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 | |||||||||||