RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.

Statement of Investments

September 30, 2022 (Unaudited)

 

Shares/Description      Value 
CLOSED-END FUNDS (10.93%)     
 139,941   Apollo Tactical Income Fund, Inc.  $1,648,505 
 153,742   Barings Global Short Duration High Yield Fund   1,878,727 
 356,322   BlackRock 2022 Global Income Opportunity Trust   15,037 
 1,000   BlackRock Corporate High Yield Fund, Inc.   8,550 
 86,404   BrandywineGLOBAL - Global Income Opportunities Fund, Inc.   658,398 
 142,624   First Trust High Yield Opportunities 2027 Term Fund   1,921,145 
 90,041   GDL Fund   713,125 
 426,862   Invesco Dynamic Credit Opportunity Fund   4,849,149 
 378,236   Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.   1,520,509 
 114,786   Nuveen Core Plus Impact Fund   1,175,409 
 304,091   Nuveen Credit Strategies Income Fund   1,553,905 
 161,075   PGIM Global High Yield Fund, Inc.   1,704,174 
 113,940   PGIM Short Duration High Yield Opportunities Fund   1,637,317 
 27,190   PIMCO Access Income Fund   430,962 
 152,496   PIMCO Dynamic Income Opportunities Fund   2,011,422 
 76,610   Western Asset Diversified Income Fund   963,754 
 755,781   Western Asset High Income Opportunity Fund, Inc.   2,781,273 
           
TOTAL CLOSED-END FUNDS     
(Cost $34,029,198)    25,471,361 

 

Principal Amount/Description      Rate  Maturity  Value 
BANK LOANS (4.32%)           
$504,682   Air Methods Corp., First Lien  - Initial Term Loan(a)   3M US L + 3.50%  04/22/24  $406,060 
 314,213   American Tire Distributors, Inc., First Lien  - Initial Term Loan  3M US L + 6.25%  10/08/28   295,080 
 555,000   Applied Systems, Inc., Second Lien  - 2021 Term Loan(a)  3M US L + 5.50%  09/19/25   548,617 
 188,028   Astra Acquisition Corp., First Lien  - Initial Term Loan  1M US L + 5.25%  10/22/28   160,764 
 679,840   Astra Acquisition Corp., Second Lien  - Initial Term Loan  1M US L + 8.88%  10/22/29   625,452 
 95,000   Asurion LLC, Second Lien  - New B-3 Term Loan(a)  1M US L + 5.25%  01/31/28   72,081 
 519,750   Atlas Purchaser, Inc., First Lien  - Initial Term Loan(a)  3M US L + 3.00%  05/08/28   409,953 
 600,000   Aveanna Healthcare LLC, Second Lien  - Initial Term Loan(a)  1M US L + 7.00%  12/10/29   444,000 
 65,000   Blackhawk Network Holdings, Inc., Second Lien (a)  3M US L + 7.00%  06/15/26   61,588 
 402,593   Bright Bidco B.V., First Lien  - 2018 Refinancing B Term Loan  3M US L + 3.50%  06/30/24   100,145 
 16,622   Bright Bidco B.V., First Lien  N/A  02/28/23   16,622 
 29,089   Bright Bidco B.V., First Lien - Term Loan  SOFR + 8.00%  02/28/23   29,089 
 248,125   Cengage Learning, Inc., First Lien - B Term Loan  3M US L + 5.00%  06/29/26   225,290 
 530,000   Constant Contact, Inc., Second Lien  - Initial Term Loan(a)  3M US L + 7.50%  02/12/29   418,700 
 207,999   Cyxtera DC Holdings, Inc., First Lien  - Initial Term Loan(a)  3M US L + 3.00%  05/01/24   190,430 
 295,000   DCert Buyer, Inc., Second Lien  - First Amendment Refinancing Term Loan  3M US L + 7.00%  02/19/29   276,563 
 250,000   DG Investment Intermediate Holdings 2, Inc., Second Lien  - Initial Term Loan  1M US L + 6.75%  03/30/29   234,688 
 172,421   Edgewater Generation LLC, First Lien  1M US L + 3.75%  12/13/25   152,171 
 302,393   Envision Healthcare Corp., First Lien (a)  3M US L + 0.00%  03/31/27   140,613 
 739,842   Envision Healthcare Corp., First Lien (a)  3M US L + 0.00%  03/31/27   209,623 
 330,813   Grab Holdings, Inc., First Lien  - Initial Term Loan(a)  1M US L + 4.50%  01/29/26   311,586 
 255,032   Gulf Finance, LLC TL 1L  1M US L + 6.75%  08/25/26   203,252 
 252,018   Intelsat Jackson Holdings S.A.TLB 1L  3M US L + 4.25%  01/26/29   237,149 
 135,000   Kenan Advantage Group, Inc, Second Lien - Initial Term Loan  3M US L + 7.25%  08/18/27   124,875 
 2,433   Lealand Finance Company B.V., First Lien  - Make-Whole Term Loan  1M US L + 3.00%  06/28/24   1,551 
 32,692   Lealand Finance Company B.V., First Lien  - Take-Back Term Loan  3M US L + 1.00%  06/30/25   16,633 
 165,000   LSF9 ATLANTIS HOLDINGS, LLC, First Lien  - B Term Loan  3M US L + 7.25%  03/29/29   157,163 
 319,036   Minotaur Acquisition, Inc., First Lien  - B Term Loan(a)  3M US L + 4.75%  03/27/26   303,910 
 203,950   Misys, Ltd., First Lien  - Dollar Term Loan(a)  3M US L + 3.50%  06/13/24   178,048 
 230,000   Misys, Ltd., Second Lien  - Dollar Term Loan(a)  6M US L + 7.25%  06/13/25   189,320 
 338,544   Riverbed Technology, Inc., First Lien  - Initial Term Loan  6M US L + 8.00%  12/06/26   131,892 
 112,141   Sweetwater Borrower, LLC, First Lien - Initial Term Loan  1M US L + 4.25%  08/03/28   102,609 
 379,000   Team Health Holdings, Inc., First Lien  - Initial Term Loan(a)  1M US L + 2.75%  02/06/24   348,206 
 218,900   Think & Learn Private, Ltd., First Lien  - B Term Loan  3M US L + 6.00%  11/05/26   160,422 
 220,000   TIBCO Software, Inc., Second Lien (a)  1M US L + 7.25%  03/04/28   219,588 
 597,834   Travel Leaders Group LLC, First Lien  - 2018 Refinancing Term Loan(a)  1M US L + 4.00%  01/25/24   551,771 
 416,788   Travelport Finance Luxembourg SARL 1L, 2021, First Lien  - Initial (Priority) Term Loan(a)  3M US L + 8.75%  02/28/25   413,316 
 550,000   UKG, Inc. TL 2L  3M US L + 5.25%  05/03/27   522,959 
 320,323   Vantage Specialty Chemicals, Inc., First Lien  - Closing Date Term Loan(a)  3M US L + 3.50%  10/28/24   309,012 
 233,238   Viad Corp, First Lien  - Initial Term Loan  3M US L + 5.00%  07/30/28   222,352 
 357,397   WaterBridge Midstream Operating LLC, First Lien  - Initial Term Loan(a)  3M US L + 5.75%  06/22/26   345,855 
                 
TOTAL BANK LOANS           
(Cost $11,160,147)         10,068,998 

 

 

Shares/Description      Value 
SPECIAL PURPOSE ACQUISITION COMPANIES (16.66%)     
 51,583   8i ACQUISITION 2 Corp.(b) $516,346 
 42,066   Accretion Acquisition Corp.(b)   418,136 
 36,143   Achari Ventures Holdings Corp. I(b)   362,153 
 81,790   ALSP Orchid Acquisition Corp. I(b)   820,354 
 29,842   AltEnergy Acquisition Corp.(b)   297,823 
 7,413   Apeiron Capital Investment Corp.(b)   74,352 
 36,781   Arisz Acquisition Corp.(b)   365,235 
 138,896   Avalon Acquisition, Inc.(b)   1,395,906 
 114,259   Barings BDC, Inc.   944,922 
 29,282   BioPlus Acquisition Corp.(b)   293,991 
 49,448   Black Mountain Acquisition Corp.(b)   495,963 
 14,842   Blockchain Coinvestors Acquisition Corp. I(b)   149,607 
 36,149   Blockchain Moon Acquisition Corp.(b)   361,129 
 109,883   Blue Ocean Acquisition Corp.(b)   1,104,324 
 73,502   Bullpen Parlay Acquisition Co.(b)   739,430 
 59,686   Cactus Acquisition Corp. 1, Ltd.(b)   599,844 
 22,012   Crescera Capital Acquisition Corp.(b)   220,780 
 2,146   CW TRAVEL(b)   21,460 
 35,646   Deep Medicine Acquisition Corp.(b)   358,955 
 24,051   Digital Health Acquisition Corp.(b)   243,637 
 38,368   Direct Selling Acquisition Corp.(b)   388,668 
 12,048   Enterprise 4.0 Technology Acquisition Corp.(b)   121,564 
 32,156   Everest Consolidator Acquisition Corp.(b)   323,168 
 12,019   ExcelFin Acquisition Corp.(b)   120,430 
 40,085   Finnovate Acquisition Corp.(b)   404,458 
 215,585   First Eagle Alternative Capital BDC, Inc.   616,573 
 69,541   FS KKR Capital Corp.   1,178,720 
 58,432   Games & Esports Experience Acquisition Corp.(b)   592,500 
 46,043   GigCapital5, Inc.(b)   465,955 
 62,828   Globalink Investment, Inc.(b)   625,767 
 57,200   Goldman Sachs BDC, Inc.   826,540 
 29,652   Green Visor Financial Technology Acquisition Corp. I(b)   300,375 
 18,354   Hunt Cos. Acquisition Corp. I(b)   186,293 
 24,074   Industrial Human Capital, Inc.(b)   244,351 
 17,822   Innovative International Acquisition Corp.(b)   180,715 
 73,254   Integrated Rail and Resources Acquisition Corp.(b)   736,203 
 8,038   Intelligent Medicine Acquisition Corp.(b)   80,862 
 880   Intelsat Jackson Holdings SA(b)(c)   5,060 
 4,203   Intelsat New Common(b)   117,684 
 44,245   Jupiter Wellness Acquisition Corp.(b)   443,777 
 51,780   LAMF Global Ventures Corp. I(b)   522,460 
 12,126   Learn CW Investment Corp.(b)   119,441 
 88,428   Legato Merger Corp. II(b)   878,974 
 36,722   LF Capital Acquisition Corp. II, Class A(b)   369,056 
 128,274   Lionheart III Corp.(b)   1,294,286 
 62,176   LIV Capital Acquisition Corp. II(b)   624,869 
 2   LIV Capital Acquisition Corp. II-units(b)   20 
 24,030   M3-Brigade Acquisition III Corp.(b)   241,982 
 29,228   Mana Capital Acquisition Corp.(b)   293,157 
 13,637   McDermott International, Ltd.(b)   6,819 
 16,082   McLaren Technology Acquisition Corp.(b)   161,142 
 80,170   Mercato Partners Acquisition Corp.(b)   801,700 
 53,922   Mount Rainier Acquisition Corp.(b)   543,534 
 63,000   Mountain Crest Acquisition Corp. V(b)   628,740 
 58,756   Nabors Energy Transition Corp.(b)   590,498 
 24,074   Newcourt Acquisition Corp.(b)   244,110 
 86,683   OmniLit Acquisition Corp.(b)   867,697 
 20,906   Onyx Acquisition Co. I(b)   211,569 
 71,292   OPY Acquisition Corp. I(b)   707,930 
 1   OPY Acquisition Corp. I-units(b)   10 
 112,381   Owl Rock Capital Corp.   1,165,391 
 13,488   Phoenix Biotech Acquisition Corp.(b)   136,094 
 47,750   Project Energy Reimagined Acquisition Corp.(b)   469,860 
 64,779   PROOF Acquisition Corp. I(b)   644,551 
 5,941   Pyrophyte Acquisition Corp.(b)   60,420 
 87,648   ROC Energy Acquisition Corp.(b)   881,739 
 58,888   Roth CH Acquisition V Co.(b)   587,113 
 12,046   Sanaby Health Acquisition Corp. I(b)   121,906 
 27,067   Screaming Eagle Acquisition Corp.(b)   263,903 
 8,017   Semper Paratus Acquisition Corp.(b)   81,292 
 58,597   Sixth Street Specialty Lending, Inc.   957,475 
 104,224   Sizzle Acquisition Corp.(b)   1,047,451 
 75,000   Social Capital Hedosophia Holdings Corp. VI(b)   750,000 
 16,034   Spindletop Health Acquisition Corp.(b)   161,462 
 18,072   SportsMap Tech Acquisition Corp.(b)   181,081 
 58,567   ST Energy Transition I, Ltd.(b)   589,184 
 32,164   TG Venture Acquisition Corp.(b)   320,032 
 12,018   Thrive Acquisition Corp.(b)   121,863 
 2,376   TKB Critical Technologies 1(b)   24,069 
 11,778   TLGY Acquisition Corp.(b)   119,429 
 96,492   Trine II Acquisition Corp.(b)   967,332 
 49,450   Tristar Acquisition I Corp.(b)   490,050 
 87,648   UTA Acquisition Corp.(b)   886,121 
 29,228   Vahanna Tech Edge Acquisition I Corp.(b)   293,157 
 61,760   Worldwide Webb Acquisition Corp.(b)   616,982 
           
TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES     
(Cost $38,871,808)    38,789,961 

 

 

Shares/Description      Value 
PREFERRED STOCKS (3.46%)     
 105,758   First Eagle Alternative Capital BDC, Inc., 5.00%, 05/25/2026 $2,396,476 
 189,274   Oxford Square Capital Corp., 6.50%, 03/30/2024   4,665,604 
 2,946   Riverbed Tech Pref A, 1.50%, 11/17/28(b)   2,946 
 39,726   XAI Octagon Floating Rate Alternative Income Term Trust, Series 2026, 6.50%, 03/31/2026   1,000,686 
           
TOTAL PREFERRED STOCKS     
(Cost $8,452,211)   8,065,712 

 

Principal Amount/Description      Rate  Maturity  Value 
COLLATERALIZED LOAN OBLIGATIONS (6.09%)           
 500,000   Apidos CLO XXIV(a)(d)  3M US L + 5.80%  10/20/30  $409,779 
 500,000   Apidos CLO XXXII(a)(d)  3M US L + 6.75%  01/20/33   440,283 
 500,000   Bain Capital Credit CLO 2019-3, Ltd.(a)(d)  3M US L + 7.10%  10/21/34   429,479 
 500,000   Bain Capital Credit CLO 2021-2, Ltd.(a)(d)  3M US L + 3.15%  07/16/34   445,356 
 500,000   Bain Capital Credit CLO 2022-3, Ltd.(a)(d)  3M US SOFR + 7.35%  07/17/35   420,822 
 500,000   Barings CLO, Ltd.(a)(d)  3M US L + 5.82%  10/15/30   421,344 
 500,000   Canyon Capital CLO, Ltd.(a)(d)  3M US L + 5.75%  07/15/31   408,227 
 500,000   Carlyle Global Market Strategies CLO, Ltd.(a)(d)  3M US L + 5.35%  05/15/31   392,019 
 500,000   Carlyle Global Market Strategies CLO, Ltd.(a)(d)  3M US L + 5.50%  10/15/30   407,683 
 1,000,000   Carlyle US CLO 2020-2, Ltd.(a)(d)  3M US L + 6.70%  01/25/35   855,133 
 500,000   Carlyle US CLO 2021-1, Ltd.(a)(d)  3M US L + 6.00%  04/15/34   412,751 
 500,000   Chenango Park CLO, Ltd.(a)(d)  3M US L + 5.80%  04/15/30   412,965 
 500,000   Fillmore Park CLO, Ltd.(a)(d)  3M US L + 5.40%  07/15/30   418,229 
 1,000,000   Galaxy XIX CLO, Ltd.(a)(d)  3M US L + 6.53%  07/24/30   779,811 
 500,000   Goldentree Loan Management US CLO 10, Ltd.(a)(d)  3M US L + 6.20%  07/20/34   423,588 
 500,000   Goldentree Loan Management US CLO 3, Ltd.(a)(d)  3M US L + 2.85%  04/20/30   448,025 
 500,000   Milos CLO, Ltd.(a)(d)  3M US L + 6.15%  10/20/30   431,377 
 500,000   Myers Park CLO, Ltd.(a)(d)  3M US L + 5.50%  10/20/30   410,420 
 500,000   Neuberger Berman Loan Advisers CLO 37, Ltd.(a)(d)  3M US L + 5.75%  07/20/31   436,136 
 500,000   Neuberger Berman Loan Advisers CLO 42, Ltd.(a)(d)  3M US L + 5.95%  07/16/35   416,058 
 500,000   Neuberger Berman Loan Advisers CLO 44, Ltd.(a)(d)  3M US L + 6.00%  10/16/34   426,765 
 500,000   Ocean Trails CLO V(a)(d)  3M US L + 3.45%  10/13/31   430,403 
 500,000   REESE PARK CLO, Ltd.(a)(d)  3M US L + 6.50%  10/15/34   424,408 
 500,000   Sound Point CLO XXVI, Ltd.(a)(d)  3M US L + 6.86%  07/20/34   408,904 
 500,000   Sound Point CLO XXXII, Ltd.(a)(d)  3M US L + 6.70%  10/25/34   395,340 
 500,000   THL Credit Wind River 2017-3 CLO, Ltd.(a)(d)  3M US L + 7.08%  04/15/35   425,072 
 500,000   THL Credit Wind River CLO, Ltd.(a)(d)  3M US L + 5.75%  07/15/30   413,347 
 500,000   Unity-Peace Park CLO, Ltd.(a)(d)  3M US SOFR + 7.18%  04/20/35   429,299 
 500,000   Voya CLO 2019-1, Ltd.(a)(d)  3M US L + 6.12%  04/15/31   411,831 
 500,000   Voya CLO, Ltd.(a)(d)  3M US L + 5.25%  07/15/31   405,627 
 500,000   Voya CLO, Ltd.(a)(d)  3M US L + 5.95%  07/14/31   401,651 
 500,000   Webster Park CLO, Ltd.(a)(d)  3M US L + 5.50%  07/20/30   398,319 
               14,190,451 
                 
TOTAL COLLATERALIZED LOAN OBLIGATIONS           
(Cost $16,769,483)         14,190,451 

 

 

Shares/Description      Value 
RIGHTS (0.03%)(b)     
 51,583   8i ACQUISITION 2 Corp., Strike Price $11.50, Expires 11/24/2022  $23,213 
 42,066   Accretion Acquisition Corp., Strike Price $0.01, Expires 12/31/2049   3,756 
 36,781   Arisz Acquisition Corp., Strike Price $11.50, Expires 05/01/2023   2,207 
 1,000   BlackRock Corporate High Yield Fund, Inc., Strike Price $0.01, Expires 10/14/2022   2 
 36,149   Blockchain Moon Acquisition Corp., Strike Price $0.01, Expires 12/31/2049   2,147 
 35,646   Deep Medicine Acquisition Corp., Strike Price $11.50, Expires 12/09/2022   1,390 
 62,828   Globalink Investment, Inc., Strike Price $11.50, Expires 08/19/2023   7,652 
 44,245   Jupiter Wellness Acquisition Corp., Strike Price $11.50, Expires 12/31/2049   3,650 
 29,228   Mana Capital Acquisition Corp., Strike Price $11.50, Expires 12/01/2026   8,185 
           
TOTAL RIGHTS     
(Cost $83,776)   52,202 

 

Shares/Description      Value 
WARRANTS (0.05%)(b)     
 51,583   8i ACQUISITION 2 Corp., Strike Price $11.50, Expires 09/24/2026  $22,182 
 21,033   Accretion Acquisition Corp., Strike Price $11.50, Expires 02/19/2023   1,043 
 36,143   Achari Ventures Holdings Corp. I, Strike Price $11.50, Expires 08/05/2026   1,807 
 40,895   ALSP Orchid Acquisition Corp. I, Strike Price $11.50, Expires 11/30/2028   3,681 
 14,921   AltEnergy Acquisition Corp., Strike Price $11.50, Expires 02/06/2023   2,387 
 36,781   Arisz Acquisition Corp., Strike Price $11.50, Expires 11/16/2026   3,310 
 104,172   Avalon Acquisition, Inc., Strike Price $11.50, Expires 02/26/2023   10,167 
 37,086   Black Mountain Acquisition Corp., Strike Price $11.50, Expires 10/15/2027   3,631 
 7,421   Blockchain Coinvestors Acquisition Corp. I, Strike Price $11.50, Expires 11/01/2028   522 
 36,149   Blockchain Moon Acquisition Corp., Strike Price $11.50, Expires 10/14/2026   1,211 
 29,843   Cactus Acquisition Corp. 1, Ltd., Strike Price $11.50, Expires 07/20/2023   2,092 
 11,006   Crescera Capital Acquisition Corp., Strike Price $11.50, Expires 04/20/2028   660 
 24,051   Digital Health Acquisition Corp., Strike Price $11.50, Expires 10/14/2023   3,487 
 19,184   Direct Selling Acquisition Corp., Strike Price $11.50, Expires 11/23/2023   1,153 
 6,024   Enterprise 4.0 Technology Acquisition Corp., Strike Price $11.50, Expires 09/24/2023   723 
 16,078   Everest Consolidator Acquisition Corp., Strike Price $11.50, Expires 07/19/2028   965 
 6,010   ExcelFin Acquisition Corp., Strike Price $11.50, Expires 07/05/2023   541 
 30,063   Finnovate Acquisition Corp., Strike Price $11.50, Expires 04/15/2023   1,659 
 46,043   GigCapital5, Inc., Strike Price $11.50, Expires 12/31/2028   1,179 
 62,828   Globalink Investment, Inc., Strike Price $11.50, Expires 12/03/2026   3,770 
 14,826   Green Visor Financial Technology Acquisition Corp. I, Strike Price $11.50, Expires 05/08/2023   890 
 9,177   Hunt Cos. Acquisition Corp. I, Strike Price $11.50, Expires 12/31/2028   367 
 24,074   Industrial Human Capital, Inc., Strike Price $11.50, Expires 12/31/2028   481 
 8,911   Innovative International Acquisition Corp., Strike Price $11.50, Expires 04/03/2023   178 
 36,627   Integrated Rail and Resources Acquisition Corp., Strike Price $11.50, Expires 05/21/2023   3,176 
 25,890   LAMF Global Ventures Corp. I, Strike Price $11.50, Expires 04/04/2023   267 
 6,063   Learn CW Investment Corp., Strike Price $11.50, Expires 12/31/2028   606 
 44,214   Legato Merger Corp. II, Strike Price $11.50, Expires 02/05/2023   16,355 
 18,361   LF Capital Acquisition Corp. II, Strike Price $11.50, Expires 12/31/9999   1,234 
 64,137   Lionheart III Corp., Strike Price $11.50, Expires 03/19/2023   3,860 
 46,632   LIV Capital Acquisition Corp. II, Strike Price $11.50, Expires 02/16/2027   5,129 
 8,010   M3-Brigade Acquisition III Corp., Strike Price $11.50, Expires 05/11/2023   481 
 14,614   Mana Capital Acquisition Corp., Strike Price $11.50, Expires 12/01/2026   1,944 
 8,041   McLaren Technology Acquisition Corp., Strike Price $11.50, Expires 03/03/2023   523 
 40,085   Mercato Partners Acquisition Corp., Strike Price $11.50, Expires 12/28/2026   469 
 53,922   Mount Rainier Acquisition Corp., Strike Price $11.50, Expires 12/04/2022   8,087 
 29,378   Nabors Energy Transition Corp., Strike Price $11.50, Expires 11/17/2026   4,113 
 12,037   Newcourt Acquisition Corp., Strike Price $11.50, Expires 04/12/2028   793 
 10,453   Onyx Acquisition Co. I, Strike Price $11.50, Expires 01/07/2023   732 
 35,646   OPY Acquisition Corp. I, Strike Price $11.50, Expires 04/08/2023   3,741 
 6,744   Phoenix Biotech Acquisition Corp., Strike Price $11.50, Expires 09/01/2026   540 
 23,875   Project Energy Reimagined Acquisition Corp., Strike Price $11.50, Expires 12/31/2028   2,866 
 29,444   Roth CH Acquisition V Co., Strike Price $11.50, Expires 12/10/2026   2,947 
 7,563   Rubicon Technologies, Inc., Strike Price $11.50, Expires 04/19/2028   985 
 6,023   Sanaby Health Acquisition Corp. I, Strike Price $11.50, Expires 07/30/2028   301 
 8,017   Spindletop Health Acquisition Corp., Strike Price $11.50, Expires 12/31/2028   321 
 13,554   SportsMap Tech Acquisition Corp., Strike Price $11.50, Expires 09/01/2027   1,395 
 32,164   TG Venture Acquisition Corp., Strike Price $11.50, Expires 08/13/2023   1,930 
 6,009   Thrive Acquisition Corp., Strike Price $11.50, Expires 03/09/2023   481 
 48,246   Trine II Acquisition Corp., Strike Price $11.50, Expires 12/31/2027   5,311 
 24,725   Tristar Acquisition I Corp., Strike Price $11.50, Expires 12/31/2028   1,236 
 14,614   Vahanna Tech Edge Acquisition I Corp., Strike Price $11.50, Expires 11/30/2028   1,608 
 30,880   Worldwide Webb Acquisition Corp., Strike Price $11.50, Expires 03/27/2023   2,779 
           
TOTAL WARRANTS     
(Cost $340,236)   142,296 

 

 

Principal Amount/Description      Rate  Maturity  Value 
U.S. CORPORATE BONDS (4.29%)           
Basic Materials (0.19%)           
$175,000   ASP Unifrax Holdings, Inc.(d)  7.50%  09/30/29  $115,844 
 260,000   Illuminate Buyer LLC / Illuminate Holdings IV, Inc.(d)  9.00%  07/01/28   216,303 
 195,000   Vibrantz Technologies, Inc.(d)  9.00%  02/15/30   127,311 
               459,458 
Communications (0.46%)           
 275,000   Cengage Learning, Inc.(d)  9.50%  06/15/24   258,124 
 545,000   Embarq Corp Eq  8.00%  06/01/36   273,721 
 510,000   Endurance International Group Holdings, Inc.(d)  6.00%  02/15/29   339,588 
 225,000   McGraw-Hill Education, Inc.(d)  5.75%  08/01/28   188,356 
               1,059,789 
Consumer, Cyclical (0.57%)           
 45,000   Carnival Corp.(d)  7.63%  03/01/26   34,268 
 330,000   Dealer Tire LLC / DT Issuer LLC(d)  8.00%  02/01/28   291,385 
 60,000   Park River Holdings, Inc.(d)  5.63%  02/01/29   39,052 
 300,000   PetSmart, Inc. / PetSmart Finance Corp.(d)  7.75%  02/15/29   268,662 
 155,000   Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.(d)  5.63%  09/01/29   107,511 
 125,000   Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.(d)  5.88%  09/01/31   84,539 
 280,000   SWF Escrow Issuer Corp.(d)  6.50%  10/01/29   166,450 
 190,000   TKC Holdings, Inc.(d)  10.50%  05/15/29   145,696 
 405,000   Wheel Pros, Inc.(d)  6.50%  05/15/29   186,073 
               1,323,636 
Consumer, Non-cyclical (0.35%)           
 270,000   Air Methods Corp.(d)  8.00%  05/15/25   136,015 
 160,000   CHS/Community Health Systems, Inc.(d)  6.88%  04/15/29   77,639 
 40,000   Coty, Inc.(d)  6.50%  04/15/26   36,907 
 150,000   PECF USS Intermediate Holding III Corp.(d)  8.00%  11/15/29   109,990 
 127,656   Pyxus Holdings, Inc.  10.00%  08/24/24   104,429 
 305,000   Radiology Partners, Inc.(d)  9.25%  02/01/28   199,447 
 190,000   Triton Water Holdings, Inc.(d)  6.25%  04/01/29   145,602 
               810,029 
Energy (0.31%)           
 200,000   Kosmos Energy, Ltd.(e)  7.50%  03/01/28   157,367 
 425,000   NGL Energy Operating LLC / NGL Energy Finance Corp.(d)  7.50%  02/01/26   378,698 
250,000   SierraCol Energy Andina LLC(d)  6.00%  06/15/28  162,698 
               698,763 
Financial (1.88%)           
 1,648,448   New Mountain Finance Corp.  5.75%  08/15/23   1,631,963 
 3,109,106   PennantPark Floating Rate Capital, Ltd.  4.25%  04/01/26   2,749,787 
               4,381,750 
Industrial (0.19%)           
 105,000   Artera Services LLC(d)  9.03%  12/04/25   84,669 
 90,000   TransDigm, Inc.  5.50%  11/15/27   78,477 
 235,000   Triumph Group, Inc.(d)  6.25%  09/15/24   214,496 
 90,000   Triumph Group, Inc.  7.75%  08/15/25   68,880 
               446,522 
Technology (0.26%)           
 510,000   Castle US Holding Corp.(d)  9.50%  02/15/28   378,538 
 72,390   CWT Travel Group, Inc.(d)  8.50%  11/19/26   62,617 
 225,000   Virtusa Corp.(d)  7.13%  12/15/28   167,996 
               609,151 
Utilities (0.08%)           
 200,000   Mercury Chile Holdco LLC(d)  6.50%  01/24/27   175,012 
                 
TOTAL U.S. CORPORATE BONDS           
(Cost $12,478,934)         9,964,110 

 

 

Principal Amount/Description      Rate  Maturity  Value 
U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES (33.66%)           
 165,576   Alternative Loan Trust(a)  3.25%  12/25/35  $150,216 
 543,799   Alternative Loan Trust  5.50%  11/25/35   353,079 
 1,702,359   Alternative Loan Trust  5.50%  12/25/35   1,304,696 
 1,875,381   Alternative Loan Trust  5.75%  03/25/37   1,119,241 
 2,169,480   Alternative Loan Trust  6.00%  07/25/37   1,194,380 
 1,822,595   Alternative Loan Trust  6.25%  08/25/37   1,037,971 
 1,053,284   Alternative Loan Trust  6.50%  09/25/36   610,610 
 1,627,329   Banc of America Funding Trust(a)  2.74%  05/20/36   1,303,690 
 832,383   Banc of America Mortgage Trust  6.00%  09/25/37   721,463 
 1,182,352   Bear Stearns ALT-A Trust(a)  3.27%  01/25/36   1,095,103 
 771,513   Bear Stearns ARM Trust(a)  3.28%  07/25/36   683,432 
 2,519,747   Chase Mortgage Finance Trust Series(a)  1M US L + 0.60%  06/25/37   832,921 
 2,286,478   ChaseFlex Trust Series 2007-1  6.50%  02/25/37   909,507 
 3,930,000   CHL GMSR Issuer Trust(a)(d)  1M US L + 2.75%  05/25/23   3,868,510 
 1,341,221   CHL Mortgage Pass-Through Trust(a)  3.18%  03/25/37   1,182,603 
 1,425,385   CHL Mortgage Pass-Through Trust  5.75%  07/25/37   745,163 
 1,446,541   CHL Mortgage Pass-Through Trust(a)  1M US L + 0.60%  03/25/35   1,288,885 
 296,049   Citigroup Mortgage Loan Trust(a)  3.01%  04/25/37   288,349 
 1,149,336   Citigroup Mortgage Loan Trust, Inc.(a)  3.42%  10/25/35   728,929 
 4,500,000   COLT 2021-4 Mortgage Loan Trust(a)(d)  4.14%  10/25/66   2,862,703 
 2,000,000   Connecticut Avenue Securities Trust 2022-R02(a)(d)  30D US SOFR + 7.65%  01/25/27   1,812,897 
 1,000,000   Connecticut Avenue Securities Trust 2022-R03(a)(d)  30D US SOFR + 9.85%  03/25/42   965,203 
 663,116   CSFB Mortgage-Backed Pass-Through Certificates  5.50%  10/25/35   370,690 
 1,371,070   CSMC Mortgage-Backed Trust  6.00%  02/25/37   853,503 
 1,620,008   CSMC Mortgage-Backed Trust  6.75%  08/25/36   977,432 
 1,585,407   Fannie Mae REMICS(a)(f)  0.00%  07/25/43   947,267 
 1,500,707   Fannie Mae REMICS(a)(g)  5.90% - 1M US L  10/25/41   141,285 
 4,247,779   Fannie Mae REMICS(a)(g)  6.05% - 1M US L  07/25/49   405,480 
 1,607,762   Fannie Mae REMICS(a)(g)  6.45% - 1M US L  03/25/42   186,010 
 1,336,677   Fannie Mae REMICS(a)(g)  6.50% - 1M US L  12/25/41   132,586 
 497,268   Fannie Mae REMICS(a)  7.62% - 1M US L  11/25/42   307,349 
 660,734   Federal Home Loan Mortgage Corp. REMICS(a)  4.05% - 1M US L  01/15/33   564,557 
 295,452   First Horizon Alternative Mortgage Securities Trust(a)  3.61%  10/25/35   254,103 
 11,771,762   Freddie Mac REMICS(g)  2.00%  11/25/50   1,415,173 
 3,918,079   Freddie Mac REMICS  4.00%  12/15/40   3,767,095 
 2,748,139   Freddie Mac REMICS(a)(g)  5.90% - 1M US L  12/15/41   206,206 
 3,514,979   Freddie Mac REMICS(a)(g)  6.10% - 1M US L  08/25/50   431,286 
 2,000,000   Freddie Mac STACR REMIC Trust 2020-DNA6(a)(d)  30D US SOFR + 5.65%  12/25/50   1,663,788 
 1,700,000   Freddie Mac STACR REMIC Trust 2021-DNA1(a)(d)  30D US SOFR + 4.75%  01/25/51   1,293,530 
 1,250,000   Freddie Mac STACR REMIC Trust 2022-DNA1(a)(d)  30D US SOFR + 7.10%  01/25/42   1,046,012 
 5,735,259   Government National Mortgage Association(a)(g)  0.01%  11/20/70   344,742 
 7,748,805   Government National Mortgage Association(a)(g)  0.02%  11/20/69   353,752 
 5,099,342   Government National Mortgage Association(a)(g)  0.69%  09/16/58   176,225 
 6,024,181   Government National Mortgage Association(a)(g)  0.97%  12/16/62   421,744 
 7,022,318   Government National Mortgage Association(a)(g)  1.36%  06/20/70   317,500 
 7,176,228   Government National Mortgage Association(a)(g)  1.52%  09/20/70   365,286 
 7,118,358   Government National Mortgage Association(a)(g)  1.95%  09/20/66   379,067 
 9,849,070   Government National Mortgage Association(a)(g)  1.95%  11/20/71   492,218 
 4,289,800   Government National Mortgage Association  3.50%  02/20/47   4,003,598 
 16,334,225   Government National Mortgage Association(a)(g)  2.65% - 30D US SOFR  01/20/52   189,926 
 6,826,608   Government National Mortgage Association(a)(g)  3.20% - 30D US SOFR  12/20/51   181,726 
 7,630,950   Government National Mortgage Association(a)(g)  3.70% - 30D US SOFR  09/20/51   242,469 
 6,100,895   Government National Mortgage Association(a)(g)  3.75% - 1M US L  10/20/50   200,356 
 6,778,882   Government National Mortgage Association(a)(g)  3.75% - 1M US L  11/20/50   159,067 
 14,387,638   Government National Mortgage Association(a)(g)  3M US L + 2.44%  06/20/51   136,989 
 8,087,930   Government National Mortgage Association(a)  5.37% - 1M US L  07/20/44   568,233 
 3,840,119   Government National Mortgage Association(a)(g)  6.30% - 1M US L  09/20/50   473,559 
 3,467,818   Government National Mortgage Association(a)(g)  6.30% - 1M US L  10/20/50   381,930 
 3,832,593   Government National Mortgage Association(a)(g)  6.30% - 1M US L  01/20/51   423,933 
 625,400   Homeward Opportunities Fund Trust 2020-BPL1(d)(h)  5.44%  08/25/25   626,201 
 1,700,000   Imperial Fund Mortgage Trust 2021-NQM3(a)(d)  4.17%  11/25/56   1,086,514 
 5,900,000   Legacy Mortgage Asset Trust(d)(h)  4.50%  11/25/59   5,899,444 
 1,432,820   Luminent Mortgage Trust(a)  1M US L + 0.40%  05/25/36   1,186,681 
 887,999   Luminent Mortgage Trust(a)  1M US L + 0.42%  05/25/36   823,446 
 1,777,906   Nomura Asset Acceptance Corp. Alternative Loan Trust(h)  5.69%  08/25/35   941,675 
 7,349,416   Nomura Asset Acceptance Corp. Alternative Loan Trust(a)  1M US L + 0.54%  02/25/36   1,133,503 
 1,603,948   PR Mortgage Loan Trust(a)(d)  5.87%  10/25/49   1,454,502 
 4,000,000   PRPM 2022-5 LLC(d)  6.90%  09/27/27   3,968,136 
 1,394,437   RALI Series Trust(a)  5.85%  09/25/37   1,177,241 
 1,994,334   Residential Asset Securitization Trust  5.75%  02/25/36   860,012 
 1,855,838   Residential Asset Securitization Trust  6.00%  05/25/37   1,109,292 
 660,343   RFMSI Trust(a)  3.09%  06/25/35   464,178 
 1,437,788   RFMSI Trust  6.00%  09/25/36   1,113,734 
 1,936,000   Spruce Hill Mortgage Loan Trust 2020-SH1(a)(d)  4.68%  01/28/50   1,684,530 
 394,569   Structured Adjustable Rate Mortgage Loan Trust(a)  3.26%  12/25/35   355,076 
 1,365,730   Structured Adjustable Rate Mortgage Loan Trust(a)  4.07%  09/25/37   1,211,353 
 280,240   Structured Asset Mortgage Investments II Trust(a)  1.16%  03/25/46   279,863 
 1,000,000   Verus Securitization Trust 2021-7(a)(d)  4.19%  10/25/66   634,046 
 1,002,884   WaMu Mortgage Pass-Through Certificates Trust(a)  3.29%  03/25/37   938,950 
 816,347   WaMu Mortgage Pass-Through Certificates Trust(a)  3.56%  08/25/36   706,936 
 1,023,353   WaMu Mortgage Pass-Through Certificates Trust(a)  3.79%  08/25/46   929,817 
                 
TOTAL U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES           
(Cost $107,348,977)         78,420,353 

 

 

Principal Amount/Description       Rate  Maturity  Value 
U.S. GOVERNMENT BONDS AND NOTES (6.17%)           
  23,150,000    U.S. Treasury Bond  1.63%  11/15/50  $14,383,746 
                   
TOTAL U.S. GOVERNMENT BONDS AND NOTES           
(Cost $22,038,221)         14,383,746 

 

Principal Amount/Description      Rate  Maturity  Value 
FOREIGN CORPORATE BONDS (4.11%)           
Basic Materials (0.64%)           
 200,000   ABM Investama Tbk PT(d)  9.50%  08/05/26  $172,339 
 200,000   Aris Mining Corp.(e)  6.88%  08/09/26   145,587 
 300,000   Braskem Idesa SAPI(d)  6.99%  02/20/32   201,000 
 200,000   CAP SA(e)  3.90%  04/27/31   141,628 
 400,000   OCP SA(e)  5.13%  06/23/51   256,166 
 400,000   UPL Corp., Ltd.(a)(i)  5Y US TI + 3.87%  12/31/49   293,100 
 250,000   Vedanta Resources Finance II PLC(d)  9.25%  04/23/26   141,007 
 200,000   Vedanta Resources, Ltd.  6.13%  08/09/24   118,567 
               1,469,394 
Communications (0.29%)           
 435,000   Intelsat Escrow Shares  0.00%  12/31/49    
 350,000   Oi SA(j)  10.00%  07/27/25  103,642 
 300,000   Telecommunications Services of Trinidad & Tobago, Ltd.(e)  8.88%  10/18/29   265,190 
 205,000   Telesat Canada / Telesat LLC(d)  5.63%  12/06/26   98,369 
 400,000   VTR Finance NV(e)  6.38%  07/15/28   225,000 
               692,201 
Consumer, Cyclical (0.07%)           
 200,000   Gajah Tunggal Tbk PT  8.95%  06/23/26   157,800 
                 
Consumer, Non-cyclical (0.65%)           
 150,000   Atento Luxco 1 SA(d)  8.00%  02/10/26   65,651 
 200,000   BRF SA(e)  5.75%  09/21/50   138,277 
 150,000   Camposol SA(d)  6.00%  02/03/27   119,164 
 200,000   Coruripe Netherlands BV(e)  10.00%  02/10/27   171,500 
 225,000   Endo Luxembourg Finance Co. I SARL / Endo US, Inc.(d)  6.13%  04/01/29   177,963 
 450,000   Frigorifico Concepcion SA(d)  7.70%  07/21/28   357,415 
 450,000   Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.(d)  7.00%  12/31/27   345,157 
 200,000   Movida Europe SA(e)  5.25%  02/08/31   142,314 
               1,517,441 
Energy (0.94%)           
 250,000   AI Candelaria Spain SA(d)  5.75%  06/15/33   170,550 
 350,000   Ecopetrol SA  5.88%  05/28/45   212,478 
 200,000   Ecopetrol SA  5.88%  11/02/51   118,915 
 250,000   Gran Tierra Energy, Inc.(d)  7.75%  05/23/27   195,517 
 400,000   MC Brazil Downstream Trading SARL(e)  7.25%  06/30/31   301,653 
 100,000   NGD Holdings BV  6.75%  12/31/26  41,500 
 200,000   Pertamina Persero PT(e)  4.15%  02/25/60   129,727 
 400,000   Petroleos del Peru SA(e)  5.63%  06/19/47   241,060 
 250,000   Petroleos Mexicanos  6.38%  01/23/45   138,651 
 150,000   Petroleos Mexicanos  6.75%  09/21/47   83,867 
 200,000   Tullow Oil PLC(d)  10.25%  05/15/26   169,315 
 189,725   UEP Penonome II SA(d)  6.50%  10/01/38   164,112 
 350,000   YPF SA  7.00%  12/15/47   174,840 
 100,000   YPF SA  8.50%  06/27/29   60,302 
               2,202,487 
Financial (0.67%)           
 285,470   Alpha Holding SA de CV(c)(d)(k)  9.00%  02/10/25   - 
 200,000   Banco Davivienda SA(a)(e)(i)  10Y US TI + 5.10%  Perpetual Maturity   146,962 
 200,000   Banco Davivienda SA(a)(d)(i)  10Y US TI + 5.10%  Perpetual Maturity   146,962 
 200,000   Banco GNB Sudameris SA(a)(d)  5Y US TI + 6.66%  04/16/31   146,369 
 150,000   Banco GNB Sudameris SA(a)(e)  5Y US TI + 6.66%  04/16/31   109,777 
 250,000   Banco Mercantil del Norte SA/Grand Cayman(a)(d)(i)  10Y US TI + 5.03%  Perpetual Maturity   196,666 
 200,000   Banco Mercantil del Norte SA/Grand Cayman(a)(e)(i)  10Y US TI + 5.03%  Perpetual Maturity   157,333 
 200,000   Central China Real Estate, Ltd.  7.25%  07/16/24   46,650 
 200,000   Credivalores-Crediservicios SAS(d)  8.88%  02/07/25   83,100 
 200,000   Jababeka International BV(e)  6.50%  10/05/23   113,000 
 250,000   Mexarrend SAPI de CV(d)  10.25%  07/24/24   73,971 
 200,000   Operadora de Servicios Mega SA de CV Sofom ER(d)  8.25%  02/11/25   116,525 
 200,000   RKP Overseas Finance, Ltd.(i)  7.95%  Perpetual Maturity   61,550 
 200,000   Ronshine China Holdings, Ltd.  6.75%  08/05/24   13,269 
 200,000   Theta Capital Pte, Ltd.  6.75%  10/31/26   128,500 
 250,000   Unifin Financiera SAB de CV(a)(e)(i)  8.88%  Perpetual Maturity   8,750 
 200,000   Yuzhou Group Holdings Co., Ltd.(k)  8.30%  05/27/25   14,257 
               1,563,641 
Industrial (0.23%)           
 400,000   Mexico City Airport Trust(e)  5.50%  07/31/47   250,494 
 400,000   Simpar Europe SA(e)  5.20%  01/26/31   282,634 
               533,128 
Utilities (0.62%)           
 200,000   AES Andres BV(d)  5.70%  05/04/28   164,555 
 146,300   Empresa Electrica Cochrane SpA(e)  5.50%  05/14/27   133,472 
 300,000   Empresas Publicas de Medellin ESP(e)  4.38%  02/15/31   211,370 
 400,000   EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA(e)  5.38%  12/30/30   238,688 
 188,378   FEL Energy VI Sarl(e)  5.75%  12/01/40   129,325 
 200,000   Guacolda Energia SA(e)  4.56%  04/30/25   69,180 
 450,000   Minejesa Capital BV  5.63%  08/10/37   322,369 
 250,000   Mong Duong Finance Holdings BV(e)  5.13%  05/07/29   196,764 
               1,465,723 
TOTAL FOREIGN CORPORATE BONDS           
(Cost $14,028,973)         9,601,815 

 

 

Principal Amount/Description      Rate  Maturity  Value 
FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES (0.48%)           
 450,000   Brazilian Government International Bond  4.75%  01/14/50  $307,741 
 200,000   Colombia Government International Bond  4.13%  02/22/42   114,212 
 200,000   Colombia Government International Bond  5.00%  06/15/45   121,810 
 200,000   Colombia Government International Bond  5.20%  05/15/49   124,058 
 250,000   Dominican Republic International Bond(e)  5.30%  01/21/41   169,859 
 350,000   Republic of South Africa Government International Bond  5.65%  09/27/47   225,979 
 300,000   Ukraine Government International Bond(e)  7.25%  03/15/35   56,555 
               1,120,214 
                 
TOTAL FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES           
(Cost $1,833,896)         1,120,214 

 

 

Principal Amount/Description      Rate  Maturity  Value 
NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%)           
 1,000,000   ACREC 2021-FL1, Ltd.(a)(d)  1M US L + 2.65%  09/16/26  $942,670 
 28,899   Affirm Asset Securitization Trust 2021-Z1(d)  0.00%  08/15/24   167,641 
 372,000   Alen 2021-ACEN Mortgage Trust(a)(d)  1M US L + 4.00%  04/15/26   337,421 
 700,000   AMSR 2021-SFR3 Trust(d)  4.90%  10/17/26   600,970 
 1,550,000   AMSR 2021-SFR3 Trust(d)  5.88%  10/17/26   1,336,549 
 538,000   AREIT Trust(a)(d)  30D SOFR + 2.76%  09/16/36   510,812 
 433,000   Atrium Hotel Portfolio Trust(a)(d)  1M US L + 3.40%  06/15/35   404,192 
 500,000   Atrium XIII(a)(d)  3M US L + 6.05%  11/21/30   428,471 
 500,000   Atrium XIV LLC(a)(d)  3M US L + 5.65%  08/23/30   434,268 
 730,000   BAMLL Commercial Mortgage Securities Trust(a)(d)  2.57%  03/15/34   702,265 
 682,000   BBCMS Trust(a)(d)  1M US L + 3.55%  07/15/37   647,247 
 463,247   BB-UBS Trust(a)(d)  3.68%  06/05/30   346,670 
 498,000   Benchmark 2018-B4 Mortgage Trust(a)(d)  2.95%  07/17/51   363,178 
 546,000   Benchmark 2021-B31 Mortgage Trust(d)  2.25%  11/15/31   298,732 
 315,000   BF Mortgage Trust(a)(d)  1M US L + 3.00%  12/15/35   272,595 
 2,133,074   Blackbird Capital Aircraft Lease Securitization, Ltd.(d)(h)  5.68%  12/16/41   1,699,560 
 321,000   BX Commercial Mortgage Trust(a)(d)  1M US L + 1.90%  04/15/34   304,922 
 325,000   BX Trust(a)(d)  4.08%  12/06/41   248,806 
 167,283   Carbon Capital VI Commercial Mortgage Trust(a)(d)  1M US L + 2.85%  11/15/21   164,168 
 5,000   Carvana Auto Receivables Trust 2021-P2(d)  0.00%  05/10/28   1,943,752 
 423,041   Castlelake Aircraft Securitization Trust(d)  6.63%  06/15/43   263,660 
 1,250,000   Castlelake Aircraft Structured Trust(c)(d)  0.00%  04/15/39   193,750 
 500,000   CIFC Funding 2019-III, Ltd.(a)(d)  3M US L + 6.80%  10/16/34   424,290 
 500,000   CIFC Funding, Ltd.(a)(d)  3M US L + 6.50%  07/15/34   424,533 
 138,000   Citigroup Commercial Mortgage Trust(d)  2.85%  02/12/49   80,506 
 475,000   Citigroup Commercial Mortgage Trust(a)(d)  3.62%  12/12/41   308,770 
 196,000   Citigroup Commercial Mortgage Trust(a)(d)  4.42%  02/12/48   175,174 
 319,000   Citigroup Commercial Mortgage Trust(a)(d)  1M US L + 3.65%  12/15/36   299,132 
 320,000   Citigroup Commercial Mortgage Trust 2019-SMRT(a)(d)  4.75%  01/10/36   304,480 
 1,500,000   Cologix Data Centers US Issuer LLC(d)  5.99%  12/28/26   1,316,016 
 878,000   COMM Mortgage Trust(a)(d)  1M US L + 2.18%  09/15/33   777,736 
 428,000   CSAIL 2016-C6 Commercial Mortgage Trust(a)(d)  5.08%  01/15/49   336,896 
 264,991   DBGS 2018-BIOD Mortgage Trust(a)(d)  1M US L + 2.00%  05/15/35   253,511 
 416,000   DBJPM 16-C1 Mortgage Trust(a)  3.33%  05/12/49   353,518 
 500,000   Dryden 37 Senior Loan Fund(a)(d)  3M US L + 5.15%  01/15/31   399,930 
 500,000   Dryden 38 Senior Loan Fund(a)(d)  3M US L + 5.60%  07/15/30   395,091 
 500,000   Dryden 40 Senior Loan Fund(a)(d)  3M US L + 5.75%  08/15/31   397,549 
 496,942   Extended Stay America Trust 2021-ESH(a)(d)  1M US L + 3.70%  07/15/26   471,420 
 34,904,653   Fannie Mae-Aces(a)(g)  0.22%  10/25/29   298,798 
 46,440,000   Fannie Mae-Aces(a)(g)  0.27%  05/25/30   596,475 
 16,173,335   Fannie Mae-Aces(a)(g)  0.35%  04/25/29   240,641 
 5,867,646   Fannie Mae-Aces(a)(g)  0.58%  12/25/30   123,977 
 17,933,826   Fannie Mae-Aces(a)(g)  0.63%  02/25/29   364,914 
 16,597,491   Fannie Mae-Aces(a)(g)  0.67%  11/01/31   379,586 
 15,943,436   Fannie Mae-Aces(a)(g)  0.87%  07/25/32   983,717 
 4,740,989   Fannie Mae-Aces(a)(g)  1.15%  03/25/31   201,550 
 4,258,090   Fannie Mae-Aces(a)(g)  1.30%  09/25/30   155,270 
 700,000   FirstKey Homes 2020-SFR1 Trust(d)  4.28%  08/19/37   626,780 
 1,700,000   FMC GMSR Issuer Trust(a)(d)  4.36%  07/25/26   1,316,272 
 1,750,000   FMC GMSR Issuer Trust(a)(d)  4.44%  10/25/26   1,367,660 
 546,000   Fontainebleau Miami Beach Trust(a)(d)  3.96%  12/12/36   475,648 
 750,000   Freddie Mac Multifamily Structured Credit Risk(a)(d)  30D US SOFR + 3.75%  01/25/51   691,385 
 267,035   FREMF 2015-KF07 Mortgage Trust(a)(d)  1M US L + 4.95%  02/25/25   266,678 
 299,980   FREMF 2016-KF19 Mortgage Trust(a)(d)  1M US L + 5.50%  06/25/23   296,686 
 266,080   FREMF 2016-KF25 Mortgage Trust(a)(d)  1M US L + 5.00%  10/25/23   265,754 
 795,820   FREMF 2018-KF56 Mortgage Trust(a)(d)  1M US L + 5.80%  11/25/28   737,943 
 829,160   FREMF 2019-KF71 Mortgage Trust(a)(d)  1M US L + 6.00%  10/25/29   818,841 
 1,200,000   FRTKL 2021-SFR1(d)  4.11%  09/17/26   994,951 
 500,000   FS Rialto 2022-FL5 Issuer LLC(a)(d)  1M US SOFR + 4.82%  06/19/37   493,293 

 

 

Principal Amount/Description      Rate  Maturity  Value 
NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%) (continued)           
 5,956,880   Ginnie Mae Strip(g)  1.40%  09/16/45  $481,310 
 4,178,710   Government National Mortgage Association(a)(g)  0.16%  09/16/53   22,784 
 5,528,312   Government National Mortgage Association(a)(g)  0.98%  05/16/63   419,026 
 1,100,000   Great Wolf Trust(a)(d)  1M US L + 3.13%  12/15/36   1,042,160 
 500,000   GS Mortgage Securities Corp. II(a)(d)  1M US L + 5.00%  11/15/23   447,847 
 500,000   GS Mortgage Securities Corp. II(a)(d)  1M US L + 5.93%  11/15/23   443,207 
 300,000   GS Mortgage Securities Corp. Trust 2018-RIVR(a)(d)  1M US L + 1.55%  07/15/35   260,344 
 1,078,000   GS Mortgage Securities Trust(a)(d)  4.51%  11/10/47   791,897 
 655,000   GS Mortgage Securities Trust(a)(d)  1M US L + 3.92%  07/15/31   542,995 
 373,000   GS Mortgage Securities Trust 2015-GC28(a)(d)  4.45%  02/10/48   332,564 
 3,680,000   GS Mortgage Securities Trust 2021-GSA3(a)(d)(g)  1.53%  12/15/31   353,902 
 230,000   Hawaii Hotel Trust(a)(d)  1M US L + 2.75%  05/15/38   215,809 
 500,000   Highbridge Loan Management 4-2014, Ltd.(a)(d)  3M US L + 5.55%  01/28/30   401,441 
 500,000   Highbridge Loan Management, Ltd.(a)(d)  3M US L + 5.10%  02/05/31   374,955 
 176,107   HPLY Trust(a)(d)  1M US L + 3.90%  11/17/36   166,641 
 1,062,000   JP Morgan BB Commercial Mortgage Securities Trust(a)(d)  3.36%  11/18/48   870,874 
 632,000   JP Morgan BB Commercial Mortgage Securities Trust(a)(d)  3.94%  02/18/48   518,410 
 109,000   JP Morgan Chase Commercial Mortgage Securities Trust(d)  4.34%  05/05/32   103,017 
 111,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  4.45%  05/05/32   104,151 
 130,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  4.45%  05/05/32   121,450 
 136,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  4.45%  05/05/32   126,589 
 148,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  4.45%  05/05/32   134,105 
 411,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  5.71%  02/15/46   196,383 
 320,000   JP Morgan Chase Commercial Mortgage Securities Trust(a)(d)  1M US L + 3.00%  07/15/36   295,372 
 6,061,538   JPMBB Commercial Mortgage Securities Trust(a)(g)  1.01%  09/17/47   71,603 
 7,319,676   JPMBB Commercial Mortgage Securities Trust(a)(d)(g)  1.10%  08/17/46   68,606 
 372,000   JPMBB Commercial Mortgage Securities Trust 2014-C26(a)(d)  4.02%  12/15/24   325,676 
 1,000,000   KREF 2022-FL3, Ltd.(a)(d)  1M US SOFR + 2.80%  02/17/39   950,687 
 500,000   LCM Loan Income Fund I Income Note Issuer, Ltd.(a)(d)  3M US L + 5.60%  07/16/31   389,850 
 500,000   LCM XIV LP(a)(d)  3M US L + 5.50%  07/20/31   390,948 
 500,000   LCM XVII LP(a)(d)  3M US L + 6.00%  10/15/31   397,953 
 341,280   LLPL Capital Pte, Ltd.(e)  6.88%  02/04/39   275,167 
 335,000   LSTAR Commercial Mortgage Trust 2017-5(a)(d)  4.83%  03/10/27   270,348 
 500,000   Madison Park Funding XXVI, Ltd.(a)(d)  3M US L + 6.50%  07/29/30   437,924 
 650,000   Madison Park Funding XXXVIII, Ltd.(a)(d)  3M US L + 6.00%  07/17/34   529,885 
 500,000   Med Trust 2021-MDLN(a)(d)  1M US L + 5.25%  11/15/23   462,897 
 365,000   MFT Trust 2020-ABC(a)(d)  3.48%  02/10/30   246,048 
 751,000   Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31(a)(d)  3.00%  10/15/26   509,750 
 371,000   Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34(d)  2.70%  10/15/27   258,277 
 350,000   Morgan Stanley Capital I Trust(a)(d)  1M US L + 3.05%  07/15/35   336,369 
 372,000   Morgan Stanley Capital I Trust 2018-H4(d)  3.00%  12/15/28   257,083 
 548,731   Mosaic Solar Loan Trust(d)  0.00%  04/20/46   417,670 
 1,015,468   New Century Home Equity Loan Trust(a)  1M US L + 0.36%  05/25/36   994,454 
 1,000,000   Octagon 57, Ltd.(a)(d)  3M US L + 6.60%  10/15/34   841,258 
 500,000   Octagon Investment Partners 26, Ltd.(a)(d)  3M US L + 8.09%  07/15/30   391,702 
 500,000   Octagon Investment Partners 29, Ltd.(a)(d)  3M US L + 7.25%  01/24/33   412,500 
 500,000   Octagon Investment Partners 40, Ltd.(a)(d)  3M US L + 7.00%  01/20/35   413,804 
 500,000   Octagon Investment Partners 42, Ltd.(a)(d)  3M US L + 6.75%  07/15/34   415,048 
 500,000   Octagon Investment Partners XVI, Ltd.(a)(d)  3M US L + 5.75%  07/17/30   406,303 
 500,000   Octagon Investment Partners XXI, Ltd.(a)(d)  3M US L + 7.00%  02/14/31   429,647 
 500,000   Octagon Investment Partners XXII, Ltd.(a)(d)  3M US L + 1.90%  01/22/30   465,850 
 500,000   OHA Credit Funding 3, Ltd.(a)(d)  3M US L + 6.25%  07/02/35   431,406 
 319,000   One Market Plaza Trust(d)  4.14%  02/10/32   293,980 
 800,000   Pagaya AI Debt Selection Trust 2021-5(d)  0.00%  08/15/29   960,107 
 1,800,000   Progress Residential 2021-SFR8 Trust(d)  4.01%  10/17/26   1,497,018 
 1,800,000   Progress Residential Trust(d)  4.00%  07/17/26   1,534,711 
 500,000   RR 6, Ltd.(a)(d)  3M US L + 5.85%  04/15/36   397,830 
 964,590   SMR 2022-IND Mortgage Trust(a)(d)  1M US SOFR + 7.50%  02/15/24   911,008 
 10,000   SoFi Professional Loan Program 2021-B Trust(d)  0.00%  02/15/47   530,659 
 35,000   Sofi Professional Loan Program Trust(d)  0.00%  08/17/43   693,241 
 50,000   Sofi Professional Loan Program Trust(d)  0.00%  01/25/48   762,239 
 20,000   SoFi Professional Loan Program Trust(d)  0.00%  05/15/46   641,560 
 500,000   SREIT Trust 2021-MFP2(a)(d)  1M US L + 3.92%  11/15/23   462,937 
 500,000   Trimaran CAVU, Ltd.(a)(d)  3M US L + 4.72%  11/26/32   453,750 
 333,000   UBS-Barclays Commercial Mortgage Trust(a)(d)  4.08%  03/12/46   222,977 
 300,000   UBS-Barclays Commercial Mortgage Trust 2013-C5(a)(d)  4.08%  03/12/46   274,235 
 735,000   Upstart Pass-Through Trust Series 2021-ST8(d)  0.00%  10/20/29   333,231 
 1,000   Upstart Securitization Trust 2021-2  0.00%  06/20/31   269,694 
 440,481   VMC Finance LLC(a)(d)  1M US L + 2.65%  09/15/36   427,574 
 1,200,000   VOLT XCVI LLC(d)(h)  4.83%  03/27/51   1,014,512 
 549,991   WAVE LLC(d)  7.00%  09/15/44   331,010 
 332,000   Wells Fargo Commercial Mortgage Trust(d)  3.12%  03/15/59   266,786 
 1,457,340   Willis Engine Structured Trust VI(d)  7.39%  05/15/46   1,168,858 
                 
TOTAL NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS           
(Cost $77,733,042)         65,041,533 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n)           
5743452, 2.95%, 1/27/2024  8/1/2022   1,666    1,595    1,463 
5743555, 2.95%, 1/27/2024  8/1/2022   23,298    22,303    22,718 
5744976, 3.75%, 1/27/2024  8/1/2022   12,179    11,525    11,762 
5745361, 4.19%, 1/27/2024  8/1/2022   4,244    3,991    4,076 
5745475, 3.57%, 1/27/2024  8/1/2022   2,572    2,440    2,441 
5745665, 3.76%, 1/27/2024  8/1/2022   7,409    7,010    7,049 
5745997, 4.16%, 1/27/2024  8/1/2022   5,908    5,558    5,665 
5746225, 4.04%, 1/27/2024  8/1/2022   3,951    3,724    3,792 
5746336, 3.60%, 1/27/2024  8/1/2022   14,324    13,584    12,553 
5748941, 4.68%, 1/28/2024  8/2/2022   7,230    6,753    6,635 
5748959, 3.96%, 1/28/2024  8/2/2022   31,309    29,546    30,196 
5749005, 4.53%, 1/28/2024  8/2/2022   82,168    76,907    78,126 
5749440, 3.76%, 1/28/2024  8/2/2022   4,304    4,074    4,137 
5749459, 4.53%, 1/28/2024  8/2/2022   13,868    12,981    13,108 
5749540, 4.53%, 1/28/2024  8/2/2022   7,058    6,606    6,773 
5749613, 5.12%, 1/28/2024  8/2/2022   1,706    1,584    1,328 
5749619, 4.98%, 1/28/2024  8/2/2022   1,987    1,848    1,878 
5749627, 4.68%, 1/28/2024  8/2/2022   18,929    17,679    17,870 
5750109, 3.26%, 1/28/2024  8/2/2022   713    679    649 
5750114, 3.29%, 1/28/2024  8/2/2022   21,751    20,724    21,114 
5750331, 3.35%, 1/28/2024  8/2/2022   1,748    1,664    1,697 
5750360, 2.34%, 1/28/2024  8/2/2022   3,663    3,538    3,560 
5750387, 4.84%, 1/28/2024  8/2/2022   21,278    19,829    19,947 
5750623, 2.89%, 1/28/2024  8/2/2022   2,859    2,740    2,782 
5750692, 3.76%, 1/28/2024  8/2/2022   2,769    2,621    2,641 
5750708, 4.99%, 1/28/2024  8/2/2022   10,102    9,393    8,724 
5750803, 3.29%, 1/28/2024  8/2/2022   47,347    45,113    45,996 
5751145, 4.53%, 1/28/2024  8/2/2022   5,313    4,973    4,389 
5751162, 3.65%, 1/28/2024  8/2/2022   356    337    337 
5751163, 4.77%, 1/28/2024  8/2/2022   6,124    5,712    5,719 
5751206, 2.49%, 1/28/2024  8/2/2022   5,587    5,385    5,477 
5751250, 2.24%, 1/28/2024  8/2/2022   3,959    3,831    3,893 
5751279, 3.92%, 1/28/2024  8/2/2022   6,159    5,816    5,228 
5751325, 3.86%, 1/28/2024  8/2/2022   1,274    1,204    1,223 
5751347, 5.13%, 1/28/2024  8/2/2022   1,454    1,349    1,362 
5751351, 3.76%, 1/28/2024  8/2/2022   28,005    26,505    27,066 
5751511, 5.93%, 1/28/2024  8/2/2022   9,521    8,736    8,755 
5751630, 4.10%, 1/28/2024  8/2/2022   2,255    2,124    2,169 
5751645, 4.84%, 1/28/2024  8/2/2022   3,234    3,014    3,082 
5751669, 3.06%, 1/28/2024  8/2/2022   5,966    5,703    5,626 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)       
5751709, 4.53%, 1/28/2024  8/2/2022   18,934    17,722    17,262 
5751781, 5.22%, 1/28/2024  8/2/2022   1,022    947    974 
5751793, 4.21%, 1/28/2024  8/2/2022   974    916    859 
5751804, 4.53%, 1/28/2024  8/2/2022   1,727    1,617    1,633 
5751817, 4.53%, 1/28/2024  8/2/2022   1,128    1,056    1,083 
5751825, 3.49%, 1/28/2024  8/2/2022   549    522    505 
5751827, 4.10%, 1/28/2024  8/2/2022   8,369    7,882    8,065 
5751933, 4.78%, 1/28/2024  8/2/2022   4,252    3,966    4,066 
5752028, 4.69%, 1/28/2024  8/2/2022   19,655    18,356    18,468 
5752189, 4.53%, 1/28/2024  8/2/2022   8,553    8,006    8,131 
5752262, 4.38%, 1/28/2024  8/2/2022   9,022    8,463    8,661 
5752322, 3.91%, 1/28/2024  8/2/2022   1,153    1,089    1,022 
5752331, 4.93%, 1/28/2024  8/2/2022   779    725    739 
5752348, 3.91%, 1/28/2024  8/2/2022   1,662    1,570    1,411 
5752363, 4.44%, 1/28/2024  8/2/2022   11,687    10,953    10,842 
5752432, 4.78%, 1/28/2024  8/2/2022   33,370    31,124    31,892 
5752597, 4.85%, 1/28/2024  8/2/2022   3,368    3,138    2,605 
5752639, 4.38%, 1/28/2024  8/2/2022   51,679    48,477    49,422 
5752936, 5.58%, 1/29/2024  8/3/2022   1,939    1,788    1,445 
5752957, 4.65%, 1/29/2024  8/3/2022   20,337    19,001    19,230 
5753074, 3.91%, 1/29/2024  8/3/2022   7,633    7,207    7,327 
5753113, 3.68%, 1/29/2024  8/3/2022   2,178    2,064    2,107 
5753128, 4.84%, 1/29/2024  8/3/2022   1,045    974    995 
5753132, 4.53%, 1/29/2024  8/3/2022   50,492    47,259    48,305 
5753355, 4.84%, 1/29/2024  8/3/2022   4,372    4,074    4,186 
5753380, 3.29%, 1/29/2024  8/3/2022   3,255    3,101    3,004 
5753400, 4.67%, 1/29/2024  8/3/2022   11,711    10,939    11,152 
5753498, 4.69%, 1/29/2024  8/3/2022   7,806    7,290    7,412 
5753610, 4.71%, 1/29/2024  8/3/2022   963    899    914 
5753616, 4.53%, 1/29/2024  8/3/2022   7,269    6,803    6,907 
5753702, 3.29%, 1/29/2024  8/3/2022   10,131    9,653    9,842 
5753837, 4.53%, 1/29/2024  8/3/2022   1,609    1,506    1,474 
5753859, 4.53%, 1/29/2024  8/3/2022   11,174    10,459    10,380 
5753964, 4.10%, 1/29/2024  8/3/2022   7,289    6,865    7,011 
5754039, 3.29%, 1/29/2024  8/3/2022   2,140    2,039    1,989 
5754054, 4.50%, 1/29/2024  8/3/2022   8,831    8,269    8,417 
5754134, 4.84%, 1/29/2024  8/3/2022   9,298    8,665    8,246 
5754250, 4.53%, 1/29/2024  8/3/2022   10,448    9,779    10,017 
5754343, 4.53%, 1/29/2024  8/3/2022   16,797    15,722    15,981 
5754526, 3.09%, 1/29/2024  8/3/2022   11,593    11,078    11,228 
5754606, 3.29%, 1/29/2024  8/3/2022   1,878    1,790    1,825 
5754616, 4.38%, 1/29/2024  8/3/2022   4,390    4,118    4,166 
5754642, 3.14%, 1/29/2024  8/3/2022   60,860    58,112    59,214 
5755209, 4.53%, 1/29/2024  8/3/2022   12,375    11,583    11,218 
5755286, 3.94%, 1/29/2024  8/3/2022   1,267    1,196    1,175 
5755304, 5.12%, 1/29/2024  8/3/2022   7,236    6,717    6,776 
5755370, 4.38%, 1/29/2024  8/3/2022   24,882    23,341    23,769 
5755498, 5.00%, 1/29/2024  8/3/2022   1,498    1,392    1,427 
5755509, 3.30%, 1/29/2024  8/3/2022   2,660    2,534    2,584 
5755525, 3.28%, 1/29/2024  8/3/2022   1,617    1,541    1,473 
5755529, 3.30%, 1/29/2024  8/3/2022   4,666    4,446    4,533 
5755541, 3.76%, 1/29/2024  8/3/2022   44,505    42,121    42,178 
5755743, 3.29%, 1/29/2024  8/3/2022   11,670    11,119    11,336 
5755787, 4.68%, 1/29/2024  8/3/2022   4,371    4,082    4,062 
5755827, 4.53%, 1/29/2024  8/3/2022   1,450    1,357    1,228 
5755842, 4.54%, 1/29/2024  8/3/2022   17,911    16,761    17,160 
5755923, 3.29%, 1/29/2024  8/3/2022   61,520    58,617    59,728 
5756272, 4.38%, 1/29/2024  8/3/2022   4,283    4,018    4,112 
5756299, 4.68%, 1/29/2024  8/3/2022   3,864    3,609    3,647 
5756322, 3.29%, 1/29/2024  8/3/2022   6,186    5,894    6,007 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued) 
5756346, 4.53%, 1/29/2024  8/3/2022   12,855    12,032    12,323 
5756407, 4.10%, 1/29/2024  8/3/2022   22,075    20,790    21,233 
5756545, 4.52%, 1/29/2024  8/3/2022   1,136    1,064    1,074 
5756557, 3.29%, 1/29/2024  8/3/2022   46,525    44,329    44,729 
5756663, 4.84%, 1/30/2024  8/4/2022   15,725    14,653    15,053 
5756794, 4.69%, 1/30/2024  8/4/2022   2,056    1,920    1,952 
5756811, 5.12%, 1/30/2024  8/4/2022   6,335    5,881    5,750 
5756849, 4.38%, 1/30/2024  8/4/2022   2,256    2,116    2,154 
5756860, 4.10%, 1/30/2024  8/4/2022   9,831    9,258    9,455 
5756937, 4.69%, 1/30/2024  8/4/2022   27,441    25,627    25,510 
5757142, 3.29%, 1/30/2024  8/4/2022   7,145    6,808    6,941 
5757193, 4.37%, 1/30/2024  8/4/2022   2,118    1,987    1,971 
5757208, 4.84%, 1/30/2024  8/4/2022   4,079    3,801    3,767 
5757239, 4.10%, 1/30/2024  8/4/2022   6,201    5,839    5,703 
5757278, 4.69%, 1/30/2024  8/4/2022   1,882    1,757    1,768 
5757292, 3.77%, 1/30/2024  8/4/2022   1,360    1,287    1,314 
5757299, 4.84%, 1/30/2024  8/4/2022   9,072    8,453    7,049 
5757341, 5.02%, 1/30/2024(l)  8/4/2022   13,833    12,857    11,013 
5757443, 4.73%, 1/30/2024  8/4/2022   4,024    3,755    3,351 
5757478, 5.19%, 1/31/2024  8/4/2022   904    838    764 
5757482, 3.90%, 1/31/2024  8/4/2022   13,045    12,318    12,525 
5757608, 4.67%, 1/31/2024  8/4/2022   6,628    6,190    5,261 
5757660, 4.53%, 1/31/2024  8/4/2022   5,085    4,760    4,697 
5757693, 4.53%, 1/31/2024  8/4/2022   5,048    4,725    4,583 
5757729, 4.37%, 1/31/2024  8/4/2022   1,833    1,719    1,739 
5757742, 4.77%, 1/31/2024  8/4/2022   6,738    6,285    6,442 
5757822, 4.53%, 1/31/2024  8/4/2022   1,542    1,443    1,451 
5757842, 3.28%, 1/31/2024  8/4/2022   6,229    5,935    6,051 
5757883, 4.52%, 1/31/2024  8/4/2022   7,423    6,948    7,115 
5757953, 5.19%, 1/31/2024  8/4/2022   569    528    541 
5757959, 3.75%, 1/31/2024  8/4/2022   18,511    17,519    17,888 
5758100, 3.33%, 1/31/2024  8/4/2022   582    554    511 
5758105, 4.53%, 1/31/2024  8/4/2022   3,904    3,654    3,656 
5758135, 4.81%, 1/31/2024  8/4/2022   895    834    852 
5758145, 4.49%, 1/31/2024  8/4/2022   13,568    12,705    12,927 
5758215, 3.90%, 1/31/2024  8/4/2022   1,190    1,124    1,087 
5758221, 4.89%, 1/31/2024  8/4/2022   26,130    24,328    24,582 
5758744, 3.28%, 2/1/2024  8/4/2022   4,169    3,972    3,664 
5758839, 4.67%, 2/1/2024  8/4/2022   7,697    7,189    7,167 
5758940, 3.90%, 2/1/2024  8/4/2022   6,092    5,753    5,714 
5759027, 4.88%, 2/1/2024  8/4/2022   3,661    3,408    3,497 
5759132, 3.29%, 2/1/2024  8/4/2022   497    473    476 
5759139, 4.08%, 2/1/2024  8/4/2022   3,802    3,581    3,650 
5759207, 3.74%, 2/1/2024  8/4/2022   4,642    4,394    4,399 
5759379, 4.52%, 2/1/2024  8/4/2022   6,001    5,617    5,713 
5759513, 3.74%, 2/1/2024  8/4/2022   1,276    1,208    1,233 
5759530, 5.01%, 2/1/2024  8/4/2022   16,961    15,764    15,758 
5759781, 3.89%, 2/1/2024  8/4/2022   2,825    2,668    2,731 
5759860, 4.84%, 2/1/2024  8/4/2022   1,215    1,131    1,121 
5759869, 4.48%, 2/1/2024  8/4/2022   12,474    11,680    11,953 
5760060, 4.51%, 2/1/2024  8/4/2022   17,491    16,371    16,524 
5760303, 3.70%, 2/1/2024  8/4/2022   1,101    1,043    976 
5760316, 4.97%, 2/1/2024  8/4/2022   1,027    955    967 
5760327, 5.10%, 2/1/2024  8/4/2022   6,730    6,247    6,304 
5760391, 5.19%, 2/1/2024  8/4/2022   5,027    4,660    4,433 
5760451, 3.91%, 2/1/2024  8/4/2022   1,379    1,302    1,293 
5760466, 5.47%, 2/1/2024  8/4/2022   2,220    2,050    2,019 
5760489, 4.51%, 2/1/2024  8/4/2022   9,560    8,948    8,688 
5760535, 3.74%, 2/1/2024  8/4/2022   6,775    6,412    6,420 
5760585, 4.97%, 2/1/2024  8/4/2022   3,591    3,339    3,380 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)           
5760603, 3.28%, 2/1/2024  8/4/2022   7,826    7,457    7,522 
5760654, 4.67%, 2/1/2024  8/4/2022   3,390    3,166    3,017 
5760679, 4.17%, 2/1/2024  8/4/2022   4,320    4,064    3,882 
5760751, 4.88%, 2/1/2024  8/4/2022   5,377    5,006    5,039 
5760782, 4.97%, 2/1/2024  8/4/2022   1,676    1,558    1,575 
5760802, 4.52%, 2/1/2024  8/4/2022   3,529    3,302    3,293 
5760838, 3.74%, 2/1/2024  8/4/2022   95,422    90,310    90,427 
5761741, 4.36%, 2/1/2024  8/4/2022   57,210    53,666    54,298 
5762234, 5.19%, 2/1/2024  8/4/2022   1,070    992    1,005 
5762242, 3.90%, 2/1/2024  8/4/2022   2,316    2,187    2,172 
5762276, 4.42%, 2/1/2024  8/4/2022   2,723    2,552    2,613 
5762292, 3.73%, 2/1/2024  8/4/2022   1,386    1,312    1,340 
5762305, 4.67%, 2/1/2024  8/4/2022   15,021    14,028    14,158 
5762415, 5.00%, 2/1/2024  8/4/2022   3,164    2,941    3,019 
5762451, 5.20%, 2/1/2024  8/4/2022   2,047    1,897    1,915 
5762469, 4.89%, 2/1/2024  8/4/2022   2,285    2,128    2,183 
5762491, 3.27%, 2/1/2024  8/4/2022   3,709    3,534    3,602 
5762544, 4.82%, 2/2/2024  8/5/2022   3,157    2,942    2,965 
5762555, 4.84%, 2/2/2024  8/5/2022   1,192    1,110    1,139 
5762609, 3.38%, 2/2/2024  8/5/2022   7,745    7,369    7,365 
5762644, 4.36%, 2/2/2024  8/5/2022   5,157    4,838    4,922 
5762684, 3.92%, 2/2/2024  8/5/2022   3,989    3,765    3,755 
5762727, 4.51%, 2/2/2024  8/5/2022   19,991    18,711    19,021 
5762894, 4.52%, 2/2/2024  8/5/2022   6,301    5,898    5,978 
5762953, 3.28%, 2/2/2024  8/5/2022   7,384    7,036    7,172 
5763024, 4.93%, 2/2/2024  8/5/2022   3,318    3,087    3,082 
5763041, 4.36%, 2/2/2024  8/5/2022   20,545    19,272    17,967 
5763131, 4.67%, 2/2/2024  8/5/2022   4,003    3,738    3,801 
5763159, 4.97%, 2/2/2024  8/5/2022   3,294    3,063    2,477 
5763171, 3.27%, 2/2/2024  8/5/2022   5,983    5,701    5,812 
5763208, 4.84%, 2/2/2024  8/5/2022   1,269    1,183    1,156 
5763213, 4.51%, 2/2/2024  8/5/2022   3,046    2,851    2,811 
5763244, 5.10%, 2/2/2024  8/5/2022   1,449    1,345    1,318 
5763280, 4.56%, 2/2/2024  8/5/2022   1,338    1,252    1,201 
5763301, 4.51%, 2/2/2024  8/5/2022   7,726    7,232    7,330 
5763446, 3.28%, 2/2/2024  8/5/2022   16,181    15,417    15,716 
5763588, 4.51%, 2/2/2024  8/5/2022   3,865    3,618    3,515 
5763623, 4.67%, 2/2/2024  8/5/2022   887    829    813 
5763625, 4.98%, 2/2/2024  8/5/2022   1,707    1,587    1,573 
5763634, 4.52%, 2/2/2024  8/5/2022   10,208    9,554    9,558 
5763710, 3.90%, 2/2/2024  8/5/2022   3,325    3,140    3,207 
5763764, 4.51%, 2/2/2024  8/5/2022   4,629    4,333    3,855 
5763779, 5.14%, 2/2/2024  8/5/2022   4,438    4,117    4,007 
5763803, 4.51%, 2/2/2024  8/5/2022   33,006    30,892    31,251 
5764031, 4.59%, 2/2/2024  8/5/2022   780    729    663 
5764033, 4.95%, 2/2/2024  8/5/2022   923    858    694 
5764044, 4.82%, 2/2/2024  8/5/2022   2,391    2,228    2,288 
5764092, 4.66%, 2/2/2024  8/5/2022   4,079    3,809    3,631 
5764114, 4.08%, 2/2/2024  8/5/2022   47,844    45,060    45,585 
5764303, 4.51%, 2/2/2024  8/5/2022   11,177    10,462    10,389 
5764361, 4.48%, 2/2/2024  8/5/2022   533    499    506 
5764372, 4.36%, 2/2/2024  8/5/2022   13,199    12,381    11,543 
5764464, 4.36%, 2/2/2024  8/5/2022   1,405    1,318    1,349 
5764467, 4.08%, 2/2/2024  8/5/2022   5,552    5,229    5,339 
5764492, 3.70%, 2/2/2024  8/5/2022   2,714    2,570    2,609 
5764506, 3.28%, 2/2/2024  8/5/2022   692    659    608 
5764510, 2.61%, 2/2/2024  8/5/2022   4,498    4,327    4,253 
5764553, 4.51%, 2/2/2024  8/5/2022   12,126    11,349    11,482 
5764581, 3.26%, 2/2/2024  8/5/2022   1,087    1,036    902 
5764588, 4.51%, 2/2/2024  8/5/2022   15,691    14,687    14,584 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)           
5764680, 4.52%, 2/2/2024  8/5/2022   2,451    2,294    2,236 
5764693, 3.30%, 2/2/2024  8/5/2022   79    75    76 
5764694, 3.74%, 2/2/2024  8/5/2022   1,909    1,806    1,844 
5764722, 4.52%, 2/2/2024  8/5/2022   5,647    5,285    5,229 
5764756, 3.28%, 2/2/2024  8/5/2022   3,225    3,073    3,131 
5764789, 4.52%, 2/2/2024  8/5/2022   3,585    3,355    3,309 
5764822, 4.97%, 2/2/2024  8/5/2022   3,888    3,616    2,924 
5764851, 4.09%, 2/2/2024  8/5/2022   3,653    3,440    3,480 
5764927, 4.76%, 2/2/2024  8/5/2022   15,971    14,896    15,265 
5765079, 3.28%, 2/2/2024  8/5/2022   17,891    17,047    17,379 
5765153, 4.52%, 2/2/2024  8/5/2022   945    884    889 
5765165, 4.08%, 2/2/2024  8/5/2022   13,498    12,713    12,860 
5765251, 3.27%, 2/2/2024  8/5/2022   1,589    1,514    1,534 
5765258, 5.20%, 2/2/2024  8/5/2022   1,901    1,762    1,811 
5765262, 3.74%, 2/2/2024  8/5/2022   1,925    1,821    1,860 
5765265, 3.86%, 2/2/2024  8/5/2022   994    939    933 
5765270, 4.97%, 2/2/2024  8/5/2022   3,147    2,926    2,957 
5765293, 4.88%, 2/2/2024  8/5/2022   3,959    3,686    3,724 
5765313, 4.32%, 2/2/2024  8/5/2022   8,551    8,026    8,156 
5765391, 4.67%, 2/2/2024  8/5/2022   9,325    8,709    7,452 
5765427, 3.81%, 2/2/2024  8/5/2022   482    456    467 
5765443, 4.36%, 2/2/2024  8/5/2022   93,043    87,279    88,313 
5765824, 3.90%, 2/2/2024  8/5/2022   2,887    2,726    2,462 
5765844, 4.82%, 2/2/2024  8/5/2022   3,695    3,443    3,364 
5765858, 4.36%, 2/2/2024  8/5/2022   2,863    2,686    2,748 
5765869, 5.20%, 2/2/2024  8/5/2022   1,801    1,669    1,694 
5765882, 2.54%, 2/2/2024  8/5/2022   3,686    3,550    3,437 
5765905, 3.74%, 2/2/2024  8/5/2022   57,104    54,045    55,181 
5766198, 4.64%, 2/3/2024  8/8/2022   4,026    3,762    3,841 
5766214, 4.37%, 2/3/2024  8/8/2022   3,238    3,037    3,108 
5766262, 3.75%, 2/3/2024  8/8/2022   4,332    4,099    3,858 
5766288, 3.28%, 2/3/2024  8/8/2022   83,714    79,763    81,302 
5766615, 4.64%, 2/3/2024  8/8/2022   1,026    959    914 
5766647, 3.28%, 2/3/2024  8/8/2022   15,209    14,491    14,773 
5766767, 4.37%, 2/3/2024  8/8/2022   2,337    2,192    2,199 
5766797, 3.28%, 2/3/2024  8/8/2022   10,648    10,145    10,335 
5766922, 4.36%, 2/3/2024  8/8/2022   6,006    5,634    5,257 
5766941, 4.97%, 2/3/2024  8/8/2022   2,963    2,755    2,730 
5766977, 4.82%, 2/3/2024  8/8/2022   4,668    4,350    4,385 
5767039, 4.36%, 2/3/2024  8/8/2022   7,459    6,997    7,149 
5767122, 3.27%, 2/3/2024  8/8/2022   3,642    3,470    3,537 
5767170, 3.29%, 2/3/2024  8/8/2022   1,312    1,250    1,274 
5767199, 4.51%, 2/3/2024  8/8/2022   1,401    1,311    1,191 
5767213, 4.88%, 2/3/2024  8/8/2022   5,930    5,521    5,551 
5767258, 3.74%, 2/3/2024  8/8/2022   671    635    649 
5767286, 3.28%, 2/3/2024  8/8/2022   5,525    5,264    5,115 
5767341, 3.28%, 2/3/2024  8/8/2022   1,329    1,266    1,287 
5767348, 4.82%, 2/3/2024  8/8/2022   6,256    5,830    5,865 
5767407, 4.76%, 2/3/2024  8/8/2022   23,755    22,156    22,707 
5767629, 4.38%, 2/3/2024  8/8/2022   3,374    3,164    3,122 
5767656, 5.09%, 2/3/2024  8/8/2022   3,909    3,629    3,728 
5767698, 4.61%, 2/3/2024  8/8/2022   993    929    716 
5767708, 3.28%, 2/3/2024  8/8/2022   8,912    8,491    8,568 
5767759, 4.98%, 2/3/2024  8/8/2022   1,482    1,378    1,290 
5767780, 3.28%, 2/3/2024  8/8/2022   8,366    7,972    8,126 
5767857, 4.64%, 2/3/2024  8/8/2022   18,676    17,450    17,740 
5767998, 4.27%, 2/3/2024  8/8/2022   29,067    27,302    27,530 
5768211, 4.67%, 2/3/2024  8/8/2022   2,638    2,464    2,526 
5768237, 4.11%, 2/3/2024  8/8/2022   5,920    5,573    4,929 
5768280, 4.51%, 2/3/2024  8/8/2022   5,471    5,120    5,047 

 

 

Description  Acquisition
Date
  Principal
Amount
   Cost   Value 
SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)           
5768294, 4.52%, 2/3/2024  8/8/2022   2,830    2,648    2,601 
5768321, 3.74%, 2/3/2024  8/8/2022   38,779    36,702    36,972 
5768544, 3.55%, 2/3/2024  8/8/2022   4,883    4,634    4,473 
5768565, 4.67%, 2/3/2024  8/8/2022   1,674    1,563    1,490 
5768575, 5.10%, 2/3/2024  8/8/2022   19,362    17,972    15,316 
5768645, 4.68%, 2/3/2024  8/8/2022   1,400    1,307    1,304 
5768649, 4.36%, 2/3/2024  8/8/2022   49,027    45,990    46,986 
5769043, 4.08%, 2/3/2024  8/8/2022   17,524    16,504    16,851 
5769097, 4.76%, 2/3/2024  8/8/2022   5,517    5,146    5,190 
5769142, 3.28%, 2/3/2024  8/8/2022   3,760    3,583    3,652 
5769159, 4.48%, 2/3/2024  8/8/2022   57,690    54,021    54,171 
5769464, 5.01%, 2/3/2024  8/8/2022   3,960    3,680    3,745 
5769485, 5.20%, 2/3/2024  8/8/2022   2,493    2,311    2,273 
5769498, 3.29%, 2/3/2024  8/8/2022   2,629    2,505    2,553 
5769500, 4.84%, 2/3/2024  8/8/2022   1,197    1,115    1,140 
5769511, 3.90%, 2/3/2024  8/8/2022   992    937    957 
5769528, 3.28%, 2/3/2024  8/8/2022   1,551    1,478    1,485 
5769546, 4.52%, 2/3/2024  8/8/2022   5,621    5,261    5,347 
5769568, 4.90%, 2/3/2024  8/8/2022   1,616    1,505    1,513 
5769575, 3.36%, 2/3/2024  8/8/2022   3,460    3,293    3,334 
5769587, 4.51%, 2/3/2024  8/8/2022   21,025    19,679    20,004 
5769646, 3.90%, 2/3/2024  8/8/2022   661    624    629 
5769650, 4.36%, 2/3/2024  8/8/2022   58,397    54,780    55,859 
5771813, 4.07%, 2/4/2024  8/9/2022   3,871    3,647    3,299 
5771843, 3.76%, 2/4/2024  8/9/2022   4,219    3,993    4,075 
5771870, 3.29%, 2/4/2024  8/9/2022   2,974    2,834    2,886 
5771878, 4.78%, 2/4/2024  8/9/2022   29,284    27,313    27,401 
5772010, 4.99%, 2/4/2024  8/9/2022   2,797    2,601    2,494 
5772025, 3.29%, 2/4/2024  8/9/2022   9,241    8,804    8,973 
5772050, 4.53%, 2/4/2024  8/9/2022   2,527    2,366    2,415 
5772062, 3.76%, 2/4/2024  8/9/2022   6,508    6,159    6,287 
5772096, 5.07%, 2/4/2024  8/9/2022   7,702    7,153    7,328 
5772141, 4.54%, 2/4/2024  8/9/2022   2,366    2,214    2,213 
5772147, 3.97%, 2/4/2024  8/9/2022   576    544    540 
5772156, 3.76%, 2/4/2024  8/9/2022   2,315    2,191    2,223 
5772164, 4.53%, 2/4/2024  8/9/2022   8,231    7,704    7,889 
5772233, 4.50%, 2/4/2024  8/9/2022   22,001    20,602    21,013 
5772472, 4.59%, 2/4/2024  8/9/2022   7,182    6,716    6,109 
5772542, 4.55%, 2/4/2024  8/9/2022   1,275    1,193    1,207 
5772554, 3.32%, 2/4/2024  8/9/2022   664    633