NPORT-P false 0001525201 XXXXXXXX DoubleLine Opportunistic Credit Fund 811-22592 0001525201 5493003RT2VL4QLFXN55 333 South Grand Avenue Suite 1800 Los Angeles 90071 213-633-8200 DoubleLine Opportunistic Credit Fund 5493003RT2VL4QLFXN55 2020-09-30 2020-03-31 N 333887306.620000000000 75657862.050000000000 258229444.570000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N JPMBB Commercial Mortgage Secu N/A 46643TBC5 4066777.17 PA USD 148932.29 0.0576744028 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.969199 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644AAN2 500000 PA USD 405006.6 0.1568398215 Long ABS-MBS CORP US N 2 2048-02-15 Variable 3.807336 N N N N N N Citigroup Commercial Mortgage N/A 17323CAN7 269000 PA USD 225359.35 0.0872709734 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.420158 N N N N N N Citigroup Commercial Mortgage N/A 17324TAN9 254000 PA USD 180518.97 0.0699064238 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 2.85 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAW0 1000000 PA USD 761181.7 0.2947695222 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 4.70213 N N N N N N BX Trust N/A 12433QAN4 1025000 PA USD 863975.88 0.3345768262 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.70463 N N N N N N Wells Fargo Commercial Mortgag 549300RVQJTKIK3XGD11 95001LAV4 55230366.24 PA USD 2420664.11 0.9374082472 Long ABS-MBS CORP US N 2 2051-03-15 Variable 0.702401 N N N N N N SYNCREON GROUP N/A N/A 6557.847056 NS USD 39347.08 0.0152372554 Long EC CORP US N 3 N N N Fannie Mae N/A 31398GZC6 254184.66 PA USD 23469.43 0.0090885956 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 3.85337 N N N N N N Fannie Mae N/A 31398GZX0 332189.4 PA USD 37296.4 0.0144431244 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 3.85337 N N N N N N AREIT CRE Trust N/A 00217LAJ1 2000000 PA USD 1422554 0.5508876040 Long ABS-MBS CORP US N 2 2036-09-14 Floating 3.35463 N N N N N N Allegany Park CLO, Ltd. N/A 01714PAA7 1000000 PA USD 663597.43 0.2569797689 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 8.60852 N N N N N N Freddie Mac - STACR N/A 35565LBE5 3000000 PA USD 1173465 0.4544272641 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.41138 N N N N N N GS Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAM5 500000 PA USD 448474.05 0.1736727006 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.514478 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RAG0 20920000 PA USD 337173.92 0.1305714461 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.27842 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBF1 360000 PA USD 312986.81 0.1212049271 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.17842 N N N N N N Citigroup Commercial Mortgage N/A 17326MAQ5 168000 PA USD 106650.99 0.0413008633 Long ABS-MBS CORP US N 2 2036-12-15 Floating 4.35463 N N N N N N Citimortgage Alternative Loan N/A 18976GAR7 1670477.54 PA USD 1503488.59 0.5822297269 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 N N N N N N CD Commercial Mortgage Trust N/A 125039AG2 18099870.83 PA USD 880359.62 0.3409214706 Long ABS-MBS CORP US N 2 2050-11-13 Variable 0.959649 N N N N N N Countrywide Home Loans N/A 12544RBL1 1861866.63 PA USD 571418.04 0.2212830690 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.75337 N N N N N N Fannie Mae N/A 31398MBV7 287301.36 PA USD 29204.64 0.0113095701 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 3.80337 N N N N N N Fannie Mae N/A 31398MQW9 1139517.6 PA USD 168162.94 0.0651215202 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 4.00337 N N N N N N AI CANDELARIA SPAIN SLU N/A AV1352799 1250000 PA USD 935678.13 0.3623437023 Long DBT CORP ES N 2 2028-12-15 Fixed 7.5 N N N N N N CSM BAKERY SOLUTIONS LLC 5493001EXHLY7Q2ERI31 60001PAB3 500000 PA USD 413750 0.1602257251 Long LON CORP US N 2 2020-07-03 Floating 5.87 N N N N N N GS Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAS2 2150000 PA USD 1625122.01 0.6293325739 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.514478 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAG1 1000000 PA USD 832253.6 0.3222922937 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.322504 N N N N N N ARES CLO Ltd 549300BCHSM41VYCXI96 04014XAE3 1000000 PA USD 20000 0.0077450502 Long ABS-CBDO CORP KY N 3 2026-04-17 Variable 0 N N N N N N Atlas Senior Loan Fund LTD N/A 04942CAL0 1700000 PA USD 1128282.61 0.4369302702 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.71913 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645JAH5 165000 PA USD 144643.72 0.0560136433 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.622015 N N N N N N JP Morgan Chase Commercial Mor N/A 46651MAQ9 500000 PA USD 309857.25 0.1199929971 Long ABS-MBS CORP US N 2 2036-07-15 Floating 3.70463 N N N N N N COMM Mortgage Trust N/A 20048EAZ4 31982489.37 PA USD 934544.33 0.3619046355 Long ABS-MBS CORP US N 2 2046-01-10 Variable 1.372881 N N N N N N Adjustable Rate Mortgage Trust N/A 225470A94 1646471.66 PA USD 1111326.71 0.4303640554 Long ABS-MBS CORP US N 2 2036-03-25 Variable 4.170562 N N N N N N CIM Trust N/A 12552VAC2 7000000 PA USD 6410759.6 2.4825827321 Long ABS-MBS CORP US N 3 2055-07-26 Variable 6.956417 N N N N N N CIM Trust N/A 12553KAC5 7000000 PA USD 6479269.3 2.5091132852 Long ABS-MBS CORP US N 3 2056-02-25 Variable 7.568921 N N N N N N Fannie Mae N/A 31398MWH5 255492.73 PA USD 24500.42 0.0094878491 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 4.45337 N N N N N N Fannie Mae N/A 31398MX92 958809.32 PA USD 138851.79 0.0537707039 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 4.05337 N N N N N N AMERICAN TIRE DISTRIBUTORS HZ8T88YVE2JVXJ0BTQ24 03021BAE4 385810.2 PA USD 260421.88 0.1008490261 Long LON CORP US N 2 2024-09-01 Floating 8.5 N N Y N N N AMERICAN TIRE DISTRIBUTORS HZ8T88YVE2JVXJ0BTQ24 03021BAE4 1924.27 PA USD 1298.88 0.0005029945 Long LON CORP US N 2 2024-09-01 Floating 8.5 N N Y N N N Atrium CDO Corp 549300UTF8S11AHH4P70 04964KAU5 1000000 PA USD 799710.11 0.3096897456 Long ABS-CBDO CORP KY N 2 2030-05-28 Floating 5.21325 N N N N N N Bcapb LLC Trust N/A 05529DAE2 11467377.45 PA USD 6409914.24 2.4822553643 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.843676 N N N N N N GS Mortgage Securities Trust N/A 36255NAV7 80915332.47 PA USD 2368003.39 0.9170152513 Long ABS-MBS CORP US N 2 2051-03-10 Variable 0.448182 N N N N N N GILBERT PARK CLO LTD N/A 375414AA7 2000000 PA USD 1321225.9 0.5116480432 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.23125 N N N N N N Credit Suisse First Boston Mor N/A 2254W0PC3 2409284.66 PA USD 1771833.72 0.6861470515 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6 N N N N N N Dryden Senior Loan Fund 5493008NBEE3C4AF3K95 262431AF6 500000 PA USD 396629.65 0.1535958266 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.08125 N N N N N N Fannie Mae N/A 31398N7M0 721150.56 PA USD 65293.91 0.0252852304 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 5.45337 N N N N N N Fannie Mae N/A 31398NPE8 184612.05 PA USD 21496.41 0.0083245387 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 5.65337 N N N N N N BCAP LLC Trust N/A 05533CDC9 899719.2 PA USD 738163.37 0.2858556162 Long ABS-MBS CORP US N 2 2037-07-26 Variable 9.3 N N N N N N BCAP LLC Trust N/A 05533CNM6 4695130.61 PA USD 4178786.44 1.6182455285 Long ABS-MBS CORP US N 2 2036-06-26 Variable 3.61248 N N N N N N CIM Trust N/A 12553TAC6 6010000 PA USD 5919850 2.2924767584 Long ABS-MBS CORP US N 3 2057-01-27 Variable 10.5012 N N N N N N CIM Trust N/A 12554DAC0 7000000 PA USD 6439022.8 2.4935277271 Long ABS-MBS CORP US N 3 2056-02-27 Variable 7.96872 N N N N N N AMERICAN TIRE DISTRIBUTORS HZ8T88YVE2JVXJ0BTQ24 03021BAE4 48931.54 PA USD 33028.79 0.0127904818 Long LON CORP US N 2 2024-09-01 Floating 8.95013 N N Y N N N GULF FINANCE LLC 549300GL13V5C6ULWJ40 40227UAB2 255105.78 PA USD 132910.109999999 0.0514697734 Long LON CORP US N 2 2023-08-25 Floating 6.71 N N N N N N GoldenTree Loan Management US 549300TB55YBQBSW5Z77 38138BAN0 500000 PA USD 377234.13 0.1460848629 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 4.66913 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376JKP8 796986.18 PA USD 158786.03 0.0614902883 Long ABS-MBS USGA US N 2 2039-11-16 Floating 5.64537 N N N N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 26244FAG2 2000000 PA USD 1150231.8 0.4454301491 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 7.44175 N N N N N N Dryden Senior Loan Fund 549300GTVIVSKVBYOB52 26244YAU0 1750000 PA USD 1034350.77 0.4005549296 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.38125 N N N N N N Fannie Mae N/A 31398PZ93 1615309.83 PA USD 290497.32 0.1124958157 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 4.72337 N N N N N N Fannie Mae N/A 31398SKW2 6742867.8 PA USD 1680835.79 0.6509078749 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 5.65337 N N N N N N BX Trust N/A 05608BAS9 5000000 PA USD 3695668 1.4311567010 Long ABS-MBS CORP US N 2 2034-04-15 Floating 4.30463 N N N N N N Banc of America Alternative Lo N/A 05948KL23 816882.76 PA USD 789264.04 0.3056444788 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6 N N N N N N Dryden Senior Loan Fund 5493003BMKJ887403407 26249HAS7 2500000 PA USD 1733618.38 0.6713480652 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 8.80125 N N N N N N Dryden Senior Loan Fund N/A 26249MAW7 1500000 PA USD 873861.03 0.3384048753 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.98125 N N N N N N GULF FINANCE LLC 549300GL13V5C6ULWJ40 40227UAB2 423843.03 PA USD 220822.22 0.0855139585 Long LON CORP US N 2 2023-08-25 Floating 6.84 N N N N N N JO-ANN STORES INC 549300GM65RR2EMGLI48 47759DAB1 187086.429999999 PA USD 73231.24 0.0283589813 Long LON CORP US N 2 2023-10-16 Floating 6 N N N N N N Citimortgage Alternative Loan N/A 12566VAF9 2039144.13 PA USD 1830798.66 0.7089813724 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAF9 1288300 PA USD 328385.09 0.1271679496 Long ABS-MBS CORP US N 3 2047-08-10 Fixed 3.75 N N N N N N Fannie Mae N/A 31398SPQ0 1615362.61 PA USD 152940.43 0.0592265651 Long ABS-MBS USGSE US N 2 2025-12-25 Floating 5.70337 N N N N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V211 2983136.1 NS USD 2983136.1 1.1552269359 Long STIV RF US N 1 N N N BASS PRO GROUP LLC N/A 07014QAK7 162916.649999999 PA USD 137664.57 0.0533109500 Long LON CORP US N 2 2024-09-25 Floating 5.98938 N N N N N N TKC HOLDINGS INC N/A 87256FAE4 499899.87 PA USD 387422.4 0.1500302960 Long LON CORP US N 2 2024-02-01 Floating 9 N N N N N N CYXTERA DC HOLDINGS INC N/A 19633FAB7 500000 PA USD 196250 0.0759983047 Long LON CORP US N 2 2025-05-01 Floating 8.25 N N N N N N FORESIGHT ENERGY LLC 549300HM3UR1W0JJ7F28 N/A 487140.95 PA USD 82813.96 0.0320699137 Long LON CORP US N 2 2022-03-28 Floating 7.36325 Y Y N N N N GAVILAN RESOURCES LLC 54930045U6YHRH5DKI14 36808UAB7 500000 PA USD 60000 0.0232351505 Long LON CORP US N 2 2024-03-01 Floating 7.60338 N N N N N N SUMMIT MIDSTREAM HOLDINGS LL N/A 86614HAJ8 287283.179999999 PA USD 120658.94 0.0467254771 Long LON CORP US N 2 2022-05-21 Floating 7 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377JPL1 147532.21 PA USD 16558.81 0.0064124407 Long ABS-MBS USGA US N 2 2039-03-20 Variable 5.67976 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377V2C9 1473576.41 PA USD 243482.27 0.0942891197 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.62712 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAG7 2307151.47 PA USD 192481.03 0.0745387616 Long ABS-MBS CORP US N 3 2047-08-10 Fixed 3.75 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAH5 5000 PA USD 0.51 0.0000001975 Long ABS-MBS CORP US N 3 2047-08-10 Variable 0 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377VE44 1001831.36 PA USD 173051.54 0.0670146428 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.57712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377WGK4 1728094.2 PA USD 300026.88 0.1161861617 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.60712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377WVM3 2037702.48 PA USD 341341.25 0.1321852551 Long ABS-MBS USGA US N 2 2041-06-20 Floating 4.67712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378D3K9 923587.87 PA USD 186971.04 0.0724050041 Long ABS-MBS USGA US N 2 2039-12-16 Floating 6 N N N N N N Jimmy John's Funding LLC N/A 47760QAB9 4875000 PA USD 4929200.74 1.9088453481 Long ABS-O CORP US N 2 2047-07-30 Fixed 4.846 N N N N N N JPMorgan US Government Money M 549300NQ5E5B7ZV4T516 4812C2270 2983136.11 NS USD 2983136.11 1.1552269397 Long STIV RF US N 1 N N N POLAR US BORROWER LLC 549300VWTN2NKZWJ5F70 80643UAB4 558.87 PA USD 493.2 0.0001909929 Long LON CORP US N 2 2025-10-16 Floating 5.73938 N N N N N N POLAR US BORROWER LLC 549300VWTN2NKZWJ5F70 80643UAB4 31727.4 PA USD 27999.4399999999 0.0108428534 Long LON CORP US N 2 2025-10-16 Floating 6.62388 N N N N N N Dryden Senior Loan Fund 549300ARO9JRDQL4OE07 26251EAG5 1200000 PA USD 733625.94 0.2840984851 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.43125 N N N N N N FREMF Mortgage Trust N/A 30295JAC3 128113.23 PA USD 111765.21 0.0432813579 Long ABS-MBS CORP US N 2 2023-07-25 Floating 6.56525 N N N N N N COMM Mortgage Trust N/A 12591YAC9 26400000 PA USD 1229997.12 0.4763194693 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.244154 N N N N N N COMM Mortgage Trust N/A 12593AAG0 27394000 PA USD 1296810.04 0.5021929401 Long ABS-MBS CORP US N 2 2048-05-10 Variable 1.069586 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378JUK6 31570634.91 PA USD 4893104.29 1.8948669073 Long ABS-MBS USGA US N 2 2041-03-20 Floating 3.97712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378VYA7 9744422.57 PA USD 10061496.92 3.8963399146 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3 N N Y N N N POLAR US BORROWER LLC 549300VWTN2NKZWJ5F70 80643UAB4 31507.07 PA USD 27804.99 0.0107675521 Long LON CORP US N 2 2025-10-16 Floating 6.62388 N N N N N N TRAVEL LEADERS GROUP LLC 549300ELYRGQJOXAK024 89416FAQ0 132975 PA USD 102169.35 0.0395653370 Long LON CORP US N 2 2024-01-25 Floating 4.95913 N N N N N N Babson CLO Ltd 549300LYPY4755WERL49 06759FAG1 1000000 PA USD 776743.38 0.3007958218 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 4.76913 N N N N N N Babson CLO Ltd N/A 06759JAL2 2500000 PA USD 1962382.6 0.7599375831 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.68125 N N N N N N WEB.COM GROUP INC 254900QSA9ZIGO5F5S30 94732YAV5 362245.609999999 PA USD 280135.4 0.1084831362 Long LON CORP US N 2 2026-10-11 Floating 8.94513 N N N N N N RESTAURANT TECHNOLOGIES INC 5493001IZARCKDSJPT54 76126KAJ3 75000 PA USD 63375 0.0245421277 Long LON CORP US N 2 2026-10-01 Floating 8.10338 N N N N N N Fannie Mae N/A 3136A1P25 1382350.57 PA USD 245784.97 0.0951808460 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 5.05337 N N N N N N Fannie Mae N/A 3136A3KT7 2226156.66 PA USD 2770369.82 1.0728326604 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 5.674718 N N N N N N Fannie Mae N/A 3136A5FL5 321905.22 PA USD 46996.75 0.0181996093 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 5.05337 N N N N N N Fannie Mae N/A 3136A6M68 4517360.19 PA USD 738355.75 0.2859301158 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 5.05337 N N N N N N ACHILLES ACQUISITION LLC 549300GKZFTKB1HH6S06 00448FAH9 104325 PA USD 92588.44 0.0358551056 Long LON CORP US N 2 2025-10-11 Floating 5 N N N N N N NEP GROUP INC N/A 62908HAB1 110000 PA USD 56375 0.0218313601 Long LON CORP US N 2 2026-10-19 Floating 8.60338 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379AL24 5737178.42 PA USD 1175255.84 0.4551207714 Long ABS-MBS USGA US N 2 2044-03-20 Floating 5.42712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BCR7 6061700.11 PA USD 1550553.79 0.6004558437 Long ABS-MBS USGA US N 2 2044-04-20 Floating 4.77712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BE38 4956735.79 PA USD 887406.89 0.3436505436 Long ABS-MBS USGA US N 2 2039-12-16 Floating 5.39537 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379BFH6 8379944.34 PA USD 1770793.69 0.6857442973 Long ABS-MBS USGA US N 2 2044-04-16 Floating 5.54537 N N N N N N Babson CLO Ltd N/A 06759KAA3 1000000 PA USD 662266.88 0.2564645101 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 8.51125 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 06760BAL6 1000000 PA USD 824025.5 0.3191059414 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 5.41913 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379QG74 6201526.7 PA USD 1160334.17 0.4493423172 Long ABS-MBS USGA US N 2 2045-10-20 Floating 4.91712 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380WPV5 68031293.61 PA USD 6039478.09 2.3388030362 Long ABS-MBS USGA US N 2 2048-04-20 Floating 3.12712 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 91116KAB1 114422.12 PA USD 99118.16 0.0383837560 Long LON CORP US N 2 2025-10-22 Floating 5.23938 N N N N N N WEDDINGWIRE INC 5493008BZQSUX5N9Q439 94847DAB7 168300 PA USD 147262.5 0.0570277724 Long LON CORP US N 2 2025-12-21 Floating 5.95013 N N N N N N CONSTELLIS HOLDINGS LLC 5493005W6JZ5EEFR8349 21038KAE7 491183.849999999 PA USD 19647.3499999999 0.0076084856 Long LON CORP US N 2 2024-04-21 Floating 6.77713 N Y N N N N CONSTELLIS HOLDINGS LLC 5493005W6JZ5EEFR8349 21038KAE7 1259.45 PA USD 50.38 0.0000195098 Long LON CORP US N 2 2024-04-21 Floating 7.25 N Y N N N N Babson CLO Ltd N/A 06760PAJ0 500000 PA USD 409009.8 0.1583900708 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 4.71913 N N N N N N Babson CLO Ltd N/A 06760RAA5 1000000 PA USD 632213.6 0.2448263021 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.56913 N N N N N N Fannie Mae N/A 3136A6WN0 4355646.22 PA USD 753187.06 0.2916735778 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 5.10337 N N N N N N Fannie Mae N/A 3136AFV50 9953709.08 PA USD 10168021.39 3.9375917827 Long ABS-MBS USGSE US N 2 2043-08-25 Floating 4.05337 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380XQ75 34536808.26 PA USD 3951542.73 1.5302448319 Long ABS-MBS USGA US N 2 2048-08-20 Floating 3.55 N N N N N N Great Wolf Trust N/A 39152TAQ3 3000000 PA USD 2036785.2 0.7887501766 Long ABS-MBS CORP US N 2 2036-12-15 Floating 3.83563 N N N N N N LSF9 ATLANTIS HOLDINGS L N/A 50226BAD0 477707.03 PA USD 394406.87 0.1527350495 Long LON CORP US N 2 2023-05-01 Floating 7 N N N N N N ALMONDE INC 549300ZB2RO6QC7YTK71 02034DAF4 500000 PA USD 384000 0.1487049630 Long LON CORP US N 2 2025-06-13 Floating 9.02713 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FC2N5 319546.51 PA USD 74662.93 0.0289134069 Long ABS-MBS USGSE US N 2 2036-09-25 Fixed 6.5 N N N N N N Freddie Mac N/A 3137A1X32 2117311.38 PA USD 244150.56 0.0945479166 Long ABS-MBS USGSE US N 2 2040-09-15 Floating 3.74537 N N N N N N WEDDINGWIRE INC 5493008BZQSUX5N9Q439 94847DAE1 335000 PA USD 309875 0.1199998709 Long LON CORP US N 2 2026-12-21 Floating 9.70013 N N N N N N VVC HOLDING CORP 549300Z86PUW4ENZCD61 04685YAK5 367225 PA USD 345191.5 0.1336762740 Long LON CORP US N 2 2026-02-11 Floating 5.28413 N N N N N N COMM Mortgage Trust N/A 12593FBE3 80122385.15 PA USD 2205801.31 0.8542020890 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.753413 N N N N N N COMM Mortgage Trust N/A 12593QAE0 5297000 PA USD 311318.99 0.1205590596 Long ABS-MBS CORP US N 2 2048-10-10 Variable 1.233852 N N N N N N Babson CLO Ltd N/A 06761HAG3 1000000 PA USD 781324.07 0.3025697055 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.68125 N N N N N N Beechwood Park CLO Ltd. N/A 07355TAQ5 5000000 PA USD 3920322.35 1.5181546615 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 6.00317 N N N N N N HYLAND SOFTWARE INC N/A 44908XAS7 350000 PA USD 321125 0.1243564616 Long LON CORP US N 2 2025-07-10 Floating 7.98938 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 78410QAB8 78717.4499999999 PA USD 62580.37 0.0242344052 Long LON CORP US N 2 2024-11-01 Floating 5.48213 N N N N N N Beechwood Park CLO Ltd. N/A 07355VAA5 2000000 PA USD 1401415.02 0.5427014810 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 9.40317 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 18465776.76 PA USD 588098.06 0.2277424486 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.521696 N N N N N N ABE INVESTMENT HOLDINGS N/A 37427UAJ9 176988.459999999 PA USD 143803.12 0.0556881189 Long LON CORP US N 2 2026-02-19 Floating 5.5 N N N N N N MINOTAUR ACQUISITION INC N/A 60441EAC4 436700 PA USD 370465.71 0.1434637753 Long LON CORP US N 2 2026-03-29 Floating 5.98938 N N N N N N COMM Mortgage Trust N/A 12593QBJ8 566000 PA USD 495486.87 0.1918785330 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.483852 N N N N N N COMM Mortgage Trust N/A 12593YAL7 549000 PA USD 407986.06 0.1579936249 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.146165 N N N N N N Freddie Mac N/A 3137A3MT3 3868288.76 PA USD 828510.47 0.3208427573 Long ABS-MBS USGSE US N 2 2040-11-15 Floating 5.29537 N N N N N N Freddie Mac N/A 3137A4T98 4280901.9 PA USD 937044.9 0.3628729875 Long ABS-MBS USGSE US N 2 2040-12-15 Floating 5.79537 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 78410QAB8 201.84 PA USD 160.47 0.0000621424 Long LON CORP US N 2 2024-11-01 Floating 5.5 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 10524MAN7 83405.8699999999 PA USD 67649.6699999999 0.0261975044 Long LON CORP US N 2 2024-06-21 Floating 6.05625 N N N N N N Bluemountain CLO Ltd 54930003J8R1CBTM3M23 09626VAG1 1900000 PA USD 988158.21 0.3826667449 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 9.31913 N N N N N N Fannie Mae N/A 31396QFB0 248958.6 PA USD 23905.68 0.0092575345 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 5.15337 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 82905.96 PA USD 74615.3699999999 0.0288949892 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 5078.82 PA USD 4570.94 0.0017701080 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 10524MAN7 65097.2699999999 PA USD 52799.7399999999 0.0204468317 Long LON CORP US N 2 2024-06-21 Floating 6.05625 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 10524MAN7 128783.24 PA USD 104454.8 0.0404503833 Long LON CORP US N 2 2024-06-21 Floating 6.12388 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 12866.9 PA USD 11580.2099999999 0.0044844654 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 79349.2299999999 PA USD 71414.3099999999 0.0276553706 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 10524MAN7 2155.08 PA USD 1747.96 0.0006769019 Long LON CORP US N 2 2024-06-21 Floating 5.70013 N N N N N N KLOECKNER PENTAPLAST OF AME 5299004QDA11QZOG5N31 49865NAQ3 300586.12 PA USD 212833.01 0.0824201169 Long LON CORP US N 2 2022-06-30 Floating 5.25 N N N N N N Greenwood Park CLO, Ltd N/A 39729TAA2 1000000 PA USD 562017.21 0.2176425740 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.78125 N N N N N N Highbridge Loan Management Ltd 549300Z5U2GIJ32SH058 40436WAA7 1000000 PA USD 606047.92 0.2346935769 Long ABS-CBDO CORP KY N 2 2030-05-06 Floating 7.83738 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 7244.42 PA USD 6519.98 0.0025248786 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N MIRION TECHNOLOGIES INC 549300EBD5JHM14L3R48 60470FAG6 11054.66 PA USD 9949.19 0.0038528488 Long LON CORP US N 2 2026-03-06 Floating 5.94463 N N N N N N COMM Mortgage Trust N/A 12636FAN3 1500000 PA USD 1017659.25 0.3940910967 Long ABS-MBS CORP US N 2 2048-10-10 Variable 3.645215 N N N N N N Credit Suisse Mortgage Trust N/A 12637VAG2 3169904.28 PA USD 1159290.74 0.4489382463 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.5 N N N N N N Freddie Mac N/A 3137A6EB4 1418045.6 PA USD 274930.96 0.1064677037 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 5.14537 N N N N N N Freddie Mac N/A 3137AEQ57 1174965.98 PA USD 2647645.54 1.0253073752 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 15.97125 N N N N N N Fannie Mae N/A 31396QTH2 136473.61 PA USD 14512.32 0.0056199323 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.20337 N N N N N N Fannie Mae N/A 31396VDR6 2473793.49 PA USD 471345.73 0.1825298160 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 5.15337 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAU4 525000 PA USD 486609.38 0.1884407027 Long LON CORP US N 2 2025-08-04 Floating 7.48938 N N N N N N PEAK 10 HOLDING CORP 549300M6D163XS0DO113 70469CAC4 678265.31 PA USD 487503.19 0.1887868329 Long LON CORP US N 2 2024-08-01 Floating 4.95013 N N N N N N Fannie Mae N/A 31396VE46 189039.93 PA USD 23627.02 0.0091496227 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 5.15337 N N N N N N Fannie Mae N/A 31396VJN9 1110203.85 PA USD 293271.78 0.1135702323 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 5.79337 N N N N N N Freddie Mac N/A 3137AFAV4 1382933.6 PA USD 253834.83 0.0982981745 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 5.29537 N N N N N N Freddie Mac N/A 3137AJE75 4454926.25 PA USD 637483.02 0.2468668982 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 5.24537 N N N N N N Freddie Mac N/A 3137B3DH8 3353201.78 PA USD 3937445.55 1.5247856636 Long ABS-MBS USGSE US N 2 2040-12-15 Floating 8.251333 N N N N N N Freddie Mac N/A 3137B7AC3 3525896.5 PA USD 631363.95 0.2444972730 Long ABS-MBS USGSE US N 2 2054-01-15 Floating 5.19537 N N N N N N LCM Ltd Partnership N/A 50200GAA5 2500000 PA USD 1460795.45 0.5656967014 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.11913 N N N N N N LSTAR Commercial Mortgage Trus N/A 50219QAY0 4828593.07 PA USD 256340.11 0.0992683504 Long ABS-MBS CORP US N 2 2049-03-10 Variable 1.84114 N N N N N N Fannie Mae N/A 31396VYC6 1213911.17 PA USD 215484.41 0.0834468782 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 5.15337 N N N N N N Fannie Mae N/A 31396W3B0 6165260.38 PA USD 1302613.48 0.5044403368 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 5.59337 N N N N N N Freddie Mac N/A 3137BRJ97 38343110.3 PA USD 1318880.3 0.5107397037 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 3 N N N N N N Freddie Mac N/A 3137GALT2 10032049.2 PA USD 1777313.95 0.6882692843 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 5.34537 N N N N N N Hospitality Mortgage Trust N/A 40443RAS0 1419074.75 PA USD 687608.41 0.2662780812 Long ABS-MBS CORP US N 2 2036-11-15 Floating 4.60463 N N N N N N Halcyon Loan Advisors Funding 549300NL4H585I318G08 40538FAL7 500000 PA USD 416208.01 0.1611775956 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 5.45213 N N N N N N Fannie Mae N/A 31396WK96 122087.1 PA USD 17854.6 0.0069142386 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.70337 N N N N N N Fannie Mae N/A 31396WVN3 418340.89 PA USD 62587.31 0.0242370928 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.61337 N N N N N N PRAIRIE ECI ACQUIROR LP 549300EXIECHUG4F3335 73955HAB0 251331.28 PA USD 133771.07 0.0518031823 Long LON CORP US N 2 2026-03-11 Floating 6.20013 N N N N N N TRAVELPORT FINANCE LUXEM 2221005SGFWYZHL40F77 N/A 124687.5 PA USD 81795 0.0316753189 Long LON CORP LU N 2 2026-05-30 Floating 6.072 N N N N N N RENTPATH LLC 5493007W7CFRS1V7XL88 76016VAF0 318676.27 PA USD 244145.859999999 0.0945460966 Long LON CORP US N 2 2021-12-17 Floating 7 Y Y N N N N AVANTOR FUNDING INC N/A 05350NAC8 173803.28 PA USD 165547.62 0.0641087310 Long LON CORP US N 2 2024-11-21 Floating 3.25 N N N N N N Centerline Logistics Corporati 5493005HW7HO5Y757M86 41284LAA2 1409209.05 PA USD 1270641.52 0.4920591151 Long ABS-O CORP US N 2 2043-05-15 Fixed 5.682 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAL6 1640000 PA USD 1173338.33 0.4543782108 Long ABS-MBS CORP US N 2 2038-05-15 Floating 3.45463 N N N N N N Horizon Aircraft Finance I Lim N/A 440405AG3 1741697.54 PA USD 1196255.35 0.4632528843 Long ABS-O CORP US N 2 2038-12-15 Fixed 6.657 N N N N N N HPS Investment Partners N/A 44330DAL4 1000000 PA USD 726769.6 0.2814433502 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 4.71913 N N N N N N Fannie Mae N/A 31394EWV6 131539.04 PA USD 20051.1 0.0077648388 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 5.80337 N N N N N N Fannie Mae N/A 31394FVD4 1354154.49 PA USD 147887.48 0.0572697975 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 5.80337 N N N N N N Credit Suisse Mortgage Trust N/A 126380AB0 809940.05 PA USD 702539 0.2720599896 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 5.5 N N N N N N Credit Suisse Mortgage Trust N/A 126380CC6 398741.73 PA USD 365908.26 0.1416988913 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LF95 1462894.52 PA USD 1197657.7 0.4637959478 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.555424 N N N N N N JPMBB Commercial Mortgage Secu N/A 46590JAC1 16358000 PA USD 383256.49 0.1484170369 Long ABS-MBS CORP US N 2 2048-11-15 Variable 0.5 N N N N N N Lehman Mortgage Trust N/A 52521LAC8 1622552.94 PA USD 1193846.06 0.4623198807 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.75 N N N N N N Lehman Mortgage Trust N/A 52522QAA0 1137022.47 PA USD 1101743.05 0.4266527591 Long ABS-MBS CORP US N 2 2038-01-25 Fixed 6 N N N N N N Countrywide Alternative Loan T N/A 12668BEK5 1064343.69 PA USD 826457.55 0.3200477588 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.04663 N N N N N N Countrywide Alternative Loan T N/A 12668BEL3 224772.58 PA USD 314412.47 0.1217570175 Long ABS-MBS CORP US N 2 2036-02-25 Floating 18.162357 N N N N N N WATERBRIDGE MIDSTREAM OP 549300DVU86VSP486341 94120XAB1 498750 PA USD 289275 0.1120224692 Long LON CORP US N 2 2026-06-21 Floating 6.75 N N N N N N MONITRONICS INTERNATIONA SCAKOG18M6QWWML8YF46 60945HAB0 365112.76 PA USD 250558.63 0.0970294578 Long LON CORP US N 2 2024-03-29 Floating 7.75 N N N N N N JPMBB Commercial Mortgage Secu N/A 46590JBC0 675000 PA USD 593797.03 0.2299493890 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.656111 N N N N N N J.P. Morgan Alternative Loan T N/A 46627MEW3 142195.33 PA USD 135562.1 0.0524967632 Long ABS-MBS CORP US N 2 2021-02-25 Fixed 5.5 N N N N N N VANTAGE SPEC CHEM 54930057U5S5AY44VU09 92211YAB3 500000 PA USD 337812.5 0.1308187378 Long LON CORP US N 2 2025-10-26 Floating 9.86325 N N N N N N MITCHELL INTERNATIONAL 5493002RDNIGEM7SSV41 N/A 748333.329999999 PA USD 588687.64 0.2279707649 Long LON CORP US N 2 2025-11-30 Floating 8.23938 N N N N N N Fannie Mae N/A 31396YGE6 667004.55 PA USD 126553.91 0.0490083190 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.30337 N N N N N N Fannie Mae N/A 31396YN99 3445996.2 PA USD 676105.14 0.2618234110 Long ABS-MBS USGSE US N 2 2038-04-25 Floating 5.05337 N N N N N N Canyon Capital CLO Ltd N/A 13876GAG3 1000000 PA USD 815048.42 0.3156295446 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.43125 N N N N N N Canyon Capital CLO Ltd N/A 13876HAA4 1000000 PA USD 599874.09 0.2323027457 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 8.08125 N N N N N N JP Morgan Chase Commercial Mor N/A 46629PAQ1 92430 PA USD 91269.23 0.0353442382 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 5.337 N N N N N N JP Morgan ReRemic N/A 46635NAX3 2421956.64 PA USD 2033662.01 0.7875407134 Long ABS-MBS CORP US N 2 2037-06-26 Variable 6 N N N N N N Fannie Mae N/A 31396LD98 510469.5 PA USD 44952.97 0.0174081504 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 5.60337 N N N N N N Fannie Mae N/A 31396LL32 317296.22 PA USD 58588.14 0.0226884041 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 5.70337 N N N N N N GRANITE US HOLDINGS CORP N/A 38740TAB7 386531.25 PA USD 280235.159999999 0.1085217685 Long LON CORP US N 2 2026-09-30 Floating 6.322 N N N N N N GRANITE US HOLDINGS CORP N/A 38740TAB7 77306.25 PA USD 56047.0299999999 0.0217043529 Long LON CORP US N 2 2026-09-30 Floating 6.322 N N N N N N JP Morgan Chase Commercial Mor N/A 46635TBA9 2000000 PA USD 1958795.6 0.7585485084 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.664448 N N N N N N JP Morgan Chase Commercial Mor N/A 46637WAE3 23056787.01 PA USD 417443.13 0.1616558990 Long ABS-MBS CORP US N 2 2045-06-15 Variable 1.476188 N N N N N N Canyon Capital CLO Ltd N/A 13877AAA8 1500000 PA USD 897127.94 0.3474150446 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.58125 N N N N N N Canyon Capital CLO Ltd N/A 13887TAG2 1550000 PA USD 1178573.48 0.4564055358 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 5.68125 N N N N N N MCDERMOTT INTERNATIONAL I 549300MSF84ZAB7RHN59 58004GAB4 477351.049999999 PA USD 146916.72 0.0568938683 Long LON CORP US N 2 2025-05-10 Floating 2 Y Y N N N N PETVET CARE CENTERS LLC 549300V0HK8MSXZNOM91 70476XAF2 500000 PA USD 417500 0.1616779220 Long LON CORP US N 2 2026-02-15 Floating 7.23938 N N N N N N Fannie Mae N/A 31396P2E0 693238 PA USD 97040.43 0.0375791499 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.79337 N N N N N N Fannie Mae N/A 31396P3F6 415946.45 PA USD 68743.22 0.0266209843 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.53337 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53947DAJ5 2876000 PA USD 2147776.67 0.8317319017 Long ABS-MBS CORP KY N 2 2034-04-15 Floating 3.20463 N N N N N N Madison Park Funding Ltd N/A 55818TAG7 850000 PA USD 516381.28 0.1999699457 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 7.60213 N N N N N N Fannie Mae N/A 31396PBJ9 5188289.16 PA USD 1191346.37 0.4613518695 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 5.79337 N N N N N N Fannie Mae N/A 31396PWM9 2381149.58 PA USD 512426.01 0.1984382574 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.75337 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 N/A 98146.96 PA USD 79130.99 0.0306436743 Long LON CORP LU N 2 2026-12-12 Floating 5.49 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 N/A 141853.04 PA USD 114369.009999999 0.0442896859 Long LON CORP LU N 2 2026-12-12 Floating 5.49 N N N N N N Freddie Mac N/A 31397BA68 587064.57 PA USD 469322.49 0.1817463112 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 24.702761 N N N N N N Freddie Mac N/A 31397CB57 1304693.47 PA USD 270135.35 0.1046105917 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 5.99537 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640LAL6 10765000 PA USD 351105.32 0.1359664157 Long ABS-MBS CORP US N 2 2046-08-15 Variable 1.104127 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641WAJ6 3488650 PA USD 2485251.99 0.9624200657 Long ABS-MBS CORP US N 3 2047-04-15 Variable 4 N N N N N N Fannie Mae N/A 31396QCR8 285118.4 PA USD 41260.6 0.0159782708 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 5.00337 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAN9 824000 PA USD 711815.28 0.2756522523 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.104451 N N N N N N Carbon Capital VI Commercial M N/A 140817AC1 976000 PA USD 845752.41 0.3275197418 Long ABS-MBS CORP US N 2 2035-10-15 Floating 3.55463 N N N N N N Carlyle Global Market Strategi 5493007AYUHLOG0AMH17 14311QAN7 1500000 PA USD 819561.33 0.3173771803 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 8.51913 N N N N N N Madison Park Funding Ltd N/A 55819VAG1 1500000 PA USD 934274.78 0.3618002515 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 8.35822 N N N N N N Madison Park Funding Ltd N/A 55820HAA2 1500000 PA USD 1013494.41 0.3924782519 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 8.54413 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAC7 160000 PA USD 148800 0.0576231732 Long LON CORP US N 2 2026-09-30 Floating 5.73938 N N N N N N BELLRING BRANDS LLC 5493001E28R2L3L44631 07982EAB2 285000 PA USD 268612.5 0.1040208643 Long LON CORP US N 2 2024-10-21 Floating 6 N N N N N N POWERTEAM SERVICES LLC 549300J2G34D0WX8Z443 73937UAJ7 500000 PA USD 397500 0.1539328719 Long LON CORP US N 2 2026-03-06 Floating 9.19463 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N/A 253835.14 PA USD 188853.35 0.0731339334 Long LON CORP US N 2 2025-02-05 Floating 5.072 N N N N N N Castlelake Aircraft Securitiza 549300MHTIBONNXM3R82 14855MAC2 1432049.55 PA USD 1023852.42 0.3964894173 Long ABS-O CORP US N 2 2039-04-15 Fixed 6.899 N N N N N N Cathedral Lake LTD N/A 14918PBA3 3750000 PA USD 2983863.45 1.1555086040 Long ABS-CBDO CORP KY N 2 2029-07-16 Floating 5.93125 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TU3 17000000 PA USD 16989399.82 6.5791876865 Long DBT UST US N 2 2020-12-03 Fixed 0 N N N N N N Velocity Commercial Capital Lo N/A 92257AAF1 1045008.48 PA USD 867722.79 0.3360278265 Long ABS-MBS CORP US N 2 2048-04-25 Fixed 5.01 N N N N N N Chase Mortgage Finance Corpora N/A 16163FAG0 1677400.89 PA USD 1045351.87 0.4048151332 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N Chase Mortgage Finance Corpora N/A 16163HAE1 1778851.64 PA USD 1214643.84 0.4703738731 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641WAL1 1938200 PA USD 988819.25 0.3829227343 Long ABS-MBS CORP US N 3 2047-04-15 Variable 3.75 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641WAN7 5272400.1 PA USD 867950.41 0.3361159729 Long ABS-MBS CORP US N 3 2047-04-15 Variable 3.75 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17310CAD4 436289.38 PA USD 616192.24 0.2386219902 Long ABS-MBS CORP US N 2 2035-10-25 Floating 17.058389 N N N N N N Citigroup Commercial Mortgage N/A 17323CAG2 4537196.27 PA USD 219463.28 0.0849877056 Long ABS-MBS CORP US N 2 2048-02-10 Variable 1.345906 N N N N N N Freddie Mac N/A 31397EBQ7 797860.44 PA USD 174650.61 0.0676338867 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 5.98537 N N N N N N Freddie Mac N/A 31397FRQ7 495264.66 PA USD 91099.43 0.0352784827 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 5.39537 N N N N N N Velocity Commercial Capital Lo N/A 92257AAG9 675318.09 PA USD 553891.51 0.2144958763 Long ABS-MBS CORP US N 2 2048-04-25 Fixed 6.26 N N N N N N Velocity Commercial Capital Lo N/A 92257AAJ3 1300548.28 PA USD 858729.27 0.3325450633 Long ABS-MBS CORP US N 2 2048-04-25 Fixed 7.26 N N N N N N SYNCREON GROUP BV 5493002SSXOL85X3XC87 BL3188200 91398.6499999999 PA USD 79059.83 0.0306161174 Long LON CORP NL N 2 2024-10-01 Floating 6.072 N N N N N N SYNCREON GROUP BV 5493002SSXOL85X3XC87 BL3188218 163083.355669 PA USD 110081.27 0.0426292479 Long LON CORP NL N 2 2025-04-01 Floating 7.60338 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643AAG8 2000000 PA USD 1660774 0.6431388964 Long ABS-MBS CORP US N 2 2047-09-15 Variable 3.972987 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643ABL6 925000 PA USD 830839.16 0.3217445483 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.472987 N N N N N N Voya CLO Ltd N/A 92915QAL7 1000000 PA USD 802962.24 0.3109491411 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.36913 N N N N N N Voya CLO Ltd N/A 92918BAJ2 3000000 PA USD 2340222.78 0.9062571404 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.57323 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N/A 24093.4599999999 PA USD 17925.5299999999 0.0069417064 Long LON CORP US N 2 2025-02-05 Floating 5.9605 N N N N N N COVIA HOLDINGS CORP 213800IE4YGTGVTQ1806 90480TAD8 477725 PA USD 226114.41 0.0875633723 Long LON CORP US N 2 2025-06-01 Floating 5.87388 N N N N N N Magnetite CLO Ltd 549300P6T1S83Z2MDF55 55954WAG4 1500000 PA USD 1161555.6 0.4498153191 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.70714 N N N N N N Magnetite CLO Ltd 549300P6T1S83Z2MDF55 55954XAA5 1000000 PA USD 664114.24 0.2571799049 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 8.85714 N N N N N N Freddie Mac N/A 31397GRY8 5329882.97 PA USD 1199023.26 0.4643247644 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 6.05537 N N N N N N Freddie Mac N/A 31397GXT2 871935.35 PA USD 175370.09 0.0679125071 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 5.69537 N N N N N N BI-LO LLC N/A 088612AM8 168421.049999999 PA USD 138442.109999999 0.0536120543 Long LON CORP US N 2 2024-05-31 Floating 9.73738 N N N N N N BI-LO LLC N/A 088612AM8 163421.049999999 PA USD 134332.109999999 0.0520204465 Long LON CORP US N 2 2024-05-31 Floating 9.66038 N N N N N N BI-LO LLC N/A 088612AM8 160657.89 PA USD 132060.79 0.0511408721 Long LON CORP US N 2 2024-05-31 Floating 9.31425 N N N N N N ENERGYSOLUTIONS LLC 549300X3SKIUYR2MFH75 29276MAL1 492500 PA USD 433400 0.1678352369 Long LON CORP US N 2 2025-05-11 Floating 5.20013 N N N N N N Freddie Mac N/A 31397H6A1 3942148.84 PA USD 814804.32 0.3155350163 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 6.05537 N N N N N N Freddie Mac N/A 31397H6T0 3878687.59 PA USD 829751.73 0.3213234383 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 5.70537 N N N N N N Washington Mutual Mortgage Pas N/A 93935EAF1 3896488.88 PA USD 1975947.31 0.7651905511 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.309602 N N N N N N Wells Fargo Alternative Loan T N/A 94985GAE6 1640614.67 PA USD 1547311.11 0.5992001077 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N Freddie Mac N/A 31397JG73 449917.4 PA USD 66648.29 0.0258097174 Long ABS-MBS USGSE US N 2 2037-06-15 Floating 5.84537 N N N N N N Freddie Mac N/A 31397JYF5 121003.69 PA USD 19656.65 0.0076120870 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 5.84537 N N N N N N FRONERI US INC N/A N/A 45000 PA USD 42750 0.0165550447 Long LON CORP US N 2 2028-01-31 Floating 6.73938 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 492443.299999999 PA USD 440736.75 0.1706764117 Long LON CORP US N 2 2027-02-15 Floating 5.20725 N N N N N N BRAZOS DELAWARE II LLC 549300V1BTYXZRGYUU04 10620UAB8 797850 PA USD 420865.88 0.1629813675 Long LON CORP US N 2 2025-05-29 Floating 4.92363 N N N N N N RENAISSANCE HOLDINGS COR 549300UKKEC0Y6TXNF09 75972JAB0 108350 PA USD 91826.63 0.0355600928 Long LON CORP US N 2 2025-05-30 Floating 4.23938 N N N N N N Wells Fargo Commercial Mortgag N/A 94988HAR2 467000 PA USD 377612.46 0.1462313721 Long ABS-MBS CORP US N 3 2045-10-15 Variable 4.759866 N N N N N N Wells Fargo Commercial Mortgag 549300S7ENI2U7O0XH56 94989JAC0 23293000 PA USD 1133309.27 0.4388768569 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.11039 N N N N N N MCDERMOTT INTERNATIONAL I 549300MSF84ZAB7RHN59 58004GAB4 23167.7799999999 PA USD 21268.02 0.0082360941 Long LON CORP US N 2 2025-05-10 Floating 10.80625 N Y N N N N MCDERMOTT INTERNATIONAL I 549300MSF84ZAB7RHN59 58004GAB4 27380.11 PA USD 25134.9399999999 0.0097335685 Long LON CORP US N 2 2025-05-10 Floating 10.64663 N Y N N N N KEANE GROUP HOLDINGS LLC 549300OCQZFA8RVVSE79 48667GAB3 472800 PA USD 316776 0.1226723004 Long LON CORP US N 2 2025-05-25 Floating 4.5 N N N N N N ION TRADING FINANCE LTD N/A N/A 393969.84 PA USD 328308.859999999 0.1271384294 Long LON CORP IE N 2 2024-11-21 Floating 5.072 N N N N N N DYNASTY ACQUISITION CO I 549300L1RCRPOAUCB870 26812CAE6 64921.18 PA USD 52667.3099999999 0.0203955479 Long LON CORP US N 2 2026-04-08 Floating 4.95013 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 88632NAN0 235000 PA USD 224425 0.0869091441 Long LON CORP US N 2 2028-03-04 Floating 8.66 N N N N N N Wells Fargo Commercial Mortgag 549300RD723OFH36TP29 94989XBL8 747000 PA USD 582380.4 0.2255282704 Long ABS-MBS CORP US N 2 2048-12-15 Variable 3.669824 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 83420LAK7 264686.729999999 PA USD 213514.85 0.0826841611 Long LON CORP US N 2 2025-06-26 Floating 5.61325 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 83420LAK7 40110.4199999999 PA USD 32355.8699999999 0.0125298918 Long LON CORP US N 2 2025-06-26 Floating 5.61325 N N N N N N STANDARD AERO LTD 549300WM2IKMXZ5LGL49 26812CAF3 34903.82 PA USD 28315.72 0.0109653336 Long LON CORP CA N 2 2026-04-08 Floating 4.95013 N N N N N N RENTPATH INC 5493007W7CFRS1V7XL88 76016VAH6 55337.97 PA USD 52847.76 0.0204654276 Long LON CORP US N 2 2025-02-14 Floating 8 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 83420LAK7 775.57 PA USD 625.63 0.0002422768 Long LON CORP US N 2 2025-06-26 Floating 5.60338 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 83420LAN1 245000 PA USD 170275 0.0659394208 Long LON CORP US N 2 2026-06-26 Floating 10.11325 N N N N N N Freddie Mac N/A 31397JZU1 2588437.75 PA USD 552566.49 0.2139827590 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 5.43537 N N N N N N Freddie Mac N/A 31397KY70 1531083.15 PA USD 273918.12 0.1060754789 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.74537 N N N N N N MCDERMOTT INTERNATIONAL I 549300MSF84ZAB7RHN59 58004GAL2 122265.191656 PA USD 112239.45 0.0434650085 Long LON CORP US N 2 2020-10-21 Floating 10.64663 N N N N N N FORESIGHT ENERGY LLC 549300HM3UR1W0JJ7F28 N/A 40167.52 PA USD 38962.49 0.0150883220 Long LON CORP US N 2 2022-03-28 Floating 13 N N N N N N KINDRED HEALTHCARE INC 549300OITC7AXM1AND14 49458HAB2 793187.5 PA USD 674209.38 0.2610892732 Long LON CORP US N 2 2025-07-02 Floating 6 N N N N N N SOUND INPATIENT PHYSICIA N/A 83607JAB7 190000 PA USD 168150 0.0651165092 Long LON CORP US N 2 2026-06-28 Floating 7.73938 N N N N N N US BANK LOAN PAYABLE N/A N/A -70000000 PA USD -70000000 -27.1076755467 Short STIV CORP US N 2 2049-11-01 Floating 0 N N N N N N Fannie Mae N/A 31397LNZ8 2819700.63 PA USD 544868.8 0.2110018092 Long ABS-MBS USGSE US N 2 2038-05-25 Floating 4.95337 N N N N N N Fannie Mae N/A 31397LZ28 1717707.5 PA USD 321502.8 0.1245027656 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 5.10337 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 05349UBC5 449639.07 PA USD 387813.7 0.1501818279 Long LON CORP US N 2 2024-12-15 Floating 4.95463 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 16298.75 PA USD 13772.44 0.0053334119 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N McDermott International Inc ZAKWBIG8QLOPMZ888610 580037703 1813 NS USD 0 0.0000000000 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691KAS0 1191000 PA USD 634891.13 0.2458631823 Long ABS-MBS CORP US N 2 2034-11-15 Floating 7.60463 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 13488.2 PA USD 11397.53 0.0044137221 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 6972.57 PA USD 5891.82 0.0022816221 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 13004.77 PA USD 10989.03 0.0042555294 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 6279.2 PA USD 5305.92 0.0020547308 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N Fannie Mae N/A 31397MKE6 1159395.3 PA USD 226049.16 0.0875381041 Long ABS-MBS USGSE US N 2 2038-08-25 Floating 5.15337 N N N N N N Fannie Mae N/A 31397NKA2 1122467.85 PA USD 203585.59 0.0788390303 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 5.65337 N N N N N N Morgan Stanley Institutional L 549300BI6Y5SI6BYPB26 61747C707 2983136.12 NS USD 2983136.12 1.1552269436 Long STIV RF US N 1 N N N Morgan Stanley Capital I Trust N/A 61755YAP9 784000 PA USD 803899.41 0.3113120625 Long ABS-MBS CORP US N 2 2049-06-11 Variable 6.128026 N N N N N N Freddie Mac N/A 31397PJE1 304531.8 PA USD 49156.09 0.0190358191 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.59537 N N N N N N Freddie Mac N/A 31397PTU4 4568334.75 PA USD 950778.73 0.3681914476 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 5.29537 N N N N N N Freddie Mac N/A 31397RVH6 275512.8 PA USD 29946.59 0.0115968921 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 4.94537 N N N N N N Freddie Mac N/A 31397T3F7 3411777.2 PA USD 630482.44 0.2441559060 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 5.27537 N N N N N N Freddie Mac N/A 31397YX71 220228.69 PA USD 30226.26 0.0117051950 Long ABS-MBS USGSE US N 2 2039-02-15 Floating 5.94537 N N N N N N Fannie Mae N/A 31398FJ36 668754.88 PA USD 119747.25 0.0463724229 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.05337 N N N N N N Fannie Mae N/A 31398FTP6 1047080.15 PA USD 199463.64 0.0772427948 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 5.20337 N N N N N N Fannie Mae N/A 31398GRB7 245771.81 PA USD 35420.49 0.0137166736 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 5.30337 N N N N N N NORTHEAST FOODS LLC 54930016IW5324QMQK30 44216WAM9 18057.79 PA USD 15258.83 0.0059090202 Long LON CORP US N 2 2025-07-20 Floating 4.73938 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041EAB8 92513.6799999999 PA USD 77526.46 0.0300223161 Long LON CORP US N 2 2025-07-09 Floating 5.97531 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041EAB8 107900.3 PA USD 90420.46 0.0350155499 Long LON CORP US N 2 2025-07-09 Floating 5.98537 N N N N N N EDELMAN FINANCIAL CENTER N/A 27943TAB5 500000 PA USD 385500 0.1492858418 Long LON CORP US N 2 2026-07-20 Floating 7.6785 N N N N N N Morgan Stanley BAML Trust N/A 61764PBZ4 500000 PA USD 435654.1 0.1687081428 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4 N N N N N N Morgan Stanley BAML Trust N/A 61765XAN4 804000 PA USD 586578.78 0.2271541036 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.237 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAB3 499950 PA USD 420395.46 0.1627991962 Long LON CORP US N 2 2025-10-02 Floating 5.85338 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAB9 196529.92 PA USD 140518.89 0.0544162925 Long LON CORP US N 2 2025-11-30 Floating 6.01525 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAE3 155000 PA USD 93775 0.0363146039 Long LON CORP US N 2 2026-11-30 Floating 10.26525 N N N N N N ALERA GROUP INTERMEDIATE 549300BPCKH0Q3R2H875 01449KAB8 212.52 PA USD 187.02 0.0000724240 Long LON CORP US N 2 2025-08-01 Floating 4.98938 N N N N N N NYT Mortgage Trust N/A 62954PAQ3 1012000 PA USD 782621.09 0.3030719798 Long ABS-MBS CORP US N 2 2035-12-15 Floating 3.70463 N N N N N N Neuberger Berman CLO Ltd 549300YJLHTYDSFV8K03 64131JAJ5 1000000 PA USD 752193.94 0.2912889896 Long ABS-CBDO CORP KY N 2 2029-10-18 Floating 5.06913 N N N N N N ALERA GROUP INTERMEDIATE 549300BPCKH0Q3R2H875 01449KAB8 83519.5599999999 PA USD 73497.21 0.0284619789 Long LON CORP US N 2 2025-08-01 Floating 5.072 N N N N N N VERSCEND HOLDING CORP N/A 92531HAB3 296250 PA USD 281437.5 0.1089873777 Long LON CORP US N 2 2025-08-27 Floating 5.48938 N N N N N N POLAR US BORROWER LLC 549300VWTN2NKZWJ5F70 80643UAB4 556.66 PA USD 491.25 0.0001902378 Long LON CORP US N 2 2025-10-16 Floating 5.73938 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131RAA6 2500000 PA USD 1794888.73 0.6950751619 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 7.23125 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 64132DAG3 2000000 PA USD 1535799.7 0.5947422853 Long ABS-CBDO CORP KY N 2 2032-01-19 Floating 5.66913 N N N N N N Octagon Investment Partners 26 549300ZYOSZSIH0Y3392 675714AG4 1000000 PA USD 486429.39 0.1883710011 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 9.92125 N N N N N N OCTAGON INVESTMENT PARTNERS XX N/A 67576VAA2 500000 PA USD 323970.88 0.1254585357 Long ABS-CBDO CORP KY N 2 2031-05-12 Floating 8.51313 N N N N N N Octagon Investment Partners XI 549300QEN35HTPJ3BX33 67590ABH4 1000000 PA USD 791304.4 0.3064346133 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 5.83125 N N N N N N Octagon Investment Partners XX 549300XIS9D4AHDX5A35 67590QBG1 2500000 PA USD 1905900.08 0.7380645856 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 5.65375 N N N N N N Octagon Investment Partners XX 549300XIS9D4AHDX5A35 67590UAQ1 4000000 PA USD 2762864.44 1.0699261831 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 8.70375 N N N N N N Octagon Investment Partners 29 5493003U22XL00FIHD56 67591KAE9 2000000 PA USD 1359140.4 0.5263305284 Long ABS-CBDO CORP KY N 2 2033-01-24 Floating 9.05088 N N N N N N Octagon Investment Partners 35 549300EBYXJ9QVMC7X31 67591RAA2 1500000 PA USD 921952.95 0.3570285920 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.01913 N N N N N N OCTAGON INVESTMENT PARTNERS 30 549300CDNDWWERRAUA43 675921AC4 2000000 PA USD 745806.86 0.2888155769 Long ABS-CBDO CORP KY N 3 2030-03-17 Variable 0 N N N N N N OCTAGON INVESTMENT PARTNERS 39 N/A 67592AAA8 900000 PA USD 554917.75 0.2148932903 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 7.56913 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAA7 5800000 PA USD 5197311.56 2.0126719355 Long ABS-O CORP US N 2 2023-04-25 Floating 3.29663 N N N N N N Residential Accredit Loans, In N/A 748940AC7 2600259.18 PA USD 2253347.16 0.8726143387 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 N N N N N N Residential Accredit Loans, In N/A 74922KAA3 720734.97 PA USD 627627.62 0.2430503698 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 N N N N N N RBSGC Mortgage Pass Through Ce N/A 74928BAA7 1259179.48 PA USD 1190986.35 0.4612124508 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 N N N N N N Residential Funding Mtg Sec I N/A 749583AD2 804384.83 PA USD 699204.19 0.2707685760 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N RR LTD 549300G3G1OYI5KO3H14 74972FAL9 1000000 PA USD 785000 0.3039932186 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 4.78125 N N N N N N Residential Accredit Loans, In N/A 751155AA0 1352861.19 PA USD 1213429.77 0.4699037215 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N Residential Accredit Loans, In N/A 75116BAA6 3080454.18 PA USD 2663660.1 1.0315090537 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.5 N N N N N N Residential Accredit Loans, In N/A 75116CAA4 1213043.34 PA USD 824779.58 0.3193979607 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.27663 N N N N N N Residential Accredit Loans, In N/A 75116CAB2 276337.19 PA USD 664207.22 0.2572159117 Long ABS-MBS CORP US N 2 2037-04-25 Floating 47.69475 N N N N N N Residential Accredit Loans, In N/A 75116CEF9 1284238.05 PA USD 1102273.98 0.4268583630 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 N N N N N N Residential Accredit Loans, In N/A 761118HC5 1752640.25 PA USD 1597378.76 0.6185889307 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.75 N N N N N N Residential Accredit Loans, In N/A 761118JJ8 1136247.71 PA USD 1015942.48 0.3934262732 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6 N N N N N N Residential Asset Securitizati N/A 76113FAJ9 1619987.44 PA USD 602346.32 0.2332601230 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 N N N N N N Residential Asset Securitizati N/A 76113FAM2 1638413.27 PA USD 421431.35 0.1632003472 Long ABS-MBS CORP US N 2 2036-07-25 Floating 6.15337 N N N N N N Social Professional Loan Progr 5493002WMPR84WZ75V46 83406E105 20000 PA USD 1191890.68 0.4615626549 Long ABS-O CORP US N 2 2042-02-25 Fixed 0 N N N N N N Social Professional Loan Progr 5493002WMPR84WZ75V46 83406E303 5930 PA USD 353395.59 0.1368533285 Long ABS-O CORP US N 2 2042-02-25 Fixed 0 N N N N N N Start Ltd. N/A 85572VAC4 1928000 PA USD 1239117.89 0.4798515104 Long ABS-O CORP BM N 2 2044-11-15 Fixed 6.656 N N N N N N Structured Adjustable Rate Mor N/A 863579P28 854879.54 PA USD 735390.38 0.2847817689 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.777075 N N N N N N Wind River CLO Ltd 54930043UF2EELTNOD60 87244ABJ8 2000000 PA USD 1030324.8 0.3989958627 Long ABS-CBDO CORP KY N 2 2026-01-15 Floating 9.21125 N N N N N N Wind River CLO Ltd N/A 87249LAJ0 1040000 PA USD 733986.03 0.2842379308 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 4.34463 N N N N N N Taconic Park CLO Ltd. 5493003DVTX8QGKNET67 873549AQ2 2000000 PA USD 1564242.9 0.6057569858 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 4.69288 N N N N N N Wind River CLO Ltd N/A 88432BAG3 2500000 PA USD 1442444.45 0.5585902306 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.58125 N N N N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 89624CAL6 2250000 PA USD 1653975 0.6405059666 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.96913 N N N N N N Trimaran Advisors CAVU 2019-2 N/A 89624JAJ6 500000 PA USD 457880.63 0.1773154222 Long ABS-CBDO CORP KY N 2 2032-11-26 Floating 6.63125 N N N N N N 2020-05-28 DoubleLine Opportunistic Credit Fund /s/ Winnie Han DoubleLine Opportunistic Credit Fund Assistant Treasurer