
        NL
        N
        2
        
          2032-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
        
        3297000.000000000000
        PA
        USD
        3083008.220000000000
        0.3059553726
        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
        2100000.000000000000
        0.2084023903
        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
        3220500.000000000000
        0.3195999514
        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
        4655520.540000000000
        0.4620102899
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
          
        
        66060.000000000000
        NS
        USD
        4079865.600000000000
        0.4048827349
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        VICI Properties Inc
        925652109
        
          
          
        
        129423.000000000000
        NS
        USD
        3683378.580000000000
        0.3655356669
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAF0
        
          
        
        5310000.000000000000
        PA
        USD
        4892634.000000000000
        0.4855412479
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boralex Inc
        5493004UT7HNQU2SVR90
        Boralex Inc
        09950M300
        
          
          
        
        16900.000000000000
        NS
        
        547764.670000000000
        0.0543597460
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAN4
        
          
        
        1465000.000000000000
        PA
        USD
        1347800.000000000000
        0.1337546389
        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
        4359437.500000000000
        0.4326272359
        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
        600966.000000000000
        0.0596394052
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
        
        875000.000000000000
        PA
        USD
        964661.250000000000
        0.0957322430
        Long
        DBT
        CORP
        GB
        N
        2
        
          2079-04-04
          Variable
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AT8
        
          
        
        3059000.000000000000
        PA
        USD
        3345934.200000000000
        0.3320479453
        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
        
          
          
        
        113647.000000000000
        NS
        USD
        1091011.200000000000
        0.1082711152
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CRESTWOOD MID PARTNER LP
        N/A
        Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
        226373AR9
        
          
        
        2500000.000000000000
        PA
        USD
        2490625.000000000000
        0.2471677159
        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
        
          
          
        
        61000.000000000000
        NS
        USD
        11260600.000000000000
        1.1174933126
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Voyager CNTYW Delaware Trust
        N/A
        Voyager CNTYW Delaware Trust
        929091AA4
        
          
          
        
        1666873.300000000000
        PA
        USD
        1583270.940000000000
        0.1571225945
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2030-03-16
          Variable
          111.658823000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
        92925VAM2
        
          
        
        5669271.210000000000
        PA
        USD
        5529116.620000000000
        0.5487052952
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Variable
          3.086278000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aguas Andinas SA
        N/A
        Aguas Andinas SA
        P4171M125
        
          
          
        
        10076235.000000000000
        NS
        
        2142547.180000000000
        0.2126247399
        Long
        EC
        CORP
        CL
        N
        2
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        Countrywide Asset-Backed Certificates
        23242EAD1
        
          
          
        
        1657926.460000000000
        PA
        USD
        1653493.660000000000
        0.1640914434
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Variable
          4.028333000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
          
        
        3525000.000000000000
        PA
        USD
        3384000.000000000000
        0.3358255661
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAH9
        
          
        
        2725000.000000000000
        PA
        USD
        2535476.250000000000
        0.2516187196
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-05-21
          Variable
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        4420000.000000000000
        PA
        USD
        4237918.100000000000
        0.4205677438
        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
        
          
          
        
        10600.000000000000
        NS
        
        524255.490000000000
        0.0520267130
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        Allied Properties Real Estate
        549300AMZMPKVHA0MY77
        Allied Properties Real Estate Investment Trust
        019456102
        
          
          
        
        35941.000000000000
        NS
        
        1340582.190000000000
        0.1330383490
        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
        2712805.200000000000
        0.2692167086
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2067-03-25
          Variable
          4.336000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250N105
        
          
          
        
        281383.000000000000
        NS
        
        12953318.920000000000
        1.2854774407
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
          
        
        29590.000000000000
        NS
        USD
        4195862.000000000000
        0.4163941287
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2018-C14 Commercial Mortgage Trust
        12596GAJ8
        
          
        
        3000000.000000000000
        PA
        USD
        2690312.400000000000
        0.2669845404
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-11-15
          Variable
          4.923901000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
        
        5545000.000000000000
        PA
        USD
        4637228.050000000000
        0.4601949572
        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
        6347340.000000000000
        0.6299051563
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
          
        
        233300.000000000000
        NS
        USD
        8737085.000000000000
        0.8670616183
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
        
        4960000.000000000000
        PA
        USD
        4223886.400000000000
        0.4191752487
        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
        1115685.400000000000
        0.1107197639
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-12-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-10CB
        12667GAW3
        
          
          
        
        1530485.240000000000
        PA
        USD
        1274363.590000000000
        0.1264668659
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-05-25
          Floating
          .956570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-59
        12668AEV3
        
          
        
        6884480.650000000000
        PA
        USD
        6632728.960000000000
        0.6582269379
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-11-20
          Floating
          1.106570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAG4
        
          
          
        
        2331000.000000000000
        PA
        USD
        2699158.140000000000
        0.2678623849
        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
        2812094.000000000000
        0.2790700531
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
          
        
        160900.000000000000
        NS
        USD
        13671673.000000000000
        1.3567663490
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDD8
        
          
          
        
        785000.000000000000
        PA
        USD
        777150.000000000000
        0.0771237703
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
        
        4990000.000000000000
        PA
        USD
        4671471.530000000000
        0.4635932539
        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
        8146548.600000000000
        0.8084572386
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBG9
        
          
          
        
        610000.000000000000
        PA
        USD
        616484.310000000000
        0.0611794304
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        Eagle Re 2018-1 Ltd.
        549300BLEDGL5R7YKU33
        Eagle RE 2018-1 Ltd
        269826AB9
        
          
        
        4346000.000000000000
        PA
        USD
        4328876.760000000000
        0.4295944115
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2028-11-25
          Floating
          3.186860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        13645T100
        
          
          
        
        104600.000000000000
        NS
        
        8633066.430000000000
        0.8567388952
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        CCR SA
        N/A
        CCR SA
        P2170M104
        
          
          
        
        1515357.000000000000
        NS
        
        4370013.260000000000
        0.4336767663
        Long
        EC
        CORP
        BR
        N
        1
        
          N
          N
          N
        
      
      
        EMERA INC
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        290876AD3
        
          
          
        
        5200000.000000000000
        PA
        USD
        5473000.000000000000
        0.5431363249
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-06-15
          Variable
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250N105
        
          
          
        
        57414.000000000000
        NS
        USD
        2646211.260000000000
        0.2626079771
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250N477
        
          
          
        
        15600.000000000000
        NS
        USD
        401700.000000000000
        0.0398644001
        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
        3408187.500000000000
        0.3382259151
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer Operating LP
        29273RBA6
        
          
        
        6500000.000000000000
        PA
        USD
        5405400.000000000000
        0.5364277527
        Long
        DBT
        CORP
        US
        N
        2
        
          2066-11-01
          Floating
          3.334070000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer Equity LP
        29273V100
        
          
          
        
        257308.000000000000
        NS
        USD
        2879276.520000000000
        0.2857371948
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAL4
        
          
          
        
        2519000.000000000000
        PA
        USD
        2449727.500000000000
        0.2431090794
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        1047000.000000000000
        PA
        USD
        1026060.000000000000
        0.1018254079
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAA8
        
          
          
        
        4975000.000000000000
        PA
        USD
        4975000.000000000000
        0.4937151866
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAH0
        
          
          
        
        2825000.000000000000
        PA
        USD
        2071939.750000000000
        0.2056177126
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc
        29355A107
        
          
          
        
        3200.000000000000
        NS
        USD
        645696.000000000000
        0.0640783761
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
          
        
        72155.000000000000
        NS
        USD
        8424096.250000000000
        0.8360008547
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Enterprise Products Partners L
        K4CDIF4M54DJZ6TB4Q48
        Enterprise Products Partners LP
        293792107
        
          
          
        
        104698.000000000000
        NS
        USD
        2702255.380000000000
        0.2681697526
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Equitrans Midstream Corp
        549300RH0NLJNZ5SXU64
        Equitrans Midstream Corp
        294600101
        
          
          
        
        538931.000000000000
        NS
        USD
        4548577.640000000000
        0.4513973584
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
          
        
        13100.000000000000
        NS
        USD
        669803.000000000000
        0.0664707363
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
          
        
        13499.000000000000
        NS
        USD
        4663634.520000000000
        0.4628155150
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        22400.000000000000
        NS
        USD
        1066912.000000000000
        0.1058795291
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        302570AX4
        
          
        
        1914000.000000000000
        PA
        USD
        1645556.430000000000
        0.1633037588
        Long
        DBT
        CORP
        US
        N
        2
        
          2067-06-15
          Variable
          2.951000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto 2019-FL1 Issuer, Ltd
        N/A
        FS Rialto 2019-FL1
        30312UAG8
        
          
        
        2000000.000000000000
        PA
        USD
        1967661.800000000000
        0.1952692488
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2036-12-16
          Floating
          2.930570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31287VBQ2
        
          
          
        
        138881.320000000000
        PA
        USD
        158887.010000000000
        0.0157678251
        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
        
          
          
        
        73392.390000000000
        PA
        USD
        74336.810000000000
        0.0073771280
        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
        
          
          
        
        39407.710000000000
        PA
        USD
        39776.870000000000
        0.0039474261
        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
        
          
          
        
        44175.040000000000
        PA
        USD
        44706.450000000000
        0.0044366338
        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
        
          
          
        
        35896.110000000000
        PA
        USD
        35873.990000000000
        0.0035601073
        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
        
          
          
        
        28959.030000000000
        PA
        USD
        28940.640000000000
        0.0028720469
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2031-09-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31298WWA9
        
          
          
        
        30699.440000000000
        PA
        USD
        30678.770000000000
        0.0030445376
        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
        
          
          
        
        36502.230000000000
        PA
        USD
        39005.520000000000
        0.0038708779
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2027-12-18
          Fixed
          6.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LH69
        
          
          
        
        42866.710000000000
        PA
        USD
        48849.150000000000
        0.0048477522
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2033-12-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trus
        549300LI6XZ51GOCJ427
        Federal Realty Investment Trust
        313745101
        
          
          
        
        20600.000000000000
        NS
        USD
        2514642.000000000000
        0.2495511446
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381D4R3
        
          
          
        
        12057.840000000000
        PA
        USD
        12323.020000000000
        0.0012229271
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2031-03-15
          Fixed
          8.796000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385H4V1
        
          
          
        
        121016.910000000000
        PA
        USD
        138040.530000000000
        0.0136990364
        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
        
          
          
        
        135865.720000000000
        PA
        USD
        148699.070000000000
        0.0147567817
        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
        
          
          
        
        169192.740000000000
        PA
        USD
        191665.530000000000
        0.0190207403
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2032-04-01
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20220420
        N/A
        
          
        
        1.000000000000
        NC
        USD
        203582.990000000000
        0.0202034199
        N/A
        DFE
        
        US
        N
        2
        
          
            
              STATE STREET GLOBAL MARKETS LLC
              549300FDEDF5ORXCMQ56
            
            
              STATE STREET GLOBAL MARKETS LLC
              549300FDEDF5ORXCMQ56
            
            -4850599.610000000000
            EUR
            5572695.280000000000
            USD
            2022-04-20
            203582.990000000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390GR90
        
          
          
        
        134979.200000000000
        PA
        USD
        150779.150000000000
        0.0149632073
        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
        
          
          
        
        173969.850000000000
        PA
        USD
        194780.510000000000
        0.0193298685
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2032-06-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20220420
        N/A
        
          
        
        1.000000000000
        NC
        USD
        11812.830000000000
        0.0011722962
        N/A
        DFE
        
        US
        N
        2
        
          
            
              STATE STREET GLOBAL MARKETS LLC
              549300FDEDF5ORXCMQ56
            
            
              STATE STREET GLOBAL MARKETS LLC
              549300FDEDF5ORXCMQ56
            
            -2330755.500000000000
            USD
            2116338.870000000000
            EUR
            2022-04-20
            11812.830000000000
          
        
        
          N
          N
          N
        
      
      
        Atlantica Sustainable Infrastr
        549300ITBBGKJ651R879
        Atlantica Sustainable Infrastructure PLC
        G0751N103
        
          
          
        
        16800.000000000000
        NS
        USD
        589176.000000000000
        0.0584693746
        Long
        EC
        CORP
        GB
        
        N
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20220420
        N/A
        
          
        
        1.000000000000
        NC
        USD
        79857.260000000000
        0.0079249733
        N/A
        DFE
        
        US
        N
        2
        
          
            
              STATE STREET GLOBAL MARKETS LLC
              549300FDEDF5ORXCMQ56
            
            -1344392.330000000000
            GBP
            1845672.540000000000
            USD
            2022-04-20
            79857.260000000000
          
        
        
          N
          N
          N
        
      
      
        A10 Capital, LLC
        N/A
        St. Louis Holiday Inn
        N/A
        
          
        
        1773731.260000000000
        PA
        USD
        1596358.130000000000
        0.1584213572
        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
        
          
        
        208490.320000000000
        PA
        USD
        208073.340000000000
        0.0206490388
        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
        
          
        
        169290.790000000000
        PA
        USD
        168952.210000000000
        0.0167666878
        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
        
          
        
        354371.780000000000
        PA
        USD
        353663.040000000000
        0.0350972490
        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
        333.440000000000
        0.0000330903
        Long
        LON
        CORP
        US
        Y
        2
        
          2025-10-31
          Floating
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390MHG2
        
          
          
        
        143189.810000000000
        PA
        USD
        160848.520000000000
        0.0159624838
        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
        
          
          
        
        140070.080000000000
        PA
        USD
        156281.960000000000
        0.0155093019
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2034-11-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        Caesars Resort Collection LLC
        12769LAB5
        
          
        
        5984415.590000000000
        PA
        USD
        5947012.990000000000
        0.5901770107
        Long
        LON
        CORP
        US
        Y
        2
        
          2024-12-22
          Floating
          2.958570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        15669GAH7
        
          
        
        4987277.350000000000
        PA
        USD
        4848581.170000000000
        0.4811694788
        Long
        LON
        CORP
        US
        Y
        2
        
          2027-03-15
          Floating
          2.458570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        Pacific Gas and Electric Co
        69431EBR3
        
          
        
        2474874.360000000000
        PA
        USD
        2440844.840000000000
        0.2422275710
        Long
        LON
        CORP
        US
        Y
        2
        
          2025-06-23
          Floating
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUCKEYE PARTNERS LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        11823LAH8
        
          
        
        1965150.000000000000
        PA
        USD
        1948878.560000000000
        0.1934052145
        Long
        LON
        CORP
        US
        Y
        2
        
          2026-11-01
          Floating
          2.480570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906EAR1
        
          
        
        4962500.000000000000
        PA
        USD
        4879775.130000000000
        0.4842651435
        Long
        LON
        CORP
        US
        Y
        2
        
          2027-10-08
          Floating
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        Directv Financing LLC
        25460HAB8
        
          
        
        5865000.000000000000
        PA
        USD
        5852038.350000000000
        0.5807518002
        Long
        LON
        CORP
        US
        N
        2
        
          2027-08-02
          Floating
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402RNR6
        
          
          
        
        132160.540000000000
        PA
        USD
        151217.010000000000
        0.0150066602
        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
        
          
          
        
        12076.110000000000
        PA
        USD
        12211.450000000000
        0.0012118549
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2029-10-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GIP II BLUE HOLDING LP
        N/A
        GIP II Blue Holding LP
        N/A
        
          
          
        
        7980000.000000000000
        PA
        USD
        7940100.000000000000
        0.7879694378
        Long
        LON
        CORP
        US
        Y
        2
        
          2028-09-29
          Floating
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKWAY GENERATION LLC
        254900ATQHHVKF65MT32
        Parkway Generation LLC
        N/A
        
          
        
        368421.050000000000
        PA
        USD
        359671.050000000000
        0.0356934793
        Long
        LON
        CORP
        US
        N
        2
        
          2029-02-18
          Floating
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410S2Y2
        
          
          
        
        75877.050000000000
        PA
        USD
        79870.020000000000
        0.0079262396
        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
        1780650.000000000000
        0.1767103411
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKWAY GENERATION LLC
        254900ATQHHVKF65MT32
        Parkway Generation LLC
        N/A
        
          
        
        2631578.950000000000
        PA
        USD
        2565789.480000000000
        0.2546269813
        Long
        LON
        CORP
        US
        Y
        2
        
          2029-02-18
          Floating
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co, Senior Secured First Lien Term Loan
        N/A
        
          
          
        
        500000.000000000000
        PA
        USD
        498750.000000000000
        0.0494955677
        Long
        LON
        CORP
        US
        Y
        2
        
          2027-06-22
          Floating
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First American Treasury Obliga
        N/A
        First American Treasury Obligations Fund
        31846V328
        
          
          
        
        16156187.750000000000
        NS
        USD
        16156187.750000000000
        1.6033276884
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2005-FA8
        32051GYL3
        
          
          
        
        1247149.010000000000
        PA
        USD
        617526.080000000000
        0.0612828148
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-11-25
          Floating
          1.106570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AL9
        
          
        
        1200000.000000000000
        PA
        USD
        1218000.000000000000
        0.1208733864
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2025-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
          
        
        226100.000000000000
        NS
        USD
        10368946.000000000000
        1.0290062531
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WIDEOPENWEST FINANCE LLC
        54930045JY28O5B5WE54
        WideOpenWest Finance, LLC, Senior Secured First Lien Term Loan
        N/A
        
          
          
        
        2750000.000000000000
        PA
        USD
        2729375.000000000000
        0.2708610829
        Long
        LON
        CORP
        US
        Y
        2
        
          2028-12-20
          Floating
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT L
        984500A0805D8V551D35
        Fertitta Entertainment LLC/NV
        N/A
        
          
        
        2000000.000000000000
        PA
        USD
        1987500.000000000000
        0.1972379766
        Long
        LON
        CORP
        US
        Y
        2
        
          2029-01-27
          Floating
          4.500000000000
          N
          N
          N
        
        
          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
        4860675.000000000000
        0.4823696612
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORESTAR GROUP INC
        549300BC2UB0GHV60V70
        Forestar Group Inc
        346232AE1
        
          
        
        5965000.000000000000
        PA
        USD
        5592187.500000000000
        0.5549644010
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1470960.000000000000
        PA
        USD
        -1470960.000000000000
        -0.1459769429
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-05-10
          
            
              1800000
              USD
              1827000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.33% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -769991.630000000000
        PA
        USD
        -769991.630000000000
        -0.0764133792
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .330000000000
          2022-05-10
          
            
              815000
              USD
              817037.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2021-1
        35563PWQ8
        
          
        
        2000000.000000000000
        PA
        USD
        1906906.800000000000
        0.1892399692
        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 Corp
        35906ABF4
        
          
        
        2440000.000000000000
        PA
        USD
        2342400.000000000000
        0.2324579805
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust
        N/A
        Hilton USA Trust 2016-SFP
        43289VAS2
        
          
        
        2503000.000000000000
        PA
        USD
        2469189.730000000000
        0.2450404961
        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
        14955172.800000000000
        1.4841398853
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-05
          Variable
          4.193500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.25% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1875556.800000000000
        PA
        USD
        -1875556.800000000000
        -0.1861288192
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .250000000000
          2022-05-10
          
            
              2330000
              USD
              2251362.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.5% 05/10/22 OPEN 03/25/22
        N/A
        
          
          
        
        -1910320.310000000000
        PA
        USD
        -1910320.310000000000
        -0.1895787233
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .500000000000
          2022-05-10
          
            
              2525000
              USD
              2502982
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        HOLLY NRG PRTNR/FIN CORP
        N/A
        Holly Energy Partners LP / Holly Energy Finance Corp
        435765AH5
        
          
          
        
        7052000.000000000000
        PA
        USD
        6690514.480000000000
        0.6639615286
        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
        
          
          
        
        4665886.580000000000
        PA
        USD
        4327317.250000000000
        0.4294396469
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Floating
          .756570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1507522.920000000000
        PA
        USD
        -1507522.920000000000
        -0.1496054190
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              2000000
              USD
              1919290
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -3428808.750000000000
        PA
        USD
        -3428808.750000000000
        -0.3402723521
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              5025000
              USD
              4585312.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Home Re 2018-1 Ltd.
        254900E6IUAJSN9WD709
        Home Re 2018-1 Ltd
        43730MAB4
        
          
        
        1579000.000000000000
        PA
        USD
        1561319.150000000000
        0.1549441157
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2028-10-25
          Floating
          3.456570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAC2
        
          
        
        4472000.000000000000
        PA
        USD
        4253786.080000000000
        0.4221424700
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2034-01-25
          Floating
          2.899000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAD0
        
          
        
        5331000.000000000000
        PA
        USD
        4879163.630000000000
        0.4842044587
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2034-01-25
          Floating
          3.349000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        254900GFKVQN72ENGJ20
        Home RE 2019-1 Ltd
        43731AAB9
        
          
        
        4681000.000000000000
        PA
        USD
        4685079.960000000000
        0.4649437441
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2029-05-25
          Floating
          3.706570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2690431.970000000000
        PA
        USD
        -2690431.970000000000
        -0.2669964065
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              3447000
              USD
              3582363.69
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.35% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -2489310.000000000000
        PA
        USD
        -2489310.000000000000
        -0.2470372163
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .350000000000
          2022-05-10
          
            
              3400000
              USD
              3238772
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1744866.690000000000
        PA
        USD
        -1744866.690000000000
        -0.1731592329
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              2290000
              USD
              2287137.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -3271515.000000000000
        PA
        USD
        -3271515.000000000000
        -0.3246626409
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              4415000
              USD
              4348863.3
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.35% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -2075850.000000000000
        PA
        USD
        -2075850.000000000000
        -0.2060057628
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .350000000000
          2022-05-10
          
            
              3000000
              USD
              2805285
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1092375.000000000000
        PA
        USD
        -1092375.000000000000
        -0.1084064577
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              1500000
              USD
              1425000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
        
        2750000.000000000000
        PA
        USD
        2651275.000000000000
        0.2631104988
        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
        2203687.500000000000
        0.2186922583
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -3552083.580000000000
        PA
        USD
        -3552083.580000000000
        -0.3525060518
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              4513000
              USD
              4655520.54
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -3824453.300000000000
        PA
        USD
        -3824453.300000000000
        -0.3795358140
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              4895000
              USD
              4510253
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -836700.000000000000
        PA
        USD
        -836700.000000000000
        -0.0830334667
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              1000000
              USD
              1093800
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -747125.000000000000
        PA
        USD
        -747125.000000000000
        -0.0741441123
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1000000
              USD
              996250
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAD9
        
          
        
        4725000.000000000000
        PA
        USD
        4743805.500000000000
        0.4707716216
        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
        2821500.000000000000
        0.2800034973
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-02-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.35% 05/10/22 OPEN 03/25/22
        N/A
        
          
          
        
        -2191648.240000000000
        PA
        USD
        -2191648.240000000000
        -0.2174974914
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .350000000000
          2022-05-10
          
            
              2570000
              USD
              2405948.26
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -3575001.380000000000
        PA
        USD
        -3575001.380000000000
        -0.3547803967
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              5115000
              USD
              4811731.65
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AJ1
        
          
        
        2410000.000000000000
        PA
        USD
        2349750.000000000000
        0.2331873889
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hufvudstaden AB
        213800UEV5ZAFFVQ4J85
        Hufvudstaden AB
        W30061126
        
          
          
        
        94256.000000000000
        NS
        
        1337864.540000000000
        0.1327686515
        Long
        EC
        CORP
        SE
        N
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1589025.600000000000
        PA
        USD
        -1589025.600000000000
        -0.1576936825
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              1830000
              USD
              1926075
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1086556.800000000000
        PA
        USD
        -1086556.800000000000
        -0.1078290640
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1344000
              USD
              1307040
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCJ8
        
          
        
        7105000.000000000000
        PA
        USD
        7211575.000000000000
        0.7156711752
        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
        3149609.100000000000
        0.3125647929
        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
        
          
          
        
        1792567.670000000000
        PA
        USD
        1706594.690000000000
        0.1693611489
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-25
          Variable
          2.996984000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDA Mortgage Loan Tru
        N/A
        IndyMac INDA Mortgage Loan Trust 2007-AR1
        45669AAA2
        
          
          
        
        767532.550000000000
        PA
        USD
        699183.240000000000
        0.0693864088
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Variable
          3.019761000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -3720888.400000000000
        PA
        USD
        -3720888.400000000000
        -0.3692581127
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              4555000
              USD
              4555000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -946312.500000000000
        PA
        USD
        -946312.500000000000
        -0.0939113271
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1200000
              USD
              1218000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -766354.170000000000
        PA
        USD
        -766354.170000000000
        -0.0760524004
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1000000
              USD
              937500
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -361425.000000000000
        PA
        USD
        -361425.000000000000
        -0.0358675400
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              500000
              USD
              468750
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AE3
        
          
        
        3500000.000000000000
        PA
        USD
        3500560.000000000000
        0.3473928912
        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
        3974284.160000000000
        0.3944049137
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -733425.000000000000
        PA
        USD
        -733425.000000000000
        -0.0727845348
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              1000000
              USD
              960000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2079407.190000000000
        PA
        USD
        -2079407.190000000000
        -0.2063587756
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              2910000
              USD
              2736305.88
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -768960.000000000000
        PA
        USD
        -768960.000000000000
        -0.0763110010
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              1000000
              USD
              1054700
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1830510.420000000000
        PA
        USD
        -1830510.420000000000
        -0.1816584510
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              2500000
              USD
              2371850
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAF8
        
          
        
        4750000.000000000000
        PA
        USD
        4521382.500000000000
        0.4486985336
        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
        
          
          
        
        592573.150000000000
        PA
        USD
        596201.530000000000
        0.0591665828
        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
        
          
          
        
        9900.000000000000
        NS
        USD
        521532.000000000000
        0.0517564359
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JPMMT 2021-INV1 AX1
        N/A
        
          
          
        
        50468554.620000000000
        PA
        USD
        589826.000000000000
        0.0585338801
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-10-25
          Variable
          .240430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JPMMT 2021-INV1 B5
        N/A
        
          
          
        
        254000.000000000000
        PA
        USD
        130865.650000000000
        0.0129870068
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-10-25
          Variable
          2.990430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JPMMT 2021-INV1 B6
        N/A
        
          
          
        
        573000.000000000000
        PA
        USD
        193417.700000000000
        0.0191946243
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-10-25
          Variable
          2.990430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2003-A1
        466247AP8
        
          
          
        
        103555.080000000000
        PA
        USD
        98090.850000000000
        0.0097344608
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-10-25
          Variable
          2.019613000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2003-A2
        466247BH5
        
          
          
        
        73260.860000000000
        PA
        USD
        .730000000000
        0.0000000724
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-11-25
          Variable
          1.989805000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -3537725.630000000000
        PA
        USD
        -3537725.630000000000
        -0.3510811798
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              4725000
              USD
              4743805.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.5% 05/10/22 OPEN 03/25/22
        N/A
        
          
          
        
        -2116111.110000000000
        PA
        USD
        -2116111.110000000000
        -0.2100012445
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .500000000000
          2022-05-10
          
            
              2600000
              USD
              2639000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2007-A2
        46630PAQ8
        
          
          
        
        4415587.170000000000
        PA
        USD
        3919267.670000000000
        0.3889451194
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Variable
          2.786770000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2008-C2
        46632MCJ7
        
          
          
        
        6389653.760000000000
        PA
        USD
        3624882.530000000000
        0.3597305638
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-02-12
          Variable
          6.347841000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wachovia Bank Commercial Mortg
        N/A
        Wachovia Bank Commercial Mortgage Trust Series 2006-C28
        92978MAN6
        
          
        
        1762517.710000000000
        PA
        USD
        1727267.360000000000
        0.1714126888
        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
        
          
          
        
        1999454.910000000000
        PA
        USD
        1887801.350000000000
        0.1873439589
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-05-25
          Variable
          2.630634000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust
        92990GAJ2
        
          
          
        
        803136.980000000000
        PA
        USD
        788454.270000000000
        0.0782455974
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-05-25
          Variable
          2.882609000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust
        933634AJ6
        
          
        
        6122120.470000000000
        PA
        USD
        5885667.040000000000
        0.5840890856
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Variable
          2.851576000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
        94983JAG7
        
          
        
        1220192.990000000000
        PA
        USD
        1144846.070000000000
        0.1136136464
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Variable
          2.710925000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR12 Trust
        94984GAD9
        
          
        
        987791.340000000000
        PA
        USD
        958568.220000000000
        0.0951275754
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-25
          Variable
          2.780319000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        52525.000000000000
        NS
        USD
        5049753.500000000000
        0.5011336666
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Western Alliance Bank
        N/A
        Western Mortgage Reference Notes Series 2021-CL2
        95763PER8
        
          
        
        1912362.780000000000
        PA
        USD
        1900973.700000000000
        0.1886511729
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2059-07-25
          Floating
          5.449000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AK0
        
          
        
        4050000.000000000000
        PA
        USD
        4180126.500000000000
        0.4148325497
        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
        
          
          
        
        109513.000000000000
        NS
        USD
        2761917.860000000000
        0.2740906114
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457100
        
          
          
        
        79814.000000000000
        NS
        USD
        2666585.740000000000
        0.2646299249
        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
        0.1765534141
        Long
        DBT
        CORP
        US
        Y
        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
        0.4787579863
        Long
        DBT
        CORP
        US
        Y
        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
        
          
        
        4043981.190000000000
        PA
        USD
        4043981.190000000000
        0.4013215935
        Long
        DBT
        CORP
        US
        Y
        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
        0.4961961674
        Long
        DBT
        CORP
        US
        Y
        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
        3508312.500000000000
        0.3481622433
        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
        
          
        
        4000000.000000000000
        PA
        USD
        3392000.000000000000
        0.3366194800
        Long
        DBT
        CORP
        US
        N
        2
        
          2067-05-15
          Variable
          2.618930000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AV7
        
          
        
        1455000.000000000000
        PA
        USD
        1455029.100000000000
        0.1443959726
        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
        2044500.000000000000
        0.2028946129
        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
        
          
          
        
        119300.000000000000
        NS
        USD
        8609881.000000000000
        0.8544379909
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Xylem Inc/NY
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419M100
        
          
          
        
        5100.000000000000
        NS
        USD
        434826.000000000000
        0.0431517989
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Front Range BidCo Inc
        98919VAA3
        
          
          
        
        5550000.000000000000
        PA
        USD
        5107276.500000000000
        0.5068422051
        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
        1665827.700000000000
        0.1653154641
        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
        
        1386780.390000000000
        0.1376230229
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        Q3190P134
        
          
          
        
        179850.000000000000
        NS
        
        1468059.070000000000
        0.1456890568
        Long
        EC
        CORP
        AU
        N
        2
        
          N
          N
          N
        
      
      
        Ferrovial SA
        95980020140005757903
        Ferrovial SA
        E49512119
        
          
          
        
        145617.000000000000
        NS
        
        3872684.880000000000
        0.3843222790
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        F7629A107
        
          
          
        
        211000.000000000000
        NS
        
        2774032.250000000000
        0.2752928342
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Grupo Aeroportuario del Pacifi
        4469000001BZ368XFI90
        Grupo Aeroportuario del Pacifico SAB de CV
        P4959P100
        
          
          
        
        365442.000000000000
        NS
        
        5890983.830000000000
        0.5846167198
        Long
        EC
        CORP
        MX
        N
        1
        
          N
          N
          N
        
      
      
        Japan Hotel REIT Investment Co
        353800L8KG849FP1JI68
        Japan Hotel REIT Investment Corp
        J2761Q107
        
          
          
        
        2608.000000000000
        NS
        
        1329624.780000000000
        0.1319509440
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Severn Trent PLC
        213800RPBXRETY4A4C59
        Severn Trent PLC
        G8056D159
        
          
          
        
        20000.000000000000
        NS
        
        806083.020000000000
        0.0799950610
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -700065.100000000000
        PA
        USD
        -700065.100000000000
        -0.0694739239
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              1000000
              USD
              879590
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -975190.690000000000
        PA
        USD
        -975190.690000000000
        -0.0967771766
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              1393000
              USD
              1225268.87
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -7485680.490000000000
        PA
        USD
        -7485680.490000000000
        -0.7428731940
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              10045000
              USD
              9904420.23
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -781519.270000000000
        PA
        USD
        -781519.270000000000
        -0.0775573733
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1000000
              USD
              995000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -937444.220000000000
        PA
        USD
        -937444.220000000000
        -0.0930312458
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1360000
              USD
              1153280
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1542450.000000000000
        PA
        USD
        -1542450.000000000000
        -0.1530715557
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              2000000
              USD
              2032500
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.35% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1014588.280000000000
        PA
        USD
        -1014588.280000000000
        -0.1006869632
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .350000000000
          2022-04-08
          
            
              1500000
              USD
              1314375
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1420350.000000000000
        PA
        USD
        -1420350.000000000000
        -0.1409544453
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              2000000
              USD
              1904400
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2474378.430000000000
        PA
        USD
        -2474378.430000000000
        -0.2455554187
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              3129000
              USD
              2949082.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1909440.000000000000
        PA
        USD
        -1909440.000000000000
        -0.1894913620
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              2600000
              USD
              2522909.74
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2006154.950000000000
        PA
        USD
        -2006154.950000000000
        -0.1990892795
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              2500000
              USD
              2600000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2072237.250000000000
        PA
        USD
        -2072237.250000000000
        -0.2056472363
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              2845000
              USD
              2660075
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -718818.750000000000
        PA
        USD
        -718818.750000000000
        -0.0713350218
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1000000
              USD
              932500
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1283775.000000000000
        PA
        USD
        -1283775.000000000000
        -0.1274008470
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1800000
              USD
              1656414
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        N/A
        RBC BARBADOS 0.9% 04/12/22 OPEN 01/12/22
        N/A
        
          
          
        
        -3405000.000000000000
        PA
        USD
        -3405000.000000000000
        -0.3379095900
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .900000000000
          2022-04-12
          
            
              4000000
              USD
              3838580
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        N/A
        RBC BARBADOS 0.85% 06/03/22 OPEN 03/03/22
        N/A
        
          
          
        
        -3465000.000000000000
        PA
        USD
        -3465000.000000000000
        -0.3438639440
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .850000000000
          2022-06-03
          
            
              5000000
              USD
              4181450
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        N/A
        RBC BARBADOS 0.85% 06/03/22 OPEN 03/03/22
        N/A
        
          
          
        
        -3489000.000000000000
        PA
        USD
        -3489000.000000000000
        -0.3462456856
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .850000000000
          2022-06-03
          
            
              4050000
              USD
              4180126.5
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Azure Power Global Ltd
        54930085G5UQETD7JX48
        Azure Power Global Ltd
        V0393H103
        
          
          
        
        13100.000000000000
        NS
        USD
        217984.000000000000
        0.0216325651
        Long
        EC
        CORP
        IN
        N
        1
        
          N
          N
          N
        
      
      
        Last Mile Securities
        635400UJZKP57EXKMQ33
        Last Mile Securities PE 2021 DAC
        BCC2R5UH5
        
          
        
        2037580.540000000000
        PA
        
        2203368.520000000000
        0.2186606030
        Long
        ABS-MBS
        CORP
        IE
        N
        3
        
          2031-08-17
          Floating
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABJ7
        
          
        
        1750000.000000000000
        PA
        USD
        1917842.330000000000
        0.1903252028
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hera SpA
        8156009414FD99443B48
        Hera SpA
        T5250M106
        
          
          
        
        900995.000000000000
        NS
        
        3319421.270000000000
        0.3294168225
        Long
        EC
        CORP
        IT
        N
        2
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS3 Trust
        761118XN3
        
          
        
        1942371.840000000000
        PA
        USD
        1805329.150000000000
        0.1791594810
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESOLUTE FOREST PRODUCTS
        N/A
        Resolute Forest Products Inc
        76117WAC3
        
          
        
        1440000.000000000000
        PA
        USD
        1385575.200000000000
        0.1375034208
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        T05404107
        
          
          
        
        414078.000000000000
        NS
        
        8609788.100000000000
        0.8544287715
        Long
        EC
        CORP
        IT
        N
        2
        
          N
          N
          N
        
      
      
        Gecina SA
        9695003E4MMA10IBTR26
        Gecina SA
        F4268U171
        
          
          
        
        14879.000000000000
        NS
        
        1875185.190000000000
        0.1860919409
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Covivio
        969500P8M3W2XX376054
        Covivio
        F2R22T119
        
          
          
        
        22661.000000000000
        NS
        
        1803462.960000000000
        0.1789742818
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        InterRent Real Estate Investme
        N/A
        InterRent Real Estate Investment Trust
        46071W205
        
          
          
        
        213203.000000000000
        NS
        
        2726965.540000000000
        0.2706219699
        Long
        EC
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        Drax Group PLC
        549300YPSNTXR4ZHSR98
        Drax Group PLC
        G2904K127
        
          
          
        
        162600.000000000000
        NS
        
        1672115.350000000000
        0.1659394456
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        E6165F166
        
          
          
        
        115009.000000000000
        NS
        
        1257052.890000000000
        0.1247489653
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        Getlink SE
        9695007ZEQ7M0OE74G82
        Getlink SE
        F477AL114
        
          
          
        
        203300.000000000000
        NS
        
        3661383.410000000000
        0.3633528831
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        EDP Renovaveis SA
        529900MUFAH07Q1TAX06
        EDP Renovaveis SA
        E3847K101
        
          
          
        
        18400.000000000000
        NS
        
        473080.110000000000
        0.0469481075
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        CHINA LONGYUAN
        5299008UYLF3O6V9T464
        China Longyuan Power Group Corp Ltd
        Y1501T101
        
          
          
        
        243000.000000000000
        NS
        
        546202.100000000000
        0.0542046777
        Long
        EC
        CORP
        CN
        N
        2
        
          N
          N
          N
        
      
      
        Capital & Counties Properties
        549300TTXXZ1SHUI0D54
        Capital & Counties Properties PLC
        G19406100
        
          
          
        
        932009.000000000000
        NS
        
        2126788.610000000000
        0.2110608714
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        Swire Properties Ltd
        5299001L12PHYVQ92465
        Swire Properties Ltd
        Y83191109
        
          
          
        
        527977.000000000000
        NS
        
        1304737.780000000000
        0.1294811772
        Long
        EC
        CORP
        HK
        N
        2
        
          N
          N
          N
        
      
      
        Ingenia Communities Group
        N/A
        Ingenia Communities Group
        Q4912D185
        
          
          
        
        441800.000000000000
        NS
        
        1667885.580000000000
        0.1655196865
        Long
        EC
        CORP
        AU
        N
        2
        
          N
          N
          N
        
      
      
        GLP J-Reit
        353800E27V9KA51K2I90
        GLP J-Reit
        J17305103
        
          
          
        
        1805.000000000000
        NS
        
        2742700.730000000000
        0.2721835181
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Mercury NZ Ltd
        254900XLT925U953KK55
        Mercury NZ Ltd
        Q5971Q108
        
          
          
        
        127600.000000000000
        NS
        
        523815.110000000000
        0.0519830100
        Long
        EC
        CORP
        NZ
        N
        2
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        D9581T100
        
          
          
        
        70050.000000000000
        NS
        
        3265077.420000000000
        0.3240237804
        Long
        EC
        CORP
        DE
        N
        2
        
          N
          N
          N
        
      
      
        LaSalle Logiport REIT
        353800II3DI1RPKBB314
        LaSalle Logiport REIT
        J38684106
        
          
          
        
        556.000000000000
        NS
        
        799720.990000000000
        0.0793636981
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        G6S9A7120
        
          
          
        
        642316.000000000000
        NS
        
        9871223.400000000000
        0.9796126438
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        Wharf Real Estate Investment C
        529900QLPKS8U9QOPB59
        Wharf Real Estate Investment Co Ltd
        G9593A104
        
          
          
        
        288425.000000000000
        NS
        
        1425471.990000000000
        0.1414627476
        Long
        EC
        CORP
        HK
        N
        2
        
          N
          N
          N
        
      
      
        Greencoat Renewables PLC
        635400TVSIFFQOB8RB67
        Greencoat Renewables PLC
        G4081F103
        
          
          
        
        403700.000000000000
        NS
        
        505508.590000000000
        0.0501662850
        Long
        EC
        CORP
        IE
        N
        2
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        AQ2322842
        
          
        
        2800000.000000000000
        PA
        USD
        2702000.000000000000
        0.2681444089
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2028-03-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unibail-Rodamco-Westfield
        N/A
        Unibail-Rodamco-Westfield
        F95094581
        
          
          
        
        60697.000000000000
        NS
        
        4546671.430000000000
        0.4512081876
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        China Tower Corp Ltd
        300300T6BNNP0L7O7H91
        China Tower Corp Ltd
        Y15076105
        
          
          
        
        14896134.000000000000
        NS
        
        1667508.230000000000
        0.1654822386
        Long
        EC
        CORP
        CN
        N
        2
        
          N
          N
          N
        
      
      
        Taurus CMBS
        8156000571844ED04411
        Taurus 2018-1 IT SRL
        BCC2GADT9
        
          
        
        744264.000000000000
        PA
        
        811245.700000000000
        0.0805074014
        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
        
          
          
        
        925053.000000000000
        NS
        
        1279444.400000000000
        0.1269710815
        Long
        EC
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        National Storage REIT
        N/A
        National Storage REIT
        Q6605D109
        
          
          
        
        406400.000000000000
        NS
        
        817649.330000000000
        0.0811428928
        Long
        EC
        CORP
        AU
        N
        2
        
          N
          N
          N
        
      
      
        Neoen SA
        969500C0AIAGQWZGJO13
        Neoen SA
        F6517R107
        
          
          
        
        8000.000000000000
        NS
        
        339861.640000000000
        0.0337276086
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Hammerson PLC
        213800G1C9KKVVDN1A60
        Hammerson PLC
        G4273Q164
        
          
          
        
        2658163.000000000000
        NS
        
        1153020.630000000000
        0.1144248835
        Long
        EC
        CORP
        GB
        N
        1
        
          N
          N
          N
        
      
      
        Omega Energia SA
        N/A
        Omega Energia SA
        N/A
        
          
          
        
        155949.984600000000
        NS
        
        391426.750000000000
        0.0388448906
        Long
        EC
        CORP
        BR
        N
        1
        
          N
          N
          N
        
      
      
        Vestas Wind Systems A/S
        549300DYMC8BGZZC8844
        Vestas Wind Systems A/S
        K9773J201
        
          
          
        
        17800.000000000000
        NS
        
        522159.810000000000
        0.0518187393
        Long
        EC
        CORP
        DK
        N
        2
        
          N
          N
          N
        
      
      
        Merlin Properties Socimi SA
        959800L8KD863DP30X04
        Merlin Properties Socimi SA
        E7390Z100
        
          
          
        
        270027.000000000000
        NS
        
        3156951.840000000000
        0.3132934808
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        Corp ACCIONA Energias Renovabl
        254900UPX0OEHTKB9Y44
        Corp ACCIONA Energias Renovables SA
        N/A
        
          
          
        
        14500.000000000000
        NS
        
        536034.150000000000
        0.0531956182
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        RAI Way SpA
        815600303CCB3CFD2264
        RAI Way SpA
        T7S1AC112
        
          
          
        
        125400.000000000000
        NS
        
        783900.170000000000
        0.0777936520
        Long
        EC
        CORP
        IT
        N
        2
        
          N
          N
          N
        
      
      
        Aena SME SA
        959800R7QMXKF0NFMT29
        Aena SME SA
        E526K0106
        
          
          
        
        34178.000000000000
        NS
        
        5697514.150000000000
        0.5654169370
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        E2R41M104
        
          
          
        
        149100.000000000000
        NS
        
        7175387.400000000000
        0.7120799455
        Long
        EC
        CORP
        ES
        N
        2
        
          N
          N
          N
        
      
      
        Orsted AS
        W9NG6WMZIYEU8VEDOG48
        Orsted AS
        K7653Q105
        
          
          
        
        8900.000000000000
        NS
        
        1114026.410000000000
        0.1105551270
        Long
        EC
        CORP
        DK
        N
        2
        
          N
          N
          N
        
      
      
        Rumo SA
        N/A
        Rumo SA
        P8S114104
        
          
          
        
        1085896.000000000000
        NS
        
        4237709.680000000000
        0.4205470604
        Long
        EC
        CORP
        BR
        N
        1
        
          N
          N
          N
        
      
      
        Mitsui Fudosan Logistics Park
        353800DN63EIYS760S59
        Mitsui Fudosan Logistics Park Inc
        J44788107
        
          
          
        
        451.000000000000
        NS
        
        2126758.750000000000
        0.2110579082
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        Ribbon Finance 2018 PLC
        635400EVD1H7N4C6DK21
        Ribbon Finance 2018 PLC
        BCC2GETY3
        
          
        
        1365229.180000000000
        PA
        
        1761644.930000000000
        0.1748242925
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2028-04-20
          Floating
          3.361250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAM6
        
          
        
        2910000.000000000000
        PA
        USD
        2736305.880000000000
        0.2715488981
        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
        
          
          
        
        723941.570000000000
        PA
        USD
        704044.540000000000
        0.0698688405
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Floating
          .956570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Mortgage Corporation Loan
        N/A
        GMACM Home Equity Loan Trust 2005-HE3
        361856EK9
        
          
          
        
        648483.390000000000
        PA
        USD
        630660.280000000000
        0.0625862428
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Floating
          .956570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Mortgage Corporation Loan
        N/A
        GMACM Home Equity Loan Trust 2007-HE2
        36186LAB9
        
          
          
        
        455769.530000000000
        PA
        USD
        497947.810000000000
        0.0494159590
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-12-25
          Variable
          6.054000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Mortgage Corporation Loan
        N/A
        GMACM Home Equity Loan Trust 2007-HE2
        36186LAC7
        
          
          
        
        878001.060000000000
        PA
        USD
        960956.090000000000
        0.0953645458
        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
        
          
          
        
        6223526.260000000000
        PA
        USD
        1939088.350000000000
        0.1924336415
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Floating
          .756570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2006-AR1
        3623414D8
        
          
        
        2774048.470000000000
        PA
        USD
        2713973.680000000000
        0.2693326677
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-01-25
          Variable
          2.871151000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP Trust
        N/A
        GSAMP Trust 2006-NC2
        362463AD3
        
          
          
        
        518874.930000000000
        PA
        USD
        329997.500000000000
        0.0327486990
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-25
          Floating
          .756570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2020-GC47
        36258RAJ2
        
          
        
        3500000.000000000000
        PA
        USD
        2369444.700000000000
        0.2351418758
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2053-05-12
          Variable
          2.454915000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2021-RENT
        36260XAW6
        
          
        
        2039864.970000000000
        PA
        USD
        2038562.310000000000
        0.2023053611
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-11-21
          Floating
          6.148600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAJ1
        
          
          
        
        3665000.000000000000
        PA
        USD
        3614789.500000000000
        0.3587289392
        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
        689340.240000000000
        0.0684095970
        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
        
          
        
        2510000.000000000000
        PA
        USD
        2317102.910000000000
        0.2299475167
        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
        623799.920000000000
        0.0619054259
        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
        2750000.000000000000
        0.2729078921
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thunderbird Resources Equity I
        84JNOWGT1R2BJT129V65
        Thunderbird Resources Equity Inc
        38011M603
        
          
          
        
        11.410000000000
        NS
        USD
        11.410000000000
        0.0000011323
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376GWP1
        
          
          
        
        202845.820000000000
        PA
        USD
        3496.820000000000
        0.0003470217
        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
        2860868.400000000000
        0.2839103871
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          3.528000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        F9686M107
        
          
          
        
        154028.000000000000
        NS
        
        4938700.660000000000
        0.4901128679
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
          
        
        95100.000000000000
        NS
        USD
        3264783.000000000000
        0.3239945624
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        Hexion Inc
        42829LAF1
        
          
        
        2475000.000000000000
        PA
        USD
        2610382.500000000000
        0.2590523584
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
          
        
        44850.000000000000
        NS
        USD
        2051439.000000000000
        0.2035832339
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2014-5
        46643KBJ9
        
          
          
        
        3405676.310000000000
        PA
        USD
        16146.650000000000
        0.0016023812
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2029-10-25
          Variable
          .357685000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2015-4
        46644VBN5
        
          
          
        
        41547430.320000000000
        PA
        USD
        304875.040000000000
        0.0302555653
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2045-06-25
          Variable
          .262018000000
          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
        2576754.270000000000
        0.2557151186
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          5.247000000000
          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
        3108227.020000000000
        0.3084580670
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Floating
          4.662000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDR Trust 2021-KIND
        N/A
        N/A
        482606AS9
        
          
        
        3000000.000000000000
        PA
        USD
        2983125.900000000000
        0.2960431277
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-08-15
          Floating
          4.347000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty Corp
        549300CXXI18B214UN80
        Kilroy Realty Corp
        49427F108
        
          
          
        
        19618.000000000000
        NS
        USD
        1499207.560000000000
        0.1487802091
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc/DE
        49456B101
        
          
          
        
        135588.000000000000
        NS
        USD
        2563969.080000000000
        0.2544463262
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Lehman ABS Manufactured Housin
        N/A
        Lehman ABS Manufactured Housing Contract Trust 2001-B
        52519SAL7
        
          
          
        
        5032886.120000000000
        PA
        USD
        5105734.630000000000
        0.5066891911
        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
        
          
          
        
        4500000.000000000000
        PA
        USD
        4268992.500000000000
        0.4236515435
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AD0
        
          
        
        496000.000000000000
        PA
        USD
        504060.000000000000
        0.0500225280
        Long
        DBT
        CORP
        CA
        N
        2
        
          2025-01-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
        
        3275000.000000000000
        PA
        USD
        3428925.000000000000
        0.3402838887
        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
        659292.410000000000
        0.0654276734
        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
        
          
          
        
        8139762.370000000000
        PA
        USD
        3734595.420000000000
        0.3706183869
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          .756570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-NC2
        55275BAE7
        
          
          
        
        402249.840000000000
        PA
        USD
        186156.680000000000
        0.0184740462
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          .936570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-NC3
        55275RAC6
        
          
          
        
        2906247.700000000000
        PA
        USD
        1717041.660000000000
        0.1703978982
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          .656570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-NC3
        55275RAD4
        
          
          
        
        4903198.160000000000
        PA
        USD
        2917171.470000000000
        0.2894978606
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          .776570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.4% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -2683154.690000000000
        PA
        USD
        -2683154.690000000000
        -0.2662742148
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .400000000000
          2022-04-08
          
            
              3500000
              USD
              3500560
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 04/08/22 OPEN 02/08/22
        N/A
        
          
          
        
        -1220595.000000000000
        PA
        USD
        -1220595.000000000000
        -0.1211309122
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-04-08
          
            
              1500000
              USD
              1413750
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.35% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -969121.500000000000
        PA
        USD
        -969121.500000000000
        -0.0961748748
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .350000000000
          2022-05-10
          
            
              1340000
              USD
              1293100
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase
        N/A
        J.P. Morgan Chase 0.45% 05/10/22 OPEN 03/10/22
        N/A
        
          
          
        
        -1676571.450000000000
        PA
        USD
        -1676571.450000000000
        -0.1663816656
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          Y
          .450000000000
          2022-05-10
          
            
              2159000
              USD
              2227094.86
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAF2
        
          
          
        
        4800000.000000000000
        PA
        USD
        4836000.000000000000
        0.4799209331
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I HOMES INC
        5299005M71FH9CCSFB69
        M/I Homes Inc
        55305BAS0
        
          
        
        4620000.000000000000
        PA
        USD
        4354350.000000000000
        0.4321223563
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336V100
        
          
          
        
        74355.000000000000
        NS
        USD
        2467098.900000000000
        0.2448330038
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
        
        7000000.000000000000
        PA
        USD
        6860000.000000000000
        0.6807811417
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        Magellan Midstream Partners LP
        MZF5TI8NFVZZNUSKDL39
        Magellan Midstream Partners LP
        559080106
        
          
          
        
        48263.000000000000
        NS
        USD
        2368265.410000000000
        0.2350248440
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        Med Trust 2021-MDLN
        58403YAX4
        
          
        
        3000000.000000000000
        PA
        USD
        2911702.800000000000
        0.2889551540
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Floating
          4.397000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        F00189120
        
          
          
        
        38660.000000000000
        NS
        
        1245603.820000000000
        0.1236127683
        Long
        EC
        CORP
        FR
        N
        2
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance 2021-INV1
        58549KBQ3
        
          
        
        53471224.810000000000
        PA
        USD
        351626.770000000000
        0.0348951711
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-06-25
          Variable
          .131170000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance 2021-INV1
        58549KBX8
        
          
        
        504188.280000000000
        PA
        USD
        396049.320000000000
        0.0393036309
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-06-25
          Variable
          2.981170000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance 2021-INV1
        58549KBY6
        
          
        
        128000.000000000000
        PA
        USD
        65726.120000000000
        0.0065226098
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-06-25
          Variable
          2.981170000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance 2021-INV1
        58549KBZ3
        
          
        
        353000.000000000000
        PA
        USD
        118496.200000000000
        0.0117594721
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-06-25
          Variable
          2.839160000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTL INC
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056BB6
        
          
        
        1340000.000000000000
        PA
        USD
        1293100.000000000000
        0.1283262528
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-02-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITAGE HOMES CORP
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001ABA9
        
          
          
        
        2300000.000000000000
        PA
        USD
        2346000.000000000000
        0.2328152418
        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
        1518809.150000000000
        0.1507254559
        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
        
          
          
        
        18635.000000000000
        NS
        USD
        3903100.750000000000
        0.3873407267
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Mid-State Trust
        N/A
        Mid-State Trust X
        59549RAE4
        
          
          
        
        2052414.380000000000
        PA
        USD
        2123027.290000000000
        0.2106876009
        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 Trust 2007-TOP25
        61751XAG5
        
          
          
        
        4327593.720000000000
        PA
        USD
        3201575.470000000000
        0.3177218956
        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
        681821.540000000000
        0.0676634470
        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
        1607659.200000000000
        0.1595428667
        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
        
          
          
        
        303733.000000000000
        NS
        
        1755795.690000000000
        0.1742438184
        Long
        EC
        CORP
        SG
        N
        2
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        Transurban Group
        Q9194A106
        
          
          
        
        1054472.000000000000
        NS
        
        10654356.330000000000
        1.0573301555
        Long
        EC
        CORP
        AU
        N
        2
        
          N
          N
          N
        
      
      
        MTR Corp Ltd
        254900IH4U9NHH9AQM97
        MTR Corp Ltd
        Y6146T101
        
          
          
        
        372956.000000000000
        NS
        
        2008467.640000000000
        0.1993187891
        Long
        EC
        CORP
        HK
        N
        2
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CC4
        
          
          
        
        2159000.000000000000
        PA
        USD
        2227094.860000000000
        0.2210151868
        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
        2104858.870000000000
        0.2088845809
        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
        
          
          
        
        93100.000000000000
        NS
        
        5388397.660000000000
        0.5347404535
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        ENN Energy Holdings Ltd
        549300V7BXPWT6WIPR03
        ENN Energy Holdings Ltd
        G3066L101
        
          
          
        
        104685.000000000000
        NS
        
        1563567.950000000000
        0.1551672849
        Long
        EC
        CORP
        CN
        N
        2
        
          N
          N
          N
        
      
      
        GPT Group/The
        N/A
        GPT Group/The
        Q4252X155
        
          
          
        
        388877.000000000000
        NS
        
        1500022.110000000000
        0.1488610444
        Long
        EC
        CORP
        AU
        N
        2
        
          N
          N
          N
        
      
      
        CapitaLand Integrated Commerci
        54930031292WUTXF0L29
        CapitaLand Integrated Commercial Trust
        Y1100L160
        
          
          
        
        955483.000000000000
        NS
        
        1580693.940000000000
        0.1568668550
        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
        2000000.000000000000
        0.1984784670
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-12-25
          Floating
          2.833340000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitizatio
        N/A
        NewRez Warehouse Securitization Trust 2021-1
        65246PAE1
        
          
        
        1000000.000000000000
        PA
        USD
        996466.500000000000
        0.0988885717
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2055-05-25
          Floating
          3.706570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
          
        
        217500.000000000000
        NS
        USD
        18424425.000000000000
        1.8284258144
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KCB4
        
          
        
        2055000.000000000000
        PA
        USD
        1891067.880000000000
        0.1876681269
        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
        
          
          
        
        7000.000000000000
        NS
        USD
        583520.000000000000
        0.0579080775
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        China Resources Gas Group Ltd
        529900A0E1J5JSOKEK83
        China Resources Gas Group Ltd
        G2113B108
        
          
          
        
        508944.000000000000
        NS
        
        2142082.290000000000
        0.2125786045
        Long
        EC
        CORP
        HK
        
        N
        2
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P105
        
          
          
        
        223711.000000000000
        NS
        USD
        7114009.800000000000
        0.7059888796
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2014-1R
        65540EBK4
        
          
          
        
        25655956.190000000000
        PA
        USD
        23999433.200000000000
        2.3816853549
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-26
          Floating
          .481690000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2015-1R
        65540TAV8
        
          
          
        
        4632418.730000000000
        PA
        USD
        3537981.550000000000
        0.3511065771
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-26
          Variable
          2.741240000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2015-1R
        65540TBC9
        
          
          
        
        1690729.510000000000
        PA
        USD
        1678854.330000000000
        0.1666082168
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-12-26
          Variable
          2.773280000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2015-11R
        65541HAM3
        
          
          
        
        2903580.820000000000
        PA
        USD
        2762199.950000000000
        0.2741186058
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-06-26
          Variable
          2.866283000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGAL GROUP
        300300LBYCJWUTE07R10
        Hainan Meilan International Airport Co Ltd
        Y3245V103
        
          
          
        
        304841.000000000000
        NS
        
        694697.000000000000
        0.0689411978
        Long
        EC
        CORP
        CN
        N
        2
        
          N
          N
          N
        
      
      
        Mitsui Fudosan Co Ltd
        353800ND4ZKNZDYKMF33
        Mitsui Fudosan Co Ltd
        J4509L101
        
          
          
        
        59303.000000000000
        NS
        
        1269221.930000000000
        0.1259566115
        Long
        EC
        CORP
        JP
        N
        2
        
          N
          N
          N
        
      
      
        RHP HOTEL PPTY/RHP FINAN
        N/A
        RHP Hotel Properties LP / RHP Finance Corp
        749571AG0
        
          
        
        2590000.000000000000
        PA
        USD
        2434600.000000000000
        0.2416078378
        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
        
          
          
        
        1390592.730000000000
        PA
        USD
        1147130.950000000000
        0.1138403962
        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
        4792750.000000000000
        0.4756288363
        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
        1756839.310000000000
        0.1743473865
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2030-01-25
          Floating
          1.906570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        549300ED4YNDE7SVU538
        Radnor Re 2018-1 Ltd
        750496AC5
        
          
        
        2285000.000000000000
        PA
        USD
        2269751.970000000000
        0.2252484457
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2028-03-25
          Floating
          4.256570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900JBDDKUTX6TX151
        Radnor RE 2019-1 Ltd
        75049SAC7
        
          
        
        2769000.000000000000
        PA
        USD
        2762073.350000000000
        0.2741060421
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2029-02-25
          Floating
          3.656570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2020-2 Ltd
        75049UAD0
        
          
        
        1741618.550000000000
        PA
        USD
        1742582.010000000000
        0.1729325030
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2030-10-25
          Floating
          6.056570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QO7 Trust
        751150AD5
        
          
          
        
        5721599.410000000000
        PA
        USD
        5162031.560000000000
        0.5122760552
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-09-25
          Floating
          .991130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-1 Ltd
        75279YAD3
        
          
        
        1443000.000000000000
        PA
        USD
        1320813.400000000000
        0.1310765094
        Long
        ABS-MBS
        CORP
        BM
        
        N
        2
        
          2033-12-27
          Floating
          3.249000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACAM 2019-FL1, Ltd.
        N/A
        ACAM 2019-FL1 ltd
        000825AJ8
        
          
        
        1902000.000000000000
        PA
        USD
        1840948.650000000000
        0.1826943329
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-11-17
          Floating
          2.914480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACAM 2019-FL1, Ltd.
        N/A
        ACAM 2019-FL1 ltd
        000825AL3
        
          
        
        2098000.000000000000
        PA
        USD
        1981526.170000000000
        0.1966451382
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-11-17
          Floating
          3.164480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206R706
        
          
          
        
        36517.000000000000
        NS
        USD
        798991.960000000000
        0.0792913497
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Agree Realty Corp
        N/A
        Agree Realty Corp
        008492100
        
          
          
        
        32500.000000000000
        NS
        USD
        2156700.000000000000
        0.2140292549
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equitie
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
          
        
        10490.000000000000
        NS
        USD
        2111112.500000000000
        0.2095051863
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-29T1
        02147PAN4
        
          
          
        
        1252848.560000000000
        PA
        USD
        906992.070000000000
        0.0900091978
        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
        
          
          
        
        1966014.740000000000
        PA
        USD
        1487308.830000000000
        0.1475993882
        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
        
          
          
        
        649351.830000000000
        PA
        USD
        1613285.990000000000
        0.1601012650
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          73.780709000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAJ1
        
          
          
        
        2009188.490000000000
        PA
        USD
        1051035.230000000000
        0.1043039306
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          1.156570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-23CB
        02147RAU4
        
          
          
        
        1225782.410000000000
        PA
        USD
        1108059.740000000000
        0.1099629993
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          26.573720000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-41CB
        02149CAG6
        
          
          
        
        1115531.280000000000
        PA
        USD
        790469.930000000000
        0.0784456299
        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
        
          
        
        9950770.350000000000
        PA
        USD
        6747518.860000000000
        0.6696185996
        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
        
          
        
        1212753.490000000000
        PA
        USD
        822356.140000000000
        0.0816099930
        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
        
          
        
        1185980.760000000000
        PA
        USD
        804201.810000000000
        0.0798083712
        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
        
          
          
        
        2523685.090000000000
        PA
        USD
        1132803.250000000000
        0.1124185262
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Floating
          .856570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-45T1
        02149JAU0
        
          
          
        
        2124414.830000000000
        PA
        USD
        1462738.850000000000
        0.1451610823
        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
        
          
          
        
        1858668.500000000000
        PA
        USD
        1155531.420000000000
        0.1146740524
        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
        
          
          
        
        7294301.980000000000
        PA
        USD
        6804711.350000000000
        0.6752943385
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-04-25
          Floating
          .736570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-15CB
        02151CAB2
        
          
          
        
        970022.060000000000
        PA
        USD
        704579.400000000000
        0.0699219196
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
          
        
        16350000.000000000000
        PA
        USD
        15690195.750000000000
        1.5570829995
        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
        4637174.250000000000
        0.4601896181
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-15
          Floating
          3.388310000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBK5
        
          
        
        8495000.000000000000
        PA
        USD
        8027775.000000000000
        0.7966702376
        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
        
          
          
        
        3992443.440000000000
        PA
        USD
        1873840.950000000000
        0.1859585396
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Floating
          1.106570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-18
        12544JAA4
        
          
          
        
        219486.380000000000
        PA
        USD
        148986.560000000000
        0.0147853120
        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
        
          
          
        
        177544.140000000000
        PA
        USD
        117133.880000000000
        0.0116242765
        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
        2797401.600000000000
        0.2776119905
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2067-03-25
          Variable
          4.663081000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLNC 2019-FL1, Ltd
        N/A
        CLNC 2019-FL1 Ltd
        12565DAL7
        
          
        
        3000000.000000000000
        PA
        USD
        2928394.500000000000
        0.2906116255
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2035-08-20
          Floating
          3.364480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
          
        
        43418.000000000000
        NS
        USD
        3036654.920000000000
        0.3013553066
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896BU3
        
          
        
        940000.000000000000
        PA
        USD
        930600.000000000000
        0.0923520307
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-06-01
          Variable
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-31
      Brookfield Real Assets Income Fund Inc.
      /s/ Casey P. Tushaus
      Casey P. Tushaus
      Treasurer
    
  
  XXXX

BROOKFIELD REAL ASSETS INCOME FUND INC.
          
Schedule of Investments (Unaudited)
          
March 31, 2022
  
 
    
 
 
  
Principal
Amount (000s)
    
Value
U.S. GOVERNMENT & AGENCY OBLIGATIONS - 0.2%
          
U.S. Government Agency Collateralized Mortgage Obligations - 0.0%
          
Federal National Mortgage Association
          
Series 1997-79, Class PL, 6.85%, 12/18/27
 $
                 37
   $
              39,006
U.S. Government Agency Pass-Through Certificates - 0.2%
          
Federal Home Loan Mortgage Corporation
          
Pool C69047, 7.00%, 06/01/32
  
                 139
    
                 158,887
Pool C56878, 8.00%, 08/01/31
  
                   36
    
                   35,874
Pool C58516, 8.00%, 09/01/31
  
                   29
    
                   28,940
Pool C59641, 8.00%, 10/01/31
  
                   31
    
                   30,679
Pool C55166, 8.50%, 07/01/31
  
                   73
    
                   74,337
Pool C55167, 8.50%, 07/01/31
  
                   39
    
                   39,777
Pool C55169, 8.50%, 07/01/31
  
                   44
    
                   44,706
Federal National Mortgage Association
          
Pool 645912, 7.00%, 06/01/32
  
                 135
    
                 150,779
Pool 645913, 7.00%, 06/01/32
  
                 174
    
                 194,780
Pool 650131, 7.00%, 07/01/32
  
                 143
    
                 160,849
Pool 827853, 7.50%, 10/01/29
  
                   12
    
                   12,211
Pool 545990, 7.50%, 04/01/31
  
                 136
    
                 148,699
Pool 255053, 7.50%, 12/01/33
  
                   43
    
                   48,849
Pool 735576, 7.50%, 11/01/34
  
                 140
    
                 156,282
Pool 896391, 7.50%, 06/01/36
  
                   76
    
                   79,870
Pool 735800, 8.00%, 01/01/35
  
                 132
    
                 151,217
Pool 636449, 8.50%, 04/01/32
  
                 169
    
                 191,666
Pool 458132, 8.80%, 03/15/31
  
                   12
    
                   12,323
Pool 545436, 9.00%, 10/01/31
  
                 121
    
                 138,041
Total U.S. Government Agency Pass-Through Certificates
        
              1,858,766
Total U.S. GOVERNMENT & AGENCY OBLIGATIONS
  
 
    
 
(Cost $1,750,869)
  
 
    
              1,897,772
SECURITIZED CREDIT - 39.6%
          
Commercial Mortgage-Backed Securities - 10.9%
          
ACAM Ltd.
          
Series 2019-FL1, Class D, 2.91% (Secured Overnight Financial Rate + 2.86%), 11/17/34 (e) (u) (v)
  
              1,902
    
              1,840,949
Series 2019-FL1, Class E, 3.16% (SOFR + 3.11%), 01/17/34 (e) (u) (v)
  
              2,098
    
              1,981,526
BAMLL Commercial Mortgage Securities Trust
          
Series 2021-JACX, Class F, 5.40% (1 Month LIBOR USD + 5.00%), 09/15/38 (e) (v)
  
              5,000
    
              4,978,005
BBCMS Mortgage Trust
          
Series 2021-AGW, Class G, 5.20% (1 Month LIBOR USD + 4.80%), 06/15/36 (e) (v)
  
              4,000
    
              3,994,289
Beast Mortgage Trust
          
Series 2021-1818, Class F, 4.85% (1 Month LIBOR USD + 4.45%), 03/15/36 (e) (v)
  
              1,250
    
              1,245,908
BWAY Mortgage Trust
          
Series 2022-26BW, Class E, 4.87%, 02/10/44 (e)
  
              3,000
    
              2,582,931
BX Commercial Mortgage Trust
          
Series 2021-XL2, Class J, 4.29% (1 Month LIBOR USD + 3.89%), 10/15/38 (e) (v)
  
              2,928
    
              2,810,797
BX Trust
          
Series 2019-RP, Class E, 4.03% (1 Month LIBOR USD + 3.64%), 06/15/34 (e) (v)
  
              1,600
    
              1,544,028
Series 2021-SDMF, Class J, 4.43% (1 Month LIBOR USD + 4.03%), 09/15/34 (e) (v)
  
              5,000
    
              4,955,814
CGDB Commercial Mortgage Trust
          
Series 2019-MOB, Class G, 3.39% (1 Month LIBOR USD + 2.99%), 11/15/36 (e) (v)
  
              4,869
    
              4,637,174
Citigroup Commercial Mortgage Trust
          
Series 2021-KEYS, Class G, 5.05% (1 Month LIBOR USD + 4.65%), 10/15/36 (e) (v)
  
              3,500
    
              3,482,807
Class B Notes
          
Moreland Avenue, 6.52%, 11/01/22 (Acquired 11/16/15, Cost $208,490) (f) (p)
  
                 208
    
                 208,073
North River, 6.49%, 11/01/22 (Acquired 10/28/15, Cost $169,291) (f) (p)
  
                 169
    
                 168,952
St. Louis Holiday Inn, 6.93%, 06/30/22 (Acquired 06/25/15, Cost $1,773,731) (f) (p)
  
              1,774
    
              1,596,358
Town and Country, 6.49%, 11/01/22 (Acquired 10/28/15, Cost $354,372) (f) (p)
  
                 354
    
                 353,663
CLNC Ltd.
          
Series 2019-FL1, Class E, 3.36% (SOFR + 3.31%), 08/20/35 (e) (v)
  
              3,000
    
              2,928,394
CSAIL Commercial Mortgage Trust
          
Series 2018-C14, Class E, 4.92%, 11/15/51 (e)
  
              3,000
    
              2,690,312
FS Rialto
          
Series 2019-FL1, Class C, 2.93% (1 Month LIBOR USD + 2.50%), 12/16/36 (e) (s) (v)
  
              2,000
    
              1,967,662
GS Mortgage Securities Corporation Trust
          
Series 2021-RENT, Class G, 6.15% (1 Month LIBOR USD + 5.70%), 11/21/35 (e) (v)
  
              2,040
    
              2,038,562
GS Mortgage Securities Trust
          
Series 2020-GC47, Class F, 2.45%, 05/12/53 (e)
  
              3,500
    
              2,369,445
Hilton USA Trust
          
Series 2016-HHV, Class E, 4.19%, 11/05/38 (e)
  
            16,000
    
            14,955,173
Series 2016-SFP, Class F, 6.16%, 11/05/35 (e)
  
              2,503
    
              2,469,190
JP Morgan Chase Commercial Mortgage Securities Trust
          
Series 2021-HTL5, Class F, 4.66% (1 Month LIBOR USD + 4.27%), 11/15/38 (e) (v)
  
              3,201
    
              3,108,227
Series 2021-1440, Class F, 5.25% (1 Month LIBOR USD + 4.85%), 03/15/36 (e) (v)
  
              2,586
    
              2,576,754
Series 2008-C2, Class AM, 6.35%, 02/12/51 (c)
  
              6,390
    
              3,624,883
KIND Trust
          
Series 2021-KIND, Class F, 4.35% (1 Month LIBOR USD + 3.95%), 08/15/38 (e) (v)
  
              3,000
    
              2,983,126
Last Mile Securities
          
Series 2021-1A, Class F, 5.00% (3 Month EURIBOR + 5.00%), 08/17/31 (e) (u) (v)
  
              2,038
    
              2,203,369
Med Trust
          
Series 2021-MDLN, Class F, 4.40% (1 Month LIBOR USD + 4.00%), 11/15/38 (e) (v)
  
              3,000
    
              2,911,703
Morgan Stanley Capital I Trust
          
Series 2016-UBS9, Class XE, 1.25%, 03/15/49 (e)
  
            14,999
    
                 681,822
Series 2007-T25, Class AJ, 5.57%, 11/12/49
  
              4,328
    
              3,201,575
Ribbon Finance PLC
          
Series 2018-1, Class F, 3.36% (Sterling Overnight Index Average + 3.27%), 04/20/28 (u) (v)
  
              1,365
    
              1,761,645
SLIDE
          
 Series 2018-FUN, Class E, 2.95% (1 Month LIBOR USD + 2.55%), 06/15/31 (e) (s) (v)
  
              2,764
    
              2,684,086
Taurus IT SRL
          
Series 2018-IT1, Class D, 3.35% (3 Month EURIBOR + 3.35%), 05/18/30 (u) (v)
  
                 744
    
                 811,246
TPG Real Estate Finance Issuer Ltd.
          
Series 2021-FL4, Class E, 4.79% (1 Month LIBOR USD + 4.35%), 03/15/38 (e) (s) (v)
  
              4,000
    
              3,972,326
TTAN
          
Series 2021-MHC, Class G, 4.60% (1 Month LIBOR USD + 4.20%), 03/15/38 (e) (v)
  
              4,993
    
              4,995,987
VMC Finance LLC
          
Series 2021-FL4, Class D, 3.97% (1 Month LIBOR USD + 3.50%), 06/16/36 (e) (s) (v)
  
                 893
    
                 872,943
Series 2021-FL4, Class E, 4.42% (1 Month LIBOR USD + 3.95%), 06/16/36 (e) (v)
  
              3,107
    
              3,085,781
Series 2021-HT1, Class C, 4.97%, 01/18/37 (v)
  
              2,500
    
              2,468,923
Wachovia Bank Commercial Mortgage Trust
          
Series 2006-C28, Class E, 5.79%, 10/15/48
  
              1,763
    
              1,727,267
Total Commercial Mortgage-Backed Securities
        
          109,471,675
Commercial Real Estate - 1.5%
          
111 Wall Street
          
Senior Mezzanine Loan, 10.25% (1 Month LIBOR + 9.25%, 0.50% Floor), 06/08/23
(Acquired 06/09/21 - 12/15/21, Cost $3,993,471) (f) (v)
  
              4,044
    
              4,043,981
125 West End Office Mezz LLC
          
Mezzanine Loan, 11.00%, (1 Month LIBOR + 10.50%, 0.50% Floor), 03/12/26
(Acquired 03/11/21, Cost $1,729,128) (f) (v)
  
              1,779
    
              1,779,069
575 Lexington
          
Junior Mezzanine Loan, 10.50%, (1 Month LIBOR + 10.00%, 0.50% Floor), 06/18/23
(Acquired 03/17/21 - 01/27/22, Cost $4,798,641) (f) (v)
  
              4,824
    
              4,824,281
Hyatt Lost Pines
          
Mezzanine Loan, 7.01%, (1 Month LIBOR + 6.70%), 09/09/24
(Acquired 09/17/21, Cost $4,975,000) (f) (v)
  
              5,000
    
              5,000,000
Total Commercial Real Estate
        
            15,647,331
Interest-Only Securities - 0.2%
          
Government National Mortgage Association
          
Series 2010-132, Class IO, 0.41%, 11/16/52
  
                 203
    
                     3,497
JP Morgan Mortgage Trust
          
Series 2015-4, Class 2X1, 0.26%, 06/25/45 (e)
  
            41,547
    
                 304,875
Series 2014-5, Class AX4, 0.36%, 10/25/29 (e)
  
              3,406
    
                   16,146
Vendee Mortgage Trust
          
Series 1997-2, Class IO, 0.00%, 06/15/27
  
              2,802
    
                            3
Voyager CNTYW Delaware Trust
          
Series 2009-1, Class 3QB1, 111.66%, 03/16/30 (e) (v)
  
              1,667
    
              1,583,271
Total Interest-Only Securities
        
              1,907,792
Other - 1.1%
          
Lehman ABS Manufactured Housing Contract Trust
          
Series 2001-B, Class M1, 6.63%, 04/15/40
  
              5,033
    
              5,105,735
Mid-State Trust X
          
Series 10, Class B, 7.54%, 02/15/36
  
              2,052
    
              2,123,027
Oakwood Mortgage Investors, Inc.
          
Series 2001-E, Class A4, 6.81%, 12/15/31
  
              3,338
    
              3,545,353
Series 2001-D, Class A4, 6.93%, 09/15/31
  
                 554
    
                 388,248
Total Other
        
            11,162,363
Residential Mortgage-Backed Securities - 25.9%
          
Alternative Loan Trust
          
Series 2007-OA3, Class 1A1, 0.74% (1 Month LIBOR USD + 0.28%), 04/25/47 (s) (v)
  
              7,294
    
              6,804,711
Series 2007-2CB, Class 2A11, 0.86% (1 Month LIBOR USD + 0.40%), 03/25/37 (v)
  
              2,524
    
              1,132,803
Series 2007-HY6, Class A1, 0.88% (1 Month LIBOR USD + 0.42%), 08/25/47 (s) (v)
  
              2,355
    
              2,048,593
Series 2005-10CB, Class 1A1, 0.96% (1 Month LIBOR USD + 0.50%), 05/25/35 (v)
  
              1,530
    
              1,274,364
Series 2007-16CB, Class 4A5, 0.96% (1 Month LIBOR USD + 0.50%), 08/25/37 (v)
  
              4,426
    
              3,288,612
Series 2005-59, Class 1A1, 1.11% (1 Month LIBOR USD + 0.66%), 11/20/35 (s) (v)
  
              6,884
    
              6,632,729
Series 2006-19CB, Class A9, 1.16% (1 Month LIBOR USD + 0.70%), 08/25/36 (v)
  
              2,009
    
              1,051,035
Series 2005-84, Class 2A1, 2.66%, 02/25/36
  
            12,291
    
            11,897,578
Series 2007-12T1, Class A22, 5.75%, 06/25/37
  
              1,859
    
              1,155,531
Series 2007-15CB, Class A2, 5.75%, 07/25/37
  
                 970
    
                 704,579
Series 2007-15CB, Class A5, 5.75%, 07/25/37
  
                 893
    
                 648,552
Series 2006-29T1, Class 2A5, 6.00%, 10/25/36
  
              1,253
    
                 906,992
Series 2006-41CB, Class 2A17, 6.00%, 01/25/37
  
              1,186
    
                 804,202
Series 2006-41CB, Class 2A12, 6.00%, 01/25/37
  
              9,951
    
              6,747,519
Series 2006-41CB, Class 1A7, 6.00%, 01/25/37
  
              1,116
    
                 790,470
Series 2006-41CB, Class 2A14, 6.00%, 01/25/37
  
              1,213
    
                 822,356
Series 2006-45T1, Class 2A5, 6.00%, 02/25/37
  
              2,124
    
              1,462,739
Series 2006-29T1, Class 2A6, 6.50%, 10/25/36
  
              1,966
    
              1,487,309
Series 2006-23CB, Class 2A7, 26.57% (1 Month LIBOR USD + 28.40%), 08/25/36 (i) (v)
  
              1,226
    
              1,108,060
Series 2006-29T1, Class 3A3, 73.78% (1 Month LIBOR USD + 78.40%), 10/25/36 (i) (v)
  
                 649
    
              1,613,286
Bellemeade Re Ltd.
          
Series 2021-2A, Class M2, 3.00% (SOFR + 2.90%), 06/25/31 (e) (v)
  
              2,353
    
              2,105,936
Series 2018-3A, Class M2, 3.21% (1 Month LIBOR USD + 2.75%), 10/25/28 (e) (v)
  
              1,202
    
              1,192,563
Series 2021-3A, Class M2, 3.25% (SOFR + 3.15%), 09/25/31 (e) (v)
  
              1,389
    
              1,248,868
Series 2019-4A, Class M2, 3.31% (1 Month LIBOR USD + 2.85%), 10/25/29 (e) (v)
  
              3,798
    
              3,754,913
Series 2018-1A, Class M2, 3.36% (1 Month LIBOR USD + 2.90%), 04/25/28 (e) (v)
  
              5,306
    
              5,283,297
Series 2019-2A, Class M2, 3.56% (1 Month LIBOR USD + 3.10%), 04/25/29 (e) (v)
  
              1,715
    
              1,706,422
Series 2020-3A, Class M1C, 4.16% (1 Month LIBOR USD + 3.70%), 10/25/30 (e) (v)
  
              1,965
    
              1,994,652
Benchmark Mortgage Trust
          
Series 2018-B6, Class E, 3.11%, 10/10/51 (e)
  
              2,000
    
              1,580,424
Chase Mortgage Finance Trust
          
Series 2005-A2, Class 3A2, 2.83%, 01/25/36
  
                 916
    
                 795,659
Series 2007-A1, Class 11M1, 3.15%, 03/25/37
  
              2,267
    
              2,195,696
CHL Mortgage Pass-Through Trust
          
Series 2006-20, Class 1A18, 1.11% (1 Month LIBOR USD + 0.65%), 02/25/37 (v)
  
              3,992
    
              1,873,841
Series 2007-5, Class A29, 5.50%, 05/25/37
  
                 178
    
                 117,134
Series 2004-21, Class A10, 6.00%, 11/25/34
  
                   44
    
                   44,214
Series 2007-18, Class 1A1, 6.00%, 11/25/37
  
                 219
    
                 148,987
CHNGE Mortgage Trust
          
Series 2022-1, Class M1, 3.99%, 01/25/67 (e)
  
              2,700
    
              2,574,521
Series 2022-1, Class B1, 4.57%, 01/25/67 (e)
  
              2,500
    
              2,356,575
Series 2022-2, Class B1, 4.66%, 03/25/67 (e)
  
              3,000
    
              2,797,401
Citicorp Mortgage Securities Trust
          
Series 2006-5, Class 1A11, 1.36% (1 Month LIBOR USD + 0.90%), 10/25/36 (v)
  
                 376
    
                 330,265
Citigroup Mortgage Loan Trust
          
Series 2007-AR5, Class 1A2A, 3.04%, 04/25/37
  
                 544
    
                 493,262
Series 2009-8, Class 2A2, 6.10%, 04/25/37 (e)
  
              4,970
    
              4,047,300
Countrywide Asset-Backed Certificates
          
Series 2006-13, Class 1AF4, 4.03%, 01/25/37
  
              1,658
    
              1,653,494
Deephaven Residential Mortgage Trust
          
Series 2022-2, Class B1, 4.34%, 03/25/67 (e)
  
              3,000
    
              2,712,805
Eagle RE Ltd.
          
 Series 2018-1, Class M2, 3.19% (1 Month LIBOR USD + 3.00%), 11/25/28 (e) (s) (v)
  
              4,346
    
              4,328,877
First Horizon Alternative Mortgage Securities Trust
          
Series 2005-FA8, Class 1A6, 1.11% (1 Month LIBOR USD + 0.65%), 11/25/35 (v)
  
              1,247
    
                 617,526
GMACM Home Equity Loan Trust
          
Series 2005-HE3, Class A2, 0.96% (1 Month LIBOR USD + 0.50%), 02/25/36 (s) (v)
  
                 724
    
                 704,045
Series 2005-HE3, Class A1VN, 0.96% (1 Month LIBOR USD + 0.50%), 02/25/36 (s) (v)
  
                 648
    
                 630,660
Series 2007-HE2, Class A2, 6.05%, 12/25/37
  
                 456
    
                 497,948
Series 2007-HE2, Class A3, 6.19%, 12/25/37
  
                 878
    
                 960,956
Great Wolf Trust
          
 Series 2019-WOLF, Class F, 3.53% (1 Month LIBOR USD + 3.13%), 12/15/36 (e) (s) (v)
  
              3,000
    
              2,860,868
GSAMP Trust
          
 Series 2006-NC2, Class A2C, 0.76% (1 Month LIBOR USD + 0.30%), 06/25/36 (s) (v)
  
                 519
    
                 329,998
GSR Mortgage Loan Trust
          
Series 2007-1F, Class 4A1, 0.76% (1 Month LIBOR USD + 0.30%), 01/25/37 (v)
  
              6,224
    
              1,939,088
Series 2006-AR1, Class 2A4, 2.87%, 01/25/36
  
              2,774
    
              2,713,974
Home Equity Asset Trust
          
 Series 2006-7, Class 2A3, 0.76% (1 Month LIBOR USD + 0.30%), 01/25/37 (s) (v)
  
              4,666
    
              4,327,317
Home Re Ltd.
          
Series 2021-2, Class M1C, 2.90% (SOFR + 2.80%), 01/25/34 (e) (v)
  
              4,472
    
              4,253,786
Series 2021-2, Class M2, 3.35% (SOFR + 3.25%), 01/25/34 (e) (v)
  
              5,331
    
              4,879,164
Series 2018-1, Class M2, 3.46% (1 Month LIBOR USD + 3.00%), 10/25/28 (e) (v)
  
              1,579
    
              1,561,319
Series 2019-1, Class M2, 3.71% (1 Month LIBOR USD + 3.25%), 05/25/29 (e) (v)
  
              4,681
    
              4,685,080
IndyMac INDA Mortgage Loan Trust
          
Series 2007-AR3, Class 1A1, 3.00%, 07/25/37
  
              1,793
    
              1,706,595
Series 2007-AR1, Class 1A1, 3.02%, 03/25/37
  
                 768
    
                 699,183
Irwin Home Equity Loan Trust
          
 Series 2006-1, Class 2A3, 6.27%, 09/25/35 (e) (s)
  
                 593
    
                 596,202
JP Morgan Mortgage Trust
          
Series 2021-INV1, Class AX1, 0.24%, 10/25/51 (e)
  
            50,469
    
                 589,826
Series 2003-A2, Class B4, 1.99%, 11/25/33
  
                   73
    
                            1
Series 2003-A1, Class B4, 2.02%, 10/25/33
  
                 104
    
                   98,091
Series 2007-A2, Class 3A2, 2.79%, 04/25/37
  
              4,416
    
              3,919,268
Series 2021-INV1, Class B5, 2.99%, 10/25/51 (e)
  
                 254
    
                 130,865
Series 2021-INV1, Class B6, 2.99%, 10/25/51 (e)
  
                 573
    
                 193,418
MASTR Asset Backed Securities Trust
          
Series 2006-NC3, Class A3, 0.66% (1 Month LIBOR USD + 0.20%), 10/25/36 (s) (v)
  
              2,906
    
              1,717,042
Series 2006-NC2, Class A4, 0.76% (1 Month LIBOR USD + 0.30%), 08/25/36 (s) (v)
  
              8,140
    
              3,734,595
Series 2006-NC3, Class A4, 0.78% (1 Month LIBOR USD + 0.32%), 10/25/36 (s) (v)
  
              4,903
    
              2,917,171
Series 2006-NC2, Class A5, 0.94% (1 Month LIBOR USD + 0.48%), 08/25/36 (s) (v)
  
                 402
    
                 186,157
Mello Mortgage Capital Acceptance
          
Series 2021-INV1, Class AX1, 0.13%, 06/25/51 (e)
  
            53,471
    
                 351,627
Series 2021-INV1, Class B6, 2.84%, 06/25/51 (e)
  
                 353
    
                 118,496
Series 2021-INV1, Class B4, 2.98%, 06/25/51 (e)
  
                 504
    
                 396,049
Series 2021-INV1, Class B5, 2.98%, 06/25/51 (e)
  
                 128
    
                   65,726
MFA Trust
          
Series 2021-INV1, Class B1, 3.29%, 01/25/56 (e)
  
                 700
    
                 659,292
New Residential Mortgage Loan Trust
          
Series 2022-RTL1, Class A1V, 2.83% (SOFR + 2.75%), 12/25/26 (e) (v)
  
              2,000
    
              2,000,000
NewRez Warehouse Securitization Trust
          
Series 2021-1, Class E, 3.71% (1 Month LIBOR USD + 3.25%), 05/25/55 (e) (v)
  
              1,000
    
                 996,467
Nomura Resecuritization Trust
          
Series 2014-1R, Class 2A11, 0.48% (1 Month LIBOR USD + 0.13%), 02/26/37 (e) (v)
  
            25,656
    
            23,999,433
Series 2015-1R, Class 3A7, 2.74%, 03/26/37 (e)
  
              4,632
    
              3,537,982
Series 2015-1R, Class 4A7, 2.77%, 12/26/37 (e)
  
              1,691
    
              1,678,854
Series 2015-11R, Class 4A5, 2.87%, 06/26/37 (e)
  
              2,904
    
              2,762,200
Oaktown Re Ltd.
          
Series 2019-1A, Class M2, 3.01% (1 Month LIBOR USD + 2.55%), 07/25/29 (e) (v)
  
              2,084
    
              2,082,888
Series 2018-1A, Class M2, 3.31% (1 Month LIBOR USD + 2.85%), 07/25/28 (e) (v)
  
              5,156
    
              5,031,980
Series 2021-2, Class M1C, 3.45% (SOFR + 3.35%), 04/25/34 (e) (v)
  
              3,769
    
              3,739,285
Series 2020-1A, Class M2, 7.46% (1 Month LIBOR USD + 7.00%), 07/25/30 (e) (v)
  
                 526
    
                 526,383
Option One Mortgage Loan Trust
          
 Series 2007-FXD1, Class 3A6, 5.66%, 01/25/37 (s)
  
                 249
    
                 250,395
PRPM LLC
          
Series 2021-5, Class A1, 1.79%, 06/25/26 (e) (s)
  
                 858
    
                 824,206
Series 2021-3, Class A1, 1.87%, 04/25/26 (e) (s)
  
                 554
    
                 531,179
Series 2021-7, Class A1, 1.87%, 08/25/26 (e) (s)
  
              2,498
    
              2,385,699
Series 2021-1, Class A1, 2.12%, 01/25/26 (e)
  
              1,423
    
              1,376,458
Series 2021-2, Class A1, 2.12%, 03/25/26 (e)
  
              1,689
    
              1,629,070
Series 2020-6, Class A1, 2.36%, 11/25/25 (e) (s)
  
                 706
    
                 694,140
Series 2021-10, Class A1, 2.49%, 10/25/26 (e) (s)
  
              1,537
    
              1,484,186
Series 2021-1, Class A2, 3.72%, 01/25/26 (e)
  
              2,000
    
              1,897,636
Series 2022-1, Class A1, 3.72%, 02/25/27 (e) (s)
  
              1,500
    
              1,485,740
Series 2021-5, Class A2, 3.72%, 06/25/26 (e) (s)
  
              2,500
    
              2,346,260
Series 2021-2, Class A2, 3.77%, 03/25/26 (e)
  
              1,935
    
              1,829,990
Series 2021-10, Class A2, 4.83%, 10/25/26 (e) (s)
  
              3,000
    
              2,869,417
Series 2022-1, Class A2, 6.29%, 02/25/27 (e) (s)
  
                 500
    
                 493,994
Radnor RE Ltd.
          
Series 2020-1, Class M1B, 1.91% (1 Month LIBOR USD + 1.45%), 01/25/30 (e) (v)
  
              1,781
    
              1,756,839
Series 2021-1, Class M2, 3.25% (SOFR + 3.15%), 12/27/33 (e) (v)
  
              1,443
    
              1,320,814
Series 2019-1, Class M2, 3.66% (1 Month LIBOR USD + 3.20%), 02/25/29 (e) (v)
  
              2,769
    
              2,762,073
Series 2018-1, Class B1, 4.26% (1 Month LIBOR USD + 3.80%), 03/25/28 (e) (v)
  
              2,285
    
              2,269,752
Series 2020-2, Class M2, 6.06% (1 Month LIBOR USD + 5.60%), 10/25/30 (e) (v)
  
              1,742
    
              1,742,582
RALI Trust
          
Series 2007-QO3, Class A1, 0.78% (1 Month LIBOR USD + 0.32%), 03/25/47 (s) (v)
  
              1,273
    
              1,253,711
Series 2006-QO7, Class 2A1, 0.99% (12 Month US Treasury Average + 0.85%), 09/25/46 (v)
  
              5,722
    
              5,162,032
Series 2006-QS3, Class 1A10, 6.00%, 03/25/36
  
              1,942
    
              1,805,329
Series 2006-QS14, Class A30, 75.31% (1 Month LIBOR USD + 81.25%), 11/25/36 (i) (v)
  
                   59
    
                 137,023
RFMSI Trust
          
Series 2007-S3, Class 1A5, 5.50%, 03/25/37
  
              1,391
    
              1,147,131
Seasoned Credit Risk Transfer Trust
          
Series 2021-1, Class M, 4.25%, 09/25/60 (e)
  
              2,000
    
              1,906,907
Securitized Asset Backed Receivables LLC Trust
          
Series 2007-NC1, Class A2B, 0.61% (1 Month LIBOR USD + 0.15%), 12/25/36 (s) (v)
  
              3,599
    
              2,162,555
Series 2006-NC3, Class A2B, 0.76% (1 Month LIBOR USD + 0.30%), 09/25/36 (s) (v)
  
              5,700
    
              2,377,393
STAR Trust
          
Series 2021-SFR2, Class F, 3.29% (1 Month LIBOR USD + 2.85%), 01/17/24 (e) (v)
  
              3,000
    
              2,859,378
Tricon American Homes
          
Series 2020-SFR1, Class F, 4.88%, 07/17/38 (e)
  
              1,808
    
              1,721,796
Washington Mutual Mortgage Pass-Through Certificates Trust
          
Series 2007-HY5, Class 1A1, 2.63%, 05/25/37
  
              1,999
    
              1,887,801
Series 2007-HY3, Class 4A1, 2.85%, 03/25/37
  
              6,122
    
              5,885,667
Series 2007-HY5, Class 3A1, 2.88%, 05/25/37
  
                 803
    
                 788,454
Series 2007-HY1, Class 4A1, 3.09%, 02/25/37
  
              5,669
    
              5,529,117
Wells Fargo Mortgage Backed Securities Trust
          
Series 2006-AR1, Class 2A5, 2.71%, 03/25/36
  
              1,220
    
              1,144,846
Series 2006-AR12, Class 2A1, 2.78%, 09/25/36
  
                 988
    
                 958,568
Western Mortgage Reference Notes
          
Series 2021-CL2, Class M4, 5.45% (SOFR + 5.35%), 07/25/59 (e) (v)
  
              1,912
    
              1,900,974
Total Residential Mortgage-Backed Securities
        
          261,695,043
Total SECURITIZED CREDIT
  
 
    
 
(Cost $428,063,111)
  
 
    
          399,884,204
CORPORATE CREDIT - 46.0%
          
Basic Industrial - 1.5%
          
Cascades, Inc., 5.38%, 01/15/28 (e) (r) (u)
  
              2,290
    
              2,287,137
Hexion, Inc., 7.88%, 07/15/27 (e) (r)
  
              2,475
    
              2,610,383
Mercer International, Inc., 5.13%, 02/01/29 (r) (u)
  
              1,340
    
              1,293,100
Methanex Corp., 5.25%, 12/15/29 (u)
  
              1,490
    
              1,518,809
NOVA Chemicals Corp., 4.25%, 05/15/29 (c) (e) (u)
  
              2,665
    
              2,454,572
Resolute Forest Products, Inc., 4.88%, 03/01/26 (e)
  
              1,440
    
              1,385,575
Tronox, Inc., 4.63%, 03/15/29 (e) (r)
  
              4,245
    
              3,969,075
Total Basic Industrial
        
            15,518,651
Construction & Building Materials - 2.4%
          
Ashton Woods USA LLC, 6.63%, 01/15/28 (c) (e)
  
              2,970
    
              3,042,913
Beazer Homes USA, Inc., 5.88%, 10/15/27 (r)
  
              2,330
    
              2,251,363
Builders FirstSource, Inc., 5.00%, 03/01/30 (e)
  
              1,600
    
              1,582,736
M/I Homes, Inc., 4.95%, 02/01/28 (c) (r)
  
              4,620
    
              4,354,350
Meritage Homes Corp., 5.13%, 06/06/27 (c)
  
              2,300
    
              2,346,000
Shea Homes LP, 4.75%, 04/01/29 (e)
  
              3,560
    
              3,329,472
Standard Industries, Inc., 3.38%, 01/15/31 (e) (r)
  
              2,510
    
              2,199,388
Taylor Morrison Communities, Inc., 5.88%, 06/15/27 (c) (e) (r)
  
              4,625
    
              4,810,000
Total Construction & Building Materials
        
            23,916,222
Diversified - 1.8%
          
Five Point Operating Company LP, 7.88%, 11/15/25 (c) (e)
  
              4,750
    
              4,860,675
Forestar Group, Inc., 5.00%, 03/01/28 (c) (e) (r)
  
              5,965
    
              5,592,187
The Howard Hughes Corp., 4.38%, 02/01/31 (c) (e)
  
              3,000
    
              2,821,500
The Howard Hughes Corp., 5.38%, 08/01/28 (e) (r)
  
              4,725
    
              4,743,806
Total Diversified
        
            18,018,168
Energy - 6.8%
          
Antero Resources Corp., 5.38%, 03/01/30 (e)
  
              1,500
    
              1,533,750
Apache Corp., 4.25%, 01/15/30 (r)
  
              2,860
    
              2,902,900
Baytex Energy Corp., 8.75%, 04/01/27 (e) (u)
  
                 825
    
                 884,813
BP Capital Markets PLC, 4.88% (Fixed until 06/22/30, then 5 Year U.S. Treasury Yield Curve Rate + 4.40%), Perpetual (r) (u) (v)
  
                 815
    
                 817,037
California Resources Corp., 7.13%, 02/01/26 (e) (r)
  
              3,447
    
              3,582,364
Callon Petroleum Co., 6.38%, 07/01/26
  
              1,191
    
              1,184,301
Callon Petroleum Co., 8.25%, 07/15/25
  
              1,310
    
              1,323,100
Chesapeake Energy Corp., 5.50%, 02/01/26 (e)
  
              1,585
    
              1,623,947
Civitas Resources, Inc., 5.00%, 10/15/26 (e) (r)
  
              2,525
    
              2,502,982
Comstock Resources, Inc., 6.75%, 03/01/29 (e) (r)
  
              4,513
    
              4,655,521
Continental Resources, Inc., 5.75%, 01/15/31 (e) (r)
  
              3,059
    
              3,345,934
Crescent Energy Finance LLC, 7.25%, 05/01/26 (c) (e)
  
              3,135
    
              3,149,609
Endeavor Energy Resources LP, 6.63%, 07/15/25 (c) (e)
  
              3,285
    
              3,408,188
EQT Corp., 7.50%, 02/01/30
  
              2,331
    
              2,699,158
MEG Energy Corp., 6.50%, 01/15/25 (e) (u)
  
                 496
    
                 504,060
MEG Energy Corp., 7.13%, 02/01/27 (e) (u)
  
              3,275
    
              3,428,925
Moss Creek Resources Holdings, Inc., 10.50%, 05/15/27 (e)
  
              1,640
    
              1,607,659
Occidental Petroleum Corp., 3.50%, 08/15/29 (r)
  
            10,045
    
              9,904,420
Occidental Petroleum Corp., 8.88%, 07/15/30
  
              7,222
    
              9,244,160
Range Resources Corp., 8.25%, 01/15/29
  
              1,750
    
              1,917,842
Southwestern Energy Co., 5.38%, 02/01/29 (r)
  
              4,205
    
              4,273,331
Transocean Proteus Ltd., 6.25%, 12/01/24 (c) (e)
  
              4,406
    
              4,372,955
Total Energy
        
            68,866,956
Health Facilities - 1.8%
          
CHS/Community Health Systems, Inc., 4.75%, 02/15/31 (e)
  
              8,495
    
              8,027,775
Tenet Healthcare Corp., 6.13%, 10/01/28 (c) (e)
  
            10,300
    
            10,467,375
Total Health Facilities
        
            18,495,150
Infrastructure Services - 0.4%
          
GFL Environmental, Inc., 3.50%, 09/01/28 (e) (r) (u)
  
              2,910
    
              2,736,306
Terex Corp., 5.00%, 05/15/29 (e)
  
              1,430
    
              1,371,756
Total Infrastructure Services
        
              4,108,062
Leisure - 4.0%
          
Boyd Gaming Corp., 4.75%, 12/01/27 (c)
  
              4,662
    
              4,625,310
Boyd Gaming Corp., 4.75%, 06/15/31 (e)
  
              1,250
    
              1,204,688
Caesars Entertainment, Inc., 4.63%, 10/15/29 (e)
  
              2,600
    
              2,439,814
Cedar Fair LP, 5.25%, 07/15/29 (r)
  
              4,415
    
              4,348,863
International Game Technology PLC, 5.25%, 01/15/29 (e) (r)
  
              3,500
    
              3,500,560
MGM Growth Properties Operating Partnership LP, 4.50%, 01/15/28 (c)
  
              4,800
    
              4,836,000
Park Intermediate Holdings LLC, 5.88%, 10/01/28 (e) (r)
  
              4,585
    
              4,562,075
RHP Hotel Properties LP, 4.50%, 02/15/29 (e)
  
              2,590
    
              2,434,600
Scientific Games International, Inc., 8.25%, 03/15/26 (e)
  
              3,200
    
              3,332,000
Six Flags Entertainment Corp., 5.50%, 04/15/27 (e)
  
              2,845
    
              2,846,821
Station Casinos LLC, 4.50%, 02/15/28 (c) (e) (r)
  
              4,790
    
              4,561,038
Station Casinos LLC, 4.63%, 12/01/31 (e)
  
                 654
    
                 598,214
Wynn Las Vegas LLC, 5.50%, 03/01/25 (e)
  
              1,455
    
              1,455,029
Total Leisure
        
            40,745,012
Media - 4.9%
          
Cable One, Inc., 4.00%, 11/15/30 (c) (e)
  
              4,650
    
              4,288,323
CCO Holdings LLC, 4.75%, 03/01/30 (c) (e) (r)
  
            16,350
    
            15,690,196
CSC Holdings LLC, 4.50%, 11/15/31 (c) (e)
  
              7,092
    
              6,347,340
CSC Holdings LLC, 4.63%, 12/01/30 (e) (r)
  
              5,545
    
              4,637,228
DISH DBS Corp., 5.13%, 06/01/29 (c)
  
              4,960
    
              4,223,887
DISH DBS Corp., 5.25%, 12/01/26 (e)
  
              1,172
    
              1,115,685
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28 (e) (u)
  
              2,800
    
              2,702,000
UPC Broadband Finco BV, 4.88%, 07/15/31 (e) (u)
  
              1,698
    
              1,605,102
Videotron Ltd., 3.63%, 06/15/29 (e) (u)
  
              1,465
    
              1,347,800
Virgin Media Secured Finance PLC, 4.50%, 08/15/30 (c) (e) (r) (u)
  
              4,675
    
              4,359,437
VZ Secured Financing BV, 5.00%, 01/15/32 (e) (u)
  
              1,145
    
              1,070,575
Ziggo Bond Company BV, 5.13%, 02/28/30 (e) (u)
  
              1,790
    
              1,665,828
Total Media
        
            49,053,401
Metals & Mining - 0.6%
          
Cleveland-Cliffs, Inc., 6.75%, 03/15/26 (e)
  
              2,000
    
              2,100,000
First Quantum Minerals Ltd., 7.50%, 04/01/25 (e) (r) (u)
  
              1,200
    
              1,218,000
Hudbay Minerals, Inc., 4.50%, 04/01/26 (e) (u)
  
              2,410
    
              2,349,750
Total Metals & Mining
        
              5,667,750
Oil Gas Transportation & Distribution - 9.5%
          
Antero Midstream Partners LP, 5.38%, 06/15/29 (c) (e)
  
              4,400
    
              4,395,512
Blue Racer Midstream LLC, 6.63%, 07/15/26 (e)
  
              1,220
    
              1,239,154
Buckeye Partners LP, 4.13%, 12/01/27 (c)
  
              2,750
    
              2,626,250
Buckeye Partners LP, 6.38% (3 Month LIBOR USD + 4.02%), 01/22/78 (v)
  
              1,260
    
              1,045,800
Crestwood Midstream Partners LP, 6.00%, 02/01/29 (e) (r)
  
              2,500
    
              2,490,625
DCP Midstream LP, 7.38% (Fixed until 12/15/22, then 3 Month LIBOR USD + 5.15%), Perpetual (v)
  
              3,525
    
              3,384,000
DCP Midstream Operating LP, 5.85% (3 Month LIBOR USD + 3.85%), 05/21/43 (c) (e) (v)
  
              2,725
    
              2,535,476
DT Midstream, Inc., 4.13%, 06/15/29 (c) (e)
  
              4,420
    
              4,237,918
Energy Transfer LP, 3.33% (3 Month LIBOR USD + 3.02%), 11/01/66 (c) (v)
  
              6,500
    
              5,405,400
Energy Transfer LP, 6.75% (Fixed until 05/15/25, then 5 Year U.S. Treasury Yield Curve Rate + 5.13%), Perpetual (c) (r) (v)
  
              2,519
    
              2,449,727
Energy Transfer LP, 7.13% (Fixed until 05/15/30, then 5 Year U.S. Treasury Yield Curve Rate + 5.31%), Perpetual (v)
  
              1,047
    
              1,026,060
EnLink Midstream LLC, 5.38%, 06/01/29 (r)
  
              4,975
    
              4,975,000
EnLink Midstream Partners LP, 6.00% (Fixed until 12/15/22, then 3 Month LIBOR USD + 4.11%), Perpetual (v)
  
              2,825
    
              2,071,940
EQM Midstream Partners LP, 4.50%, 01/15/29 (c) (e) (r)
  
              8,660
    
              8,146,549
Ferrellgas LP, 5.38%, 04/01/26 (e)
  
              1,875
    
              1,780,650
Genesis Energy LP, 6.50%, 10/01/25 (c)
  
              3,665
    
              3,614,790
Genesis Energy LP, 8.00%, 01/15/27
  
                 674
    
                 689,340
Global Partners LP, 7.00%, 08/01/27 (c)
  
              2,750
    
              2,750,000
Holly Energy Partners LP, 5.00%, 02/01/28 (c) (e) (r)
  
              7,052
    
              6,690,514
MPLX LP, 6.88% (Fixed until 02/15/23, then 3 Month LIBOR USD + 4.65%), Perpetual (c) (v)
  
              7,000
    
              6,860,000
NuStar Logistics LP, 5.75%, 10/01/25 (c)
  
              2,052
    
              2,090,475
Parkland Corp., 4.50%, 10/01/29 (c) (e) (u)
  
              3,247
    
              3,010,440
Plains All American Pipeline LP, 6.13% (Fixed until 11/15/22, then 3 Month LIBOR USD + 4.11%), Perpetual (c) (r) (v)
  
              2,645
    
              2,242,960
Suburban Propane Partners LP, 5.00%, 06/01/31 (e)
  
              3,389
    
              3,177,187
Sunoco LP, 4.50%, 05/15/29
  
              1,981
    
              1,868,945
Tallgrass Energy Partners LP, 6.00%, 12/31/30 (c) (e) (r)
  
              6,169
    
              5,986,089
TransCanada PipeLines Ltd., 2.72% (3 Month LIBOR USD + 2.21%), 05/15/67 (u) (v)
  
              6,215
    
              5,142,912
Western Midstream Operating LP, 4.75%, 08/15/28 (r)
  
              4,050
    
              4,180,127
Total Oil Gas Transportation & Distribution
        
            96,113,840
Other Real Estate - 0.2%
          
Wynn Resorts Finance LLC, 5.13%, 10/01/29 (e)
  
              2,175
    
              2,044,500
Real Estate - 3.5%
          
EPR Properties, 3.75%, 08/15/29 (c) (r)
  
              4,990
    
              4,671,472
Global Net Lease, Inc., 3.75%, 12/15/27 (e)
  
              2,510
    
              2,317,103
Iron Mountain, Inc., 4.88%, 09/15/29 (c) (e)
  
              4,750
    
              4,521,382
iStar, Inc., 5.50%, 02/15/26 (c) (r)
  
              7,105
    
              7,211,575
RLJ Lodging Trust LP, 3.75%, 07/01/26 (c) (e)
  
              5,045
    
              4,792,750
Service Properties Trust, 4.35%, 10/01/24
  
              2,750
    
              2,651,275
Service Properties Trust, 4.95%, 10/01/29
  
              2,555
    
              2,203,687
Starwood Property Trust, Inc., 3.63%, 07/15/26 (c) (e)
  
              7,272
    
              6,943,815
Total Real Estate
        
            35,313,059
Telecommunication Services - 4.3%
          
Altice France SA, 5.50%, 01/15/28 (c) (e) (u)
  
              5,800
    
              5,378,340
Cablevision Lightpath LLC, 5.63%, 09/15/28 (e) (r)
  
              5,025
    
              4,585,312
Cogent Communications Group, Inc., 3.50%, 05/01/26 (e) (r)
  
              3,390
    
              3,220,500
Consolidated Communications, Inc., 6.50%, 10/01/28 (e) (r)
  
              5,310
    
              4,892,634
Frontier Communications Holdings LLC, 5.00%, 05/01/28 (e) (r)
  
              2,440
    
              2,342,400
Level 3 Financing, Inc., 4.63%, 09/15/27 (c) (e)
  
              4,500
    
              4,268,992
T-Mobile USA, Inc., 3.50%, 04/15/31 (c) (r)
  
              9,037
    
              8,517,373
Vodafone Group PLC, 7.00% (5 Year Swap Rate USD + 4.87%), 04/04/79 (u) (v)
  
                 875
    
                 964,661
Windstream Escrow LLC, 7.75%, 08/15/28 (e)
  
              3,465
    
              3,508,313
Zayo Group Holdings, Inc., 4.00%, 03/01/27 (e) (r)
  
              5,550
    
              5,107,277
Total Telecommunication Services
        
            42,785,802
Utility - 4.3%
          
Atlantica Sustainable Infrastructure PLC, 4.13%, 06/15/28 (c) (e) (u)
  
              4,845
    
              4,668,933
Calpine Corp., 5.13%, 03/15/28 (c) (e) (r)
  
              7,405
    
              7,053,855
CenterPoint Energy, Inc., 6.13% (Fixed until 09/01/23, then 3 Month LIBOR USD + 3.27%), Perpetual (v)
  
                 580
    
                 571,300
Clearway Energy Operating LLC, 3.75%, 02/15/31 (e) (r)
  
              3,297
    
              3,083,008
CMS Energy Corp., 4.75% (5 Year U.S. Treasury Yield Curve Rate + 4.12%), 06/01/50  (v)
  
                 940
    
                 930,600
Dominion Energy, Inc., 4.65% (Fixed until 12/15/24, then 5 Year U.S. Treasury Yield Curve Rate + 2.99%), Perpetual (v)
  
                 785
    
                 777,150
Duke Energy Corp., 4.88% (Fixed until 09/16/24, then 5 Year U.S. Treasury Yield Curve Rate + 3.39%), Perpetual (v)
  
                 610
    
                 616,484
Emera, Inc., 6.75% (3 Month LIBOR USD + 5.44%), 06/15/76 (c) (r) (u) (v)
  
              5,200
    
              5,473,000
NextEra Energy Capital Holdings, Inc., 2.95% (3 Month LIBOR USD + 2.13%), 06/15/67 (c) (v)
  
              1,914
    
              1,645,556
NextEra Energy Capital Holdings, Inc., 3.80% (5 Year U.S. Treasury Yield Curve Rate + 2.55%), 03/15/82 (c) (v)
  
              2,055
    
              1,891,068
NRG Energy, Inc., 3.63%, 02/15/31 (e) (r)
  
              2,393
    
              2,104,859
NRG Energy, Inc., 6.63%, 01/15/27 (r)
  
              2,159
    
              2,227,095
Pattern Energy Operations LP, 4.50%, 08/15/28 (c) (e)
  
              3,500
    
              3,395,000
PPL Capital Funding, Inc., 3.66% (3 Month LIBOR USD + 2.67%), 03/30/67 (v)
  
              3,550
    
              3,115,125
Sempra Energy, 4.88% (Fixed until 10/15/25, then 5 Year U.S. Treasury Yield Curve Rate + 4.55%), Perpetual (c) (v)
  
              2,240
    
              2,251,200
WEC Energy Group, Inc., 2.62% (3 Month LIBOR USD + 2.11%), 05/15/67 (v)
  
              4,000
    
              3,392,000
Total Utility
  
 
    
            43,196,233
Total CORPORATE CREDIT
  
 
    
 
(Cost $474,528,424)
  
 
    
          463,842,806
TERM LOANS - 4.1%
          
Buckeye Partners LP, 2.71%, (1 Month LIBOR + 2.25%), 11/01/26 (v)
  
              1,965
    
              1,948,879
Caesars Resort Collection LLC, 3.70% (3 Month LIBOR + 2.75%), 12/22/24 (v)
  
              5,984
    
              5,947,013
Directv Financing LLC, 5.75% (1 Month LIBOR + 5.00%), 08/02/27 (v)
  
              5,865
    
              5,852,038
Fertitta Entertainment LLC, 4.50% (SOFR + 4.00%), 01/27/29 (v)
  
              2,000
    
              1,987,500
Frontier Communications Holdings LLC, 4.50% (1 Month LIBOR + 3.75%), 10/08/21 (v)
  
              4,963
    
              4,879,775
GIP II Blue Holding LP, 5.50% (1 Month LIBOR + 4.50%), 09/29/28 (v)
  
              7,980
    
              7,940,100
Lumen Technologies, Inc., 2.71% (1 Month LIBOR + 2.25%), 03/15/27 (v)
  
              4,987
    
              4,848,581
Pacific Gas and Electric Co., 3.50% (1 Month LIBOR + 2.25%), 06/23/25 (v)
  
              2,475
    
              2,440,845
Parkway Generation LLC, 5.50% (1 Month LIBOR + 4.75%), 02/18/29 (v)
  
                 368
    
                 359,671
Parkway Generation LLC, 5.50% (1 Month LIBOR + 4.75%), 02/18/29 (v)
  
              2,632
    
              2,565,790
Southwestern Energy Co. 3.00% (SOFR + 2.50%), 06/22/27 (v)
  
                 500
    
                 498,750
Vistra Energy Corp., 0.00%, 10/31/25
  
                   26
    
                        333
WideOpenWest, 3.50% (SOFR + 3.00%), 12/20/28 (v)
  
              2,743
    
              2,722,552
Total TERM LOANS
  
 
    
 
(Cost $42,369,462)
  
 
    
            41,991,827
 
  
Shares
    
Value
PREFERRED STOCKS - 0.5%
          
Oil Gas Transportation & Distribution - 0.3%
          
Crestwood Equity Partners LP, 9.25% (c)
  
          113,647
    
 $            1,091,011
Global Partners LP, Series B, 9.50% (c)
  
            23,600
    
                 623,800
NuStar Energy LP, Series B, 7.63% (3 Month LIBOR USD + 5.64%) (c) (v)
  
            41,662
    
                 883,651
Total Oil Gas Transportation & Distribution
        
              2,598,462
Pipelines - 0.0%
          
Enbridge, Inc., Series B, 6.38% (3 Month LIBOR USD + 3.59%) (c) (u) (v)
  
            15,600
    
                 401,700
Telecommunication Services - 0.1%
          
AT&T, Inc., Series C, 4.75% (c)
  
            36,517
    
                 798,992
Utility - 0.1%
          
SCE Trust V, Series K, 5.45% (3 Month LIBOR USD + 3.79%) (c) (v)
  
            40,700
    
              1,017,093
Total PREFERRED STOCKS
  
 
    
 
(Cost $4,591,663)
  
 
    
              4,816,247
CONVERTIBLE PREFERRED STOCK - 1.1%
          
Oil Gas Transportation & Distribution - 1.1%
          
Targa Resources Corp., Series A, 9.50% (Acquired 05/06/21, Cost $10,600,000) (p)
  
            10,000
    
            10,795,287
Total CONVERTIBLE PREFERRED STOCK
  
 
    
 
(Cost $10,524,000)
  
 
    
            10,795,287
COMMON STOCKS - 45.9%
          
Airports - 1.3%
          
Aena SME SA (e) (n) (u)
  
            35,216
    
              5,870,550
Fraport AG Frankfurt Airport Services Worldwide (n) (u)
  
            18,273
    
              1,012,940
Grupo Aeroportuario del Pacifico SAB de CV (c) (u)
  
          365,442
    
              5,890,984
Hainan Meilan International Airport Company Ltd. (n) (u)
  
          304,841
    
                 694,697
Total Airports
        
            13,469,171
Clean Power - 0.2%
          
Exelon Corp.
  
            22,400
    
              1,066,912
Fortis, Inc. (u)
  
            10,600
    
                 524,256
Mercury NZ Ltd. (u)
  
          127,600
    
                 523,815
Total Clean Power
        
              2,114,983
Clean Technology - 0.2%
          
Itron, Inc. (c) (n)
  
              9,900
    
                 521,532
Nexans SA (u)
  
              6,800
    
                 636,350
RAI Way SpA (u)
  
          125,400
    
                 783,900
Total Clean Technology
        
              1,941,782
Communications - 1.6%
          
Crown Castle International Corp. (c)
  
            61,000
    
            11,260,600
SBA Communications Corp. (c)
  
            14,600
    
              5,023,860
Total Communications
        
            16,284,460
Communications Infrastructure - 0.9%
          
Cellnex Telecom SA (e) (u)
  
          149,100
    
              7,175,388
China Tower Corporation Ltd. (e) (u)
  
     14,896,134
    
              1,667,508
Total Communications Infrastructure
        
              8,842,896
Datacenters - 0.4%
          
Digital Realty Trust, Inc. (c)
  
            29,590
    
              4,195,862
Diversified - 1.5%
          
CapitaLand Integrated Commercial Trust (u)
  
          955,483
    
              1,580,694
City Developments Ltd. (u)
  
          323,011
    
              1,867,236
Hufvudstaden AB (c) (u)
  
            94,256
    
              1,337,865
Merlin Properties Socimi SA (c) (u)
  
          270,027
    
              3,156,952
Sun Hung Kai Properties Ltd. (u)
  
          234,299
    
              2,787,569
Swire Properties Ltd. (u)
  
          527,977
    
              1,304,738
The GPT Group (c) (u)
  
          388,877
    
              1,500,022
United Urban Investment Corp. (u)
  
              1,062
    
              1,224,004
Total Diversified
        
            14,759,080
Electricity Transmission & Distribution - 3.2%
          
CenterPoint Energy, Inc. (c)
  
          223,900
    
              6,860,296
National Grid PLC (c) (u)
  
          642,316
    
              9,871,223
PG&E Corp. (c) (n)
  
          449,424
    
              5,366,123
Sempra Energy (c)
  
            62,283
    
            10,471,018
Total Electricity Transmission & Distribution
        
            32,568,660
Gas Utilities - 1.9%
          
Atmos Energy Corp. (c)
  
            49,900
    
              5,962,551
China Resources Gas Group Ltd. (u)
  
          563,043
    
              2,369,778
ENN Energy Holdings Ltd. (u)
  
          104,685
    
              1,563,568
NiSource, Inc. (c)
  
          223,711
    
              7,114,010
Tokyo Gas Company Ltd. (c) (u)
  
          132,798
    
              2,431,161
Total Gas Utilities
        
            19,441,068
Healthcare - 1.2%
          
Healthpeak Properties, Inc. (c)
  
            95,100
    
              3,264,783
Ventas, Inc. (c)
  
            66,060
    
              4,079,866
Welltower, Inc. (c)
  
            52,525
    
              5,049,753
Total Healthcare
        
            12,394,402
Hotel - 1.0%
          
Accor SA (c) (n) (u)
  
            41,608
    
              1,340,587
Invincible Investment Corp. (c) (u)
  
              4,018
    
              1,386,780
Japan Hotel REIT Investment Corp. (c) (u)
  
              2,608
    
              1,329,625
Park Hotels & Resorts, Inc. (c)
  
          165,122
    
              3,224,833
Pebblebrook Hotel Trust (c)
  
          125,545
    
              3,073,341
Total Hotel
        
            10,355,166
Industrial - 1.7%
          
Americold Realty Trust (c)
  
            75,429
    
              2,102,960
GLP J-REIT (u)
  
              1,805
    
              2,742,701
LaSalle Logiport REIT (u)
  
                 556
    
                 799,721
Mitsui Fudosan Logistics Park, Inc. (c) (u)
  
                 451
    
              2,126,759
Prologis, Inc. (c)
  
            50,145
    
              8,097,415
Tritax EuroBox PLC (c) (e) (u)
  
          925,053
    
              1,279,444
Total Industrial
        
            17,149,000
Manufactured Homes - 0.4%
          
Ingenia Communities Group (u)
  
          441,800
    
              1,667,885
Sun Communities, Inc. (c)
  
            15,282
    
              2,678,782
Total Manufactured Homes
        
              4,346,667
Midstream - 2.7%
          
Cheniere Energy, Inc. (c)
  
            72,877
    
            10,104,396
Equitrans Midstream Corp. (c)
  
          538,931
    
              4,548,577
Targa Resources Corp. (c)
  
          129,793
    
              9,795,478
The Williams Companies, Inc. (c)
  
            79,814
    
              2,666,586
Total Midstream
        
            27,115,037
Net Lease - 0.9%
          
Agree Realty Corp. (c)
  
            32,500
    
              2,156,700
EPR Properties (c)
  
            51,400
    
              2,812,094
VICI Properties, Inc. (c)
  
          129,423
    
              3,683,379
Total Net Lease
        
              8,652,173
Office - 1.5%
          
Alexandria Real Estate Equities, Inc. (c)
  
            10,490
    
              2,111,112
Allied Properties Real Estate Investment Trust (c) (u)
  
            35,941
    
              1,340,582
Covivio (c) (u)
  
            22,661
    
              1,803,463
Derwent London PLC (c) (u)
  
            40,946
    
              1,718,756
Dexus (c) (u)
  
          179,850
    
              1,468,059
Gecina SA (c) (u)
  
            14,879
    
              1,875,185
Highwoods Properties, Inc. (c)
  
            44,850
    
              2,051,439
Kilroy Realty Corp.
  
            19,618
    
              1,499,208
Mitsui Fudosan Company Ltd. (c) (u)
  
            59,303
    
              1,269,222
Total Office
        
            15,137,026
Pipeline (MLP) - 1.6%
          
Energy Transfer LP (c)
  
          257,308
    
              2,879,277
Enterprise Products Partners LP (c)
  
          104,698
    
              2,702,255
Magellan Midstream Partners LP
  
            48,263
    
              2,368,265
MPLX LP (c)
  
            74,355
    
              2,467,099
Plains All American Pipeline LP (c)
  
          231,104
    
              2,486,679
Thunderbird Resources Equity, Inc. (f) (n)
  
                   11
    
                          11
Western Midstream Partners LP (c)
  
          109,513
    
              2,761,918
Total Pipeline (MLP)
        
            15,665,504
Pipelines - 2.2%
          
Enbridge, Inc. (c) (u)
  
          281,383
    
            12,953,319
Enbridge, Inc. (u)
  
            57,414
    
              2,646,211
Kinder Morgan, Inc. (c)
  
          135,588
    
              2,563,969
Plains GP Holdings LP (c)
  
          348,200
    
              4,021,710
Total Pipelines
        
            22,185,209
Rail - 3.1%
          
Canadian Pacific Railway Ltd. (c) (u)
  
          104,600
    
              8,633,066
CSX Corp. (c)
  
          233,300
    
              8,737,085
East Japan Railway Co. (c) (u)
  
            93,100
    
              5,388,397
MTR Corporation Ltd. (u)
  
          332,374
    
              1,789,923
Rumo SA (c) (n) (u)
  
       1,085,896
    
              4,237,710
West Japan Railway Co. (u)
  
            52,479
    
              2,174,511
Total Rail
        
            30,960,692
Renewables/Electric Generation - 8.3%
          
Ameren Corp.
  
            36,887
    
              3,458,525
CMS Energy Corp. (c)
  
            30,605
    
              2,140,514
Dominion Energy, Inc. (c)
  
          160,900
    
            13,671,673
Drax Group PLC (c) (u)
  
          162,600
    
              1,672,115
Engie SA (u)
  
          211,000
    
              2,774,032
Entergy Corp. (c)
  
            72,155
    
              8,424,096
FirstEnergy Corp. (c)
  
          226,100
    
            10,368,946
Hera SpA (c) (u)
  
          900,995
    
              3,319,421
NextEra Energy, Inc. (c)
  
          217,500
    
            18,424,425
SSE PLC (c) (u)
  
          241,071
    
              5,508,226
Veolia Environnement SA (u)
  
          154,028
    
              4,938,701
Xcel Energy, Inc. (c)
  
          119,300
    
              8,609,881
Total Renewables/Electric Generation
        
            83,310,555
Residential - 2.6%
          
American Homes 4 Rent (c)
  
            48,065
    
              1,924,042
Essex Property Trust, Inc. (c)
  
            13,499
    
              4,663,635
InterRent Real Estate Investment Trust (c) (u)
  
          213,203
    
              2,726,966
Invitation Homes, Inc. (c)
  
            98,912
    
              3,974,284
Mid-America Apartment Communities, Inc. (c)
  
            18,635
    
              3,903,101
The UNITE Group PLC (c) (u)
  
          132,215
    
              2,002,713
UDR, Inc. (c)
  
            74,204
    
              4,257,083
Vonovia SE (u)
  
            70,050
    
              3,265,077
Total Residential
        
            26,716,901
Retail - 1.8%
          
Capital & Counties Properties PLC (c) (u)
  
          932,009
    
              2,126,788
Federal Realty Investment Trust (c)
  
            20,600
    
              2,514,642
Hammerson PLC (c) (u)
  
       2,658,163
    
              1,153,021
Shaftesbury PLC (c) (u)
  
          232,988
    
              1,880,053
Simon Property Group, Inc. (c)
  
            34,337
    
              4,517,376
Unibail-Rodamco-Westfield (c) (n) (u)
  
            60,697
    
              4,546,671
Wharf Real Estate Investment Company Ltd. (u)
  
          288,425
    
              1,425,472
Total Retail
        
            18,164,023
Self Storage - 0.6%
          
National Storage REIT (c) (u)
  
          406,400
    
                 817,649
Public Storage
  
            13,067
    
              5,099,789
Total Self Storage
        
              5,917,438
Toll Roads - 3.1%
          
Atlantia SpA (c) (u)
  
          414,078
    
              8,609,788
CCR SA (u)
  
       1,515,357
    
              4,370,013
Ferrovial SA (c) (u)
  
          145,617
    
              3,872,685
Getlink SE (c) (u)
  
          203,300
    
              3,661,384
Transurban Group (c) (u)
  
       1,054,472
    
            10,654,356
Total Toll Roads
        
            31,168,226
Utility - 0.1%
          
Vistra Corp. (c)
  
            25,848
    
                 600,966
Water - 0.5%
          
Aguas Andinas SA (u)
  
     10,076,235
    
              2,142,547
Guangdong Investment Ltd. (u)
  
       2,070,192
    
              2,820,516
Total Water
        
              4,963,063
Water Sustainability - 0.3%
          
American Water Works Company, Inc. (c)
  
              5,700
    
                 943,521
Essential Utilities, Inc. (c)
  
            13,100
    
                 669,803
Severn Trent PLC (u)
  
            20,000
    
                 806,083
Xylem, Inc.
  
              5,100
    
                 434,826
Total Water Sustainability
        
              2,854,233
Wind & Solar - 1.1%
          
Atlantica Sustainable Infrastructure PLC (c) (u)
  
            16,800
    
                 589,176
Azure Power Global Ltd. (c) (n) (u)
  
            13,100
    
                 217,984
Boralex, Inc. (u)
  
            16,900
    
                 547,765
China Longyuan Power Group Corporation Ltd. (u)
  
          243,000
    
                 546,202
Clearway Energy, Inc. (c)
  
            31,700
    
              1,157,367
Corp ACCIONA Energias Renovables SA (u)
  
            14,500
    
                 536,034
EDP Renovaveis SA (u)
  
            18,400
    
                 473,080
Enel SpA (u)
  
          204,800
    
              1,367,407
Enphase Energy, Inc. (n)
  
              3,200
    
                 645,696
Greencoat Renewables PLC (c) (u)
  
          403,700
    
                 505,508
Iberdrola SA (c) (u)
  
          115,009
    
              1,257,053
Neoen SA (e) (u)
  
              8,000
    
                 339,862
NextEra Energy Partners LP (c)
  
              7,000
    
                 583,520
Omega Energia SA (n) (u)
  
          155,950
    
                 391,427
Orsted A/S (e) (u)
  
              8,900
    
              1,114,026
Sunrun, Inc. (c) (n)
  
            20,000
    
                 607,400
Vestas Wind Systems A/S (u)
  
            17,800
    
                 522,160
Total Wind & Solar
        
            11,401,667
Total COMMON STOCKS
  
 
    
 
(Cost $386,437,844)
  
 
    
          462,675,910
MONEY MARKET FUND - 1.0%
          
First American Treasury Obligations Fund, Class X, 0.22% (y)
  
       9,935,651
    
              9,935,651
Total MONEY MARKET FUND
  
 
    
 
(Cost $9,935,651)
  
 
    
              9,935,651
Total Investments - 138.4%
  
 
    
 
(Cost $1,358,201,024)
        
       1,395,839,704
Liabilities in Excess of Other Assets - (38.4)%
  
 
    
         (387,580,755)
TOTAL NET ASSETS - 100.0%
  
 
   $
    1,008,258,949
 The following notes should be read in conjunction with the accompanying Schedule of Investments.
          

EURIBOR - Euro Interbank Offered Rate
          
GBP - British Pound Sterling
          
LIBOR - London Interbank Offered Rate
          
LLC - Limited Liability Company
          
LP - Limited Partnership
          
MLP - Master Limited Partnership
          
SOFR - Secured Overnight Financial Rate
          
SONIA - Sterling Overnight Index Average
          
USD - United States Dollar
          
(c) - All or a portion of this security is pledged as collateral for credit facility. As of March 31, 2022, the total value of the collateral was $514,532,603.
  
(e) - Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2022, the total value of all such securities was $554,615,522 or 55.0% of net assets.
  
(f) - Security fair valued in good faith pursuant to the fair value procedures adopted by the Board of Directors. As of March 31, 2022, the total value of all such securities was $17,974,388 or 1.8% of net assets. These securities are characterized as a Level 3 securities within the disclosure hierarchy. Level 3 security values are determined using significant unobservable inputs.
  
(i) - Security is an inverse floating rate bond. Reference interest rates are typically based on a negative multiplier or slope.
  
(n) - Non-income producing security.
          
(p) - Restricted security. Purchased in a private placement transaction; resale to the public may require registration. As of March 31, 2022, the total value of all such securities was $13,122,333 or 1.3% of net assets.
  
(r) - Portion or entire principal amount delivered as collateral for reverse repurchase agreements. As of March 31, 2022, the total value of the collateral was $128,346,413.
  
(s) - Security is a “step up” bond where the coupon increases or steps up at a predetermined date. Interest rate shown is the rate in effect as of March 31, 2022.
  
(u) - Foreign security or a U.S. security of a foreign company.
          
(v) - Variable rate security –Interest rate is based on reference rate and spread or based on the underlying assets. Interest rate may also be subject to a cap or floor.
  
(y) - The rate quoted is the annualized seven-day yield as of March 31, 2022.
          

Forward Currency Contracts:
All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of March 31, 2022, the following forward currency contracts were outstanding:

Settlement Date
  
Currency to be Delivered
  
U.S. $ Value at
March 31, 2022
    
Currency to be Received
  
U.S. $ Value at
March 31, 2022
    
Unrealized
Appreciation
  
Apr 20 2022
    
4,850,600
  
EUR
  
$
5,369,112
      
5,572,695
  
 USD
  
$
5,572,695
    
$
203,583
  
Apr 20 2022
    
2,330,756
  
USD
    
2,330,756
      
2,116,339
  
 EUR
    
2,342,568
      
11,812
  
Apr 20 2022
    
1,344,392
  
GBP
    
1,765,815
      
1,845,673
  
 USD
    
1,845,673
      
79,858
  
                                       
$
295,253
  

Notes to Schedule of Investments (Unaudited)

Valuation of Investments: The Board of Trustees (the “Board”) has adopted procedures for the valuation of the Fund’s securities. The Adviser oversees the day to day responsibilities for valuation determinations under these procedures. The Board regularly reviews the application of these procedures to the securities in the Fund’s portfolio. The Adviser’s Valuation Committee is comprised of senior members of the Adviser’s management team.

Investments in equity securities listed or traded on any securities exchange or traded in the over-the-counter market are valued at the last trade price as of the close of business on the valuation date. If the NYSE closes early, then the equity security will be valued at the last traded price before the NYSE close. Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE close. When fair value pricing is employed, the value of the portfolio securities used to calculate the Fund’s net asset value (“NAV”) may differ from quoted or official closing prices. Investments in open-end registered investment companies, if any, are valued at the NAV as reported by those investment companies.

Debt securities, including U.S. government securities, listed corporate bonds, other fixed income and asset-backed securities, and unlisted securities and private placement securities, are generally valued at the bid prices furnished by an independent pricing service or, if not valued by an independent pricing service, using bid prices obtained from active and reliable market makers in any such security or a broker-dealer. Valuations from broker-dealers or pricing services consider appropriate factors such as market activity, market activity of comparable securities, yield, estimated default rates, timing of payments, underlying collateral, coupon rate, maturity date, and other factors. Short-term debt securities with remaining maturities of sixty days or less are valued at amortized cost of discount or premium to maturity, unless such valuation, in the judgment of the Adviser’s Valuation Committee, does not represent fair value.

Over-the-counter financial derivative instruments, such as forward currency contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

Securities for which market prices are not readily available, cannot be determined using the sources described above, or the Adviser’s Valuation Committee determines that the quotation or price for a portfolio security provided by a broker-dealer or an independent pricing service is inaccurate will be valued at a fair value determined by the Adviser’s Valuation Committee following the procedures adopted by the Adviser under the supervision of the Board. The Adviser’s valuation policy establishes parameters for the sources, methodologies, and inputs the Adviser’s Valuation Committee uses in determining fair value.
 
The fair valuation methodology may include or consider the following guidelines, as appropriate: (1) evaluation of all relevant factors, including but not limited to, pricing history, current market level, supply and demand of the respective security; (2) comparison to the values and current pricing of securities that have comparable characteristics; (3) knowledge of historical market information with respect to the security; (4) other factors relevant to the security which would include, but not be limited to, duration, yield, fundamental analytical data, the Treasury yield curve, and credit quality. The fair value may be difficult to determine and thus judgment plays a greater role in the valuation process. Imprecision in estimating fair value can also impact the amount of unrealized appreciation or depreciation recorded for a particular portfolio security and differences in the assumptions used could result in a different determination of fair value, and those differences could be material. For those securities valued by fair valuations, the Adviser’s Valuation Committee reviews and affirms the reasonableness of the valuations based on such methodologies and fair valuation determinations on a regular basis after considering all relevant information that is reasonably available. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund’s NAV.

A three-tier hierarchy has been established to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 - quoted prices in active markets for identical assets or liabilities

Level 2 - quoted prices in markets that are not active or other significant observable inputs (including, but not limited to: quoted prices for similar assets or liabilities, quoted prices based on recently executed
transactions, interest rates, credit risk, etc.)

Level 3 - significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of assets or liabilities)

The following table summarizes the Fund’s investments valuation inputs categorized in the disclosure hierarchy as of March 31, 2022:

                           
     
Level 1
    
Level 2
    
Level 3
    
Total
  
 
U.S. Government & Agency Obligations
  
$
-
    
$
1,897,772
    
$
-
    
$
1,897,772
  
 
Securitized Credit
    
-
      
381,909,827
      
17,974,377
      
399,884,204
  
 
Corporate Credit
    
-
      
463,842,806
      
-
      
463,842,806
  
 
Term Loans
    
-
      
41,991,827
      
-
      
41,991,827
  
 
Preferred Stocks
    
4,816,247
      
-
      
-
      
4,816,247
  
 
Convertible Preferred Stock
    
-
      
10,795,287
      
-
      
10,795,287
  
 
Common Stocks
    
309,649,314
      
153,026,585
      
11
      
462,675,910
  
 
Money Market Fund
    
9,935,651
      
-
      
-
      
9,935,651
  
 
Total Investments
  
$
324,401,212
    
$
1,053,464,104
    
$
17,974,388
    
$
1,395,839,704
  
                                   
 
Other Financial Instruments(1)
  
Level 1
    
Level 2
    
Level 3
    
Total
  
 
Forward currency contracts
  
$
-
    
$
295,253
    
$
-
    
$
295,253
  
 
Total
  
$
-
    
$
295,253
    
$
-
    
$
295,253
  
                                   

(1)
Other financial instruments include forward currency contracts and futures contracts which are reflected at the net unrealized appreciation on the instruments.

The fair value of the Fund’s credit facility and reverse repurchase agreements, which qualify as financial instruments under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) Topic 820 Disclosures about Fair Values of Financial Instruments, approximates the carrying amounts of $300,000,000 for the credit facility and $100,821,757 for the reverse repurchase agreements presented herein. As of March 31, 2022, these financial instruments are categorized as a Level 2 within the disclosure hierarchy.

The table below shows the significant unobservable valuation inputs that were used by the Adviser’s Valuation Committee to fair value these Level 3 investments as of March 31, 2022.

   
Quantitative Information about Level 3 Fair Value Measurements
   
 
 
 
 
Value as of
March 31, 2022
 
 
 
 
Valuation Approach
 
 
 
 
Valuation Technique
 
 
 
 
Unobservable Input
 
 
Amount or Range/
(Weighted Average)
Impact to
Valuation
from an
Increase in
Input (1)
               
Securitized Credit
              
Class B Notes
 $
        2,327,046
Income
Approach
Discounted
Cash Flow
Yield (Discount
Rate of Cash
Flows)
10.2%-11.7%
(10.3)%
Decrease
               
Commercial Real Estate
  
         15,647,331
Asset-Based
Approach
Recent Transactions
Recent Transactions
—
Increase
               
Common Stocks
              
Thunderbird Resources
Equity, Inc.
  
                         11
Asset-Based
Approach
Analysis of
Enterprise
Value
Enterprise
Value
$1
Decrease
               
Total
 $
      17,974,388
          
               

 
(1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect.  Significant changes in these inputs could result in significantly higher or lower fair value measurements.
  

The following is a reconciliation of assets in which significant unobservable inputs (Level 3) were used in determining fair value:

     
Securitized
Credit
    
Common
Stocks
    
Total
  
 
Balance as of December 31, 2021
  
$
17,841,648
    
$
11
    
$
17,841,659
  
 
Accrued discounts (premiums)
    
13,052
      
-
      
13,052
  
 
Realized gain (loss)
    
-
      
-
      
-
  
 
Change in unrealized appreciation (depreciation)
    
9,223
      
-
      
9,223
  
 
Purchases at cost
    
115,945
      
-
      
115,945
  
 
Sales proceeds
    
(5,491
)
    
-
      
(5,491)
 
Balance as of March 31, 2022
  
$
17,974,377
    
$
11
    
$
17,974,388
  
 
Change in unrealized gains or losses relating to
assets still held at the reporting
  
$
9,223
    
$
-
    
$
9,223
  
 
For further information regarding the security characteristics of the Fund, see the Schedule of Investments.

Credit facility: The Fund has established a line of credit with BNP Paribas for investment purposes subject to the limitations of the 1940 Act for borrowings by registered investment companies. The Fund pays interest in the amount of 0.70% plus the 3-month London Interbank Offered Rate (“LIBOR”) on the amount of eligible equity securities outstanding, and 0.80% plus the 3-month LIBOR on the amount of other eligible securities outstanding. As of March 31, 2022, the Fund had outstanding borrowings of $300,000,000. For the three months ended March 31, 2022, the Fund borrowed an average daily balance of $300,000,000 at a weighted average borrowing cost of 1.15%, and the interest expense amounted to $847,384. As of March 31, 2022, the total value of the collateral was $514,532,603.

Reverse Repurchase Agreements: The Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, the Fund delivers a security in exchange for cash to a financial institution, the counterparty, with a simultaneous agreement to repurchase the same or substantially the same security at an agreed upon price and date.  The Fund is entitled to receive principal and interest payments, if any, made on the security delivered to the counterparty during the term of the agreement. Cash received in exchange for securities delivered plus accrued interest payments to be made by the Fund to counterparties are reflected as a liability on the Statement of Assets and Liabilities. Interest payments made by the Fund to counterparties are recorded as a component of interest expense on the Statement of Operations. The Fund will segregate assets determined to be liquid by the Adviser or will otherwise cover its obligations under reverse repurchase agreements.

Reverse repurchase agreements involve the risk that the market value of the securities retained in lieu of sale by the Fund may decline below the price of the securities the Fund has sold but is obligated to repurchase. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, such buyer or its trustee or receiver may receive an extension of time to determine whether to enforce the Fund’s obligation to repurchase the securities, and the Fund’s use of the proceeds of the reverse repurchase agreement may effectively be restricted pending such decision. Also, the Fund would bear the risk of loss to the extent that the proceeds of the reverse repurchase agreement are less than the value of the securities subject to such agreements.

At March 31, 2022, the Fund had the following reverse repurchase agreements outstanding:
Counterparty
Borrowing Rate
Borrowing Date
Maturity Date
Amount Borrowed(1)
Payable For Reverse
Repurchase Agreements
  
             
JPMorgan Chase
   0.25%
03/10/22
05/10/22
 $1,875,557
        $1,875,843
  
JPMorgan Chase
0.33
03/10/22
05/10/22
769,992
   770,147
  
JPMorgan Chase
0.35
02/08/22
04/08/22
1,014,588
 1,015,101
  
JPMorgan Chase
0.35
03/10/22
05/10/22
5,534,282
               5,535,465
  
JPMorgan Chase
0.35
03/25/22
05/10/22
2,191,648
  2,191,797
  
JPMorgan Chase
0.40
02/08/22
04/08/22
15,825,992
             15,835,136
  
JPMorgan Chase
0.40
03/10/22
05/10/22
1,470,960
 1,471,320
  
JPMorgan Chase
0.45
02/08/22
04/08/22
28,288,646
              28,307,032
  
JPMorgan Chase
0.45
03/10/22
05/10/22
29,464,661
              29,472,765
  
JPMorgan Chase
0.50
03/25/22
05/10/22
4,026,431
  4,026,823
  
JPMorgan Chase
0.90
01/12/22
04/12/22
3,405,000
  3,411,725
  
RBC Capital Markets
0.85
03/03/22
06/03/22
6,954,000
  6,958,762
  
Total
      
$100,821,757
$100,871,916
  
(1)
 
The average daily balance of reverse repurchase agreements outstanding for the Fund during the three months ended March 31, 2022 was $97,647,284 at a weighted average daily interest rate of 0.21%, and the interest expense amounted to $117,843.  As of March 31, 2022, the total value of the collateral was $128,346,413.
The following is a summary of the reverse repurchase agreements by the type of collateral and the remaining contractual maturity of the agreements:

 
 
  
Overnight and
Continuous
    
Up to 30 Days
    
30 to 90 Days
    
Greater Than
90 Days
    
Total
  
Corporate Credit
  
$
-
    
$
48,534,226
    
$
52,287,531
    
$
-
    
$
100,821,757
  
Total
  
$
-
    
$
48,534,226
    
$
52,287,531
    
$
-
    
$
100,821,757
  




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