# EDGAR Filing Document

**Accession Number:** 0001525201
**File Stem:** 0001145549-23-011680
**Filing Date:** 2023-2
**Character Count:** 293328
**Document Hash:** 164743c3beb80af2a2bd467cfd72b74c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011680.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011680

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Opportunistic Credit Fund
- **CENTRAL INDEX KEY:** 0001525201
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22592
- **FILM NUMBER:** 23675397

**BUSINESS ADDRESS:**
- **STREET 1:** C/O DOUBLELINE CAPITAL LP
- **STREET 2:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** C/O DOUBLELINE CAPITAL LP
- **STREET 2:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DoubleLine Strategic Income Fund
- **DATE OF NAME CHANGE:** 20110708

## Nport-Ex

------

**DoubleLine Opportunistic Credit Fund** 

Schedule of Investments

December 31, 2022 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Asset Backed Obligations - 2.3%** | **Asset Backed Obligations - 2.3%** |  |  |  |
| 1730285 | Castlelake Aircraft Structured Trust, Series 2019-1A-C | 6.90 % (a)(c) | 04/15/2039 | 1010353 |
| 2067025 | Horizon Aircraft Finance Ltd., Series 2018-1-C | 6.66 % (a)(c) | 12/15/2038 | 1005105 |
| 1154250 | Jimmy Johns Funding LLC, Series 2017-1A-A2II | 4.85 % (a) | 07/30/2047 | 1064315 |
| 1000000 | LendingPoint Asset Securitization Trust, Series 2022-B-B | 5.99 % (a) | 10/15/2029 | 950749 |
| 20000 | SoFi Professional Loan Program LLC, Series 2018-A-R1 | 0.00 % (a)(c)(k) | 02/25/2042 | 358885 |
| 5930 | SoFi Professional Loan Program LLC, Series 2018-A-R2 | 0.00 % (a)(c)(k) | 02/25/2042 | 106409 |
| 1000000 | Upstart Pass-Through Trust, Series 2021-ST5-CERT | 0.00 % (a)(c)(k) | 07/20/2027 | 312210 |
| 800973 | Willis Engine Structured Trust, Series 2021-A-C | 7.39 % (a)(c) | 05/15/2046 | 659965 |
|  **Total Asset Backed Obligations** (Cost $7,820,602) | **Total Asset Backed Obligations** (Cost $7,820,602) | **Total Asset Backed Obligations** (Cost $7,820,602) | **Total Asset Backed Obligations** (Cost $7,820,602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467991 |
|  **Bank Loans - 9.4%** | **Bank Loans - 9.4%** | **Bank Loans - 9.4%** | **Bank Loans - 9.4%** | **Bank Loans - 9.4%** |
| 370000 | AAdvantage Loyalty IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 8.99% | 04/20/2028 | 369018 |
| 478901 | Acrisure LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 02/16/2027 | 450553 |
| 700000 | Almonde, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.25%, 1.00% Floor) | 10.62% | 06/16/2025 | 525500 |
| 427850 | American Tire Distributors, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.61% | 10/20/2028 | 393622 |
| 1230000 | Applied Systems, Inc. | 11.08 % (b) | 09/19/2027 | 1225388 |
| 500000 | Artera Services LLC, Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 7.25%, 1.00% Floor) | 11.98% | 03/06/2026 | 311607 |
| 230000 | Ascend Learning LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.75%, 0.50% Floor) | 10.13% | 12/10/2029 | 199045 |
| 180704 | Astra Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.63% | 10/25/2028 | 160375 |
| 110000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/31/2028 | 86441 |
| 450000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/19/2029 | 352447 |
| 458025 | Atlas Purchaser, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.25%, 0.75% Floor) | 8.68% | 05/08/2028 | 324339 |
| 825000 | Aveanna Healthcare LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%, 0.50% Floor) | 11.39% | 12/10/2029 | 495000 |
| 431239 | Boxer Parent Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 10/02/2025 | 413893 |
|  | Brand Industrial Services, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 53732 | (3 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.03% | 01/09/2023 | 48292 |
| 64930 | (3 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.61% | 01/23/2023 | 58356 |
| 152181 | (3 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.61% | 01/23/2023 | 136772 |
| 242662 | Brazos Delaware LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.35% | 05/21/2025 | 241905 |
| 602375 | Cengage Learning, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.75%, 1.00% Floor) | 7.81% | 07/14/2026 | 543174 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 230932 | CIRCOR International, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.50%, 0.50% Floor) | 9.88% | 12/15/2028 | 224148 |
| 223875 | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.18%, 0.50% Floor) | 8.60% | 04/13/2029 | 213773 |
| 234000 | Connect US Finco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.89% | 12/11/2026 | 231782 |
| 200000 | Delta Topco, Inc., Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.65% | 12/01/2028 | 159250 |
| 835000 | DexKo Global (3 Month Secured Overnight Financing Rate + 6.50%, 0.50% Floor) | 0.11% | 10/04/2028 | 780725 |
| 280000 | DG Investment Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 6.75%, 0.75% Floor) | 11.07% | 03/30/2029 | 248732 |
| 166470 | DirectTV Financing LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.38% | 08/02/2027 | 162430 |
| 33854 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.92% | 04/06/2026 | 32357 |
| 62969 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%) | 7.92% | 04/06/2026 | 60184 |
| 512425 | Eagle Parent Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.83% | 04/02/2029 | 504354 |
| 269447 | EG Group Limited, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.73% | 02/06/2025 | 255134 |
| 301189 | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.69% | 07/28/2028 | 286130 |
| 441344 | EnergySolutions LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 8.48% | 05/09/2025 | 412381 |
| 360750 | Flynn Canada Ltd., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 0.50% Floor) | 8.63% | 07/21/2028 | 315656 |
| 88582 | Foresight Energy LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.00%, 1.50% Floor) | 12.73 % (c) | 06/30/2027 | 88582 |
| 118973 | Getty Images, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%) | 8.94% | 02/19/2026 | 118899 |
| 74961 | GIP II Blue Holding LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 09/29/2028 | 74438 |
| 811000 | Grab Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.89% | 01/29/2026 | 802890 |
| 450351 | Granite US Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.75% | 09/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450633 |
| 325371 | Groupe Solmax, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.48% | 05/30/2028 | 271685 |
|  | Gulf Finance LLC, Senior Secured First Lien Term Loan |  |  |  |
| 336557 | (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 10.97% | 01/09/2023 | 318606 |
| 191224 | (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 11.14% | 01/31/2023 | 181025 |
| 378000 | Hyland Software, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.63% | 07/07/2025 | 359478 |
| 500991 | Intelsat Jackson Holdings S.A., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 7.44% | 02/01/2029 | 484708 |
| 123125 | ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%) | 8.42% | 03/31/2028 | 117100 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 79000 | Jo-Ann Stores LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.08% | 07/07/2028 | 54181 |
| 458400 | Keane Group Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.94% | 05/26/2025 | 450761 |
| 505000 | Kenan Advantage Group, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.25%, 0.75% Floor) | 11.63% | 09/01/2027 | 468809 |
| 83411 | Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.00%) | 5.38% | 06/30/2025 | 44774 |
| 6257 | Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.07% | 06/30/2024 | 4067 |
| 118029 | Lereta LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.75% Floor) | 9.63% | 07/27/2028 | 103865 |
| 187625 | LSF9 Atlantis Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.83% | 03/31/2029 | 182794 |
| 235000 | MedAssets Software Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.13% | 12/17/2029 | 180729 |
| 200900 | Milano Acquisition Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 10/01/2027 | 189097 |
| 94500 | Mileage Plus Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor) | 10.00% | 06/21/2027 | 97370 |
| 423500 | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%) | 9.17% | 03/27/2026 | 406031 |
| 205000 | Mitchell International, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.50%, 0.50% Floor) | 11.23% | 10/15/2029 | 171303 |
| 155000 | MLN US HoldCo LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 8.75%) | 12.50% | 11/30/2026 | 32689 |
| 110000 | NEP Group, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%) | 11.38% | 10/19/2026 | 82362 |
| 70977 | New Constellis Borrower LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 11.00%, 1.00% Floor) (1 Month LIBOR USD + 11.00% + 1.00% PIK) | 15.38% | 03/27/2025 | 35548 |
| 118200 | OYO Hospitality Netherlands B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.25%, 0.75% Floor) | 12.98% | 06/23/2026 | 103573 |
| 720000 | PetVet Care Centers LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%) | 10.63% | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665100 |
| 184538 | PMHC, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.49% | 04/23/2029 | 156905 |
|  | Polar US Borrower LLC, Senior Secured First Lien Term Loan |  |  |  |
| 31232 | (6 Month SOFR USD + 4.75%) | 9.02% | 10/15/2025 | 25391 |
| 27173 | (3 Month LIBOR USD + 4.75%) | 8.69% | 04/13/2023 | 22092 |
| 88425 | Potters Borrower LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 12/14/2027 | 86878 |
| 251331 | Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.13% | 03/11/2026 | 244978 |
| 310000 | Pretium PKG Holdings, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.48% | 09/30/2029 | 193364 |
| 500000 | Radiology Partners, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.64% | 07/09/2025 | 422032 |
| 105047 | Renaissance Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 05/30/2025 | 100425 |
| 21564 | Rentpath, Inc., Senior Secured First Lien Term Loan (Prime Rate + 0.00%) | 3.25% | 04/25/2024 | 323 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 231790 | Riverbed Technology, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.00%, 1.00% Floor) (1 Month LIBOR USD + 6.00% + 2.00% PIK) | 10.54% | 12/07/2026 | 100191 |
| 76503 | Securus Technologies Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 11/01/2024 | 57766 |
| 150722 | Skillsoft Finance, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.58% | 07/14/2028 | 126497 |
| 190000 | Sound Inpatient Physicians, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 06/26/2026 | 150220 |
| 125000 | Southern Veterinary Partners LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.75%, 1.00% Floor) | 12.13% | 09/22/2028 | 115000 |
| 535000 | The Edelman Financial Engines Centre LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 07/20/2026 | 483744 |
| 183150 | Think & Learn Private Limited, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.00%, 0.75% Floor) | 10.70% | 11/24/2026 | 147697 |
| 60574 | Travel Leaders Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 01/25/2024 | 55690 |
| 539430 | Travelport Finance (Luxembourg) SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 1.50%, 1.00% Floor) | 5.17% | 02/28/2025 | 541332 |
| 90000 | UKG, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.00% | 05/03/2027 | 83047 |
| 43142 | United Natural Foods, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.69% | 10/22/2025 | 43096 |
| 500000 | Vantage Specialty Chemicals, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 8.25%, 1.00% Floor) | 12.98% | 10/27/2025 | 464687 |
| 288086 | Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 08/27/2025 | 286826 |
| 301188 | Viad Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.50% Floor) | 9.38% | 07/31/2028 | 285658 |
| 160000 | VT Topco, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.75% Floor) (1 Month LIBOR USD + 6.75%, 0.75% Floor) | 10.82% | 07/31/2026 | 153600 |
| 483750 | WaterBridge Midstream Operating LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.75%, 1.00% Floor) | 9.13% | 06/22/2026 | 466289 |
| 50000 | WWEX UNI TopCo Holdings LLC, Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 7.00%, 0.75% Floor) | 11.73% | 07/26/2029 | 41906 |
| 155232 | Zelis Cost Management Buyer, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 09/30/2026 | 153826 |
|  **Total Bank Loans** (Cost $24,318,766) | **Total Bank Loans** (Cost $24,318,766) | **Total Bank Loans** (Cost $24,318,766) | **Total Bank Loans** (Cost $24,318,766) | &nbsp;&nbsp;&nbsp;&nbsp;21773320 |
|  **Collateralized Loan Obligations - 36.5%** | **Collateralized Loan Obligations - 36.5%** | **Collateralized Loan Obligations - 36.5%** | **Collateralized Loan Obligations - 36.5%** | **Collateralized Loan Obligations - 36.5%** |
| 1000000 | Allegany Park Ltd., Series 2019-1A-ER (Secured Overnight Financing Rate 3 Month + 6.40%, 6.40% Floor) | 10.36 % (a) | 01/20/2035 | 858477 |
| 1000000 | ARES Ltd., Series 2014-1A-SUB | 0.00 % (a)(c)(d) | 04/17/2026 | 3170 |
| 1700000 | Atlas Senior Loan Fund Ltd., Series 2019-14A-D (3 Month LIBOR USD + 3.90%, 3.90% Floor) | 8.14 % (a) | 07/20/2032 | 1386270 |
| 1000000 | Atrium Corporation, Series 9A-DR (3 Month LIBOR USD + 3.60%, 0.00% Floor) | 8.34 % (a) | 05/28/2030 | 905601 |
| 500000 | Bain Capital Credit Ltd., Series 2019-3A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.38 % (a) | 10/21/2034 | 462087 |
| 4000000 | Bain Capital Credit Ltd., Series 2022-5A-D (Secured Overnight Financing Rate 3 Month + 4.39%, 4.39% Floor) | 8.43 % (a) | 07/24/2034 | 3708923 |
| 1000000 | Barings Ltd., Series 2015-2A-DR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.19 % (a) | 10/20/2030 | 903451 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1000000 | Barings Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.60%, 0.00% Floor) | 7.79 % (a) | 07/18/2029 | 951602 |
| 500000 | Barings Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 07/20/2029 | 464484 |
| 1000000 | Barings Ltd., Series 2018-3A-E (3 Month LIBOR USD + 5.75%, 0.00% Floor) | 9.99 % (a) | 07/20/2029 | 855908 |
| 2500000 | Barings Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.65%, 3.65% Floor) | 7.73 % (a) | 04/15/2036 | 2255383 |
| 1500000 | Barings Ltd., Series 2019-1A-ER (3 Month LIBOR USD + 6.86%, 6.86% Floor) | 10.94 % (a) | 04/15/2036 | 1363298 |
| 1000000 | Barings Ltd., Series 2019-2A-CR (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.48 % (a) | 04/15/2036 | 916195 |
| 5000000 | Beechwood Park Ltd., Series 2019-1A-DR (Secured Overnight Financing Rate 3 Month + 3.10%, 3.10% Floor) | 6.96 % (a) | 01/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530206 |
| 1000000 | BlueMountain Ltd., Series 2013-2A-DR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.22 % (a) | 10/22/2030 | 862892 |
| 1700000 | Canyon Capital Ltd., Series 2014-1A-CR (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.16 % (a) | 01/30/2031 | 1458830 |
| 1000000 | Canyon Capital Ltd., Series 2017-1A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.08 % (a) | 07/15/2030 | 894527 |
| 1000000 | Canyon Capital Ltd., Series 2017-1A-E (3 Month LIBOR USD + 6.25%, 0.00% Floor) | 10.33 % (a) | 07/15/2030 | 835671 |
| 1500000 | Canyon Capital Ltd., Series 2018-1A-E (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 07/15/2031 | 1172157 |
| 1550000 | Canyon Capital Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.18 % (a) | 04/15/2032 | 1403100 |
| 1000000 | Canyon Capital Ltd., Series 2019-1A-ER (3 Month LIBOR USD + 7.15%, 7.15% Floor) | 11.23 % (a) | 04/15/2032 | 868723 |
| 2250000 | Canyon Capital Ltd., Series 2021-1A-E (3 Month LIBOR USD + 6.41%, 6.41% Floor) | 10.49 % (a) | 04/15/2034 | 1922144 |
| 2000000 | Carlyle Global Market Strategies Ltd., Series 2013-1A-CR (3 Month LIBOR USD + 3.35%, 0.00% Floor) | 8.00 % (a) | 08/14/2030 | 1810073 |
| 1500000 | Carlyle Global Market Strategies Ltd., Series 2015-5A-DR (3 Month LIBOR USD + 6.70%, 6.70% Floor) | 10.94 % (a) | 01/20/2032 | 1173208 |
| 1000000 | Carlyle Global Market Strategies Ltd., Series 2021-1A-D (3 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.08 % (a) | 04/15/2034 | 872462 |
| 500000 | Dewolf Park Ltd., Series 2017-1A-DR (3 Month LIBOR USD + 2.85%, 2.85% Floor) | 6.93 % (a) | 10/15/2030 | 447680 |
| 1500000 | Dryden Senior Loan Fund, Series 2015-37A-ER (3 Month LIBOR USD + 5.15%, 5.15% Floor) | 9.23 % (a) | 01/15/2031 | 1200532 |
| 1200000 | Dryden Senior Loan Fund, Series 2015-38A-ER (3 Month LIBOR USD + 5.60%, 5.60% Floor) | 9.68 % (a) | 07/15/2030 | 990302 |
| 2000000 | Dryden Senior Loan Fund, Series 2015-40A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 10.36 % (a) | 08/15/2031 | 1629290 |
| 1750000 | Dryden Senior Loan Fund, Series 2016-42A-ER (3 Month LIBOR USD + 5.55%, 0.00% Floor) | 9.63 % (a) | 07/15/2030 | 1431556 |
| 500000 | Dryden Senior Loan Fund, Series 2017-50A-D (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.33 % (a) | 07/15/2030 | 450184 |
| 2000000 | Gilbert Park Ltd., Series 2017-1A-E (3 Month LIBOR USD + 6.40%, 0.00% Floor) | 10.48 % (a) | 10/15/2030 | 1681916 |
| 500000 | Goldentree Loan Management Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.09 % (a) | 04/20/2030 | 468428 |
| 1000000 | Greenwood Park Ltd., Series 2018-1A-E (3 Month LIBOR USD + 4.95%, 0.00% Floor) | 9.03 % (a) | 04/15/2031 | 802618 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 775000 | Grippen Park Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.30%, 0.00% Floor) | 7.54 % (a) | 01/20/2030 | 719816 |
| 500142 | Halcyon Loan Advisors Funding Ltd., Series 2014-3A-D (3 Month LIBOR USD + 3.65%, 0.00% Floor) | 7.97 % (a) | 10/22/2025 | 482432 |
| 1000000 | Highbridge Loan Management Ltd., Series 11A-17-E (3 Month LIBOR USD + 6.10%, 0.00% Floor) | 10.63 % (a) | 05/06/2030 | 750245 |
| 1000000 | Highbridge Loan Management Ltd., Series 2013-2A-CR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 10/20/2029 | 900711 |
| 2500000 | LCM LP, Series 26A-E (3 Month LIBOR USD + 5.30%, 5.30% Floor) | 9.54 % (a) | 01/20/2031 | 1905194 |
| 850000 | Madison Park Funding Ltd., Series 2014-14A-ER (3 Month LIBOR USD + 5.80%, 5.80% Floor) | 10.12 % (a) | 10/22/2030 | 737495 |
| 1500000 | Madison Park Funding Ltd., Series 2016-22A-ER (3 Month LIBOR USD + 6.70%, 6.70% Floor) | 10.78 % (a) | 01/15/2033 | 1344574 |
| 1000000 | Madison Park Funding Ltd., Series 2019-34A-ER (3 Month LIBOR USD + 6.65%, 6.65% Floor) | 11.01 % (a) | 04/25/2032 | 924199 |
| 1500000 | Magnetite Ltd., Series 2019-24A-DR (Secured Overnight Financing Rate 3 Month + 3.05%, 3.05% Floor) | 6.91 % (a) | 04/15/2035 | 1378869 |
| 1000000 | Magnetite Ltd., Series 2019-24A-ER (Secured Overnight Financing Rate 3 Month + 6.40%, 6.40% Floor) | 10.26 % (a) | 04/15/2035 | 888748 |
| 500000 | Marble Point Ltd., Series 2021-3A-D1 (3 Month LIBOR USD + 3.50%, 3.50% Floor) | 7.58 % (a) | 10/17/2034 | 451502 |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2017-16SA-ER (3 Month LIBOR USD + 6.25%, 6.25% Floor) | 10.33 % (a) | 04/15/2034 | 854609 |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2017-25A-DR (3 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.04 % (a) | 10/18/2029 | 935531 |
| 2000000 | Neuberger Berman Loan Advisers Ltd., Series 2019-32A-DR (3 Month LIBOR USD + 2.70%, 2.70% Floor) | 6.93 % (a) | 01/20/2032 | 1857509 |
| 2500000 | Octagon Investment Partners Ltd., Series 2014-1A-CR3 (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.40 % (a) | 02/14/2031 | 2320395 |
| 1000000 | Octagon Investment Partners Ltd., Series 2014-1A-CRR (3 Month LIBOR USD + 1.90%, 1.90% Floor) | 6.22 % (a) | 01/22/2030 | 943111 |
| 4000000 | Octagon Investment Partners Ltd., Series 2014-1A-DRR (3 Month LIBOR USD + 7.00%, 7.00% Floor) | 11.65 % (a) | 02/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555588 |
| 1000000 | Octagon Investment Partners Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.85%, 2.85% Floor) | 6.93 % (a) | 07/15/2030 | 886855 |
| 2000000 | Octagon Investment Partners Ltd., Series 2016-1A-ER (3 Month LIBOR USD + 7.25%, 0.00% Floor) | 11.57 % (a) | 01/24/2033 | 1771983 |
| 1000000 | Octagon Investment Partners Ltd., Series 2016-1A-FR (3 Month LIBOR USD + 8.09%, 8.09% Floor) | 12.17 % (a) | 07/15/2030 | 781375 |
| 500000 | Octagon Investment Partners Ltd., Series 2017-1A-CR (3 Month LIBOR USD + 3.30%, 0.00% Floor) | 7.54 % (a) | 03/17/2030 | 442494 |
| 2000000 | Octagon Investment Partners Ltd., Series 2017-1A-SUB | 0.00 % (a)(c)(d)(k) | 03/17/2030 | 676786 |
| 1500000 | Octagon Investment Partners Ltd., Series 2018-1A-D (3 Month LIBOR USD + 5.20%, 5.20% Floor) | 9.44 % (a) | 01/20/2031 | 1132281 |
| 900000 | Octagon Investment Partners Ltd., Series 2018-3A-E (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.99 % (a) | 10/20/2030 | 765166 |
| 1000000 | Octagon Investment Partners Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.33 % (a) | 10/15/2034 | 910079 |
| 500000 | Octagon Investment Partners Ltd., Series 2019-4A-E (3 Month LIBOR USD + 6.80%, 6.80% Floor) | 11.45 % (a) | 05/12/2031 | 429055 |
| 500000 | OHA Credit Funding Ltd., Series 2021-9A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor) | 7.18 % (a) | 07/19/2035 | 468884 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 500000 | RR Ltd., Series 2017-2A-DR (3 Month LIBOR USD + 5.80%, 5.80% Floor) | 9.88 % (a) | 04/15/2036 | 437210 |
| 1000000 | RR Ltd., Series 2018-4A-C (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 04/15/2030 | 881693 |
| 1000000 | RR Ltd., Series 2019-6A-DR (3 Month LIBOR USD + 5.85%, 5.85% Floor) | 9.93 % (a) | 04/15/2036 | 845178 |
| 2500000 | Sound Point Ltd., Series 2019-2A-DR (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.38 % (a) | 07/15/2034 | 2164587 |
| 2500000 | THL Credit Wind River Ltd., Series 2014-2A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 01/15/2031 | 1994161 |
| 1000000 | THL Credit Wind River Ltd., Series 2014-3A-DR2 (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.72 % (a) | 10/22/2031 | 856273 |
| 1000000 | THL Credit Wind River Ltd., Series 2017-3A-DR (3 Month LIBOR USD + 3.85%, 3.85% Floor) | 7.93 % (a) | 04/15/2035 | 890448 |
| 1040000 | THL Credit Wind River Ltd., Series 2017-4A-D (3 Month LIBOR USD + 2.65%, 0.00% Floor) | 7.33 % (a) | 11/20/2030 | 947938 |
| 1000000 | THL Credit Wind River Ltd., Series 2021-3A-D (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.59 % (a) | 07/20/2033 | 895465 |
| 2250000 | Trimaran CAVU LLC, Series 2019-1A-D (3 Month LIBOR USD + 4.15%, 4.15% Floor) | 8.39 % (a) | 07/20/2032 | 2035976 |
| 500000 | Trimaran CAVU LLC, Series 2019-2A-C (3 Month LIBOR USD + 4.72%, 4.72% Floor) | 8.91 % (a) | 11/26/2032 | 464818 |
| 500000 | Venture Ltd., Series 2017-30A-C (3 Month LIBOR USD + 1.95%, 0.00% Floor) | 6.03 % (a) | 01/15/2031 | 448927 |
| 1000000 | Voya Ltd., Series 2020-1A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.18 % (a) | 07/16/2034 | 913361 |
|  **Total Collateralized Loan Obligations** (Cost $97,796,799) | **Total Collateralized Loan Obligations** (Cost $97,796,799) | **Total Collateralized Loan Obligations** (Cost $97,796,799) | **Total Collateralized Loan Obligations** (Cost $97,796,799) | &nbsp;&nbsp;&nbsp;&nbsp;84932869 |
|  **Foreign Corporate Bonds - 3.6%** | **Foreign Corporate Bonds - 3.6%** | **Foreign Corporate Bonds - 3.6%** | **Foreign Corporate Bonds - 3.6%** | **Foreign Corporate Bonds - 3.6%** |
| 200000 | ABM Investama Tbk PT | 9.50 % (a) | 08/05/2026 | 178584 |
| 250000 | AI Candelaria Spain S.A. | 5.75% | 06/15/2033 | 190520 |
| 200000 | Alibaba Group Holding Ltd. | 3.25% | 02/09/2061 | 120473 |
| 200000 | Aris Mining Corporation | 6.88% | 08/09/2026 | 157102 |
| 200000 | Banco Davivienda S.A. (10 Year CMT Rate + 5.10%) | 6.65 % (h) | 04/22/2031 | 154500 |
| 800000 | Banco GNB Sudameris S.A. (5 Year CMT Rate + 6.66%) | 7.50% | 04/16/2031 | 582012 |
| 200000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.03%) | 6.63 % (a)(h) | 01/24/2032 | 165964 |
| 250000 | Braskem Idesa SAPI | 6.99 % (a) | 02/20/2032 | 178928 |
| 250000 | BRF S.A. | 5.75% | 09/21/2050 | 178835 |
| 200000 | Coruripe Netherlands B.V. | 10.00% | 02/10/2027 | 160500 |
| 250000 | Ecopetrol S.A. | 5.88% | 05/28/2045 | 174608 |
| 250000 | Ecopetrol S.A. | 5.88% | 11/02/2051 | 168498 |
| 450000 | Empresas Publicas de Medellin ESP | 4.38% | 02/15/2031 | 350447 |
| 184790 | FEL Energy SARL | 5.75% | 12/01/2040 | 158403 |
| 800000 | Frigorifico Concepcion S.A. | 7.70 % (a) | 07/21/2028 | 647036 |
| 524400 | Hunt Oil Company of Peru LLC Sucursal Del Peru | 6.38% | 06/01/2028 | 499919 |
| 400000 | Indonesia Asahan Aluminium Persero PT | 5.80% | 05/15/2050 | 336013 |
| 140000 | Kawasan Industri Jababeka Tbk PT | 7.00 % (a) | 12/15/2027 | 86100 |
| 341280 | LLPL Capital Pte Ltd. | 6.88% | 02/04/2039 | 301405 |
| 200000 | MC Brazil Downstream Trading SARL | 7.25% | 06/30/2031 | 165312 |
| 450000 | Mexico City Airport Trust | 5.50% | 07/31/2047 | 347555 |
| 400000 | Minejesa Capital B.V. | 5.63% | 08/10/2037 | 312122 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 200000 | Movida Europe S.A. | 5.25% | 02/08/2031 | 150219 |
| 200000 | Petrobras Global Finance B.V. | 5.50% | 06/10/2051 | 153613 |
| 600000 | Petroleos del Peru S.A. | 5.63% | 06/19/2047 | 393495 |
| 800000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 497244 |
| 500000 | Prime Energia S.p.A. | 5.38% | 12/30/2030 | 350729 |
| 400000 | SierraCol Energy Andina LLC | 6.00 % (a) | 06/15/2028 | 314422 |
| 200000 | Simpar Europe S.A. | 5.20% | 01/26/2031 | 151766 |
| 200000 | Tencent Holdings Ltd. | 3.24% | 06/03/2050 | 126812 |
| 200000 | Thaioil Treasury Center Company Ltd. | 3.75% | 06/18/2050 | 124502 |
| 200000 | Theta Capital Pte Ltd. | 6.75% | 10/31/2026 | 130040 |
| 200000 | UPL Corporation Ltd. (5 Year CMT Rate + 3.87%) | 5.25 % (h) | 02/27/2025 | 140000 |
| 200000 | Vedanta Resources Ltd. | 6.13% | 08/09/2024 | 126506 |
| 200000 | YPF S.A. | 8.50% | 06/27/2029 | 150641 |
|  **Total Foreign Corporate Bonds** (Cost $9,733,767) | **Total Foreign Corporate Bonds** (Cost $9,733,767) | **Total Foreign Corporate Bonds** (Cost $9,733,767) | **Total Foreign Corporate Bonds** (Cost $9,733,767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424825 |
|  **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%** |
| 400000 | Brazilian Government International Bond | 4.75% | 01/14/2050 | 281526 |
| 800000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 547245 |
| 250000 | Dominican Republic International Bond | 5.30% | 01/21/2041 | 193843 |
| 150000 | Dominican Republic International Bond | 5.88% | 01/30/2060 | 110576 |
| 500000 | Mexico Government International Bond | 3.77% | 05/24/2061 | 317640 |
| 200000 | Panama Government International Bond | 3.87% | 07/23/2060 | 129677 |
| 350000 | Republic of South Africa Government Bond | 5.65% | 09/27/2047 | 258464 |
| 200000 | Ukraine Government International Bond | 9.75 % (e) | 11/01/2030 | 41444 |
| 200000 | Ukraine Government International Bond | 7.25 % (e) | 03/15/2035 | 37849 |
|  **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $2,623,283) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $2,623,283) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $2,623,283) |  | 1918264 |
|  **Non-Agency Commercial Mortgage Backed Obligations - 25.0%** | **Non-Agency Commercial Mortgage Backed Obligations - 25.0%** | **Non-Agency Commercial Mortgage Backed Obligations - 25.0%** | **Non-Agency Commercial Mortgage Backed Obligations - 25.0%** | **Non-Agency Commercial Mortgage Backed Obligations - 25.0%** |
| 2500000 | Alen Mortgage Trust, Series 2021-ACEN-F (1 Month LIBOR USD + 5.00%, 5.00% Floor) | 9.32 % (a) | 04/15/2034 | 1668688 |
| 2000000 | AREIT Trust, Series 2019-CRE3-D (Secured Overnight Financing Rate 1 Month + 2.76%, 2.65% Floor) | 7.09 % (a) | 09/14/2036 | 1862462 |
| 5843520 | BANK, Series 2020-BN26-XF | 1.50 % (a)(f) | 03/15/2063 | 449437 |
| 1000000 | Beast Mortgage Trust, Series 2021-1818-G (1 Month LIBOR USD + 6.00%, 6.25% Floor) | 10.32 % (a) | 03/15/2036 | 748983 |
| 13595688 | Benchmark Mortgage Trust, Series 2018-B1-XA | 0.53 % (d)(f) | 01/15/2051 | 270059 |
| 1398000 | Benchmark Mortgage Trust, Series 2018-B4-D | 2.80 % (a)(d) | 07/15/2051 | 987921 |
| 1012000 | BF Mortgage Trust, Series 2019-NYT-F (1 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.32 % (a) | 12/15/2035 | 827529 |
| 660850 | BX Trust, Series 2017-APPL-F (1 Month LIBOR USD + 4.38%, 4.25% Floor) | 8.69 % (a) | 07/15/2034 | 649705 |
| 2125000 | BX Trust, Series 2017-SLCT-F (1 Month LIBOR USD + 4.38%, 4.25% Floor) | 8.69 % (a) | 07/15/2034 | 2051435 |
| 4200000 | BX Trust, Series 2019-IMC-G (1 Month LIBOR USD + 3.60%, 3.60% Floor) | 7.92 % (a) | 04/15/2034 | 3901982 |
| 1000000 | BX Trust, Series 2019-OC11-E | 3.94 % (a)(d) | 12/09/2041 | 778401 |
| 516671 | Carbon Capital Commercial Mortgage Trust, Series 2019-FL2-B (1 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.17 % (a) | 10/15/2035 | 488856 |
| 15800188 | CD Commercial Mortgage Trust, Series 2017-CD6-XA | 0.88 % (d)(f) | 11/13/2050 | 440821 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 269000 | Citigroup Commercial Mortgage Trust, Series 2015-GC27-D | 4.42 % (a)(d) | 02/10/2048 | 235851 |
| 3819851 | Citigroup Commercial Mortgage Trust, Series 2015-GC27-XA | 1.31 % (d)(f) | 02/10/2048 | 78146 |
| 182000 | Citigroup Commercial Mortgage Trust, Series 2016-GC36-D | 2.85 % (a) | 02/10/2049 | 99345 |
| 168000 | Citigroup Commercial Mortgage Trust, Series 2018-TBR-F (1 Month LIBOR USD + 3.65%, 3.65% Floor) | 8.09 % (a) | 12/15/2036 | 157338 |
| 26400000 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS3-XC | 1.24 % (a)(d)(f) | 06/10/2047 | 392798 |
| 1288300 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-F | 3.75 % (a)(c) | 08/10/2047 | 220261 |
| 2210087 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-G | 3.75 % (a)(c) | 08/10/2047 | 60711 |
| 5000 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-V | 0.00 % (a)(c)(d) | 08/10/2047 | 1 |
| 27394000 | Commercial Mortgage Pass-Through Trust, Series 2015-CR23-XD | 1.07 % (a)(d)(f) | 05/10/2048 | 626172 |
| 5297000 | Commercial Mortgage Pass-Through Trust, Series 2015-CR26-XD | 1.22 % (a)(d)(f) | 10/10/2048 | 153956 |
| 69376947 | Commercial Mortgage Pass-Through Trust, Series 2015-LC21-XA | 0.65 % (d)(f) | 07/10/2048 | 884279 |
| 885000 | CSAIL Commercial Mortgage Trust, Series 2016-C5-C | 4.64 % (d) | 11/15/2048 | 799000 |
| 4265568 | CSAIL Commercial Mortgage Trust, Series 2016-C6-XA | 1.86 % (d)(f) | 01/15/2049 | 200282 |
| 1000000 | DOLP Trust, Series 2021-NYC-F | 3.70 % (a)(d) | 05/10/2041 | 619379 |
| 1000000 | DOLP Trust, Series 2021-NYC-G | 3.70 % (a)(d) | 05/10/2041 | 594698 |
| 600529 | FREMF Mortgage Trust, Series 2015-KF07-B (1 Month LIBOR USD + 4.95%, 0.00% Floor) | 9.09 % (a) | 02/25/2025 | 599804 |
| 543955 | FREMF Mortgage Trust, Series 2016-KF25-B (1 Month LIBOR USD + 5.00%, 5.00% Floor) | 9.14 % (a) | 10/25/2023 | 543449 |
| 1063783 | FREMF Mortgage Trust, Series 2018-KF56-C (1 Month LIBOR USD + 5.80%, 5.80% Floor) | 9.94 % (a) | 11/25/2028 | 976303 |
| 1219816 | FREMF Mortgage Trust, Series 2019-KF71-C (1 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.14 % (a) | 10/25/2029 | 1151299 |
| 750000 | FS Rialto, Series 2022-FL5-D (Secured Overnight Financing Rate 1 Month + 4.82%, 4.82% Floor) | 9.14 % (a) | 06/19/2037 | 724610 |
| 3000000 | Great Wolf Trust, Series 2019-WOLF-F (1 Month LIBOR USD + 3.13%, 3.13% Floor) | 7.45 % (a) | 12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819651 |
| 1000000 | GS Mortgage Securities Corporation Trust, Series 2021-ARDN-G (1 Month LIBOR USD + 5.00%, 5.00% Floor) | 9.32 % (a) | 11/15/2036 | 896728 |
| 1304000 | GS Mortgage Securities Trust, Series 2014-GC26-D | 4.52 % (a)(d) | 11/10/2047 | 881940 |
| 1744000 | GS Mortgage Securities Trust, Series 2015-GC28-D | 4.31 % (a)(d) | 02/10/2048 | 1527812 |
| 77298342 | GS Mortgage Securities Trust, Series 2018-GS9-XA | 0.42 % (d)(f) | 03/10/2051 | 1367330 |
| 2000000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2011-C3-D | 5.53 % (a)(d) | 02/15/2046 | 1493179 |
| 1175000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON-F | 4.61 % (a)(d) | 07/05/2031 | 966192 |
| 500000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP-F (1 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.32 % (a) | 07/15/2036 | 457200 |
| 1153000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP-G (1 Month LIBOR USD + 4.05%, 4.05% Floor) | 8.37 % (a) | 07/15/2036 | 1048146 |
| 1153000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP-XG | 0.50 % (a)(d)(f) | 07/15/2036 | 3855 |
| 8316233 | JPMBB Commercial Mortgage Securities Trust, Series 2013-C14-XC | 0.95 % (a)(d)(f) | 08/15/2046 | 58698 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 3488650 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-E | 4.00 % (a)(c)(d) | 04/15/2047 | 2857994 |
| 1938200 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-F | 3.75 % (a)(c)(d) | 04/15/2047 | 1299399 |
| 5158805 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-NR | 3.75 % (a)(c)(d) | 04/15/2047 | 429318 |
| 925000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-C | 4.48 % (d) | 09/15/2047 | 826894 |
| 2000000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-D | 3.98 % (a)(d) | 09/15/2047 | 1706628 |
| 3437841 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26-XA | 0.93 % (d)(f) | 01/15/2048 | 45865 |
| 500000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-D | 3.81 % (a)(d) | 02/15/2048 | 407513 |
| 180000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-C | 4.18 % (d) | 05/15/2048 | 159381 |
| 20920000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-XE | 0.28 % (a)(d)(f) | 05/15/2048 | 156867 |
| 675000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C32-C | 4.65 % (d) | 11/15/2048 | 490547 |
| 16358000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C32-XD | 0.50 % (a)(d)(f) | 11/15/2048 | 181503 |
| 3040341 | LSTAR Commercial Mortgage Trust, Series 2016-4-XA | 1.70 % (a)(d)(f) | 03/10/2049 | 64596 |
| 1000000 | LSTAR Commercial Mortgage Trust, Series 2017-5-C | 4.67 % (a)(d) | 03/10/2050 | 869680 |
| 1000000 | Med Trust, Series 2021-MDLN-G (1 Month LIBOR USD + 5.25%, 5.25% Floor) | 9.57 % (a) | 11/15/2038 | 908356 |
| 500000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19-C | 4.00% | 12/15/2047 | 451309 |
| 1191000 | Morgan Stanley Capital Trust, Series 2017-ASHF-G (1 Month LIBOR USD + 7.03%, 6.90% Floor) | 11.34 % (a) | 11/15/2034 | 1056184 |
| 2893771 | SMR Mortgage Trust, Series 2022-IND-G (Secured Overnight Financing Rate 1 Month + 7.50%, 7.50% Floor) | 11.84 % (a) | 02/15/2039 | 2631385 |
| 305000 | STWD Ltd., Series 2019-FL1-C (Secured Overnight Financing Rate 1 Month + 2.06%, 1.95% Floor) | 6.39 % (a) | 07/15/2038 | 291738 |
| 986830 | TTAN, Series 2021-MHC-G (1 Month LIBOR USD + 4.20%, 4.20% Floor) | 8.52 % (a) | 03/15/2038 | 923780 |
| 1000000 | UBS Commercial Mortgage Trust, Series 2018-C12-C | 4.94 % (d) | 08/15/2051 | 842769 |
| 1420000 | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5-C | 4.07 % (a)(d) | 03/10/2046 | 1298797 |
| 824000 | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5-D | 4.07 % (a)(d) | 03/10/2046 | 552857 |
| 23293000 | Wells Fargo Commercial Mortgage Trust, Series 2015-C28-XF | 1.08 % (a)(d)(f) | 05/15/2048 | 515735 |
| 747000 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS4-D | 3.69 % (d) | 12/15/2048 | 635513 |
| 1044000 | Wells Fargo Commercial Mortgage Trust, Series 2016-C34-C | 5.06 % (d) | 06/15/2049 | 864237 |
| 1000000 | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1-D | 3.25 % (a) | 01/15/2060 | 724044 |
| 47951027 | Wells Fargo Commercial Mortgage Trust, Series 2018-C43-XA | 0.60 % (d)(f) | 03/15/2051 | 1154459 |
|  **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $74,918,096) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $74,918,096) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $74,918,096) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $74,918,096) | &nbsp;&nbsp;&nbsp;&nbsp;58112040 |
|  **Non-Agency Residential Collateralized Mortgage Obligations - 14.5%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.5%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.5%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.5%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.5%** |
| 1258257 | Adjustable Rate Mortgage Trust, Series 2006-1-2A1 | 4.23 % (d) | 03/25/2036 | 757513 |
| 501634 | BCAP LLC Trust, Series 2010-RR6-6A2 | 9.30 % (a)(d) | 07/26/2037 | 271318 |
| 9100198 | BCAPB LLC Trust, Series 2007-AB1-A5 | 4.61 % (l) | 03/25/2037 | 3966743 |
| 1280203 | Chase Mortgage Finance Trust, Series 2007-S1-A7 | 6.00% | 02/25/2037 | 527578 |
| 1402095 | Chase Mortgage Finance Trust, Series 2007-S3-1A5 | 6.00% | 05/25/2037 | 732438 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1305110 | CHL Mortgage Pass-Through Trust, Series 2007-4-1A35 (-1 x 1 Month LIBOR USD + 6.70%, 0.00% Floor, 6.70% Cap) | 2.31 % (f)(g) | 05/25/2037 | 205267 |
| 278519 | Citigroup Mortgage Loan Trust, Inc., Series 2006-8-A4 (-3 x 1 Month LIBOR USD + 19.66%, 0.00% Floor, 19.66% Cap) | 7.59 % (a)(g) | 10/25/2035 | 240755 |
| 668828 | Countrywide Alternative Loan Trust, Series 2005-85CB-2A5 (1 Month LIBOR USD + 1.10%, 1.10% Floor, 7.00% Cap) | 5.49% | 02/25/2036 | 548621 |
| 141246 | Countrywide Alternative Loan Trust, Series 2005-85CB-2A6 (-4 x 1 Month LIBOR USD + 21.63%, 0.00% Floor, 21.63% Cap) | 5.54 % (g) | 02/25/2036 | 114256 |
| 1805351 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-11-7A1 | 6.00% | 12/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021238 |
| 3141538 | CSMC Mortgage-Backed Trust, Series 2006-5-3A3 | 6.50% | 06/25/2036 | 715381 |
| 378292 | CSMC Mortgage-Backed Trust, Series 2006-9-2A1 | 5.50% | 11/25/2036 | 328092 |
| 162541 | CSMC Mortgage-Backed Trust, Series 2006-9-6A14 | 6.00% | 11/25/2036 | 138678 |
| 3000000 | Federal Home Loan Mortgage Corporation STACR REMIC Trust, Series 2020-HQA2-B2 (1 Month LIBOR USD + 7.60%, 0.00% Floor) | 11.99 % (a) | 03/25/2050 | 2861376 |
| 2000000 | Federal Home Loan Mortgage Corporation STACR REMIC Trust, Series 2021-HQA2-B2 (Secured Overnight Financing Rate 30 Day Average + 5.45%, 0.00% Floor) | 9.38 % (a) | 12/25/2033 | 1564692 |
| 1026279 | IndyMac INDX Mortgage Loan Trust, Series 2005-AR23-6A1 | 3.20 % (d) | 11/25/2035 | 883313 |
| 63609 | JP Morgan Alternative Loan Trust, Series 2006-S1-2A5 | 5.50% | 02/25/2023 | 46495 |
| 1100886 | JP Morgan Resecuritization Trust, Series 2011-1-2A10 | 6.00 % (a)(c)(d) | 06/26/2037 | 886849 |
| 221015 | Lehman Mortgage Trust, Series 2007-10-1A1 | 6.00% | 01/25/2038 | 209060 |
| 1213815 | Lehman Mortgage Trust, Series 2007-4-1A3 | 5.75% | 05/25/2037 | 602901 |
| 5800000 | PNMAC GMSR Issuer Trust, Series 2018-FT1-A (1 Month LIBOR USD + 2.35%, 0.00% Floor) | 6.74 % (a) | 04/25/2023 | 5473909 |
| 725847 | RBSGC Structured Trust, Series 2008-B-A1 | 6.00 % (a) | 06/25/2037 | 621188 |
| 592035 | Residential Accredit Loans, Inc., Series 2005-QS14-3A1 | 6.00% | 09/25/2035 | 511838 |
| 1409551 | Residential Accredit Loans, Inc., Series 2006-QS7-A3 | 6.00% | 06/25/2036 | 1118549 |
| 428758 | Residential Accredit Loans, Inc., Series 2007-QS1-1A1 | 6.00% | 01/25/2037 | 326766 |
| 682517 | Residential Accredit Loans, Inc., Series 2007-QS6-A1 (1 Month LIBOR USD + 0.33%, 0.33% Floor, 7.00% Cap) | 4.72% | 04/25/2037 | 501620 |
| 722575 | Residential Accredit Loans, Inc., Series 2007-QS6-A102 | 5.75% | 04/25/2037 | 560001 |
| 155481 | Residential Accredit Loans, Inc., Series 2007-QS6-A2 (-8 x 1 Month LIBOR USD + 55.58%, 0.00% Floor, 55.58% Cap) | 19.01 % (g) | 04/25/2037 | 163313 |
| 1646804 | Residential Asset Securitization Trust, Series 2006-A6-1A12 (-1 x 1 Month LIBOR USD + 7.10%, 0.00% Floor, 7.10% Cap) | 2.71 % (f)(g) | 07/25/2036 | 226104 |
| 1628273 | Residential Asset Securitization Trust, Series 2006-A6-1A9 | 6.00% | 07/25/2036 | 482601 |
| 415181 | Residential Funding Mortgage Securities Trust, Series 2007-S2-A4 | 6.00% | 02/25/2037 | 328082 |
| 433831 | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-1-2A2 | 3.68 % (d) | 02/25/2036 | 357669 |
| 429728 | Velocity Commercial Capital Loan Trust, Series 2018-1-M4 | 5.01 % (a) | 04/25/2048 | 353180 |
| 315553 | Velocity Commercial Capital Loan Trust, Series 2018-1-M5 | 6.26 % (a) | 04/25/2048 | 259755 |
| 462925 | Velocity Commercial Capital Loan Trust, Series 2018-1-M6 | 7.26 % (a) | 04/25/2048 | 345205 |
| 5000000 | VOLT LLC, Series 2021-NPL3-A2 | 4.95 % (a)(l) | 02/27/2051 | 4302747 |
| 3202283 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8-A4 | 4.17% | 10/25/2036 | 1181468 |
|  **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $47,030,319) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $47,030,319) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $47,030,319) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $47,030,319) | &nbsp;&nbsp;&nbsp;&nbsp;33736559 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **US Government and Agency Mortgage Backed Obligations - 20.9%** | **US Government and Agency Mortgage Backed Obligations - 20.9%** | **US Government and Agency Mortgage Backed Obligations - 20.9%** | **US Government and Agency Mortgage Backed Obligations - 20.9%** | **US Government and Agency Mortgage Backed Obligations - 20.9%** |
| 326313 | Federal Home Loan Mortgage Corporation REMICS, Series 3211-SI (-4 x 1 Month LIBOR USD + 27.67%, 0.00% Floor, 27.67% Cap) | 9.51 % (f)(g) | 09/15/2036 | 110909 |
| 768105 | Federal Home Loan Mortgage Corporation REMICS, Series 3236-ES (-1 x 1 Month LIBOR USD + 6.70%, 0.00% Floor, 6.70% Cap) | 2.38 % (f)(g) | 11/15/2036 | 69015 |
| 486713 | Federal Home Loan Mortgage Corporation REMICS, Series 3256-S (-1 x 1 Month LIBOR USD + 6.69%, 0.00% Floor, 6.69% Cap) | 2.37 % (f)(g) | 12/15/2036 | 45166 |
| 252478 | Federal Home Loan Mortgage Corporation REMICS, Series 3292-SD (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.78 % (f)(g) | 03/15/2037 | 16545 |
| 3058087 | Federal Home Loan Mortgage Corporation REMICS, Series 3297-BI (-1 x 1 Month LIBOR USD + 6.76%, 0.00% Floor, 6.76% Cap) | 2.44 % (f)(g) | 04/15/2037 | 312654 |
| 2581249 | Federal Home Loan Mortgage Corporation REMICS, Series 3311-BI (-1 x 1 Month LIBOR USD + 6.76%, 0.00% Floor, 6.76% Cap) | 2.44 % (f)(g) | 05/15/2037 | 201348 |
| 2093396 | Federal Home Loan Mortgage Corporation REMICS, Series 3311-IA (-1 x 1 Month LIBOR USD + 6.41%, 0.00% Floor, 6.41% Cap) | 2.09 % (f)(g) | 05/15/2037 | 198738 |
| 438355 | Federal Home Loan Mortgage Corporation REMICS, Series 3314-SH (-1 x 1 Month LIBOR USD + 6.40%, 0.00% Floor, 6.40% Cap) | 2.08 % (f)(g) | 11/15/2036 | 37965 |
| 177267 | Federal Home Loan Mortgage Corporation REMICS, Series 3330-KS (-1 x 1 Month LIBOR USD + 6.55%, 0.00% Floor, 6.55% Cap) | 2.23 % (f)(g) | 06/15/2037 | 9173 |
| 44594 | Federal Home Loan Mortgage Corporation REMICS, Series 3339-AI (-1 x 1 Month LIBOR USD + 6.55%, 0.00% Floor, 6.55% Cap) | 2.23 % (f)(g) | 07/15/2037 | 2930 |
| 1542138 | Federal Home Loan Mortgage Corporation REMICS, Series 3339-TI (-1 x 1 Month LIBOR USD + 6.14%, 0.00% Floor, 6.14% Cap) | 1.82 % (f)(g) | 07/15/2037 | 107690 |
| 794294 | Federal Home Loan Mortgage Corporation REMICS, Series 3374-SD (-1 x 1 Month LIBOR USD + 6.45%, 0.00% Floor, 6.45% Cap) | 2.13 % (f)(g) | 10/15/2037 | 57367 |
| 124627 | Federal Home Loan Mortgage Corporation REMICS, Series 3382-SU (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.98 % (f)(g) | 11/15/2037 | 7060 |
| 2709741 | Federal Home Loan Mortgage Corporation REMICS, Series 3404-SA (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.68 % (f)(g) | 01/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206853 |
| 131897 | Federal Home Loan Mortgage Corporation REMICS, Series 3423-GS (-1 x 1 Month LIBOR USD + 5.65%, 0.00% Floor, 5.65% Cap) | 1.33 % (f)(g) | 03/15/2038 | 6877 |
| 1860774 | Federal Home Loan Mortgage Corporation REMICS, Series 3435-S (-1 x 1 Month LIBOR USD + 5.98%, 0.00% Floor, 5.98% Cap) | 1.66 % (f)(g) | 04/15/2038 | 149431 |
| 115948 | Federal Home Loan Mortgage Corporation REMICS, Series 3508-PS (-1 x 1 Month LIBOR USD + 6.65%, 0.00% Floor, 6.65% Cap) | 2.33 % (f)(g) | 02/15/2039 | 7646 |
| 654342 | Federal Home Loan Mortgage Corporation REMICS, Series 3728-SV (-1 x 1 Month LIBOR USD + 4.45%, 0.00% Floor, 4.45% Cap) | 0.13 % (f)(g) | 09/15/2040 | 18371 |
| 5804918 | Federal Home Loan Mortgage Corporation REMICS, Series 3736-SN (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.73 % (f)(g) | 10/15/2040 | 461190 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2083240 | Federal Home Loan Mortgage Corporation REMICS, Series 3753-SB (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.68 % (f)(g) | 11/15/2040 | 188291 |
| 2386507 | Federal Home Loan Mortgage Corporation REMICS, Series 3780-SM (-1 x 1 Month LIBOR USD + 6.50%, 0.00% Floor, 6.50% Cap) | 2.18 % (f)(g) | 12/15/2040 | 202783 |
| 831654 | Federal Home Loan Mortgage Corporation REMICS, Series 3815-ST (-1 x 1 Month LIBOR USD + 5.85%, 0.00% Floor, 5.85% Cap) | 1.53 % (f)(g) | 02/15/2041 | 65267 |
| 1174966 | Federal Home Loan Mortgage Corporation REMICS, Series 3905-SC (-5 x 1 Month LIBOR USD + 22.75%, 0.00% Floor, 22.75% Cap) | 2.15 % (g) | 08/15/2041 | 1093838 |
| 849691 | Federal Home Loan Mortgage Corporation REMICS, Series 3924-SJ (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.68 % (f)(g) | 09/15/2041 | 70136 |
| 1660528 | Federal Home Loan Mortgage Corporation REMICS, Series 3960-ES (-1 x 1 Month LIBOR USD + 5.95%, 0.00% Floor, 5.95% Cap) | 1.63 % (f)(g) | 11/15/2041 | 117125 |
| 1687352 | Federal Home Loan Mortgage Corporation REMICS, Series 4291-MS (-1 x 1 Month LIBOR USD + 5.90%, 0.00% Floor, 5.90% Cap) | 1.58 % (f)(g) | 01/15/2054 | 133198 |
| 392875 | Federal Home Loan Mortgage Corporation REMICS, Series 4610-IB | 3.00 % (f) | 06/15/2041 | 6777 |
| 12947099 | Federal Home Loan Mortgage Corporation REMICS, Series 5100-DS (-1 x Secured Overnight Financing Rate 30 Day Average + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 % (f)(g) | 05/25/2051 | 107392 |
| 11052331 | Federal Home Loan Mortgage Corporation REMICS, Series 5112-SC (-1 x Secured Overnight Financing Rate 30 Day Average + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 % (f)(g) | 06/25/2051 | 151950 |
| 33147975 | Federal Home Loan Mortgage Corporation, Series 2021-P009-X | 1.45 % (d)(f) | 01/25/2031 | 1761205 |
| 4363114 | Federal National Mortgage Association Pass-Thru, Pool MA4625 | 3.50% | 06/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969250 |
| 51507 | Federal National Mortgage Association REMICS, Series 2005-72-WS (-1 x 1 Month LIBOR USD + 6.75%, 0.00% Floor, 6.75% Cap) | 2.36 % (f)(g) | 08/25/2035 | 2549 |
| 412744 | Federal National Mortgage Association REMICS, Series 2005-90-SP (-1 x 1 Month LIBOR USD + 6.75%, 0.00% Floor, 6.75% Cap) | 2.36 % (f)(g) | 09/25/2035 | 6832 |
| 262640 | Federal National Mortgage Association REMICS, Series 2006-117-SQ (-1 x 1 Month LIBOR USD + 6.55%, 0.00% Floor, 6.55% Cap) | 2.16 % (f)(g) | 12/25/2036 | 17815 |
| 146121 | Federal National Mortgage Association REMICS, Series 2006-119-HS (-1 x 1 Month LIBOR USD + 6.65%, 0.00% Floor, 6.65% Cap) | 2.26 % (f)(g) | 12/25/2036 | 13464 |
| 2728954 | Federal National Mortgage Association REMICS, Series 2006-123-CI (-1 x 1 Month LIBOR USD + 6.74%, 0.00% Floor, 6.74% Cap) | 2.35 % (f)(g) | 01/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271713 |
| 1448149 | Federal National Mortgage Association REMICS, Series 2007-15-BI (-1 x 1 Month LIBOR USD + 6.70%, 0.00% Floor, 6.70% Cap) | 2.31 % (f)(g) | 03/25/2037 | 112957 |
| 243602 | Federal National Mortgage Association REMICS, Series 2007-20-S (-1 x 1 Month LIBOR USD + 6.74%, 0.00% Floor, 6.74% Cap) | 2.35 % (f)(g) | 03/25/2037 | 14515 |
| 149598 | Federal National Mortgage Association REMICS, Series 2007-21-SD (-1 x 1 Month LIBOR USD + 6.48%, 0.00% Floor, 6.48% Cap) | 2.09 % (f)(g) | 03/25/2037 | 9319 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 707216 | Federal National Mortgage Association REMICS, Series 2007-30-IE (-1 x 1 Month LIBOR USD + 6.74%, 0.00% Floor, 6.74% Cap) | 2.35 % (f)(g) | 04/25/2037 | 74233 |
| 1584096 | Federal National Mortgage Association REMICS, Series 2007-32-SA (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (f)(g) | 04/25/2037 | 123147 |
| 590778 | Federal National Mortgage Association REMICS, Series 2007-40-SA (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (f)(g) | 05/25/2037 | 36813 |
| 106715 | Federal National Mortgage Association REMICS, Series 2007-48-SE (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (f)(g) | 05/25/2037 | 5776 |
| 163474 | Federal National Mortgage Association REMICS, Series 2007-64-LI (-1 x 1 Month LIBOR USD + 6.56%, 0.00% Floor, 6.56% Cap) | 2.17 % (f)(g) | 07/25/2037 | 13311 |
| 78111 | Federal National Mortgage Association REMICS, Series 2007-68-SA (-1 x 1 Month LIBOR USD + 6.65%, 0.00% Floor, 6.65% Cap) | 2.26 % (f)(g) | 07/25/2037 | 5672 |
| 3539978 | Federal National Mortgage Association REMICS, Series 2007-75-PI (-1 x 1 Month LIBOR USD + 6.54%, 0.00% Floor, 6.54% Cap) | 2.15 % (f)(g) | 08/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297763 |
| 1889654 | Federal National Mortgage Association REMICS, Series 2008-33-SA (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 04/25/2038 | 135241 |
| 1567776 | Federal National Mortgage Association REMICS, Series 2008-42-SC (-1 x 1 Month LIBOR USD + 5.90%, 0.00% Floor, 5.90% Cap) | 1.51 % (f)(g) | 05/25/2038 | 92656 |
| 382083 | Federal National Mortgage Association REMICS, Series 2008-5-GS (-1 x 1 Month LIBOR USD + 6.25%, 0.00% Floor, 6.25% Cap) | 1.86 % (f)(g) | 02/25/2038 | 22363 |
| 904779 | Federal National Mortgage Association REMICS, Series 2008-62-SD (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.66 % (f)(g) | 07/25/2038 | 53701 |
| 681831 | Federal National Mortgage Association REMICS, Series 2008-68-SB (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (f)(g) | 08/25/2038 | 45870 |
| 96124 | Federal National Mortgage Association REMICS, Series 2009-111-SE (-1 x 1 Month LIBOR USD + 6.25%, 0.00% Floor, 6.25% Cap) | 1.86 % (f)(g) | 01/25/2040 | 8734 |
| 589722 | Federal National Mortgage Association REMICS, Series 2009-12-CI (-1 x 1 Month LIBOR USD + 6.60%, 0.00% Floor, 6.60% Cap) | 2.21 % (f)(g) | 03/25/2036 | 38794 |
| 101606 | Federal National Mortgage Association REMICS, Series 2009-47-SA (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (f)(g) | 07/25/2039 | 5021 |
| 125980 | Federal National Mortgage Association REMICS, Series 2009-48-WS (-1 x 1 Month LIBOR USD + 5.95%, 0.00% Floor, 5.95% Cap) | 1.56 % (f)(g) | 07/25/2039 | 8988 |
| 71220 | Federal National Mortgage Association REMICS, Series 2009-67-SA (-1 x 1 Month LIBOR USD + 5.15%, 0.25% Floor, 5.15% Cap) | 0.76 % (f)(g) | 07/25/2037 | 2496 |
| 289995 | Federal National Mortgage Association REMICS, Series 2009-87-SA (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 11/25/2049 | 29828 |
| 4610560 | Federal National Mortgage Association REMICS, Series 2009-90-QI (-1 x 1 Month LIBOR USD + 6.60%, 0.00% Floor, 6.60% Cap) | 2.21 % (f)(g) | 08/25/2036 | 357033 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 534049 | Federal National Mortgage Association REMICS, Series 2009-91-SD (-1 x 1 Month LIBOR USD + 6.15%, 0.00% Floor, 6.15% Cap) | 1.76 % (f)(g) | 11/25/2039 | 41470 |
| 100938 | Federal National Mortgage Association REMICS, Series 2010-115-SD (-1 x 1 Month LIBOR USD + 6.60%, 0.00% Floor, 6.60% Cap) | 2.21 % (f)(g) | 11/25/2039 | 8731 |
| 123467 | Federal National Mortgage Association REMICS, Series 2010-11-SC (-1 x 1 Month LIBOR USD + 4.80%, 0.00% Floor, 4.80% Cap) | 0.41 % (f)(g) | 02/25/2040 | 4737 |
| 270395 | Federal National Mortgage Association REMICS, Series 2010-134-SE (-1 x 1 Month LIBOR USD + 6.65%, 0.00% Floor, 6.65% Cap) | 2.26 % (f)(g) | 12/25/2025 | 3326 |
| 3705565 | Federal National Mortgage Association REMICS, Series 2010-142-SC (-1 x 1 Month LIBOR USD + 6.60%, 0.00% Floor, 6.60% Cap) | 2.21 % (f)(g) | 12/25/2040 | 431326 |
| 602438 | Federal National Mortgage Association REMICS, Series 2010-15-SL (-1 x 1 Month LIBOR USD + 4.95%, 0.00% Floor, 4.95% Cap) | 0.56 % (f)(g) | 03/25/2040 | 28116 |
| 162320 | Federal National Mortgage Association REMICS, Series 2010-19-SA (-1 x 1 Month LIBOR USD + 5.40%, 0.00% Floor, 5.40% Cap) | 1.01 % (f)(g) | 03/25/2050 | 11432 |
| 440225 | Federal National Mortgage Association REMICS, Series 2010-31-SB (-1 x 1 Month LIBOR USD + 5.00%, 0.00% Floor, 5.00% Cap) | 0.61 % (f)(g) | 04/25/2040 | 22362 |
| 813198 | Federal National Mortgage Association REMICS, Series 2010-39-SL (-1 x 1 Month LIBOR USD + 5.67%, 0.00% Floor, 5.67% Cap) | 1.28 % (f)(g) | 05/25/2040 | 46528 |
| 105852 | Federal National Mortgage Association REMICS, Series 2010-8-US (-1 x 1 Month LIBOR USD + 4.80%, 0.00% Floor, 4.80% Cap) | 0.41 % (f)(g) | 02/25/2040 | 1480 |
| 122703 | Federal National Mortgage Association REMICS, Series 2010-9-GS (-1 x 1 Month LIBOR USD + 4.75%, 0.00% Floor, 4.75% Cap) | 0.36 % (f)(g) | 02/25/2040 | 3277 |
| 656402 | Federal National Mortgage Association REMICS, Series 2011-114-S (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 09/25/2039 | 55999 |
| 803216 | Federal National Mortgage Association REMICS, Series 2011-146-US (-1 x 1 Month LIBOR USD + 7.00%, 0.00% Floor, 7.00% Cap) | 0.86 % (g) | 01/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568437 |
| 45110 | Federal National Mortgage Association REMICS, Series 2011-5-PS (-1 x 1 Month LIBOR USD + 6.40%, 0.00% Floor, 6.40% Cap) | 2.01 % (f)(g) | 11/25/2040 | 197 |
| 162445 | Federal National Mortgage Association REMICS, Series 2012-29-SG (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 04/25/2042 | 12859 |
| 1457039 | Federal National Mortgage Association REMICS, Series 2012-56-SN (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.66 % (f)(g) | 06/25/2042 | 104458 |
| 1559553 | Federal National Mortgage Association REMICS, Series 2012-76-SC (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 07/25/2042 | 141378 |
| 1386415 | Federal National Mortgage Association REMICS, Series 2013-83-US (-1 x 1 Month LIBOR USD + 5.00%, 0.00% Floor, 5.00% Cap) | 0.61 % (g) | 08/25/2043 | 907501 |
| 4406340 | Federal National Mortgage Association REMICS, Series 2016-64-SA (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (f)(g) | 09/25/2046 | 468480 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 3782075 | Federal National Mortgage Association REMICS, Series 2020-61-DI | 3.00 % (f) | 09/25/2060 | 703867 |
| 16320330 | Federal National Mortgage Association REMICS, Series 2021-17-SA (-1 x Secured Overnight Financing Rate 30 Day Average + 2.00%, 0.00% Floor, 2.00% Cap) | 0.00 % (f)(g) | 04/25/2051 | 121826 |
| 5386424 | Federal National Mortgage Association REMICS, Series 2021-3-KI | 2.50 % (f) | 02/25/2051 | 769431 |
| 4742724 | Federal National Mortgage Association REMICS, Series 2021-56-WI | 2.50 % (f) | 09/25/2051 | 609116 |
| 15427708 | Federal National Mortgage Association, Series 2019-M26-X1 | 0.62 % (d)(f) | 03/25/2030 | 470454 |
| 15225691 | Federal National Mortgage Association, Series 2020-M27-X1 | 0.86 % (d)(f) | 03/25/2031 | 661826 |
| 166080 | Federal National Mortgage Association, Series 374-19 | 6.50 % (f) | 09/25/2036 | 33901 |
| 13267475 | Government National Mortgage Association REMICS | 0.00% | 11/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753776 |
| 415472 | Government National Mortgage Association, Series 2009-104-SD (-1 x 1 Month LIBOR USD + 6.35%, 0.00% Floor, 6.35% Cap) | 2.02 % (f)(g) | 11/16/2039 | 30683 |
| 55650 | Government National Mortgage Association, Series 2010-98-IA | 5.53 % (d)(f) | 03/20/2039 | 3600 |
| 422195 | Government National Mortgage Association, Series 2011-69-SB (-1 x 1 Month LIBOR USD + 5.35%, 0.00% Floor, 5.35% Cap) | 1.00 % (f)(g) | 05/20/2041 | 27421 |
| 706864 | Government National Mortgage Association, Series 2011-71-SG (-1 x 1 Month LIBOR USD + 5.40%, 0.00% Floor, 5.40% Cap) | 1.05 % (f)(g) | 05/20/2041 | 48353 |
| 768880 | Government National Mortgage Association, Series 2011-72-AS (-1 x 1 Month LIBOR USD + 5.38%, 0.00% Floor, 5.38% Cap) | 1.03 % (f)(g) | 05/20/2041 | 51328 |
| 907075 | Government National Mortgage Association, Series 2011-89-SA (-1 x 1 Month LIBOR USD + 5.45%, 0.00% Floor, 5.45% Cap) | 1.10 % (f)(g) | 06/20/2041 | 62043 |
| 6363605 | Government National Mortgage Association, Series 2012-26-SP (-1 x 1 Month LIBOR USD + 6.65%, 0.00% Floor, 6.65% Cap) | 2.30 % (f)(g) | 02/20/2042 | 771013 |
| 496892 | Government National Mortgage Association, Series 2012-34-LI (-20 x 1 Month LIBOR USD + 122.00%, 0.00% Floor, 6.00% Cap) | 6.00 % (f)(g) | 12/16/2039 | 97091 |
| 4662803 | Government National Mortgage Association, Series 2013-119-TZ | 3.00% | 08/20/2043 | 4216056 |
| 2855825 | Government National Mortgage Association, Series 2014-39-SK (-1 x 1 Month LIBOR USD + 6.20%, 0.00% Floor, 6.20% Cap) | 1.85 % (f)(g) | 03/20/2044 | 267664 |
| 4854995 | Government National Mortgage Association, Series 2014-59-DS (-1 x 1 Month LIBOR USD + 6.25%, 0.00% Floor, 6.25% Cap) | 1.92 % (f)(g) | 04/16/2044 | 381531 |
| 3869609 | Government National Mortgage Association, Series 2014-63-SD (-1 x 1 Month LIBOR USD + 5.55%, 0.00% Floor, 5.55% Cap) | 1.20 % (f)(g) | 04/20/2044 | 383176 |
| 1945339 | Government National Mortgage Association, Series 2014-69-ST (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.77 % (f)(g) | 12/16/2039 | 159436 |
| 2842485 | Government National Mortgage Association, Series 2015-148-BS (-1 x 1 Month LIBOR USD + 5.69%, 0.00% Floor, 5.69% Cap) | 1.34 % (f)(g) | 10/20/2045 | 214684 |
| 7756386 | Government National Mortgage Association, Series 2015-158-SK (-1 x 1 Month LIBOR USD + 6.20%, 0.00% Floor, 6.20% Cap) | 1.85 % (f)(g) | 11/20/2045 | 788871 |
| 9139914 | Government National Mortgage Association, Series 2018-111-SA (-1 x 1 Month LIBOR USD + 4.55%, 0.00% Floor, 4.55% Cap) | 0.20 % (f)(g) | 08/20/2048 | 206997 |
| 25483885 | Government National Mortgage Association, Series 2018-48-SD (-1 x 1 Month LIBOR USD + 3.90%, 0.00% Floor, 3.90% Cap) | 0.00 % (f)(g) | 04/20/2048 | 534741 |
| 7627195 | Government National Mortgage Association, Series 2020-115-SC (-1 x 1 Month LIBOR USD + 4.20%, 0.00% Floor, 4.20% Cap) | 0.00 % (f)(g) | 08/20/2050 | 293015 |
| 6375873 | Government National Mortgage Association, Series 2020-129-SE (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | 0.00 % (f)(g) | 09/20/2050 | 94024 |
| 6845072 | Government National Mortgage Association, Series 2020-138-IL | 3.50 % (f) | 09/20/2050 | 1155020 |
| 8575727 | Government National Mortgage Association, Series 2020-175-KI | 2.50 % (f) | 11/20/2050 | 1207333 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 3323361 | Government National Mortgage Association, Series 2020-187-SB (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (f)(g) | 12/20/2050 | 350339 |
| 5435999 | Government National Mortgage Association, Series 2020-196-DI | 2.50 % (f) | 12/20/2050 | 682360 |
| 7395497 | Government National Mortgage Association, Series 2021-107-SA (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | 0.00 % (f)(g) | 06/20/2051 | 283145 |
| 4740920 | Government National Mortgage Association, Series 2021-116-XI | 3.50 % (f) | 03/20/2051 | 779308 |
| 4047133 | Government National Mortgage Association, Series 2021-125-AS (-1 x Secured Overnight Financing Rate 30 Day Average + 3.25%, 0.00% Floor, 3.25% Cap) | 0.00 % (f)(g)(g) | 07/20/2051 | 44240 |
| 7575850 | Government National Mortgage Association, Series 2021-130-DI | 3.00 % (f) | 07/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182636 |
| 7536427 | Government National Mortgage Association, Series 2021-158-SA (-1 x Secured Overnight Financing Rate 30 Day Average + 3.70%, 0.00% Floor, 3.70% Cap) | 0.00 % (f)(g) | 09/20/2051 | 210598 |
| 16204702 | Government National Mortgage Association, Series 2021-221-SC (-1 x Secured Overnight Financing Rate 30 Day Average + 3.80%, 0.00% Floor, 3.80% Cap) | 0.00 % (f)(g) | 12/20/2051 | 263247 |
| 12183569 | Government National Mortgage Association, Series 2021-221-SD (-1 x Secured Overnight Financing Rate 30 Day Average + 3.80%, 0.00% Floor, 3.80% Cap) | 0.00 % (f)(g) | 12/20/2051 | 225241 |
| 12255724 | Government National Mortgage Association, Series 2021-24-XI | 2.00 % (f) | 02/20/2051 | 1320318 |
| 9147807 | Government National Mortgage Association, Series 2021-46-DS (-1 x 1 Month LIBOR USD + 2.80%, 0.00% Floor, 2.80% Cap) | 0.00 % (f)(g) | 03/20/2051 | 184373 |
| 5334236 | Government National Mortgage Association, Series 2021-58-SJ (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (f)(g) | 04/20/2051 | 532260 |
| 39276959 | Government National Mortgage Association, Series 2021-59-S (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 % (f)(g) | 04/20/2051 | 582234 |
| 16555847 | Government National Mortgage Association, Series 2021-73-LS (-1 x Secured Overnight Financing Rate 30 Day Average + 2.50%, 0.50% Floor, 2.50% Cap) | 0.50 % (f)(g) | 04/20/2051 | 296873 |
| 8699647 | Government National Mortgage Association, Series 2021-77-IH | 2.50 % (f) | 05/20/2051 | 991930 |
| 15485424 | Government National Mortgage Association, Series 2021-78-SC (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 % (f)(g) | 05/20/2051 | 192598 |
| 8290722 | Government National Mortgage Association, Series 2021-7-IQ | 2.50 % (f) | 01/20/2051 | 1090780 |
| 16518130 | Government National Mortgage Association, Series 2021-97-SA (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 % (f)(g) | 06/20/2051 | 153181 |
| 29706578 | Government National Mortgage Association, Series 2021-9-MI | 2.50 % (f) | 01/20/2051 | 3890439 |
| 9644353 | Government National Mortgage Association, Series 2021-H04-BI | 1.85 % (d)(f) | 02/01/2071 | 426753 |
| 11311091 | Government National Mortgage Association, Series 2021-H07-AI | 0.01 % (d)(f) | 05/20/2071 | 435583 |
| 17449177 | Government National Mortgage Association, Series 2022-22-SA (-1 x Secured Overnight Financing Rate 30 Day Average + 3.60%, 0.00% Floor, 3.60% Cap) | 0.00 % (f)(g) | 08/20/2050 | 342006 |
| 6866263 | Government National Mortgage Association, Series 2022-25-EI | 3.00 % (f) | 02/20/2052 | 1010588 |
| 18626106 | Government National Mortgage Association, Series 2022-83-IO | 2.50 % (f) | 11/20/2051 | 2503745 |
|  **Total US Government and Agency Mortgage Backed Obligations** (Cost $74,711,111) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $74,711,111) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $74,711,111) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $74,711,111) | 48655890 |
|  **US Government and Agency Obligations - 6.3%** | **US Government and Agency Obligations - 6.3%** | **US Government and Agency Obligations - 6.3%** | **US Government and Agency Obligations - 6.3%** | **US Government and Agency Obligations - 6.3%** |
| 15000000 | United States Treasury Notes | 3.13% | 08/15/2025 | 14565234 |
|  **Total US Government and Agency Obligations** (Cost $14,839,005) | **Total US Government and Agency Obligations** (Cost $14,839,005) | **Total US Government and Agency Obligations** (Cost $14,839,005) | **Total US Government and Agency Obligations** (Cost $14,839,005) | 14565234 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Common Stocks - 0.1%** | **Common Stocks - 0.1%** | **Common Stocks - 0.1%** | **Common Stocks - 0.1%** | **Common Stocks - 0.1%** |
| 13001 | Foresight Equity (c)(i) |  |  | 155492 |
| 4104 | Summit Midstream Partners LP (i) |  |  | 68455 |
|  **Total Common Stocks** (Cost $252,064) | **Total Common Stocks** (Cost $252,064) | **Total Common Stocks** (Cost $252,064) | **Total Common Stocks** (Cost $252,064) | 223947 |
|  **Preferred Stocks - 0.0% (n)** | **Preferred Stocks - 0.0% (n)** | **Preferred Stocks - 0.0% (n)** | **Preferred Stocks - 0.0% (n)** | **Preferred Stocks - 0.0% (n)** |
| 2010 | Riverbed Technologies, Inc. (c)(i) |  |  | 1518 |
|  **Total Preferred Stocks** (Cost $42,848) | **Total Preferred Stocks** (Cost $42,848) | **Total Preferred Stocks** (Cost $42,848) | **Total Preferred Stocks** (Cost $42,848) | 1518 |
|  **Short Term Investments - 2.2%** | **Short Term Investments - 2.2%** | **Short Term Investments - 2.2%** | **Short Term Investments - 2.2%** | **Short Term Investments - 2.2%** |
| 1713775 | First American Government Obligations Fund - Class U | 4.10 % (j) |  | 1713775 |
| 1713775 | JP Morgan U.S. Government Money Market Fund - Institutional Share Class | 4.11 % (j) |  | 1713775 |
| 1713775 | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 4.11 % (j) |  | 1713775 |
|  **Total Short Term Investments** (Cost $5,141,325) | **Total Short Term Investments** (Cost $5,141,325) | **Total Short Term Investments** (Cost $5,141,325) | **Total Short Term Investments** (Cost $5,141,325) | 5141325 |
|  **Total Investments - 121.6%** (Cost $359,227,985) (m) | **Total Investments - 121.6%** (Cost $359,227,985) (m) | **Total Investments - 121.6%** (Cost $359,227,985) (m) | **Total Investments - 121.6%** (Cost $359,227,985) (m) | 282953782 |
| Liabilities in Excess of Other Assets - (21.6)% | Liabilities in Excess of Other Assets - (21.6)% | Liabilities in Excess of Other Assets - (21.6)% | Liabilities in Excess of Other Assets - (21.6)% | (50306819) |
|  **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $**232646963** |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold
in transactions exempt from registration to qualified institutional buyers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Coupon rate is variable or floats based on components including but not limited to reference rate and spread.
These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Value determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the
weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) Security is in default or has failed to make a scheduled payment. Income is not being accrued.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Interest only security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Perpetual maturity. The date disclosed is the next call date of the security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Non-income producing security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Seven-day yield as of period end

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Security pays interest at rates that represent residual cashflows available after more senior tranches have been
paid. The interest rate disclosed reflects the estimated rate in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Step bond; coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate
in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Under the Fund's credit agreement, the lender, through its agent, has been granted a security interest in
all of the Fund's investments in consideration of the Fund's borrowing under the line of credit with the lender.

PIK A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.

------

**<u>SECURITY TYPE BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Collateralized Loan Obligations | 36.5% |
|  Non-Agency Commercial Mortgage Backed Obligations | 25.0% |
|  US Government and Agency Mortgage Backed Obligations | 20.9% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 14.5% |
|  Bank Loans | 9.4% |
|  US Government and Agency Obligations | 6.3% |
|  Foreign Corporate Bonds | 3.6% |
|  Asset Backed Obligations | 2.3% |
|  Short Term Investments | 2.2% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 0.8% |
|  Common Stocks | 0.1% |
|  Preferred Stocks | 0.0% (n) |
|  Other Assets and Liabilities | (21.6)% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>INVESTMENT BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Collateralized Loan Obligations | 36.5% |
|  Non-Agency Commercial Mortgage Backed Obligations | 25.0% |
|  US Government and Agency Mortgage Backed Obligations | 20.9% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 14.5% |
|  US Government and Agency Obligations | 6.3% |
|  Asset Backed Obligations | 2.3% |
|  Short Term Investments | 2.2% |
|  Energy | 2.1% |
|  Electronics/Electric | 1.8% |
|  Business Equipment and Services | 1.1% |
|  Healthcare | 1.1% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 0.8% |
|  Transportation | 0.6% |
|  Utilities | 0.6% |
|  Chemicals/Plastics | 0.5% |
|  Automotive | 0.5% |
|  Media | 0.5% |
|  Consumer Products | 0.5% |
|  Mining | 0.4% |
|  Banking | 0.4% |
|  Financial Intermediaries | 0.4% |
|  Insurance | 0.4% |
|  Telecommunications | 0.3% |
|  Building and Development (including Steel/Metals) | 0.3% |
|  Industrial Equipment | 0.3% |
|  Aerospace & Defense | 0.2% |
|  Retailers (other than Food/Drug) | 0.2% |
|  Food Service | 0.2% |
|  Environmental Control | 0.2% |
|  Leisure | 0.1% |
|  Technology | 0.1% |
|  Real Estate | 0.1% |
|  Containers and Glass Products | 0.1% |
|  Chemical Products | 0.1% |
|  Hotels/Motels/Inns and Casinos | 0.0% (n) |
|  Food Products | 0.0% (n) |
|  Other Assets and Liabilities | (21.6)% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Represents less than 0.05% of net assets

------

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

------

**1. Organization** 

DoubleLine Opportunistic Credit Fund (the "Fund") was formed as a closed-end management investment company registered under the Investment Company Act of 1940, as amended (the "1940 Act"), and originally classified as a non-diversified fund. The Fund is currently operating as a diversified fund. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund's total assets is not subject to this limitation. The Fund was organized as a Massachusetts business trust on July 22, 2011 and commenced operations on January 27, 2012. The Fund is listed on the New York Stock Exchange ("NYSE") under the symbol "DBL". The Fund's investment objective is to seek high total investment return by providing a high level of current income and the potential for capital appreciation.

**2. Significant Accounting Policies** 

The Fund is an investment company that applies the accounting and reporting guidance issued in Topic 946, "Financial Services—Investment Companies", by the Financial Accounting Standards Board ("FASB"). The following is a summary of the significant accounting policies of the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America ("US GAAP").

**A. Security Valuation.** The Fund has adopted US GAAP fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:

• Level 1—Unadjusted quoted market prices in active markets for identical securities

• Level 2—Quoted prices for identical or similar assets in markets that are not active, or inputs derived from
observable market data

• Level 3—Significant unobservable inputs (including the reporting entity's estimates and assumptions)

Market values for domestic and foreign fixed income securities are normally determined on the basis of valuations provided by independent pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed income securities in which the Fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use similar valuation techniques and inputs as described in the following table are categorized as Level 2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as Level 3. Assets and liabilities may be transferred between levels.

---

| | |
|:---|:---|
| Fixed-income class | Examples of Inputs |
| All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as "standard inputs") |
| Corporate bonds and notes; convertible securities | Standard inputs and underlying equity of the issuer |
| US bonds and notes of government and government agencies | Standard inputs |
| Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations) | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports |
| Bank loans | Standard inputs |

---

Investments in registered open-end management investment companies will be valued based upon the net asset value ("NAV") of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

The Board of Trustees (the "Board") has adopted a pricing and valuation policy for use by the Fund and its Valuation Designee (as defined below) in calculating the Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, the Fund has designated DoubleLine Capital LP (the "Adviser" or "DoubleLine Capital") as its "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with Rule 2a-5. The Valuation Designee is authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

------

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2022:

---

| | |
|:---|:---|
| **Category** |  |
|  **Investments in Securities** |  |
|  Level 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | $5141325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 68455 |
|  Total Level 1 | 5209780 |
|  Level 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 84252913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 53244356 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 48655890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 32849710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 21684738 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 14565234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 8424825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 2015064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 1918264 |
|  Total Level 2 | 267610994 |
|  Level 3 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 4867684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 3452927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 886849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 679956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 155492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 88582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 1518 |
|  Total Level 3 | 10133008 |
|  Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282953782 |

---

*See the Schedule of Investments for further disaggregation of investment categories.* 

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Fair Value<br>as of<br>9/30/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers<br>Out of<br>Level 3<sup>(d)</sup>** | **Fair Value<br>as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $4907534 | $— | $(62550) | $22700 | $— | $— | $— | $— | $4867684 | $(62550) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 3959557 |  | (538362) |  | 63525 | (31793) |  |  | 3452927 | (519920) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations |  |  |  |  |  |  | 886849 |  | 886849 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 1648940 |  | (187609) |  |  |  |  | (781375) | 679956 | (185580) |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Fair Value<br>as of<br>9/30/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers<br>Out of<br>Level 3<sup>(d)</sup>** | **Fair Value<br>as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $242328 | $(48721) | $(37667) | $— | $— | $(448) | $— | $— | $155492 | $(85158) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 88856 | 89 | (1020) | 931 |  | (274) |  |  | 88582 | (928) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 2010 |  | (492) |  |  |  |  |  | 1518 | (492) |
|  **Total** | $10849225 | $(48632) | $(827700) | $23631 | $63525 | $(32515) | $886849 | $(781375) | $10133008 | $(854628) |

---

*<sup>(a)</sup>* *Purchases include all purchases of securities, payups and corporate actions.* 

*<sup>(b)</sup>* *Sales include all sales of securities, maturities, and paydowns.* 

*<sup>(c)</sup>* *Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2022 may be due to a security that was not held or categorized as Level 3 at either period end.* 

*<sup>(d)</sup>* *Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.* 

The following is a summary of quantitative information about Level 3 Fair Value Measurements:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Fair<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $4867684 | Market Comparables | Market Quotes | $0.01 - $81.92 ($67.54) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $3452927 | Market Comparables | Market Quotes | $31.22 - $1,794.42 ($291.62) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | $886849 | Market Comparables | Market Quotes | $80.56 ($80.56) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | $679956 | Market Comparables | Market Quotes | $0.32 - $33.84 ($33.68) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $155492 | Market Comparables | Market Quotes | $11.96 ($11.96) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | $88582 | Market Comparables | Market Quotes | $100.00 ($100.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | $1518 | Market Comparables | Market Quotes | $0.76 ($0.76) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

*<sup>(e)</sup>* *Unobservable inputs were weighted by the relative fair value of the instruments.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Opportunistic Credit Fund

- **b. Investment Company Act file number:** 811-22592

- **c. CIK number of Registrant:** 0001525201

- **d. LEI of Registrant:** 5493003RT2VL4QLFXN55

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

  - **Street Address 1:** 2002 North Tampa Street

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

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

- **a. Name of Series:** DoubleLine Opportunistic Credit Fund

- **c. LEI of Series:** 5493003RT2VL4QLFXN55

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $285247890.61

**Total Liabilities:** $52403277.69

**Net Assets:** $232844612.92

**Cash Not Reported:** $226606.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 168.000000000000 | **1-Year:** 2456.000000000000 | **5-Year:** 26309.000000000000 | **10-Year:** 24883.000000000000 | **30-Year:** 3170.000000000000

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

- **3-Month:** 246.000000000000 | **1-Year:** 7283.000000000000 | **5-Year:** 25818.000000000000 | **10-Year:** 11400.000000000000 | **30-Year:** 1669.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.47%                | 1.86%                | 1.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23381.59               | $-5395319.55                               |
| Month 2  | $-70445.15               | $6379480.23                                |
| Month 3  | $-289498.82              | $1872426.08                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank                                             | BANK 2020-BNK26                                                                | CUSIP: 06540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5843520 | PA      | $449437.39    | 0.19%             | 2063-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-I                                                         | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2255382.75   | 0.97%             | 2036-04-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings Clo Ltd 2015-II                                                        | CUSIP: 06759FAG1<br>LEI: 549300Y5E22C3P2S6J52 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $903450.60    | 0.39%             | 2030-10-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C19                            | CUSIP: 46641WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3488650 | PA      | $2857993.83   | 1.23%             | 2047-04-15      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                      | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165964.13    | 0.07%             | 2032-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2013-1 Ltd                                | CUSIP: 14310BAS0<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1810073.40   | 0.78%             | 2030-08-14      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MED Trust                                        | Med Trust 2021-MDLN                                                            | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $908356.30    | 0.39%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                    | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $451308.75    | 0.19%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                             | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $178928.36    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                        | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $281526.32    | 0.12%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C19                            | CUSIP: 46641WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938200 | PA      | $1299399.13   | 0.56%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C19                            | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5158805 | PA      | $429317.82    | 0.18%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2019-CRE3 Trust                                                          | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1862462.00   | 0.80%             | 2036-09-14      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                    | Alen 2021-ACEN Mortgage Trust                                                  | CUSIP: 01449NAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1668688.00   | 0.72%             | 2034-04-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2021-1 LTD                                                      | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $872461.90    | 0.37%             | 2034-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2019-1                                    | CUSIP: 14855MAC2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1730285 | PA      | $1010352.95   | 0.43%             | 2039-04-15      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mor                   | Credit Suisse First Boston Mortgage Securities Corp                            | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805351 | PA      | $1021238.00   | 0.44%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                            | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $619378.80    | 0.27%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Bcapb LLC Trust                                  | BCAPB LLC Trust 2007-AB1                                                       | CUSIP: 05529DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9100198 | PA      | $3966742.82   | 1.70%             | 2037-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                                             | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $778400.60    | 0.33%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| NYT Mortgage Trust                               | BF 2019-NYT Mortgage Trust                                                     | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012000 | PA      | $827529.20    | 0.36%             | 2035-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVI-S Ltd                                                 | CUSIP: 64131RAJ7<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $854608.90    | 0.37%             | 2034-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2017-APPL                                                             | CUSIP: 12433PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660850 | PA      | $649705.11    | 0.28%             | 2034-07-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS3 Mortgage Trust                                                  | CUSIP: 12591YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26400000 | PA      | $392797.68    | 0.17%             | 2047-06-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C23                            | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1706628.40   | 0.73%             | 2047-09-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C29                            | CUSIP: 46644RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20920000 | PA      | $156866.53    | 0.07%             | 2048-05-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                                      | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $120472.73    | 0.05%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                          | Allegany Park CLO Ltd                                                          | CUSIP: 01714PAJ8<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $858477.20    | 0.37%             | 2035-01-20      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-S1                                    | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280203 | PA      | $527577.73    | 0.23%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-S3                                    | CUSIP: 16163HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402095 | PA      | $732438.23    | 0.31%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2019-IMC                                          | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3901982.28   | 1.68%             | 2034-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-I                                                         | CUSIP: 06759KAE5<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1363297.80   | 0.59%             | 2036-04-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136A1P25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656402 | PA      | $55999.15     | 0.02%             | 2039-09-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136A3KT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803216 | PA      | $568437.09    | 0.24%             | 2042-01-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 32 Ltd                                      | CUSIP: 64132DAQ1<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1857508.80   | 0.80%             | 2032-01-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                   | Octagon Investment Partners 26 Ltd                                             | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $781374.90    | 0.34%             | 2030-07-15      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                 | Simpar Europe SA                                                               | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $151766.00    | 0.07%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                               | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    700000 | PA      | $525500.50    | 0.23%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C29                            | CUSIP: 46644RBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $159380.93    | 0.07%             | 2048-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                | CUSIP: 46649XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $966191.57    | 0.41%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XXIX CLO Ltd                                                              | CUSIP: 04014XAE3<br>LEI: 549300BCHSM41VYCXI96 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $3170.00      | 0.00%             | 2026-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XIV                                                     | CUSIP: 04942CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1386270.10   | 0.60%             | 2032-07-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397FRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252478 | PA      | $16545.41     | 0.01%             | 2037-03-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397GRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3058087 | PA      | $312653.63    | 0.13%             | 2037-04-15      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium IX                                                                      | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $905601.30    | 0.39%             | 2030-05-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                   | BCAP LLC 2010-RR6 Trust                                                        | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501634 | PA      | $271318.29    | 0.12%             | 2037-07-26      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397GXT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438355 | PA      | $37964.94     | 0.02%             | 2036-11-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397H6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2581249 | PA      | $201347.49    | 0.09%             | 2037-05-15      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust Inc                                              | CUSIP: 17310CAD4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    278519 | PA      | $240755.04    | 0.10%             | 2035-10-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC27                                  | CUSIP: 17323CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3819851 | PA      | $78145.75     | 0.03%             | 2048-02-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $457200.35    | 0.20%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $1048145.83   | 0.45%             | 2036-07-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C6 Commercial Mortgage Trust                                        | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   4265568 | PA      | $200282.06    | 0.09%             | 2049-01-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-85CB                                               | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141246 | PA      | $114255.71    | 0.05%             | 2036-02-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2017-SLCT                                                             | CUSIP: 05607DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2051435.26   | 0.88%             | 2034-07-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limite                   | Bain Capital Credit Clo 2019-3 Ltd                                             | CUSIP: 05683TAW9<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462086.95    | 0.20%             | 2034-10-21      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131897 | PA      | $6876.63      | 0.00%             | 2038-03-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2018-GS9                                          | CUSIP: 36255NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77298342 | PA      | $1367330.36   | 0.59%             | 2051-03-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC27                                  | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269000 | PA      | $235851.29    | 0.10%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-GC36                                  | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182000 | PA      | $99345.41     | 0.04%             | 2049-02-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396PBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2728954 | PA      | $271712.70    | 0.12%             | 2037-01-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125980 | PA      | $8987.77      | 0.00%             | 2039-07-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2017-I                                                         | CUSIP: 06760BAL6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $951602.20    | 0.41%             | 2029-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-III                                                       | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $464483.70    | 0.20%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                             | Gilbert Park CLO Ltd                                                           | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1681916.00   | 0.72%             | 2030-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55650 | PA      | $3600.18      | 0.00%             | 2039-03-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $3854.82      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                         | Jimmy Johns Funding LLC                                                        | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154250 | PA      | $1064314.88   | 0.46%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2018-TBR                                   | CUSIP: 17326MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $157338.47    | 0.07%             | 2036-12-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                         | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    800000 | PA      | $547244.71    | 0.24%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-III                                                       | CUSIP: 06760RAA5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $855908.50    | 0.37%             | 2029-07-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-II                                                        | CUSIP: 06761HAS7<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $916194.60    | 0.39%             | 2036-04-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706864 | PA      | $48352.92     | 0.02%             | 2041-05-20      | Floating      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38377VE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422195 | PA      | $27421.16     | 0.01%             | 2041-05-20      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101606 | PA      | $5020.61      | 0.00%             | 2039-07-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396QTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71220 | PA      | $2495.62      | 0.00%             | 2037-07-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                          | Beechwood Park CLO Ltd                                                         | CUSIP: 07355TBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4530206.00   | 1.95%             | 2035-01-17      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                              | Beast 2021-1818 Mortgage Trust                                                 | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $748983.40    | 0.32%             | 2036-03-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38377WGK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    768880 | PA      | $51328.05     | 0.02%             | 2041-05-20      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907075 | PA      | $62043.39     | 0.03%             | 2041-06-20      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                   | JPMorgan US Government Money Market Fund                                       | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   1713775 | NS      | $1713775.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                   | LSTAR Commercial Mortgage Trust 2016-4                                         | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3040341 | PA      | $64596.00     | 0.03%             | 2049-03-10      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396VDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584096 | PA      | $123146.80    | 0.05%             | 2037-04-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396VE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106715 | PA      | $5775.51      | 0.00%             | 2037-05-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38378C3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6363605 | PA      | $771013.17    | 0.33%             | 2042-02-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38378D3K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    496892 | PA      | $97091.44     | 0.04%             | 2039-12-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2007-4                                                   | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213815 | PA      | $602901.15    | 0.26%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2007-10                                                  | CUSIP: 52522QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221015 | PA      | $209060.32    | 0.09%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396VJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707216 | PA      | $74233.10     | 0.03%             | 2037-04-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396VYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590778 | PA      | $36812.55     | 0.02%             | 2037-05-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379QG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2842485 | PA      | $214683.53    | 0.09%             | 2045-10-20      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9139914 | PA      | $206997.11    | 0.09%             | 2048-08-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162445 | PA      | $12859.37     | 0.01%             | 2042-04-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1559553 | PA      | $141377.53    | 0.06%             | 2042-07-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                   | Lendingpoint 2022-B Asset Securitization Trust                                 | CUSIP: 52606WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $950748.90    | 0.41%             | 2029-10-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                   | LSTAR Commercial Mortgage Trust 2017-5                                         | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $869680.40    | 0.37%             | 2050-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396W3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3539978 | PA      | $297762.77    | 0.13%             | 2037-08-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78111 | PA      | $5671.97      | 0.00%             | 2037-07-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7627195 | PA      | $293014.72    | 0.13%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382NRG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12255724 | PA      | $1320317.77   | 0.57%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396WVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163474 | PA      | $13310.77     | 0.01%             | 2037-07-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396YGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382083 | PA      | $22362.72     | 0.01%             | 2038-02-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XIV Ltd                                                   | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $737495.45    | 0.32%             | 2030-10-22      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXII Ltd                                                  | CUSIP: 55819VAG1<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1344573.90   | 0.58%             | 2033-01-15      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382RBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5334236 | PA      | $532259.67    | 0.23%             | 2051-04-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382RK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16555847 | PA      | $296872.82    | 0.13%             | 2051-04-20      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39276959 | PA      | $582233.78    | 0.25%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7395497 | PA      | $283145.48    | 0.12%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1889654 | PA      | $135241.05    | 0.06%             | 2038-04-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397BA68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326313 | PA      | $110909.43    | 0.05%             | 2036-09-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIV Ltd                                                 | CUSIP: 55820HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $924198.80    | 0.40%             | 2032-04-25      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXIV Ltd                                                             | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1378868.55   | 0.59%             | 2035-04-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16518130 | PA      | $153180.88    | 0.07%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4047133 | PA      | $44240.02     | 0.02%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397CB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768105 | PA      | $69015.35     | 0.03%             | 2036-11-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397EBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486713 | PA      | $45165.81     | 0.02%             | 2036-12-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382WLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7575850 | PA      | $1182636.44   | 0.51%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4740920 | PA      | $779307.64    | 0.33%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137AEQ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1174966 | PA      | $1093837.99   | 0.47%             | 2041-08-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137AFAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849691 | PA      | $70135.93     | 0.03%             | 2041-09-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B4 Mortgage Trust                                               | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398000 | PA      | $987921.17    | 0.42%             | 2051-07-15      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B1 Mortgage Trust                                               | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13595688 | PA      | $270059.30    | 0.12%             | 2051-01-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXIV Ltd                                                             | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $888747.70    | 0.38%             | 2035-04-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                        | Marble Point CLO XXI Ltd                                                       | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $451501.70    | 0.19%             | 2034-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7536427 | PA      | $210597.92    | 0.09%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16204702 | PA      | $263247.00    | 0.11%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2093396 | PA      | $198738.27    | 0.09%             | 2037-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397JG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177267 | PA      | $9172.73      | 0.00%             | 2037-06-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687352 | PA      | $133198.22    | 0.06%             | 2054-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137BRJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392875 | PA      | $6777.09      | 0.00%             | 2041-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38383GZ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6866263 | PA      | $1010588.29   | 0.43%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-ASHF                                       | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191000 | PA      | $1056183.56   | 0.45%             | 2034-11-15      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                                                     | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1713775 | NS      | $1713775.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2013-2 Ltd                                                    | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $862892.40    | 0.37%             | 2030-10-22      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD6 Mortgage Trust                                                     | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15800188 | PA      | $440820.51    | 0.19%             | 2050-11-13      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397JYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44594 | PA      | $2929.91      | 0.00%             | 2037-07-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397JZU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1542138 | PA      | $107690.12    | 0.05%             | 2037-07-15      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 25 Ltd                                      | CUSIP: 64131JAS5<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $935530.70    | 0.40%             | 2029-10-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXI Ltd                                            | CUSIP: 67590UAQ1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3555587.60   | 1.53%             | 2031-02-14      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137FYVB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12947099 | PA      | $107392.30    | 0.05%             | 2051-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137GALT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5804918 | PA      | $461190.32    | 0.20%             | 2040-10-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-4                                         | CUSIP: 12544RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305110 | PA      | $205266.71    | 0.09%             | 2037-05-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                                  | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1288300 | PA      | $220260.65    | 0.09%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397KY70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794294 | PA      | $57367.34     | 0.02%             | 2037-10-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31397LNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567776 | PA      | $92656.19     | 0.04%             | 2038-05-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                   | Octagon Investment Partners 29 Ltd                                             | CUSIP: 67591KAE9<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1771982.80   | 0.76%             | 2033-01-24      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                   | OCTAGON INVESTMENT PARTNERS 35 LTD                                             | CUSIP: 67591RAA2<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1132281.30   | 0.49%             | 2031-01-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31397LZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904779 | PA      | $53701.26     | 0.02%             | 2038-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31397MKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681831 | PA      | $45870.04     | 0.02%             | 2038-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                                  | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2210087 | PA      | $60711.09     | 0.03%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                                  | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5000 | PA      | $0.51         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137H0RN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11052331 | PA      | $151949.65    | 0.07%             | 2051-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2013-C14                            | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8316233 | PA      | $58698.47     | 0.03%             | 2046-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589722 | PA      | $38793.70     | 0.02%             | 2036-03-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397PJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124627 | PA      | $7059.98      | 0.00%             | 2037-11-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                             | CUSIP: 675920AQ5<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $442494.25    | 0.19%             | 2030-03-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                             | CUSIP: 675921AC4<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $676786.00    | 0.29%             | 2030-03-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602438 | PA      | $28115.65     | 0.01%             | 2040-03-25      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398MWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162320 | PA      | $11431.74     | 0.00%             | 2050-03-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398MX92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440225 | PA      | $22361.59     | 0.01%             | 2040-04-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398N7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45110 | PA      | $196.73       | 0.00%             | 2040-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39                   | Octagon Investment Partners 39 Ltd                                             | CUSIP: 67592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $765166.14    | 0.33%             | 2030-10-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                         | OHA Credit Funding 9 Ltd                                                       | CUSIP: 67690AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $468883.70    | 0.20%             | 2035-07-19      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100938 | PA      | $8731.32      | 0.00%             | 2039-11-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398PZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813198 | PA      | $46528.04     | 0.02%             | 2040-05-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                | MC Brazil Downstream Trading SARL                                              | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $165311.58    | 0.07%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                         | Brand Industrial Services Inc                                                  | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     53875 | PA      | $48419.74     | 0.02%             | 2024-06-21      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398SKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3705565 | PA      | $431326.27    | 0.19%             | 2040-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398SPQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270395 | PA      | $3326.34      | 0.00%             | 2025-12-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                          | PNMAC FMSR ISSUER TRUST 2018-FT1                                               | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5473909.50   | 2.35%             | 2023-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| ABM INVESTAMA TBK PT                             | ABM Investama Tbk PT                                                           | CUSIP: 69379AAB1<br>LEI: 254900NA4NGP8BT2KH46 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $178583.65    | 0.08%             | 2026-08-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE23 Mortgage Trust                                                | CUSIP: 12593AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27394000 | PA      | $626172.05    | 0.27%             | 2048-05-10      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-LC21 Mortgage Trust                                                  | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69376947 | PA      | $884278.56    | 0.38%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363114 | PA      | $3969250.36   | 1.70%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                   | First American Government Obligations Fund                                     | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   1713775 | NS      | $1713775.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                        | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1564692.40   | 0.67%             | 2033-12-25      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2020-HQA2                                        | CUSIP: 35565LBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2861376.30   | 1.23%             | 2050-03-25      | Floating      | 11.99%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE26 Mortgage Trust                                                | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297000 | PA      | $153955.72    | 0.07%             | 2048-10-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C5 Commercial Mortgage Trust                                        | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $799000.39    | 0.34%             | 2048-11-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                                | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    500000 | PA      | $464687.50    | 0.20%             | 2025-10-26      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                          | PetVet Care Centers LLC                                                        | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    720000 | PA      | $665100.00    | 0.29%             | 2026-02-15      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                           | Frigorifico Concepcion SA                                                      | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    800000 | PA      | $647036.00    | 0.28%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC28                                         | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1527811.84   | 0.66%             | 2048-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp II                                                 | CUSIP: 36266CAQ9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $896727.60    | 0.39%             | 2036-11-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                    | Goldentree Loan Management US Clo 3 Ltd                                        | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $468427.95    | 0.20%             | 2030-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415472 | PA      | $30683.17     | 0.01%             | 2039-11-16      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379AL24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2855825 | PA      | $267664.45    | 0.11%             | 2044-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379BCR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3869609 | PA      | $383176.43    | 0.16%             | 2044-04-20      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379BFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4854995 | PA      | $381530.75    | 0.16%             | 2044-04-16      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379FN70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7756386 | PA      | $788871.03    | 0.34%             | 2045-11-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6375873 | PA      | $94024.36     | 0.04%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust 2006-5                                              | CUSIP: 12637VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3141538 | PA      | $715381.22    | 0.31%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust 2006-9                                              | CUSIP: 126380AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378292 | PA      | $328091.70    | 0.14%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3323361 | PA      | $350339.06    | 0.15%             | 2050-12-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8575727 | PA      | $1207332.86   | 0.52%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8290722 | PA      | $1090780.40   | 0.47%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29706578 | PA      | $3890438.80   | 1.67%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382P2Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9147807 | PA      | $184373.13    | 0.08%             | 2051-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8699647 | PA      | $991930.25    | 0.43%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust 2006-9                                              | CUSIP: 126380CC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162541 | PA      | $138677.91    | 0.06%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-85CB                                               | CUSIP: 12668BEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668828 | PA      | $548620.98    | 0.24%             | 2036-02-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382QJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15485424 | PA      | $192598.42    | 0.08%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38383FSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12183569 | PA      | $225241.29    | 0.10%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38383MQQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17449177 | PA      | $342005.62    | 0.15%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18626106 | PA      | $2503745.37   | 1.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                     | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2819651.40   | 1.21%             | 2036-12-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                          | Greenwood Park CLO Ltd                                                         | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $802617.60    | 0.34%             | 2031-04-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                             | Grippen Park CLO Ltd                                                           | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | US        |    775000 | PA      | $719815.89    | 0.31%             | 2030-01-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 11-2017 Ltd                                                | CUSIP: 40436WAA7<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $750245.20    | 0.32%             | 2030-05-06      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2014-1 Ltd                                                  | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1458830.18   | 0.63%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2017-1 Ltd                                                  | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $894527.20    | 0.38%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                    | Halcyon Loan Advisors Funding 2014-3 Ltd                                       | CUSIP: 40538FAL7<br>LEI: 549300NL4H585I318G08 | Long             | ABS-CBDO         | CORP              | US        |    500142 | PA      | $482431.67    | 0.21%             | 2025-10-22      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim                   | Horizon Aircraft Finance I Ltd                                                 | CUSIP: 440405AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2067025 | PA      | $1005105.44   | 0.43%             | 2038-12-15      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| HPS Investment Partners                          | Highbridge Loan Management 2013-2 Ltd                                          | CUSIP: 44330DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $900711.00    | 0.39%             | 2029-10-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                   | IndyMac INDX Mortgage Loan Trust 2005-AR23                                     | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026279 | PA      | $883312.60    | 0.38%             | 2035-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2017-1 Ltd                                                  | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $835671.20    | 0.36%             | 2030-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                          | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1172156.70   | 0.50%             | 2031-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C32                            | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16358000 | PA      | $181503.46    | 0.08%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C32                            | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $490547.14    | 0.21%             | 2048-11-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $129676.99    | 0.06%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                    | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $153613.36    | 0.07%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                            | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $497243.92    | 0.21%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KAWASAN INDUSTRI JABABEK                         | Kawasan Industri Jababeka Tbk PT                                               | CUSIP: 74390MAA2<br>LEI: 254900JFBW45600V8I61 | Long             | SN               | CORP              | ID        |    140000 | PA      | $86100.00     | 0.04%             | 2027-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2021-2 Ltd                                                  | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1922144.18   | 0.83%             | 2034-04-15      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2019-1 Ltd                                                  | CUSIP: 13887TAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1403100.30   | 0.60%             | 2032-04-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2019-1 Ltd                                                  | CUSIP: 13887UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $868722.90    | 0.37%             | 2032-04-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Carbon Capital VI Commercial M                   | Carbon Capital VI Commercial Mortgage 2019-FL2 Trust                           | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516671 | PA      | $488856.29    | 0.21%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2015-5 Ltd                                | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1173208.05   | 0.50%             | 2032-01-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396P3F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149598 | PA      | $9319.32      | 0.00%             | 2037-03-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS7 Trust                                                     | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409551 | PA      | $1118548.61   | 0.48%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS1 Trust                                                     | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428758 | PA      | $326765.96    | 0.14%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396PWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448149 | PA      | $112957.08    | 0.05%             | 2037-03-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2709741 | PA      | $206852.97    | 0.09%             | 2038-01-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                   | RBSGC Structured Trust 2008-B                                                  | CUSIP: 74928BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725847 | PA      | $621187.94    | 0.27%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                   | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                   | CUSIP: 863579P28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433831 | PA      | $357669.47    | 0.15%             | 2036-02-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860774 | PA      | $149430.93    | 0.06%             | 2038-04-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 31397YX71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115948 | PA      | $7645.61      | 0.00%             | 2039-02-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXII Ltd                                           | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943111.50    | 0.41%             | 2030-01-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX                   | OCTAGON INVESTMENT PARTNERS 20-R LTD                                           | CUSIP: 67576VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $429054.75    | 0.18%             | 2031-05-12      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38378VYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4662803 | PA      | $4216056.07   | 1.81%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38379BE38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1945339 | PA      | $159436.11    | 0.07%             | 2039-12-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Partners LP                     | Summit Midstream Partners LP                                                   | CUSIP: 866142409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4104 | NS      | $68454.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-4 Clo Ltd                                           | CUSIP: 87249LAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $947937.74    | 0.41%             | 2030-11-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11311091 | PA      | $435583.31    | 0.19%             | 2071-05-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9644353 | PA      | $426752.96    | 0.18%             | 2071-02-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398FD81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4610560 | PA      | $357032.51    | 0.15%             | 2036-08-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38380WPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25483885 | PA      | $534741.10    | 0.23%             | 2048-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382JZ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6845072 | PA      | $1155020.26   | 0.50%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398FTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534049 | PA      | $41469.90     | 0.02%             | 2039-11-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96124 | PA      | $8734.16      | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                       | CUSIP: 38382L4G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5435999 | PA      | $682360.30    | 0.29%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                                | JP Morgan Resecuritization Trust Series 2011-1                                 | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100886 | PA      | $886848.80    | 0.38%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398GZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105852 | PA      | $1480.07      | 0.00%             | 2040-02-25      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123467 | PA      | $4737.16      | 0.00%             | 2040-02-25      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122703 | PA      | $3276.66      | 0.00%             | 2040-02-25      | Floating      | 0.36%                 | No            |                  2 | On Loan: No      |
| TTAN                                             | TTAN 2021-MHC                                                                  | CUSIP: 87303TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986830 | PA      | $923779.67    | 0.40%             | 2038-03-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $635513.39    | 0.27%             | 2048-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C43                                 | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |  47951027 | PA      | $1154459.33   | 0.50%             | 2051-03-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                           | Vedanta Resources Ltd                                                          | CUSIP: AO6252495<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $126506.24    | 0.05%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                 | Movida Europe SA                                                               | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $150218.67    | 0.06%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORAVEL STAYS SINGAPORE                           | Oravel Stays Singapore Pte Ltd                                                 | CUSIP: N/A<br>LEI: 9845003ERB3786DZBC41       | Long             | LON              | CORP              | SG        |    118500 | PA      | $103835.63    | 0.04%             | 2026-06-23      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                | Groupe Solmax Inc                                                              | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     88921 | PA      | $74248.66     | 0.03%             | 2028-07-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                | Groupe Solmax Inc                                                              | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     61750 | PA      | $51561.56     | 0.02%             | 2028-07-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                | Groupe Solmax Inc                                                              | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    113621 | PA      | $94873.27     | 0.04%             | 2028-07-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    450000 | PA      | $352446.75    | 0.15%             | 2029-01-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC                            | Worldwide Express Inc                                                          | CUSIP: 00435UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $41906.25     | 0.02%             | 2029-07-26      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| PMHC II INC                                      | Vibrantz Technologies Inc                                                      | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    185000 | PA      | $157298.10    | 0.07%             | 2029-04-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| VIAD CORP                                        | Viad Corp                                                                      | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    301950 | PA      | $286381.46    | 0.12%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                                   | CUSIP: 91838LAE0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    160000 | PA      | $153600.00    | 0.07%             | 2026-07-31      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                         | Eisner Advisory Group LLC                                                      | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    301951 | PA      | $286853.56    | 0.12%             | 2028-07-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                            | Kenan Advantage Group Inc/The                                                  | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    505000 | PA      | $468809.18    | 0.20%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                       | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $96682.02     | 0.04%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                       | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $96682.02     | 0.04%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                            | CUSIP: 73937UAJ7<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    500000 | PA      | $311607.50    | 0.13%             | 2026-03-06      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| ENERGYSOLUTIONS LLC                              | EnergySolutions LLC                                                            | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    442594 | PA      | $413548.63    | 0.18%             | 2025-05-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                           | GIP II Blue Holding LP                                                         | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74961 | PA      | $74437.96     | 0.03%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                                     | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    205000 | PA      | $171303.13    | 0.07%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| AMERICAN TIRE DISTRIBUTORS                       | American Tire Distributors Inc                                                 | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    427850 | PA      | $393622.00    | 0.17%             | 2028-10-22      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                               | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    337407 | PA      | $319410.98    | 0.14%             | 2026-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                               | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    191707 | PA      | $181482.19    | 0.08%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                         | Sound Inpatient Physicians Holdings LLC                                        | CUSIP: 83607JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $150219.70    | 0.06%             | 2026-06-28      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                         | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    230806 | PA      | $194815.62    | 0.08%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                         | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    269194 | PA      | $227216.88    | 0.10%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                                       | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    535000 | PA      | $483744.33    | 0.21%             | 2026-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44                   | Octagon Investment Partners 44 Ltd                                             | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $910078.60    | 0.39%             | 2034-10-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXI Ltd                                            | CUSIP: 67590QBP1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2320394.75   | 1.00%             | 2031-02-14      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                       | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     43142 | PA      | $43096.18     | 0.02%             | 2025-10-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS                          | Abe Investment Holdings Inc                                                    | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119423 | PA      | $119348.43    | 0.05%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| MINOTAUR ACQUISITION INC                         | Minotaur Acquisition Inc                                                       | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424600 | PA      | $407085.25    | 0.17%             | 2026-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                          | Prairie ECI Acquiror LP                                                        | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    251331 | PA      | $244977.63    | 0.11%             | 2026-03-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                   | Octagon Investment Partners 26 Ltd                                             | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $886855.40    | 0.38%             | 2030-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| RR LTD                                           | RR 4 LTD                                                                       | CUSIP: 74972FAL9<br>LEI: 549300G3G1OYI5KO3H14 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $881692.80    | 0.38%             | 2030-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                         | WaterBridge Midstream Operating LLC                                            | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    485000 | PA      | $467493.93    | 0.20%             | 2026-06-21      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                                | Grab Holdings Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |    813245 | PA      | $805112.84    | 0.35%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                       | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334658 | PA      | $334866.78    | 0.14%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                       | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68394 | PA      | $68436.63     | 0.03%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS6 Trust                                                     | CUSIP: 75116CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682517 | PA      | $501620.41    | 0.22%             | 2037-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS6 Trust                                                     | CUSIP: 75116CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155481 | PA      | $163312.61    | 0.07%             | 2037-04-25      | Floating      | 19.01%                | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                       | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48439 | PA      | $48469.52     | 0.02%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                               | Connect Finco SARL                                                             | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    234000 | PA      | $231781.68    | 0.10%             | 2026-12-12      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    110000 | PA      | $86441.30     | 0.04%             | 2028-02-03      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                         | Zelis Payments Buyer Inc                                                       | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    155628 | PA      | $154218.01    | 0.07%             | 2026-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                            | Verscend Holding Corp                                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288818 | PA      | $287554.03    | 0.12%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                            | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    432502 | PA      | $415104.50    | 0.18%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                                      | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $248732.40    | 0.11%             | 2029-03-31      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                          | ION Trading Finance Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    123438 | PA      | $117397.70    | 0.05%             | 2028-04-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| RENTPATH STUB T/L (CURRENT FACE)                 | RENTPATH STUB T/L (CURRENT FACE)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21564 | PA      | $869.76       | 0.00%             | 2022-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ATLAS PURCHASER INC                              | Atlas Purchaser Inc                                                            | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    459188 | PA      | $325162.15    | 0.14%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                 | Flynn America LP                                                               | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    181531 | PA      | $158839.85    | 0.07%             | 2028-07-29      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                 | Flynn America LP                                                               | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    181531 | PA      | $158839.85    | 0.07%             | 2028-07-29      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                          | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170690 | PA      | $166547.62    | 0.07%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                       | Lereta LLC                                                                     | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    118327 | PA      | $104128.09    | 0.04%             | 2028-08-06      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS6 Trust                                                     | CUSIP: 75116CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722575 | PA      | $560001.14    | 0.24%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2005-QS14 Trust                                                    | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592035 | PA      | $511837.79    | 0.22%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                                         | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180704 | PA      | $160374.53    | 0.07%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                 | BYJU's Alpha Inc                                                               | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |    183612 | PA      | $148069.71    | 0.06%             | 2026-11-24      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                         | FinThrive Software Intermediate Holdings Inc                                   | CUSIP: 58404KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $180729.10    | 0.08%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                            | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    230000 | PA      | $199045.45    | 0.09%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                        | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     90000 | PA      | $83047.50     | 0.04%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                          | Riverbed Technology Inc                                                        | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | LON              | CORP              | US        |    227526 | PA      | $98348.12     | 0.04%             | 2026-12-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2006-A6                                 | CUSIP: 76113FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628273 | PA      | $482600.60    | 0.21%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2006-A6                                 | CUSIP: 76113FAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646804 | PA      | $226103.59    | 0.10%             | 2036-07-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                          | Riverbed Technology Inc                                                        | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | LON              | CORP              | US        |      4264 | PA      | $1843.00      | 0.00%             | 2026-12-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                         | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    825000 | PA      | $495000.00    | 0.21%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| CIRCOR INTERNATIONAL INC                         | CIRCOR International Inc                                                       | CUSIP: N/A<br>LEI: 5493007701O01N3FQM69       | Long             | LON              | CORP              | US        |    230932 | PA      | $224147.98    | 0.10%             | 2028-12-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                   | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |    502416 | PA      | $486087.03    | 0.21%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                      | Restaurant Technologies Inc                                                    | CUSIP: 26972CAC6<br>LEI: 5493001IZARCKDSJPT54 | Long             | LON              | CORP              | US        |    512425 | PA      | $504354.31    | 0.22%             | 2029-04-01      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS L                         | LSF9 Atlantis Holdings LLC                                                     | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    190000 | PA      | $185107.50    | 0.08%             | 2029-03-31      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                   | Adjustable Rate Mortgage Trust 2006-1                                          | CUSIP: 225470A94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258257 | PA      | $757512.88    | 0.33%             | 2036-03-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                            | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $594697.90    | 0.26%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    224438 | PA      | $214309.76    | 0.09%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED | APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1230000 | PA      | $1225387.50   | 0.53%             | 2027-09-19      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                         | RR 2 Ltd                                                                       | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $437210.35    | 0.19%             | 2036-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 6 Ltd                                                                       | CUSIP: 78110LAA4<br>LEI: 549300KSO6EE9C4GF767 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $845177.80    | 0.36%             | 2036-04-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                | DexKo Global Inc., Senior Secured First Lien Term Loan                         | CUSIP: 25213YBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835000 | PA      | $780725.00    | 0.34%             | 2028-10-04      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| CORURIPE NETHERLANDS BV                          | Coruripe Netherlands BV                                                        | CUSIP: BU3288539<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $160500.00    | 0.07%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                            | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $312122.22    | 0.13%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                              | Banco Davivienda SA                                                            | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $154500.00    | 0.07%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                      | SMR 2022-IND Mortgage Trust                                                    | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893771 | PA      | $2631384.49   | 1.13%             | 2039-02-15      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                   | STWD 2019-FL1 Ltd                                                              | CUSIP: 78485WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $291738.30    | 0.13%             | 2038-07-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                           | Banco GNB Sudameris SA                                                         | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $582011.56    | 0.25%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BRF SA                                           | BRF SA                                                                         | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    250000 | PA      | $178835.00    | 0.08%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                           | SierraCol Energy Andina LLC                                                    | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    400000 | PA      | $314421.80    | 0.14%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2018-A LLC                                      | CUSIP: 83406E105<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $358884.62    | 0.15%             | 2042-02-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                          | CUSIP: ZP6620022<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $110575.51    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                          | CUSIP: BN5158629<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $193843.39    | 0.08%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                              | Hunt Oil Co of Peru LLC Sucursal Del Peru                                      | CUSIP: AS7998121<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    524400 | PA      | $499919.37    | 0.21%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                      | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    450000 | PA      | $347555.25    | 0.15%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                                          | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $393495.00    | 0.17%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                              | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    450000 | PA      | $350446.50    | 0.15%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                                         | CUSIP: AZ3131457<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    200000 | PA      | $150641.05    | 0.06%             | 2029-06-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                             | LLPL Capital Pte Ltd                                                           | CUSIP: AW9637074<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | ID        |    341280 | PA      | $301404.84    | 0.13%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                             | Dewolf Park CLO Ltd                                                            | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $447680.10    | 0.19%             | 2030-10-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 50 Senior Loan Fund                                                     | CUSIP: 262431AF6<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $450184.30    | 0.19%             | 2030-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                          | CUSIP: BJ4178924<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $336012.95    | 0.14%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 40 Senior Loan Fund                                                     | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1629289.60   | 0.70%             | 2031-08-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 42 Senior Loan Fund                                                     | CUSIP: 26244YAU0<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1431556.53   | 0.61%             | 2030-07-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 37 Senior Loan Fund                                                     | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1200531.60   | 0.52%             | 2031-01-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 38 Senior Loan Fund                                                     | CUSIP: 26251EAG5<br>LEI: 549300ARO9JRDQL4OE07 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $990302.28    | 0.43%             | 2030-07-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2018-A LLC                                      | CUSIP: 83406E303<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |      5930 | PA      | $106409.29    | 0.05%             | 2042-02-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIII                                                          | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2164587.25   | 0.93%             | 2034-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                         | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    350000 | PA      | $258464.15    | 0.11%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                             | Tencent Holdings Ltd                                                           | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $126812.47    | 0.05%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                             | Thaioil Treasury Center Co Ltd                                                 | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $124501.92    | 0.05%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2014-2 CLO Ltd                                           | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1994161.25   | 0.86%             | 2031-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2014-3 CLO Ltd                                                      | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $856273.30    | 0.37%             | 2031-10-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                    | Trimaran Cavu 2019-1 Ltd                                                       | CUSIP: 89624CAL6<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2035975.95   | 0.87%             | 2032-07-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                    | Trimaran CAVU 2019-2 Ltd                                                       | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $464818.35    | 0.20%             | 2032-11-26      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                   | UBS-Barclays Commercial Mortgage Trust 2013-C5                                 | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1298796.89   | 0.56%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                   | UBS-Barclays Commercial Mortgage Trust 2013-C5                                 | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | TW        |    824000 | PA      | $552857.03    | 0.24%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C12                                         | CUSIP: 90353DBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $842769.30    | 0.36%             | 2051-08-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $317639.83    | 0.14%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                               | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14565234.30  | 6.26%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                       | Upstart Pass-Through Trust Series 2020-ST5                                     | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $312210.00    | 0.13%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                  | CUSIP: 92257AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429728 | PA      | $353180.02    | 0.15%             | 2048-04-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                   | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $174608.37    | 0.07%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                   | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $168498.06    | 0.07%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                  | CUSIP: 92257AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315553 | PA      | $259755.42    | 0.11%             | 2048-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                  | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462925 | PA      | $345205.23    | 0.15%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2015-KF07 Mortgage Trust                                                 | CUSIP: 30286LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600529 | PA      | $599804.25    | 0.26%             | 2025-02-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2016-KF25 Mortgage Trust                                                 | CUSIP: 30295WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543955 | PA      | $543448.49    | 0.23%             | 2023-10-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XXX CLO Ltd                                                            | CUSIP: 92331NAG1<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $448927.00    | 0.19%             | 2031-01-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT XCIV LLC                                                                  | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4302746.50   | 1.85%             | 2051-02-27      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2020-1 Ltd                                                            | CUSIP: 92918EAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $913360.70    | 0.39%             | 2034-07-16      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3202283 | PA      | $1181468.15   | 0.51%             | 2036-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C34                                 | CUSIP: 95000DBK6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   1044000 | PA      | $864236.56    | 0.37%             | 2049-06-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                                 | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $724044.40    | 0.31%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KF56 Mortgage Trust                                                 | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063783 | PA      | $976303.43    | 0.42%             | 2028-11-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2019-KF71 Mortgage Trust                                                 | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1219816 | PA      | $1151298.76   | 0.49%             | 2029-10-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                   | Willis Engine Structured Trust VI                                              | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800973 | PA      | $659964.47    | 0.28%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2021-3 CLO Ltd                                                      | CUSIP: 97316DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $895464.60    | 0.38%             | 2033-07-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-3 Clo Ltd                                           | CUSIP: 97316LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $890448.40    | 0.38%             | 2035-04-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| RIVERBED PREFERRED EQUITY                        | RIVERBED PREFERRED EQUITY                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2010 | NS      | $1517.55      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                          | CUSIP: AV1889717<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $41444.00     | 0.02%             | 2030-11-01      | None          | 9.75%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                                   | CUSIP: BG0914880<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $140000.00    | 0.06%             | 2025-02-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS Rialto 2022-FL5 Issuer LLC                                                  | CUSIP: 30327MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $724609.50    | 0.31%             | 2037-06-19      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136A6WN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1457039 | PA      | $104457.58    | 0.04%             | 2042-06-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                          | CUSIP: BK6339091<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $37848.60     | 0.02%             | 2035-03-15      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                            | Theta Capital Pte Ltd                                                          | CUSIP: QZ9785200<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $130040.00    | 0.06%             | 2026-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                               | CUSIP: BQ8778152<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $157102.00    | 0.07%             | 2026-08-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $190520.00    | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136AFV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386415 | PA      | $907500.65    | 0.39%             | 2043-08-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4406340 | PA      | $468479.91    | 0.20%             | 2046-09-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                          | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                | CUSIP: BN0026623<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    500000 | PA      | $350729.45    | 0.15%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORESIGHT EQUITY                                 | FORESIGHT EQUITY                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13001 | NS      | $155492.61    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                | CUSIP: 3136B7HS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15427708 | PA      | $470454.08    | 0.20%             | 2030-03-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                | CUSIP: 3136BAST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15225691 | PA      | $661825.76    | 0.28%             | 2031-03-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                               | FEL Energy VI Sarl                                                             | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |    184790 | PA      | $158402.91    | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136BBH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3782075 | PA      | $703867.24    | 0.30%             | 2060-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136BDQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5386424 | PA      | $769430.76    | 0.33%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136BFQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16320330 | PA      | $121826.37    | 0.05%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4742724 | PA      | $609115.59    | 0.26%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                      | CUSIP: 3136FC2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166080 | PA      | $33901.10     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654342 | PA      | $18370.86     | 0.01%             | 2040-09-15      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137A3MT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2083240 | PA      | $188290.77    | 0.08%             | 2040-11-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137A4T98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2386507 | PA      | $202783.19    | 0.09%             | 2040-12-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831654 | PA      | $65266.97     | 0.03%             | 2041-02-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                             | CUSIP: 3137AJE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660528 | PA      | $117125.18    | 0.05%             | 2041-11-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                   | Freddie Mac Multiclass Certificates Series 2021-P009                           | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33147975 | PA      | $1761204.95   | 0.76%             | 2031-01-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51507 | PA      | $2548.62      | 0.00%             | 2035-08-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31394FVD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412744 | PA      | $6832.11      | 0.00%             | 2035-09-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396LD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262640 | PA      | $17815.47     | 0.01%             | 2036-12-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396LL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146121 | PA      | $13463.82     | 0.01%             | 2036-12-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31396P2E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243602 | PA      | $14515.38     | 0.01%             | 2037-03-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust 2006-S1                                       | CUSIP: 46627MEW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63609 | PA      | $46494.63     | 0.02%             | 2021-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                   | CUSIP: 46635TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1493179.20   | 0.64%             | 2046-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C28                                 | CUSIP: 94989JAC0<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |  23293000 | PA      | $515734.97    | 0.22%             | 2048-05-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                     | Acrisure LLC                                                                   | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    480132 | PA      | $451710.77    | 0.19%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                         | Dynasty Acquisition Co Inc                                                     | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     63131 | PA      | $60339.70     | 0.03%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| STANDARD AERO LTD                                | Standard Aero Ltd                                                              | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |     33942 | PA      | $32440.65     | 0.01%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NEW CONSTELLIS BORROWER                          | New Constellis Borrower LLC                                                    | CUSIP: 64362KAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70977 | PA      | $35547.84     | 0.02%             | 2025-03-27      | Floating      | 15.38%                | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                         | Mileage Plus Holdings LLC                                                      | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94500 | PA      | $97370.44     | 0.04%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                             | Foresight Energy LLC                                                           | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |     88856 | PA      | $88856.11     | 0.04%             | 2027-06-30      | Floating      | 12.73%                | No            |                  3 | On Loan: No      |
| LEALAND FINANCE CO BV                            | Lealand Finance Co BV                                                          | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     77902 | PA      | $41816.59     | 0.02%             | 2025-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE CO BV                            | Lealand Finance Co BV                                                          | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      5301 | PA      | $2845.54      | 0.00%             | 2025-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE CO BV                            | Lealand Finance Co BV                                                          | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      6257 | PA      | $4066.90      | 0.00%             | 2024-06-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                         | Gainwell Acquisition Corp                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201412 | PA      | $189579.52    | 0.08%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                             | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    452152 | PA      | $453746.07    | 0.19%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                             | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     77570 | PA      | $77843.33     | 0.03%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                         | Southern Veterinary Partners LLC                                               | CUSIP: 84410HAF7<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    125000 | PA      | $115000.00    | 0.05%             | 2028-10-05      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                  | Delta Topco Inc                                                                | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $159250.00    | 0.07%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| POTTERS BORROWER LP                              | Potters Borrower LP                                                            | CUSIP: 73813HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88650 | PA      | $87098.63     | 0.04%             | 2027-12-14      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                            | AAdvantage Loyalty IP Ltd                                                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370000 | PA      | $369017.65    | 0.16%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                            | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378000 | PA      | $359478.00    | 0.15%             | 2025-07-10      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                | Groupe Solmax Inc                                                              | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     61905 | PA      | $51690.80     | 0.02%             | 2028-07-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                                           | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    603900 | PA      | $544548.71    | 0.23%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| JO-ANN STORES INC                                | Jo-Ann Stores LLC                                                              | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |     79000 | PA      | $54180.97     | 0.02%             | 2028-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT FINANCE II INC                         | Skillsoft Finance II Inc                                                       | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    150722 | PA      | $126496.58    | 0.05%             | 2028-07-16      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2022-5 Ltd                                             | CUSIP: 05685JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3708922.80   | 1.59%             | 2034-07-24      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C23                            | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $826893.76    | 0.36%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C26                            | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3437841 | PA      | $45864.93     | 0.02%             | 2048-01-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C27                            | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $407512.90    | 0.18%             | 2048-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 26 Ltd                                                                     | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1905194.50   | 0.82%             | 2031-01-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                    | RFMSI Series 2007-S2 Trust                                                     | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415181 | PA      | $328082.13    | 0.14%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                              | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289995 | PA      | $29828.15     | 0.01%             | 2049-11-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC26                                         | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |   1304000 | PA      | $881939.54    | 0.38%             | 2047-11-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                         | Aventiv Technologies LLC                                                       | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     76705 | PA      | $57918.23     | 0.02%             | 2024-11-01      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                         | Brand Industrial Services Inc                                                  | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    152583 | PA      | $137134.06    | 0.06%             | 2024-06-21      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                         | Brand Industrial Services Inc                                                  | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     65102 | PA      | $58510.53     | 0.03%             | 2024-06-21      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                 | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |    270154 | PA      | $255803.44    | 0.11%             | 2025-02-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWARE II LLC                           | Brazos Delaware II LLC                                                         | CUSIP: 10620UAB8<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |    243320 | PA      | $242560.80    | 0.10%             | 2025-05-29      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                      | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     35247 | PA      | $33695.89     | 0.01%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                      | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     70075 | PA      | $66991.77     | 0.03%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| KEANE GROUP HOLDINGS LLC                         | Keane Group Holdings LLC                                                       | CUSIP: 48667GAB3<br>LEI: 549300OCQZFA8RVVSE79 | Long             | LON              | CORP              | US        |    459600 | PA      | $451940.77    | 0.19%             | 2025-05-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                | MLN US Holdco LLC                                                              | CUSIP: 55292HAE3<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |    155000 | PA      | $32688.73     | 0.01%             | 2026-11-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                          | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |     27435 | PA      | $22305.01     | 0.01%             | 2025-10-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                          | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |     31533 | PA      | $25636.15     | 0.01%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TRAVEL LEADERS GROUP LLC                         | Travel Leaders Group LLC                                                       | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |     60733 | PA      | $55835.98     | 0.02%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                    | NEP Group Inc                                                                  | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $82362.50     | 0.04%             | 2026-10-19      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** DoubleLine Opportunistic Credit Fund

**Signature:** /s/ Henry Chase

**Name of Signer:** DoubleLine Opportunistic Credit Fund

**Title:** Treasurer